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作者：Lee, SMS; Young, GA
作者单位：University of Hong Kong; University of Cambridge
摘要：We consider construction of two-sided nonparametric confidence intervals in a smooth function model setting. A nonparametric likelihood approach based on Stein's least favourable family is proposed as an alternative to empirical likelihood. The approach enjoys the same asymptotic:properties as empirical likelihood, but is analytically and computationally less cumbersome. The simplicity of the method allows us to propose and analyse asymptotic and bootstrapping techniques as a means of reducing...
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作者：Dykstra, R; Hewett, J; Robertson, T
作者单位：University of Iowa; University of Missouri System; University of Missouri Columbia
摘要：In many situations it is desirable that prediction/discriminant rules should satisfy ordering properties with respect to the explanatory variables. Here, optimal rules under both L-1 and L-2 type loss functions are characterised under the restriction that the rules be isotonic with respect to the partial ordering on the explanatory variables. An example is given where college grade-point average is predicted based upon high school rank and American College Testing scores.
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作者：Wikle, CK; Cressie, N
作者单位：University of Missouri System; University of Missouri Columbia; University System of Ohio; Ohio State University
摘要：Many physical/biological processes involve variability over both space and time. As a result of difficulties caused by large datasets and the modelling of space, time and spatiotemporal interactions, traditional space-time methods are limited. In this paper, we present an approach to space-time prediction that achieves dimension reduction and uses a statistical model that is temporally dynamic and spatially descriptive. That is, it exploits the unidirectional flow of time, in an autoregressive...
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作者：Bühlmann, P
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We propose a dynamic adaptive partitioning scheme for nonparametric analysis of stationary nonlinear time series. It yields estimates of the whole probability distribution of the :underlying process. We use information from past values to construct adaptive partitioning in a dynamic fashion which is then different-from the more common static schemes-in the regression set-up. The idea of dynamic partitioning is new. We make it constructive by an approach based on quantisation of the data and ad...
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作者：Gu, MG; Follmann, D; Geller, NL
作者单位：Chinese University of Hong Kong; National Institutes of Health (NIH) - USA; NIH National Heart Lung & Blood Institute (NHLBI)
摘要：This paper considers a general class of statistics for testing the equality of two survival distributions in clinical trials with sequential monitoring. The tests can be expressed as Lebesgue-Stieltjes integrals of a weight function with respect to the difference between two survival distributions. Prominent members of this class include the two-sample difference in Kaplan-Meier estimates, the test of medians (Brookmeyer & Crowley, 1982), a truncated version of Efron's (1967) test and the Pepe...
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作者：Hall, P; Peng, L; Tajvidi, N
作者单位：Australian National University; Linkoping University
摘要：We argue that prediction intervals based on predictive likelihood do not correct for curvature with respect to the parameter value when they implicitly approximate an unknown probability density. Partly as a result of this difficulty, the order of coverage error associated with predictive intervals and predictive limits is equal to only the inverse of sample size. In this respect those methods do not improve on the simpler,'naive' or 'estimative' approach. Moreover, in cases of practical impor...
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作者：Kosorok, MR
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：A simple, nonparametric two-sample test for equality of a given collection of quantiles is developed which can be applied to a variety of empirical distribution functions, including the Kaplan-Meier estimator, a self-consistent estimator for doubly-censored data and an estimator for repeated measures data. The null hypothesis tested is that the quantiles are equal but other aspects of the distributions may differ between the two samples. This procedure can also be applied to quantile testing i...
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作者：Jorgensen, B; Lundbye-Christensen, S; Song, PXK; Sun, L
作者单位：University of Southern Denmark; Aalborg University; York University - Canada; University of British Columbia
摘要：We propose a nonstationary state space model for multivariate longitudinal count data driven by a latent gamma Markov process. The Poisson counts are assumed to be conditionally independent given the latent process, both over time and across categories. We consider a regression model where time-varying covariates may enter via either the Poisson model or the latent gamma process. Estimation is based on the Kalman smoother, and we consider analysis of residuals from both the Poisson model and t...
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作者：Brown, PJ; Fearn, T; Vannucci, M
作者单位：University of Kent; University of London; University College London; Texas A&M University System; Texas A&M University College Station
摘要：We consider the choice of explanatory variables in multivariate linear regression. Our approach balances prediction accuracy against costs attached to variables:in a multivariate version of a decision theory approach pioneered by Lindley (1968). We also employ a non-conjugate proper prior distribution for the parameters of the regression model, extending the standard normal-inverse Wishart by adding a component of error which is unexplainable by any number of predictor variables, thus avoiding...
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作者：Booth, JG; Butler, RW
作者单位：State University System of Florida; University of Florida; Colorado State University System; Colorado State University Fort Collins
摘要：A simple but quite general simulation method for conducting exact conditional lack-of-fit tests in log-linear models is proposed. Our Monte Carlo approximation utilises an importance sampling method motivated by the crude normal approximation to the Poisson distribution. Examples considered include tests of quasi-symmetry and related models for square tables and tests concerning higher-order interactions in multi-way tables. The method is competitive with direct simulation from the exact condi...
