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作者:Wu, WB; Woodroofe, M; Mentz, G
作者单位:University of Michigan System; University of Michigan
摘要:A test based on isotonic regression is developed for monotonic trends in short range dependent sequences and is applied to Argentina rainfall data and global warming data. This test provides another perspective for changepoint problems. The isotonic test is shown to be more powerful than some existing tests for trend.
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作者:DiCiccio, TJ; Monti, AC
作者单位:Cornell University; University of Sannio
摘要:Empirical likelihood possesses many of the important properties of genuine parametric likelihood, but it is computationally burdensome, especially when nuisance parameters are present. This paper presents two approximations to the profile empirical likelihood function for a scalar parameter of interest in the context of M-estimation; the simpler approximation is based on the third derivative of the profile log empirical likelihood function at its maximising point, while the more accurate appro...
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作者:DiMatteo, I; Genovese, CR; Kass, RE
作者单位:Carnegie Mellon University
摘要:We describe a Bayesian method, for fitting curves to data drawn from an exponential family, that uses splines for which the number and locations of knots are free parameters. The method uses reversible-jump Markov chain Monte Carlo to change the knot configurations and a locality heuristic to speed up mixing. For nonnormal models, we approximate the integrated likelihood ratios needed to compute acceptance probabilities by using the Bayesian information criterion, BIC, under priors that make t...
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作者:Tang, BX
作者单位:University of Memphis
摘要:Deng & Tang (1999) introduced the generalised resolution and minimum G-aberration criteria for assessing nonregular fractional factorials. In Tang & Deng (1999), a relaxed variant of minimum G-aberration, called minimum G(2)-aberration, is proposed and studied. These criteria are defined using a set of J values, called J-characteristics. In this paper, we show that a factorial design is uniquely determined by its J-characteristics just as a regular factorial design is uniquely determined by it...
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作者:Smith, TMF
作者单位:University of Southampton
摘要:Despite Karl Pearson's stated aim that the 'evolutionist has to become in the widest sense of the words a registrar-general for all forms of life', the papers published in Biometrika on sample surveys have been mainly theoretical and do not start to appear until the 1940s. There has been little work on sampling in the life sciences, with the exception of capture-recapture methods. The major areas have been in variable probability designs, the foundations of inference for finite populations, an...
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作者:Zhang, B
作者单位:University System of Ohio; University of Toledo
摘要:We propose an information-matrix-based goodness-of-fit statistic to test the validity of the logistic regression model based on case-control data by extending the information matrix test of White (1982) for detecting one-sample parametric model misspecification to the semiparametric profile likelihood setting under a two-sample semiparametric model, which is equivalent to the assumed logistic regression model. The proposed test statistic requires a high-dimensional matrix inversion, but is oth...
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作者:Sweeting, TJ
作者单位:University of Surrey
摘要:We review objective Bayes procedures based on both parametric and predictive coverage probability bias and explore the extent to which such procedures contravene the likelihood principle in the case of a scalar parameter. The discussion encompasses choice of objective priors, objective posterior probability statements and objective predictive probability statements. We conclude with some remarks concerning the future development and implementation of objective priors based on small coverage pr...
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作者:Brix, A; Senoussi, R; Couteron, P; Chadoeuf, J
作者单位:University of Copenhagen; INRAE; INRAE
摘要:We propose an extension of the classical complete spatial randomness tests to nonstationary Poisson spatial processes. The method consists of first performing the classical tests locally and then grouping the local results into a global test. The global test is a test for nonstationary Poisson process assumption, whereas the local tests can be used in an exploratory way to decide whether the observed process is locally regular or clustered or if we do not reject the inhomogeneous Poisson assum...
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作者:Walker, S; Damien, P
作者单位:Imperial College London; University of Michigan System; University of Michigan
摘要:We consider Levy processes without Gaussian components, known as pure jump processes, with a view to simulating such a process in order to implement full Bayesian nonparametric analyses involving the modelling of continuous time stochastic processes. In particular, from practical and theoretical perspectives, we investigate a recent representation of Wolpert & Ickstadt (1998).
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作者:Demidenko, E
作者单位:Dartmouth College; Dartmouth College
摘要:It is shown that the sum of squares can have several local minima with a positive probability for any intrinsically nonlinear regression with infinite tails. Therefore, the availability of global criteria is crucial. The concept of the local convexity level for the sum of squares in nonlinear regression models is introduced, A general formula for this local convexity level is derived and it is shown that the local convexity level is equal to the minimum of the squared radius of the full curvat...