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作者：Atay-Kayis, A; Massam, H
作者单位：Suleyman Demirel University; York University - Canada
摘要：A centred Gaussian model that is Markov with respect to an undirected graph G is characterised by the parameter set of its precision matrices which is the cone M+(G) of positive definite matrices with entries corresponding to the missing edges of G constrained to be equal to zero. In a Bayesian framework, the conjugate family for the precision parameter is the distribution with Wishart density with respect to the Lebesgue measure restricted to M+(G). We call this distribution the G-Wishart. Wh...
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作者：Schennach, SM
作者单位：University of Chicago
摘要：While empirical likelihood has been shown to exhibit many of the properties of conventional parametric likelihoods, a formal probabilistic interpretation has so far been lacking. We show that a likelihood function very closely related to empirical likelihood naturally arises from a nonparametric Bayesian procedure which places a type of noninformative prior on the space of distributions. This prior gives preference to distributions having a small support and, among those sharing the same suppo...
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作者：Walker, SG; Lijoi, A; Prünster, I
作者单位：University of Kent; University of Pavia
摘要：We deal with strong consistency for Bayesian density estimation. An awkward consequence of inconsistency is described. It is pointed out that consistency at some density f(0) depends on the prior mass assigned to the 'pathological' set of those densities that are close to f(0), in a weak sense, and far apart from f(0), in a Hellinger sense. An analysis of these sets leads to the identification of the notion of 'data tracking'. Specific examples in which this phenomenon cannot occur are discuss...
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作者：Hall, P; Neeman, A; Pakyari, R; Elmore, R
作者单位：Australian National University
摘要：We consider mixture models in which the components of data vectors from any given subpopulation are statistically independent, or independent in blocks. We argue that if, under this condition of independence, we take a nonparametric view of the problem and allow the number of subpopulations to be quite general, the distributions and mixing proportions can often be estimated root-n consistently. Indeed, we show that, if the data are k-variate and there are p subpopulations, then for each p >= 2...
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作者：Qin, J; Zhang, B
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作者：Breidt, FJ; Claeskens, G; Opsomer, JD
作者单位：Colorado State University System; Colorado State University Fort Collins; KU Leuven; Iowa State University
摘要：Estimation of finite population totals in the presence of auxiliary information is considered. A class of estimators based on penalised spline regression is proposed. These estimators are weighted linear combinations of sample observations, with weights calibrated to known control totals. They allow straightforward extensions to multiple auxiliary variables and to complex designs. Under standard design conditions, the estimators are design consistent and asymptotically normal, and they admit c...
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作者：Lindqvist, BH; Taraldsen, G
作者单位：Norwegian University of Science & Technology (NTNU); SINTEF
摘要：In this paper we derive general formulae suitable for Monte Carlo computation of conditional expectations of functions of a random vector given a sufficient statistic. The problem of direct sampling from the conditional distribution is considered in particular. It is shown that this can be done by a simple parameter adjustment of the original statistical model, provided the model has a certain pivotal structure. A connection with a classical problem regarding fiducial and posterior distributio...
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作者：Zhou, M
作者单位：University of Kentucky
摘要：We use the empirical likelihood method to derive a test and thus a confidence interval based on the rank estimators of the regression coefficient in the accelerated failure time model. Standard chi-squared distributions are used to calculate the p-value and to construct the confidence interval. Simulations and examples show that the chi-squared approximation to the distribution of the log empirical likelihood ratio performs well, and has some advantages over the existing methods.
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作者：Vaida, F; Blanchard, S
作者单位：University of California System; University of California San Diego; Frontier Science Foundation
摘要：This paper focuses on the Akaike information criterion, AIC, for linear mixed-effects models in the analysis of clustered data. We make the distinction between questions regarding the population and questions regarding the particular clusters in the data. We show that the AIC in current use is not appropriate for the focus on clusters, and we propose instead the conditional Akaike information and its corresponding criterion, the conditional AIC, cAIC. The penalty term in cAIC is related to the...
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作者：Xu, HQ
作者单位：University of California System; University of California Los Angeles
摘要：The Nordstrom-Robinson code is a well-known nonlinear code in coding theory. This paper explores the statistical properties of this nonlinear code. Many nonregular designs with 32, 64, 128 and 256 runs and 7-16 factors are derived from it. It is shown that these nonregular designs are better than regular designs of the same size in terms of resolution, aberration and projectivity. Furthermore, many of these nonregular designs are shown to have generalised minimum aberration among all possible ...
