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作者：Li, Yi; Prentice, Ross L.; Lin, Xihong
作者单位：Harvard University; University of Washington; University of Washington Seattle; Fred Hutchinson Cancer Center; Harvard University; Harvard T.H. Chan School of Public Health
摘要：We consider a class of semiparametric normal transformation models for right-censored bivariate failure times. Nonparametric hazard rate models are transformed to a standard normal model and a joint normal distribution is assumed for the bivariate vector of transformed variates. A semiparametric maximum likelihood estimation procedure is developed for estimating the marginal survival distribution and the pairwise correlation parameters. This produces an efficient estimator of the correlation p...
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作者：Neumann, Michael H.; Paparoditis, Efstathios
作者单位：Friedrich Schiller University of Jena; University of Cyprus
摘要：We propose a method for the construction of simultaneous confidence bands for a smoothed version of the spectral density of a Gaussian process based on nonparametric kernel estimators obtained by smoothing the periodogram. A studentized statistic is used to determine the width of the band at each frequency and a frequency-domain bootstrap approach is employed to estimate the distribution of the supremum of this statistic over all frequencies. We prove by means of strong approximations that the...
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作者：Oakes, David
作者单位：University of Rochester
摘要：Necessary and sufficient conditions for consistency of a simple estimator of Kendall's tau under bivariate censoring are presented. The results are extended to data subject to bivariate left truncation as well as right censoring.
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作者：Bjornstad, Jan F.; Ytterstad, Elinor
作者单位：UiT The Arctic University of Tromso
摘要：We consider the problem of estimating the population total in two-stage cluster sampling when cluster sizes are known only for the sampled clusters, making use of a population model arising from a variance component model. The problem can be considered as one of predicting the unobserved part Z of the total, and the concept of predictive likelihood is studied. Prediction intervals and a predictor for the population total are derived for the normal case, based on predictive likelihood. For a mo...
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作者：Chang, In Hong; Mukerjee, Rahul
作者单位：Chosun University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：For a general class of empirical-type likelihoods for the population mean, higher-order asymptotics are developed with a view to characterizing its members which allow, for any given prior, the existence of a confidence interval that has approximately correct posterior as well as frequentist coverage. In particular, it is seen that the usual empirical likelihood always allows such a confidence interval, while many of its variants proposed in the literature do not enjoy this property. An explic...
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作者：Kume, Alfred
作者单位：University of Kent; University of Nottingham
摘要：A method is developed for fitting smooth curves through a series of shapes of landmarks in two dimensions using unrolling and unwrapping procedures in Riemannian manifolds. An explicit method of calculation is given which is analogous to that of Jupp & Kent ( 1987) for spherical data. The resulting splines are called shape-space smoothing splines. The method resembles that of fitting smoothing splines in real spaces in that, if the smoothing parameter is zero, the resulting curve interpolates ...
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作者：Falconer, Kenneth; Fernandez, Carmen
作者单位：University of St Andrews; Spanish Institute of Oceanography
摘要：We consider Bayesian inference via Markov chain Monte Carlo for a variety of fractal Gaussian processes on the real line. These models have unknown parameters in the covariance matrix, requiring inversion of a new covariance matrix at each Markov chain Monte Carlo iteration. The processes have no suitable independence properties so this becomes computationally prohibitive. We surmount these difficulties by developing a computational algorithm for likelihood evaluation based on a 'multiresoluti...
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作者：Glidden, David V.
作者单位：University of California System; University of California San Francisco
摘要：Frailty and copula models specify a parametric dependence structure for multivariate failure-time data. Estimation of some joint quantities can be highly sensitive to the assumed parametric form, and hence model fit is an important issue. This paper lays out a general diagnostic framework for evaluating and selecting frailty and copula models. The approach is based on the cumulative sum of residuals that are calculated in bivariate time. The residuals reflect the difference between the observe...
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作者：Taylor, J. E.; Worsley, K. J.; Gosselin, F.
作者单位：Stanford University; McGill University; Universite de Montreal
摘要：A smooth Gaussian random field with zero mean and unit variance is sampled on a discrete lattice, and we are interested in the exceedance probability or P-value of the maximum in a finite region. If the random field is smooth relative to the mesh size, then the P-value can be well approximated by results for the continuously sampled smooth random field (Adler, 1981; Worsley, 1995a; Taylor & Adler, 2003; Adler & Taylor, 2007). If the random field is not smooth, so that adjacent lattice values a...
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作者：Kuroki, Manabu
作者单位：University of Osaka
摘要：We consider the problem of using data in studies with an unobserved treatment/response variable in order to evaluate average causal effects, when cause-effect relationships between variables can be described by a directed acyclic graph and the corresponding recursive factorization of a joint distribution. The paper proposes graphical criteria to test whether average causal effects are identifiable even if a treatment/response variable is unobserved. If the answer is affirmative, we provide fur...
