-
作者：Wong, H; Li, WK
作者单位：University of Hong Kong
摘要：Tsay (1987) developed the conditional heteroscedastic, autoregressive moving-average model, which includes the conditional heteroscedastic autoregressive and random coefficient autoregressive models as special cases. This paper establishes the multivariate conditional heteroscedastic autoregressive moving-average model, and considers its theoretical properties and applications. Maximum likelihood estimation of the model is discussed in detail. A representation of the information matrix is obta...
-
作者：Parmigiani, G
作者单位：Duke University
摘要：This paper studies a decision theoretic method for timing medical examinations. The specific model is motivated by screening asymptomatic individuals for hidden disease or risk-increasing conditions. Ideas and strategies may be applied more broadly to problems in which a stochastic process is monitored over time with a costly and possibly faulty data collection procedure. The decision space is modelled as a space of functions, termed screening intensity functions. Results include explicit rule...
-
作者：Qaqish, BF; Zhou, HB; Cai, JW
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：We derive the relationship between the population model and the sample model in the case of case-control sampling of clustered responses. The derived formulae provide insight into why methods that ignore the sampling scheme fail to provide consistent estimators in this case. The differences between clustered and independent responses in the context of the case-control design are discussed.
-
作者：Qin, J; Zhang, B
作者单位：University System of Ohio; University of Toledo
摘要：We test the logistic regression assumption under a case-control sampling plan. After reparameterisation, the assumed logistic regression model is equivalent to a two-sample semiparametric model in which the log ratio of two density functions is linear in data. By identifying this model with a biased sampling model, we propose a Kolmogorov-Smirnov-type statistic to test the validity of the logistic link function. Moreover, we point out that this test statistic can also be used in mixture sampli...
-
作者：Antoniadis, A; Gijbels, I; Gregoire, G
作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Universite Catholique Louvain
摘要：In this paper we discuss how to use wavelet decompositions to select a regression model. The methodology relies on a minimum description length criterion which is used to determine the number of nonzero coefficients in the vector of wavelet coefficients. Consistency properties of the selection rule are established and simulation studies reveal information on the distribution of the minimum description length selector. We then apply the selection rule to specific problems, including testing for...
-
作者：Shephard, N; Pitt, MK
作者单位：University of Oxford
摘要：In this paper we provide methods for estimating non-Gaussian time series models. These techniques rely on Markov chain Monte Carlo to carry out simulation smoothing and Bayesian posterior analysis of parameters, and on importance sampling to estimate the likelihood function for classical inference. The time series structure of the models is used to ensure that our simulation algorithms are efficient.
-
作者：Yuen, KC; Burke, MD
作者单位：University of Calgary
摘要：Kolmogorov-Smirnov and Cramer-von Mises type test statistics based on the standardised cumulative hazard process are proposed. It is very difficult to evaluate their asymptotic distributions, but they can be approximated by the use of the bootstrap. The advantages of the goodness-of-fit test are that arbitrary partitions of the time axis and covariate spaces are not needed for evaluating test statistics and that it has excellent consistency properties. The test is applied to data from the Mayo...
-
作者：Kwan, ACC; Wu, YR
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark
摘要：This note investigates the finite-sample performance of Monti's test, paying special attention to its estimated sizes and empirical powers. Our simulation results indicate that (i) the test size can be affected by the choice of the number of residual partial autocorrelations, m, and (ii) the empirical powers of the Monti and the Ljung-Box tests are similar in the cases of both seasonal and non-seasonal data if m is properly chosen.
-
作者：Hu, P; Zelen, M
作者单位：Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute
摘要：The lack of statistical theory for the planning of early detection trials has resulted in current trials being sub-optimal. We develop probability models that address three characteristics of early detection trials: (i) the optimal time of analysis and length of follow-up, (ii) the optimal spacing between examinations, and (iii) the planning of trials where the numbers of examinations versus sample size are balanced for fixed costs. The optimisation criterion is to maximise the power of the st...
-
作者：Lloyd, CJ
摘要：The problem of estimating the number of binary responses that can be attributed to high levels of a continuous covariate is studied. The distribution of the covariate in the population is combined with the relative odds of response to produce a function, areas under which represent numbers of responses attributable to covariate values in that range. A combination of parametric and nonparametric smoothing is proposed. Consistent estimates of variance are developed as well as confidence bands fo...
