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作者：Li, B
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：For improving on quasilikelihood-estimation two types of quadratic estimating equations have been proposed, one based on the Edgeworth expansion, the other on the generalisation of the quasi-score. The first requires that the skewness of observations has a small departure from the exponential family; the second requires the knowledge of both skewness and kurtosis. We introduce an optimal quadratic estimating equation applicable when the skewness is not small and the-kurtosis is unknown;Apart f...
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作者：Brown, BM; Cowling, A
作者单位：University of Tasmania; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：This paper considers the estimation of clustering parameters and mean species intensity based on likelihood theory for the simplified Neyman-Scott Poisson model, with observations taken from line transect surveys with a Gaussian detection function. The estimators and accompanying standard error expressions are tractable and easy to calculate, and, coming from likelihood methods, often will have high efficiency. Such properties compare favourably with those of existing K-function methods which ...
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作者：Cooley, CA; MacEachern, SN
作者单位：University System of Ohio; Ohio State University
摘要：Multivariate kernel density estimation is often used as the basis for a nonparametric classification technique. However, the multivariate kernel classifier suffers from the curse of dimensionality, requiring inordinately large sample sizes to achieve a reasonable degree of accuracy in high dimensional settings. A variance stabilising approach to kernel classification can be motivated through an alternative interpretation of linear and quadratic discriminant analysis in which rotations of the c...
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作者：Troxel, AB; Lipsitz, SR; Harrington, DP
作者单位：Columbia University; Harvard University; Harvard T.H. Chan School of Public Health
摘要：We propose methods for the analysis of continuous responses subject to nonignorable non-monotone missing data. We form a pseudolikelihood by naively assuming independence over time and using a product of marginal likelihoods at each time point, and we obtain consistent and asymptotically normal estimators of the mean and missingness parameters. Our primary interest is in estimating the parameters of the marginal model at each time point, and we make no assumption about the correlation structur...
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作者：Nadeau, C; Lawless, JF
作者单位：Universite de Montreal; University of Waterloo
摘要：Liang & Zeger (1986) introduced methodology for the analysis of longitudinal data that provides an alternative to likelihood-based inference. They considered modelling the marginal means of the response follow-up measures, and proposed the use of unbiased estimating functions to handle inference. Here we wish to do the same for point or jump processes. We consider parametric models for the marginal means, and possibly the covariance structures, of processes that allow covariates. Inference is ...
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作者：Shi, P; Fung, WK
作者单位：Peking University; University of Hong Kong
摘要：For the problem of choosing a transformation h(y) of a univariate response variable y to achieve the linearity of the regression function E{h(y)\x}, we view Cook & Weisberg's (1994) method as an iterative procedure and estimate the transformed linear model based on the fixed point of the iteration procedure. When the procedure is implemented with B-spline smoothing by projecting the function h(y) into a B-spline space, it is proved that the fixed point is identical to the solution obtained fro...
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作者：De Jong, P
作者单位：University of London; London School Economics & Political Science
摘要：An algorithm, called the scan sampler, is developed and discussed. The scan sampler has a variety of uses for time series analysis based on the state space model with non-Gaussian observations. The algorithm is based on the Kalman filter/smoothing algorithm. It can be used for Bayesian inference using Markov chain Monte Carlo and to find posterior modes.
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作者：Kong, FH; Slud, E
作者单位：Westat; University System of Maryland; University of Maryland College Park
摘要：In testing for significance of treatment effect within two-sample censored survival data with measured covariates, it is known (Tsiatis, Rosner & Tritchler, 1985) that adjusting the logrank test statistic using a proportional-hazards model for covariate effect can substantially increase efficiency. Extending the robust score statistics described by Lin & Wei (1989), we show how to estimate and optimise the relative efficiencies of such score statistics based on various possible working models,...
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作者：Hu, IC
摘要：In this paper Ne use posterior covariance matrices to study the strong consistency of Bayes estimators in stochastic regression models under various assumptions on the stochastic regressors. The random errors are assumed to form a martingale difference sequence. Several results are obtained using a recursion satisfied by the sequence of posterior covariance matrices. These results suggest that the posterior covariance matrix is a useful tool in studying strong consistency problems in stochasti...
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作者：Wong, CS; Li, WK
摘要：This paper addresses the null distribution of the Lagrange-multiplier statistic for the threshold autoregression with conditional heteroscedasticity. The problem is nonstandard because the threshold parameter is a nuisance parameter which is absent under the null hypothesis. We generalise the results of Chan (1990) and Chan & Tong (1990) to show that the asymptotic null distribution of the Lagrange-multiplier statistic is a functional of a zero-mean Gaussian process. The generalisation is not ...
