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作者:MAK, TK
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作者:HAGGAN, V; OZAKI, T
作者单位:Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要:The behavior of nonlinear deterministic vibrations was studied and may typically include such features as jump phenomena and limit cycles. Nonlinear random vibrations in continuous time were also studied previously; these may commonly give rise to the phenomenon of amplitude-dependent frequency. A discrete time series model is introduced, which may have properties similar to those of nonlinear random vibrations. This model is of autoregressive form with amplitude-dependent coefficients and may...
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作者:BASAWA, IV
摘要:Conditional tests, which are efficient in the sense of being uniformly most powerful unbiased for any sample size and are also asymptotically efficient with reference to a relevant likelihood in the sense of maximizing asymptotic power at alternatives converging to the null hypothesis, are derived for mixture experiments involving dependent observations. As simple applications efficient tests in birth processes, branching processes, stable additive processes, etc., are derived.
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作者:BECKER, N
摘要:The potential that an infective has for infecting a given susceptible from the same household is quantified as a random variable depending on the duration of the infectious period, the severity of the illness and the mobility of the infective. Procedures for making inference about the mean value and the variance of this potential are proposed. The proposed analysis makes it possible to test whether infectives display significant differences in their infectiousness. The methods apply to disease...
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作者:CASTLEDINE, BJ
作者单位:University of Leicester
摘要:Inferences from a Bayesian viewpoint about the size of a closed animal [sunfish] population from data obtained by a multiple-recapture sampling scheme were considered. The method developed enables prior information about the population size and the catch probabilities to be utilized to produce improvements in certain cases on ordinary maximum likelihood methods. Several ways of expressing such prior information are explored and a practical example of the uses of these ways is given. The main r...
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作者:MORTON, R
作者单位:Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要:Methods are proposed for deriving unbiased estimating equations for the parameters of interest in a statistical model which includes further incidental or nuisance parameters. Pivot-like quantities eliminate the dependence on the incidental parameters and functions are derived which give estimating equations which are most efficient in a certain sense. These equations involve the incidental parameters, which are then replaced by estimators. The methods overcome some of the difficulties encount...
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作者:LAGAKOS, SW
作者单位:Harvard University; Harvard Medical School; Harvard University Medical Affiliates; Dana-Farber Cancer Institute
摘要:A graphical technique for assessing explanatory variables in Cox''s proportional hazards regression model is examined. The method arises from consideration of the cumulative hazard transformation and the partial likelihood score function, and consists of permuting the observed rank statistic to account for the effects of explanatory variables fitted to the model. An example is provided [i.e., survival times, from date of transplantation, for patients in a heart transplant study].
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作者:MILHOJ, A
摘要:A goodness-of-fit test statistic for time series models is presented, and its asymptotic distribution, even when parameters are estimated, is derived. The statistic is a frequency domain analog of the Box-Pierce portmanteau statistic. The symptotic power of the test is found and compared to the empirical power of the portmanteau test. The small sample properties are investigated by Monte-Carlo methods.
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作者:BARTMANN, FC; BLOOMFIELD, P
作者单位:Princeton University
摘要:Various extremal results were proved concerning the efficiency of least squares estimates relative to Gauss-Markov estimates and concerning the canonical correlations between 2 sets of random variables. These 2 types of results are related, and a new result is derived from which many previous inequalities can be derived.
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作者:HALL, P
摘要:Aitchison and Aitken (1976) introduced a novel nonparametric method for estimating probabilities in a multidimensional binary space. The technique is designed for use in multivariate binary discrimination. Their estimator [applied to the data of Anderson et al. (1972) on the diagnosis of keratoconjunctivitis sicca by 10 different symptoms] depends crucially on an unknown smoothing parameter .lambda.; Aitchison and Aitken proposed a maximum likelihood method for determining .lambda. from the sa...