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作者：Kim, JK; Fuller, W
作者单位：Yonsei University; Iowa State University
摘要：To compensate for item nonresponse, hot deck imputation procedures replace missing values with values that occur in the sample. Fractional hot deck imputation replaces each missing observation with a set of imputed values and assigns a weight to each imputed value. Under the model in which observations in an imputation cell are independently and identically distributed, fractional hot deck imputation is shown to be an effective imputation procedure. A consistent replication variance estimation...
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作者：Cox, DR; Reid, N
作者单位：University of Oxford; University of Toronto
摘要：For likelihood-based inference involving distributions in which high-dimensional dependencies are present it may be useful to use approximate likelihoods based, for example, on the univariate or bivariate marginal distributions. The asymptotic properties of formal maximum likelihood estimators in such cases are outlined. In particular, applications in which only a single q x 1 vector of observations is observed are examined. Conditions under which consistent estimators of parameters result fro...
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作者：Hall, P; Hyndman, RJ; Fan, YN
作者单位：Australian National University; Monash University; University of New South Wales Sydney
摘要：We study methods for constructing confidence intervals and confidence bands for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that substantial undersmoothing is necessary if coverage properties are not to be impaired. A theoretical analysis of the problem suggests an empirical, plug-in rule for bandwidth choice, optimising the coverage...
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作者：Xia, YC; Zhang, WY; Tong, H
作者单位：National University of Singapore; University of Kent; University of Hong Kong
摘要：Motivated by two practical problems, we propose a new procedure for estimating a semivarying-coefficient model. Asymptotic properties are established which show that the bias of the parameter estimator is of order h(3) when a symmetric kernel is used, where h is the bandwidth, and the variance is of order n(-1) and efficient in the semiparametric sense. Undersmoothing is unnecessary for the root-n consistency of the estimators. Therefore, commonly used bandwidth selection methods can be employ...
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作者：Kowalski, J; Powell, J
作者单位：Johns Hopkins University; Johns Hopkins University; Johns Hopkins Medicine
摘要：The Mann-Whitney-Wilcoxon rank sum test is limited to comparison of two groups with univariate responses. In this paper, we introduce a class of stochastic linear hypotheses that addresses these limitations within a nonparametric setting. We formulate hypotheses for simultaneous comparisons of several, multivariate response groups, without modelling the response distributions. Inference is developed based on U-statistics theory and an exchangeability assumption. The latter condition is require...
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作者：Chen, MH; Dey, DK; Ibrahim, JG
作者单位：University of Connecticut; University of North Carolina; University of North Carolina Chapel Hill
摘要：We propose a general Bayesian criterion for model assessment for categorical data called the weighted L measure, which is constructed from the posterior predictive distribution of the data. The measure is based on weighting the observations according to the sampling variance of their future response vector. The weight component in the weighted L measure plays the role of a penalty term in the criterion, in which a greater weight assigned to covariate values implies a greater penalty term on th...
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作者：Félix-Medina, MH; Thompson, SK
作者单位：Universidad Autonoma de Sinaloa; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：We present a multi-phase variant of adaptive cluster sampling which allows the sampler to control the number of measurements of the variable of interest. A first-phase sample is selected using an adaptive cluster sampling design based on an inexpensive auxiliary variable associated with the survey variable. Then the network structure of the adaptive cluster sample is used to select an ordinary one-phase or two-phase subsample of units and the values of the survey variable associated with those...
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作者：Olhede, SC; Walden, AT
作者单位：Imperial College London
摘要：We introduce so-called analytic stationary wavelet transform thresholding where, using the discrete Hilbert transform, we create a complex-valued 'analytic' vector from which an amplitude vector is defined. Thresholding of a real-valued wavelet coefficient at some transform level is carried out according to the corresponding value in this amplitude vector; relevant statistical results follow from properties of the discrete Hilbert transform. Analytic stationary wavelet transform thresholding i...
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作者：Drton, M; Perlman, MD
作者单位：University of Washington; University of Washington Seattle
摘要：A multivariate Gaussian graphical Markov model for an undirected graph G, also called a covariance selection model or concentration graph model, is defined in terms of the Markov properties, i.e. conditional independences associated with G, which in turn are equivalent to specified zeros among the set of pairwise partial correlation coefficients. By means of Fisher's z-transformation and Sidak's correlation inequality, conservative simultaneous confidence intervals for the entire set of partia...
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作者：Olhede, SC; McCoy, EJ; Stephens, DA
作者单位：Imperial College London
摘要：Seasonally persistent models were first introduced by Andel (1986) and Gray et al. (1989) to extend autoregressive moving-average and fractionally differenced models and to encompass long-memory quasi-periodic behaviour. These models are, for certain ranges of parameters, stationary, and we prove here that the behaviour of the periodogram and other tapered estimators cannot be simply extended from the work of Kunsch (1986) and Hurvich & Beltrao (1993) on long memory induced by a pole at the or...
