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作者：Uno, H; Tian, L; Wei, LJ
作者单位：Northwestern University; Harvard University
摘要：Suppose that, under a two-level hierarchical model, the distribution of the vector of random parameters is known or can be estimated well. The data are generated via a fixed, but unobservable, realisation of the vector. We derive the smallest confidence region for a specific component of this random vector under a joint Bayesian/frequentist paradigm. On average this optimal region can be much smaller than the corresponding Bayesian highest posterior density region. The new estimation procedure...
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作者：Qin, J; Zhang, B
作者单位：National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID); University System of Ohio; University of Toledo
摘要：Marginal likelihood and conditional likelihood are often used for eliminating nuisance parameters. For a parametric model, it is well known that the full likelihood can be decomposed into the product of a conditional likelihood and a marginal likelihood. This property is less transparent in a nonparametric or semiparametric likelihood setting. In this paper we show that this nice parametric likelihood property can be carried over to the empirical likelihood world. We discuss applications in ca...
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作者：Chen, KN; Jin, ZZ
作者单位：Hong Kong University of Science & Technology; Columbia University
摘要：This paper proposes a classical weighted least squares type of local polynomial smoothing for the analysis of clustered data, with the key idea of using generalised inverses of correlation matrices. The estimator has a simple closed-form expression. Simplicity is achieved also for nonparametric generalised linear models with arbitrary link function via a transformation. Our approach can be characterised by 'local observations with local variances', which yields intuitively correct results in t...
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作者：Ho, YHS; Lee, SMS
作者单位：University of Hong Kong
摘要：Beran & Hall's (1993) simple linear interpolation provides a very convenient approach for constructing nonparametric confidence intervals for population quantiles based on a random sample of size n. We show that the coverage error of the interpolated interval, which is of order O(n(-1)), can be improved upon by calibrating the nominal coverage level. Three distinct methods of calibration are considered. The analytical and Monte Carlo methods succeed in reducing the order of coverage error to O...
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作者：Seaman, SR; Richardson, S
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作者：Yang, S; Prentice, R
作者单位：National Institutes of Health (NIH) - USA; NIH National Heart Lung & Blood Institute (NHLBI); Fred Hutchinson Cancer Center
摘要：Standard approaches to semiparametric modelling of two-sample survival data are not appropriate when the two survival curves cross. We introduce a two-sample model that accommodates crossing survival curves. The two scalar parameters of the model have the interpretations of being the short-term and long-term hazard ratios respectively. The time-varying hazard ratio is expressed semiparametrically by the two scalar parameters and an unspecified baseline distribution. The new model includes the ...
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作者：Hall, P; Qiu, PH
作者单位：Australian National University; University of Minnesota System; University of Minnesota Twin Cities
摘要：If Fourier series are used as the basis for inference in deconvolution problems, the effects of the errors factorise out in a way that is easily exploited empirically. This property is the consequence of elementary addition formulae for sine and cosine functions, and is not readily available when one is using methods based on other orthogonal series or on continuous Fourier transforms. It allows relatively simple estimators to be constructed, founded on the addition of finite series rather tha...
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作者：Cai, JW; Fan, JQ; Li, RZ; Zhou, HB
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Princeton University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：In this paper, we propose a penalised pseudo-partial likelihood method for variable selection with multivariate failure time data with a growing number of regression coefficients. Under certain regularity conditions, we show the consistency and asymptotic normality of the penalised likelihood estimators. We further demonstrate that, for certain penalty functions with proper choices of regularisation parameters, the resulting estimator can correctly identify the true model, as if it were known ...
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作者：Brown, BM; Wang, YG
作者单位：National University of Singapore
摘要：A 'pseudo-Bayesian' interpretation of standard errors yields a natural induced smoothing of statistical estimating functions. When applied to rank estimation, the lack of smoothness which prevents standard error estimation is remedied. Efficiency and robustness are preserved, while the smoothed estimation has excellent computational properties. In particular, convergence of the iterative equation for standard error is fast, and standard error calculation becomes asymptotically a one-step proce...
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作者：Hwang, WH; Huggins, R
作者单位：Feng Chia University; La Trobe University
摘要：Part of the folklore of capture-recapture experiments is that ignoring heterogeneity of capture probabilities results in a downward bias. This has been based on experience and simulation studies but is often interpreted as being due to individuals with lower capture probabilities. Here estimating equation arguments are used to show that the effect on Horvitz-Thompson-type estimators of ignoring heterogeneity in capture-recapture experiments is to introduce a downward bias. The arguments are ex...
