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作者:Oller, Ramon; Gomez, Guadalupe; Calle, M. Luz
作者单位:Universitat de Vic - Universitat Central de Catalunya (UVic-UCC); Universitat de Vic - Universitat Central de Catalunya (UVic-UCC)
摘要:The constant-sum property given in Oller et al. (2004) for censoring models justifies the use of a simplified likelihood to obtain the nonparametric maximum likelihood estimator of the lifetime distribution. In this paper we study the relevance of the constant-sum property in the identifiability of the lifetime distribution. We show that the lifetime distribution is not identifiable outside the class of constant-sum models. We also show that the lifetime probabilities assigned to the observabl...
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作者:Huang, Yifan; Hsu, Jason C.
作者单位:State University System of Florida; University of South Florida; University System of Ohio; Ohio State University
摘要:Holm's method and Hochberg's method for multiple testing can be viewed as step-down and step-up versions of the Bonferroni test. We show that both are special cases of partition testing. The difference is that, while Holm's method tests each partition hypothesis using the largest order statistic, setting a critical value based on the Bonferroni inequality, Hochberg's method tests each partition hypothesis using all the order statistics, setting a series of critical values based on Simes' inequ...
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作者:Lin, Wei; Kulasekera, K. B.
作者单位:University System of Ohio; Ohio University; Clemson University
摘要:We provide a proof for the identifiability for both single-index models and partially linear single-index models assuming only the continuity of the regression function, a condition much weaker than the differentiability conditions assumed in the existing literature. Our discussion is then extended to the identifiability of the additive-index models.
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作者:Jasra, Ajay; Stephens, David A.; Holmes, Christopher C.
作者单位:Imperial College London; McGill University; University of Oxford
摘要:We present an extension of population-based Markov chain Monte Carlo to the transdimensional case. A major challenge is that of simulating from high- and transdimensional target measures. In such cases, Markov chain Monte Carlo methods may not adequately traverse the support of the target; the simulation results will be unreliable. We develop population methods to deal with such problems, and give a result proving the uniform ergodicity of these population algorithms, under mild assumptions. T...
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作者:Vansteelandt, Stijn; Rotnitzky, Andrea; Robins, James
作者单位:Ghent University; Universidad Torcuato Di Tella; Harvard University; Harvard T.H. Chan School of Public Health
摘要:We propose a new class of models for making inference about the mean of a vector of repeated outcomes when the outcome vector is incompletely observed in some study units and missingness is nonmonotone. Each model in our class is indexed by a set of unidentified selection-bias functions which quantify the residual association of the outcome at each occasion t and the probability that this outcome is missing after adjusting for variables observed prior to time t and for the past nonresponse pat...
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作者:Mammen, Enno; Nielsen, Jens Perch
作者单位:University of Mannheim; City St Georges, University of London
摘要:Very often in survival analysis one has to study martingale integrals where the integrand is not predictable and where the counting process theory of martingales is not directly applicable, as for example in nonparametric and semiparametric applications where the integrand is based on a pilot estimate. We call this the predictability issue in survival analysis. The problem has been resolved by approximations of the integrand by predictable functions which have been justified by ad hoc procedur...
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作者:Yun, Sung-Cheol; Lee, Youngjo; Kenward, Michael G.
作者单位:University of Ulsan; Seoul National University (SNU); University of London; London School of Hygiene & Tropical Medicine
摘要:Most statistical solutions to the problem of statistical inference with missing data involve integration or expectation. This can be done in many ways: directly or indirectly, analytically or numerically, deterministically or stochastically. Missing-data problems can be formulated in terms of latent random variables, so that hierarchical likelihood methods of Lee & Nelder (1996) can be applied to missing-value problems to provide one solution to the problem of integration of the likelihood. Th...
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作者:Ueki, Masao; Fueda, Kaoru
作者单位:Okayama University
摘要:This note presents a direct adjustment of the estimative prediction limit to reduce the coverage error from a target value to third-order accuracy. The adjustment is asymptotically equivalent to those of Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998). It has a simpler form with a plug-in estimator of the coverage probability of the estimative limit at the target value.
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作者:Abbring, Jaap H.; Van den Berg, Gerard J.
作者单位:Vrije Universiteit Amsterdam
摘要:In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications for the specification and empirical analysis of univariate and multivariate duration models.
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作者:Lijoi, Antonio; Mena, Ramses H.; Prunster, Igor
作者单位:University of Pavia; Universidad Nacional Autonoma de Mexico; University of Turin
摘要:We consider the problem of evaluating the probability of discovering a certain number of new species in a new sample of population units, conditional on the number of species recorded in a basic sample. We use a Bayesian nonparametric approach. The different species proportions are assumed to be random and the observations from the population exchangeable. We provide a Bayesian estimator, under quadratic loss, for the probability of discovering new species which can be compared with well-known...