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作者：Downs, TD
摘要：Methods are introduced for regressing points on the surface of one sphere on points on another. Complex variables and stereographic projection are used to deal with theoretical problems of directional statistics much as they have been used historically to deal with problems in non-Euclidean geometry. The complex plane harbours the group of MobiuS transformations, and stereographic projection is used as a bridge to map these Mobius transforms to regression link functions on the surface of a uni...
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作者：Müller, WG; Pázman, A
作者单位：Comenius University Bratislava
摘要：In this paper we consider optimal design of experiments in the case of correlated observations. We use and further develop the concept of design measures introduced by Pazman & Milller (1998) for the construction of a simple, quick and elegant design algorithm. We support the construction of this algorithm for a general correlation structure by an interpretation in terms of norms. Examples demonstrate that our results are useful for generating exact designs by sampling from the obtained design...
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作者：Schlather, M; Tawn, JA
作者单位：University of Bayreuth; Lancaster University
摘要：We present properties of a dependence measure that arises in the study of extreme values in multivariate and spatial problems. For multivariate problems the dependence measure characterises dependence at the bivariate level, for all pairs and all higher orders up to and including the dimension of the variable. Necessary and sufficient conditions are given for subsets of dependence measures to be self-consistent, that is to guarantee the existence of a distribution with such a subset of values ...
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作者：Ma, RJ; Krewski, D; Burnett, RT
作者单位：University of New Brunswick; University of Ottawa; Health Canada
摘要：We propose a Poisson modelling approach to nested random effects Cox proportional hazards models. An important feature of this approach is that the principal results depend only on the first and second moments of the unobserved random effects. The orthodox best linear unbiased predictor approach to random effects Poisson modelling techniques enables us to justify appropriate consistency and optimality. The explicit expressions for the random effects given by our approach facilitate incorporati...
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作者：He, XM; Zhu, ZY; Fung, WK
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; East China Normal University; University of Hong Kong
摘要：This paper considers an extension of M-estimators in semiparametric models for independent observations to the case of longitudinal data. We approximate the nonparametric function by a regression spline, and any M-estimation algorithm for the usual linear models can then be used to obtain consistent estimators of the model and valid large-sample inferences about the regression parameters without any specification of the error distribution and the covariance structure. Included as special cases...
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作者：Tardella, L
作者单位：Sapienza University Rome
摘要：The intrinsic heterogeneity of individuals is a potential source of bias in estimation procedures for capture-recapture models. To account for this heterogeneity in the model a hierarchical structure has been proposed whereby the probabilities that each animal is caught on a single occasion are modelled as independent draws from a common unknown distribution F. However, there is general agreement that modelling F by a simple parametric curve may lead to unsatisfactory results. Here we propose ...
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作者：Nott, DJ; Dunsmuir, WTM
作者单位：University of New South Wales Sydney
摘要：We introduce a method for estimating nonstationary spatial covariance structure from space-time data and apply the method to an analysis of Sydney wind patterns. Our method constructs a process honouring a given spatial covariance matrix at observing stations and uses one or more stationary processes to describe conditional behaviour given observing site values. The stationary processes give a localised description of the spatial covariance structure. The method is computationally attractive, ...
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作者：Oakley, J; O'Hagan, A
作者单位：University of Sheffield
摘要：We consider a problem of inference for the output of a computationally expensive computer model. We suppose that the model is to be used in a context where the values of one or more inputs are uncertain, so that the input configuration is a random variable. We require to make inference about the induced distribution of the output. This distribution is called the uncertainty distribution, and the general problem is known to users of computer models as uncertainty analysis. To be specific, we de...
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作者：Bandeen-Roche, K; Liang, KY
作者单位：Johns Hopkins University
摘要：There has been much research on analysing multivariate failure times, but little that has accommodated failures that arise in the presence of a competing failure process. This paper studies the problem of describing associations among times to such failures. It proposes a modified conditional hazard ratio measure of association that is tailored to competing risks data, develops frailty models and a nonparametric method for describing the proposed measure, and contrasts estimation by proposed m...
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作者：Fu, B; Li, WK; Fung, WK
作者单位：University of Hong Kong
摘要：We give several definitions of residual autocorrelations and derive their joint asymptotic distribution for the panel time series model of Hjellvik & Tjostheim (1999a). A portmanteau goodness-of-fit test arises naturally from the asymptotic distribution. Simulation results show that the asymptotic standard errors compared satisfactorily with the empirical standard errors, that the goodness-of-fit test has reasonable empirical size, and that it is powerful enough to be useful with a modest samp...
