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作者：Corcoran, SA
作者单位：University of Oxford
摘要：We introduce two classes of empirical discrepancy statistics that extend empirical likelihood, and establish simple conditions under which they admit Bartlett adjustment.
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作者：Gabriel, KR
作者单位：University of Rochester
摘要：This paper discusses the application of generalised linear methods to bilinear models by criss-cross regression. It proposes an extension to segmented bilinear models in which the expectation matrix is linked to a sum in which each segment has specified row and column covariance matrices as well as a coefficient parameter matrix that is specified only by its rank. This extension includes a variety of biadditive models including the generalised Tukey degree of freedom for non-additivity model t...
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作者：Gamerman, D
作者单位：Universidade Federal do Rio de Janeiro
摘要：This paper presents a new methodological approach for carrying out Bayesian inference about dynamic models for exponential-family observations. The approach is; simulation-based and involves the use of Markov chain Monte Carlo techniques. A Metropolis-Hastings algorithm is combined with the Gibbs sampler in repeated use of an adjusted version of normal dynamic linear models. Different alternative schemes based on sampling from the system disturbances and state parameters separately and in a bl...
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作者：Wolpert, RL; Ickstadt, K
作者单位：Duke University; University of North Carolina; University of North Carolina Chapel Hill
摘要：Doubly stochastic Bayesian hierarchical models are introduced to account for:uncertainty and spatial variation in the underlying intensity measure for-point process models. Inhomogeneous gamma process random fields and, more generally, Markov random fields with infinitely divisible distributions are used to construct positively autocorrelated intensity measures for spatial Poisson point processes; these in turn are used; to model the number and location of individual events. A data augmentatio...
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作者：Beran, J; Bhansali, RJ; Ocker, D
作者单位：University of Konstanz; University of Liverpool; University of Konstanz
摘要：The question of model choice for the class of stationary and nonstationary, fractional and nonfractional autoregressive processes is considered. This class is defined by the property that the dth difference, for -1/2 < d < infinity, is a stationary autoregressive process of order-p(o) < infinity. A version of the Akaike information criterion, AIC, for determining an appropriate autoregressive order when d and the autoregressive parameters are estimated simultaneously by a maximum likelihood pr...
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作者：Basu, A; Harris, IR; Hjort, NL; Jones, MC
作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata; Northern Arizona University; University of Oslo; Open University - UK
摘要：A minimum divergence estimation method is developed for robust parameter estimation. The proposed approach uses new density-based divergences which, unlike existing methods of this type such as minimum Hellinger distance estimation, avoid the use of nonparametric density estimation and associated complications such as bandwidth selection. The pro; posed class of 'density power divergences' is indexed by a single parameter alpha which controls the trade-off between robustness and efficiency. Th...
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作者：Liu, CH; Rubin, DB; Wu, YN
作者单位：AT&T; Alcatel-Lucent; Lucent Technologies; Nokia Corporation; Nokia Bell Labs; Harvard University; University of Michigan System; University of Michigan
摘要：The EM algorithm and its extensions are popular tools for modal estimation but are often criticised for their slow convergence. We propose a new method that can often make EM much faster. The intuitive idea is to use a 'covariance adjustment' to correct the analysis of the M step, capitalising on extra information captured in the imputed complete data. The way we accomplish this is by parameter expansion; we expand the complete-data model while preserving the observed-data model and use the ex...
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作者：Cai, ZW; Hurvich, CM; Tsai, CL
作者单位：Missouri State University; New York University; University of California System; University of California Davis
摘要：We consider two Score tests for heteroscedasticity in the errors of a signal;plus-noise model, where the signal is estimated;by wavelet thresholding methods. The error variances are assumed to depend on observed covariates, through a parametric relationship of known form. The tests are based on the approaches of Breusch & Pagan (1979) and Koenker (1981). We establish the asymptotic validity of the tests and examine their performance in a simulation study. The Koenker test is found to perform w...
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作者：Shih, JH
作者单位：National Institutes of Health (NIH) - USA; NIH National Heart Lung & Blood Institute (NHLBI)
摘要：We propose a-simple test of constant conditional hazard ratio in the Clayton model (1978) by comparing the unweighted and weighted concordance estimators of the association parameter. If the Clayton model holds, the difference of these two estimates converges to zero. The proposed test is consistent against alternatives under which the two concordance estimators converge to different values. We derive an explicit-formula for the asymptotic variance and derive the asymptotic distribution of the...
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作者：Roeder, K; Escobar, M; Kadane, JB; Balazs, I
作者单位：Carnegie Mellon University; University of Toronto; Carnegie Mellon University
摘要：As currently defined, DNA fingerprint profiles do not uniquely identify individuals. For criminal cases involving DNA evidence, forensic scientists evaluate the conditional probability that an unknown, but distinct, individual matches the crime sample, given that the defendant matches. Estimates of the conditional probability of observing matching profiles are based on reference populations maintained by forensic testing laboratories. Each of these databases is heterogeneous, being composed of...
