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作者：Pfeffermann, Danny; Da Silva Moura, Fernando Antonio; Do Nascimento Silva, Pedro Luis
作者单位：Hebrew University of Jerusalem; Universidade Federal do Rio de Janeiro; Escola Nacional de Ciencias Estatisticas (ENCE)
摘要：We consider a model-dependent approach for multi-level modelling that accounts for informative probability sampling of first- and lower-level population units. The proposed approach consists of first extracting the hierarchical model holding for the sample data given the selected sample, as a function of the corresponding population model and the first- and lower-level sample selection probabilities, and then fitting the resulting sample model using Bayesian methods. An important implication o...
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作者：Delicado, Pedro
作者单位：Universitat Politecnica de Catalunya
摘要：Two existing density estimators based on local likelihood have properties that are comparable to those of local likelihood regression but they are much less used than their counterparts in regression. We consider truncation as a natural way of localising parametric density estimation. Based on this idea, a third local likelihood density estimator is introduced. Our main result establishes that the three estimators coincide when a free multiplicative constant is used as an extra local parameter.
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作者：Bortnick, SM; Dean, AM; Santner, TJ
作者单位：University System of Ohio; Ohio State University
摘要：The problem of providing lower confidence bounds for the mean improvements of p >= 2 test treatments over a control treatment is considered. The expected average and expected maximum allowances are two criteria for comparing different systems of confidence intervals or bounds. In this paper, lower bounds are derived for the expected average allowance and the expected maximum allowance of Dunnett's simultaneous lower confidence bounds for the p mean improvements. These lower bounds hold for any...
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作者：Li, GD; Li, WK
作者单位：University of Hong Kong
摘要：The recent paper by Peng & Yao (2003) gave an interesting extension of least absolute deviation estimation to generalised autoregressive conditional heteroscedasticity, GARCH, time series models. The asymptotic distributions of absolute residual autocorrelations and squared residual autocorrelations from the GARCH model estimated by the least absolute deviation method are derived in this paper. These results lead to two useful diagnostic tools which can be used to check whether or not a GARCH ...
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作者：Varin, C; Vidoni, P
作者单位：University of Padua; University of Udine
摘要：A composite likelihood consists of a combination of valid likelihood objects, usually related to small subsets of data. The merit of composite likelihood is to reduce the computational complexity so that it is possible to deal with large datasets and very complex models, even when the use of standard likelihood or Bayesian methods is not feasible. In this paper, we aim to suggest an integrated, general approach to inference and model selection using composite likelihood methods. In particular,...
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作者：Gervini, D; Gasser, T
作者单位：University of Wisconsin System; University of Wisconsin Milwaukee; University of Zurich
摘要：A random sample of curves can be usually thought of as noisy realisations of a compound stochastic process X(t) = Z{W(t)}, where Z(t) produces random amplitude variation and W(t) produces random dynamic or phase variation. In most applications it is more important to estimate the so-called structural mean mu(t) = E{Z(t)} than the crosssectional mean E{X(t)}, but this estimation problem is difficult because the process Z(t) is not directly observable. In this paper we propose a nonparametric ma...
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作者：Tseng, YK; Hsieh, FS; Wang, JL
作者单位：University of California System; University of California Davis
摘要：The accelerated failure time model is an attractive alternative to the Cox model when the proportionality assumption fails to capture the relationship between the survival time and longitudinal covariates. Several complications arise when the covariates are measured intermittently at different time points for different subjects, possibly with measurement errors, or measurements are not available after the failure time. Joint modelling of the failure time and longitudinal data offers a solution...
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作者：Ha, ID; Lee, Y
作者单位：Daegu Haany University; Seoul National University (SNU)
摘要：Hierarchical likelihood provides a statistically efficient procedure for frailty models. Recently, a method using the computationally attractive orthodox best linear unbiased predictor has been proposed; this uses Pearson-type estimation. We compare both approaches and discuss their relative merits. With semiparametric frailty models difficulties can arise for the orthodox method, if the number of nuisance parameters increases with the sample size. This difficulty is avoided by the use of the ...
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作者：Johnson, BA; Tsiatis, AA
作者单位：University of North Carolina; University of North Carolina Chapel Hill; North Carolina State University
摘要：Once treatment is found to be effective in clinical studies, attention often focuses on optimum or efficacious treatment delivery. In treatment duration-response studies, the optimum treatment delivery refers to the treatment length that optimises the mean response. In many studies, the treatment length is often left to the discretion of an attending investigator or physician but may be abruptly terminated because of treatment-terminating events. Thus, a recommended treatment length often deli...
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作者：Fang, KT; Mukerjee, R
作者单位：Hong Kong Baptist University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：We consider a very general class of empirical discrepancy statistics that includes the Cressie-Read discrepancy statistics and, in particular, the empirical likelihood ratio statistic. Higher-order asymptotics for expected lengths of associated confidence intervals are investigated. An explicit formula is worked out and its use for comparative purposes is discussed. It is seen that the empirical likelihood ratio statistic, which enjoys interesting second-order power properties, loses much of i...
