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作者：Behseta, S; Kass, RE; Wallstrom, GL
作者单位：California State University System; California State University Bakersfield; Carnegie Mellon University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Carnegie Mellon University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：In many applications of functional data analysis, summarising functional variation based on fits, without taking account of the estimation process, runs the risk of attributing the estimation variation to the functional variation, thereby overstating the latter. For example, the first eigenvalue of a sample covariance matrix computed from estimated functions may be biased upwards. We display a set of estimated neuronal Poisson-process intensity functions where this bias is substantial, and we ...
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作者：Datta, GS; Rao, JNK; Smith, DD
作者单位：University System of Georgia; University of Georgia; Carleton University; Tennessee Technological University
摘要：In this paper based on a basic area level model we obtain second-order accurate approximations to the mean squared error of model-based small area estimators, using the Fay & Herriot (1979) iterative method of estimating the model variance based on weighted residual sum of squares. We also obtain mean squared error estimators unbiased to second order. Based on simulations, we compare the finite-sample performance of our mean squared error estimators with those based on method-of-moments, maxim...
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作者：Kolaczyk, ED; Nowak, RD
作者单位：Boston University; University of Wisconsin System; University of Wisconsin Madison
摘要：We present a method for extracting information about both the scale and trend of local components of an inhomogeneous function in a nonparametric generalised linear model. Our multiscale framework combines recursive partitions, which allow for the incorporation of scale in a natural manner, with systems of piecewise polynomials supported on the partition intervals, which serve to summarise the smooth trend within each interval. Our estimators are formulated as solutions of complexity-penalised...
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作者：Kume, A; Wood, ATA
作者单位：University of Kent; University of Nottingham
摘要：The Fisher-Bingham distribution is obtained when a multivariate normal random vector is conditioned to have unit length. Its normalising constant can be expressed as an elementary function multiplied by the density, evaluated at 1, of a linear combination of independent noncentral chi(2)(1) random variables. Hence we may approximate the normalising constant by applying a saddlepoint approximation to this density. Three such approximations, implementation of each of which is straightforward, ar...
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作者：Yin, XR; Cook, RD
作者单位：University System of Georgia; University of Georgia; University of Minnesota System; University of Minnesota Twin Cities
摘要：We propose a general dimension-reduction method that combines the ideas of likelihood, correlation, inverse regression and information theory. We do not require that the dependence be confined to particular conditional moments, nor do we place restrictions on the predictors or on the regression that are necessary for methods like ordinary least squares and sliced-inverse regression. Although we focus on single-index regressions, the underlying idea is applicable more generally. Illustrative ex...
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作者：Datta, GS
作者单位：University System of Georgia; University of Georgia
摘要：We provide a simpler derivation of the sampling properties of the maximum likelihood estimators of the parameters in an inverse Gaussian distribution.
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作者：Meinshausen, N; Bühlmann, P
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We propose probabilistic lower bounds for the number of false null hypotheses when testing multiple hypotheses of association simultaneously. The bounds are valid under general and unknown dependence structures between the test statistics. The power of the proposed estimator to detect the full proportion of false null hypotheses is discussed and compared to other estimators. The proposed estimator is shown to deliver a tight probabilistic lower bound for the number of false null hypotheses in ...
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作者：Mardia, KV; Bookstein, FL; Moreton, IJ
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作者：Salgueiro, MF; Smith, PWF; McDonald, JW
作者单位：Instituto Universitario de Lisboa; University of Southampton
摘要：Asymptotic multivariate normal approximations to the joint distributions of edge exclusion test statistics for saturated graphical Gaussian models are derived. Non-signed and signed square-root versions of the likelihood ratio, Wald and score test statistics are considered. Noncentral chi-squared approximations are also considered for the non-signed versions. These approximations are used to estimate the power of edge exclusion tests and an example is presented.
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作者：Besag, J; Mondal, D
作者单位：University of Washington; University of Washington Seattle
摘要：We discuss intrinsic autoregressions for a first-order neighbourhood on a two-dimensional rectangular lattice and give an exact formula for the variogram that extends known results to the asymmetric case. We obtain a corresponding asymptotic expansion that is more accurate and more general than previous ones and use this to derive the de Wijs variogram under appropriate averaging, a result that can be interpreted as a two-dimensional spatial analogue of Brownian motion obtained as the limit of...
