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作者：Fuentes, M
作者单位：North Carolina State University
摘要：We propose a nonstationary periodogram and various parametric approaches for estimating the spectral density of a nonstationary spatial process. We also study the asymptotic properties of the proposed estimators via shrinking asymptotics, assuming the distance between neighbouring observations tends to zero as the size of the observation region grows without bound. With this type of asymptotic model we can uniquely determine the spectral density, avoiding the aliasing problem. We also present ...
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作者：Eguchi, S; Copas, J
作者单位：Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan; University of Warwick
摘要：In two-group discriminant analysis, the Neyman-Pearson Lemma establishes that the ROC, receiver operating characteristic, curve for an arbitrary linear function is everywhere below the ROC curve for the true likelihood ratio. The weighted area between these two curves can be used as a risk function for finding good discriminant functions. The weight function corresponds to the objective of the analysis, for example to minimise the expected cost of misclassification, or to maximise the area und...
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作者：Martinussen, T; Scheike, TH
作者单位：University of Copenhagen; University of Copenhagen
摘要：We present a new additive-multiplicative hazard model which consists of two components. The first component contains additive covariate effects through an additive Aalen model while the second component contains multiplicative covariate effects through a Cox regression model. The Aalen model allows for time-varying covariate effects, while the Cox model allows only a common time-dependence through the baseline. Approximate maximum likelihood estimators are derived by solving the simultaneous s...
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作者：Carota, C; Parmigiani, G
作者单位：University of Turin; Johns Hopkins University
摘要：We introduce a class of Bayesian semiparametric models for regression problems in which the response variable is a count. Our goal is to provide a flexible, easy-to-implement and robust extension of generalised linear models, for datasets of moderate or large size. Our approach is based on modelling the distribution of the response variable using a Dirichlet process, whose mean distribution function is itself random and is given a parametric form, such as a generalised linear model. The effect...
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作者：Mukerjee, R; Dey, A; Chatterjee, K
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; Indian Statistical Institute; Indian Statistical Institute Delhi
摘要：The current literature on fractional factorial plans in block designs centres around orthogonal blocking which may not, however, always be attainable because of practical restrictions on the block size. For general factorials, including asymmetric ones, sufficient conditions are indicated in this paper for a main effect plan to be universally optimal under possibly non-orthogonal blocking. A construction procedure is given using generalised Youden designs in conjunction with orthogonal arrays....
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作者：King, R; Brooks, SP
作者单位：University of Cambridge
摘要：Extending the work of Dupuis (1995), we motivate a range of biologically plausible models for multiple-site capture-recapture and show how the original Gibbs sampling algorithm of Dupuis can be extended to obtain posterior model probabilities using reversible jump Markov chain Monte Carlo. This model selection procedure improves upon previous analyses in two distinct ways. First, Bayesian model averaging provides a robust parameter estimation technique which properly incorporates model uncerta...
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作者：Grabarnik, P; Chiu, SN
作者单位：Russian Academy of Sciences; Pushchino Scientific Center for Biological Research (PSCBI) of the Russian Academy of Sciences; Institute of Physicohemical & Biological Problems of Soil Science; Hong Kong Baptist University
摘要：A goodness-of-fit test statistic for spatial point processes is proposed and shown to have an asymptotic chi-squared distribution if the underlying point process is Poisson. Simulations demonstrate that the test, when testing for complete spatial randomness, is more sensitive to mixtures of regular and clustered point processes than the tests using the nearest neighbour distance distribution, the second- or third-order characteristics.
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作者：Severini, TA
作者单位：Northwestern University
摘要：In a parametric model the maximum likelihood estimator of a parameter of interest may be viewed as the solution to the equation l'(p)(psi) = 0, where l(p) denotes the profile loglikelihood function. It is well known that the estimating function l'p (psi) is not unbiased and that this bias can, in some cases, lead to poor estimates of psi. An alternative approach is to use the modified profile likelihood function, or an approximation to the modified profile likelihood function, which yields an ...
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作者：Daniels, MJ; Pourahmadi, M
作者单位：Iowa State University; Northern Illinois University
摘要：Parsimonious modelling of the within-subject covariance structure while heeding its positive-definiteness is of great importance in the analysis of longitudinal data. Using the Cholesky decomposition and the ensuing unconstrained and statistically meaningful reparameterisation, we provide a convenient and intuitive framework for developing conditionally conjugate prior distributions for covariance matrices and show their connections with generalised inverse Wishart priors. Our priors offer man...
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作者：Chen, J; Sitter, RR; Wu, C
作者单位：University of Waterloo; Simon Fraser University
摘要：Design weights in surveys are often adjusted to accommodate auxiliary information and to meet pre-specified range restrictions, typically via some ad hoc algorithmic adjustment to a generalised regression estimator. In this paper, we present a simple solution to this problem using empirical likelihood methods or generalised regression. We first develop algorithms for computing empirical likelihood estimators and model-calibrated empirical likelihood estimators. The first algorithm solves the c...
