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作者：Croux, C; Haesbroeck, G
作者单位：Universite Libre de Bruxelles; University of Liege
摘要：A robust principal component analysis can be easily performed by computing the eigenvalues and eigenvectors of a robust estimator of the covariance or correlation matrix. In this paper we derive the influence functions and the corresponding asymptotic variances for these robust estimators of eigenvalues and eigenvectors. The behaviour of several of these estimators is investigated by a simulation study. It turns out that the theoretical results and simulations favour the use of S-estimators, s...
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作者：Mardia, KV; Bookstein, FL; Moreton, IJ
作者单位：University of Leeds; University of Michigan System; University of Michigan; University of Leeds
摘要：This paper formulates the problem of measuring bilateral symmetry of objects analytically for landmark data, and develops various new testing procedures and exploratory data analyses. The development is linked with the fundamental biological problem of measuring directional asymmetry and fluctuating asymmetry. We distinguish two types of symmetry, object symmetry and matching symmetry, and provide tests under assumptions of isotropic landmark variability as well as non-isotropy. The tests requ...
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作者：Kennedy, MC; O'Hagan, A
作者单位：University of Sheffield
摘要：We consider prediction and uncertainty analysis for complex computer codes which can be run at different levels of sophistication. In particular, we wish to improve efficiency by combining expensive runs of the most complex versions of the code with relatively cheap runs from one or more simpler approximations. A Bayesian approach is described in which prior beliefs about the codes are represented in terms of Gaussian processes. An example is presented using two versions of an oil reservoir si...
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作者：Bingham, NH
作者单位：University of London; Birkbeck University London
摘要：Both probability and statistics had developed into major fields by the end of the nineteenth century, with a sizeable body of theory and extensive application, but both disciplines achieved their existing form only this century, by making use of modern ideas. This study traces this evolution, with particular reference to the role of measure theory, from its introduction in definitive form by Lebesgue in 1902 to its successful use in the axiomatisation of probability by Kolmogorov in 1933.
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作者：Davis, RA; Dunsmuir, WTM; Wang, Y
作者单位：Colorado State University System; Colorado State University Fort Collins; University of New South Wales Sydney
摘要：This paper develops a practical approach to diagnosing the existence of a latent stochastic process in the mean of a Poisson regression model. The asymptotic distribution of standard generalised linear model estimators is derived for the case where an autocorrelated latent process is present. Simple formulae for the effect of autocovariance on standard errors of the regression coefficients are also provided. Methods for adjusting for the severe bias in previously proposed estimators of autocov...
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作者：Verdinelli, I
作者单位：Carnegie Mellon University
摘要：The Bayesian theory of optimal experimental design for the normal linear model has been developed under the assumption of known variance. The insensitivity of specific design criteria to prior assumptions on the variance distribution has been demonstrated in special cases, but a general result showing the way in which Bayesian optimal designs are affected by prior information on the variance is lacking. This note proves that Bayesian designs are insensitive to information about the variance in...
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作者：Martin, RJ
作者单位：University of Sheffield
摘要：For regularly-spaced observations with the Gaussian autocorrelation function, the finite and infinite autoregressive and moving-average representations can be obtained theoretically. This allows exact Gaussian maximum likelihood to be performed very accurately, and gives a simple exact simulation method.
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作者：Pourahmadi, M
作者单位：Northern Illinois University
摘要：The positive-definiteness constraint is the most awkward stumbling block in modelling the covariance -matrix. Pourahmadi's (1999) unconstrained parameterisation models covariance using covariates in a similar manner to mean modelling in generalised linear models. The new covariance parameters have statistical interpretation as the regression coefficients and logarithms of prediction error variances corresponding to regressing a response on its predecessors. In this paper, the maximum likelihoo...
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作者：Hald, A
作者单位：University of Copenhagen
摘要：Pizzetti's work is considered as bridging the gap between Helmert and Fisher. By means of an orthonormal transformation Pizzetti decomposed the total sum of squares in the linear normal model into its constituent and independent parts, thus providing the theoretical basis for the analysis of variance in the fixed effects model. He calculated a table of the chi(2) distribution, which he used for finding probability limits for sla. He derived the estimates of the components of variance in the ra...
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作者：Cai, T; Wei, LJ; Wilcox, M
作者单位：Harvard University; Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute
摘要：Inference procedures based on the partial likelihood function for the Cox proportional hazards model have been generalised to the case in which the data consist of a large number of independent small groups of correlated failure time observations (Lee, Wei & Amato, 1992; Liang, Self & Chang, 1993; Cai & Prentice, 1997). However, the Cox model may not fit the data well. A class of linear transformation models, which includes the proportional hazards and odds models as special cases, has been st...
