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作者：Severini, TA; Mukerjee, R; Ghosh, M
作者单位：Northwestern University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; State University System of Florida; University of Florida
摘要：The paper considers priors which are right invariant with respect to the Haar measure. It is shown that the posterior coverage probabilities of certain invariant Bayesian predictive regions exactly match the corresponding frequentist probabilities. Several examples are given to illustrate the main result.
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作者：Downs, TD; Mardia, KV
作者单位：University of Leeds
摘要：A new model for an angular regression link function is introduced. The model employs an angular scale parameter, incorporates proper and improper rotations as special cases, and is equivalent to the Mobius circle mapping for complex variables. Desirable properties of the circle mapping carry over to angular regression. Parameter estimation and inferential methods are developed and illustrated.
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作者：Gabriel, KR
作者单位：University of Rochester
摘要：The present paper examines proportional goodness of fit to variables recorded on individuals, the variances and covariances of the variables, and the form and distances between individuals. No single plot displays all three optimally in the sense of least squares. However, even aspects which are non-optimally fitted by biplots and Benzecri plots often closely preserve the optimal fit. This is shown by means of a preservation-of-fit function which depends on the type of display and on the ratio...
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作者：Biswas, A; Chaudhuri, P
作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：We consider experimental designs in a regression set-up where the unknown regression function belongs to a known family of nested linear models. The objective of our design is to select the correct model from the family of nested models as well as to estimate efficiently the parameters associated with that model. We show that our proposed design is able to choose the true model with probability tending to one as the number of trials grows to infinity. We also establish that our selected design...
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作者：Larsen, PV; Blæsild, P; Sorensen, MK
作者单位：University of Southern Denmark; Aarhus University
摘要：Explicit expressions for the directed likelihood statistic, r, and two modified directed likelihood statistics, r* and r(dagger), are given for several standard hypotheses on concentrations in von Mises-Fisher distributions, and for several standard hypotheses on mean directions in von Mises distributions.
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作者：Scharfstein, DO; Robins, JM
作者单位：Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health
摘要：We present a method for estimating the survival curve of a continuous failure time random variable from right-censored data. Our method allows adjustment for informative censoring due to measured prognostic factors for time-to-event and censoring while simultaneously quantifying the sensitivity of the inference to residual dependence between failure and censoring due to unmeasured factors. We present the results of a simulation study and illustrate our approach using data from the AIDS Clinica...
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作者：Hettmansperger, TP; Randles, RH
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; State University System of Florida; University of Florida
摘要：A robust affine equivariant estimator of location for multivariate data is proposed which becomes the univariate median for data of dimension one. The estimator is robust in the sense that it has a bounded influence function, a positive breakdown value and has high efficiency compared to the sample mean for heavy-tailed distributions. Perhaps its greatest strength is that, unlike other affine equivariant multivariate medians, it is easily computed for data in any practical dimension.
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作者：Barber, S; Jennison, C
作者单位：University of Bristol; University of Bath
摘要：We extend the optimal symmetric group sequential tests of Eales & Jennison (1992) to the broader class of asymmetric designs. Two forms of asymmetry are considered, involving unequal type I and type II error rates and different emphases on expected sample sizes at the null and alternative hypotheses. We discuss the properties of our optimal designs and use them to assess the efficiency of the family of tests proposed by Pampallona & Tsiatis (1994) and two families of one-sided tests defined th...
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作者：DiCiccio, TJ; Monti, AC
作者单位：Cornell University; University of Sannio
摘要：This paper concerns high-order inference for scalar parameters that are estimated by functions of multivariate M-estimators. Asymptotic formulae for the bias and skewness of the studentised statistic are derived. Although these formulae appear complicated, they can be evaluated easily by using matrix operations and numerical differentiation. Various methods for constructing second-order accurate confidence limits are discussed, including a method based on skewness-reducing transformations and ...
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作者：Pérez, JM; Berger, JO
作者单位：Simon Bolivar University; Duke University
摘要：We consider the problem of comparing parametric models using a Bayesian approach. A new method of developing prior distributions for the model parameters is presented, called the expected-posterior prior approach. The idea is to define the priors for all models from a common underlying predictive distribution, in such a way that the resulting priors are amenable to modern Markov chain Monte Carlo computational techniques, The approach has subjective Bayesian and default Bayesian implementation...
