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作者:Fewster, R. M.; Jupp, P. E.
作者单位:University of Auckland; University of St Andrews
摘要:Many models for biological populations, including simple mark-recapture models and distance sampling models, involve a binomially distributed number, n, of observations x(1), ..., x(n) on members of a population of size N. Two popular estimators of (N, theta), where theta is a vector parameter, are the maximum likelihood estimator ((N) over cap, (theta) over cap) and the conditional maximum likelihood estimator ((N) over cap (c) (theta) over cap (c)) based on the conditional distribution of x(...
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作者:Claeskens, Gerda; Krivobokova, Tatyana; Opsomer, Jean D.
作者单位:KU Leuven; KU Leuven; University of Gottingen; Colorado State University System; Colorado State University Fort Collins
摘要:We study the class of penalized spline estimators, which enjoy similarities to both regression splines, without penalty and with fewer knots than data points, and smoothing splines, with knots equal to the data points and a penalty controlling the roughness of the fit. Depending on the number of knots, sample size and penalty, we show that the theoretical properties of penalized regression spline estimators are either similar to those of regression splines or to those of smoothing splines, wit...
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作者:Joseph, V. Roshan; Ai, Mingyao; Wu, C. F. Jeff
作者单位:University System of Georgia; Georgia Institute of Technology; Peking University
摘要:Motivated by a Bayesian framework, we propose a new minimum aberration-type criterion for designing experiments with two- and four-level factors. The Bayesian approach helps in overcoming the ad hoc nature of effect ordering in the existing minimum aberration-type criteria. The approach is also capable of distinguishing between qualitative and quantitative factors. Numerous examples are given to demonstrate its advantages.
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作者:Davis, Richard A.; Wu, Rongning
作者单位:Columbia University; City University of New York (CUNY) System; Baruch College (CUNY)
摘要:We study generalized linear models for time series of counts, where serial dependence is introduced through a dependent latent process in the link function. Conditional on the covariates and the latent process, the observation is modelled by a negative binomial distribution. To estimate the regression coefficients, we maximize the pseudolikelihood that is based on a generalized linear model with the latent process suppressed. We show the consistency and asymptotic normality of the generalized ...
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作者:Jones, M. C.; Pewsey, Arthur
作者单位:Open University - UK; Universidad de Extremadura
摘要:We introduce the sinh-arcsinh transformation and hence, by applying it to a generating distribution with no parameters other than location and scale, usually the normal, a new family of sinh-arcsinh distributions. This four-parameter family has symmetric and skewed members and allows for tailweights that are both heavier and lighter than those of the generating distribution. The central place of the normal distribution in this family affords likelihood ratio tests of normality that are superio...
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作者:Bittman, Richard M.; Romano, Joseph P.; Vallarino, Carlos; Wolf, Michael
作者单位:Stanford University; University of Zurich
摘要:We present a theoretical basis for testing related endpoints. Typically, it is known how to construct tests of the individual hypotheses, but not how to combine them into a multiple test procedure that controls the familywise error rate. Using the closure method, we emphasize the role of consonant procedures, from an interpretive as well as a theoretical viewpoint. Surprisingly, even if each intersection test has an optimality property, the overall procedure obtained by applying closure to the...
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作者:Naveau, Philippe; Guillou, Armelle; Cooley, Daniel; Diebolt, Jean
作者单位:Universite Paris Saclay; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); Universites de Strasbourg Etablissements Associes; Universite de Strasbourg; Colorado State University System; Colorado State University Fort Collins; Universite Paris-Est-Creteil-Val-de-Marne (UPEC); Universite Gustave-Eiffel; Centre National de la Recherche Scientifique (CNRS)
摘要:We model pairwise dependence of temporal maxima, such as annual maxima of precipitation, that have been recorded in space, either on a regular grid or at irregularly spaced locations. The construction of our estimators stems from the variogram concept. The asymptotic properties of our pairwise dependence estimators are established through properties of empirical processes. The performance of our approach is illustrated by simulations and by the treatment of a real dataset. In addition to bring...
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作者:Fuller, Wayne A.
作者单位:Iowa State University
摘要:Occasionally, a selected probability sample may appear undesirable with respect to the available auxiliary information. In such a situation, the practitioner might consider rejecting the sample and selecting a new set of sample elements. We consider a procedure in which the probability sample is rejected unless the sample mean of an auxiliary vector is within a specified distance of the population mean. It is proven that the large sample mean and variance of the regression estimator for the re...
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作者:Pal, Soumik
作者单位:University of Washington; University of Washington Seattle
摘要:This note proves a weak sharpness principle as conjectured by Gneiting et al. (2007) in connection with probabilistic forecasting subject to calibration constraints.
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作者:Lee, Stephen M. S.; Lai, P. Y.
作者单位:University of Hong Kong
摘要:The block bootstrap confidence interval for dependent data can outperform the conventional normal approximation only with nontrivial studentization which, in the case of complicated statistics, calls for specialist treatment and often results in unstable endpoints. We propose two double block bootstrap approaches for improving the accuracy of the block bootstrap confidence interval under very general conditions. The first approach calibrates the nominal coverage level and the second calculates...