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作者：KOENKER, R; NG, P; PORTNOY, S
作者单位：University of Houston System; University of Houston; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Although nonparametric regression has traditionally focused on the estimation of conditional mean functions, nonparametric estimation of conditional quantile functions is often of substantial practical interest. We explore a class of quantile smoothing splines, defined as solutions to [GRAPHICS] with p(tau)(u)= u{tau - I(u < 0)}, p greater than or equal to 1, and appropriately chosen g. For the particular choices p = 1 and p = infinity we characterise solutions (g) over cap as splines, and dis...
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作者：POLSON, NG; ROBERTS, GO
作者单位：University of Cambridge
摘要：We present an approach to model selection for a time series of data on a fine time scale. The underlying process generating the data is modelled as a continuous time stochastic process. The underlying continuous processes are assumed to be diffusions with time varying drift and diffusion coefficient. Several approaches to modelling the diffusion coefficient are described. To perform model selection, we propose an approximation to the Bayes factor that uses only the discrete data. We illustrate...
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作者：GRAMBSCH, PM; THERNEAU, TM
作者单位：Mayo Clinic
摘要：Nonproportional hazards can often be expressed by extending the Cox model to include time varying coefficients; e.g., for a single covariate, the hazard function for subject i is modelled as exp{beta(t)Z(i)(t)}. A common example is a treatment effect that decreases with time. We show that the function beta(t) can be directly visualized by smoothing an appropriate residual plot. Also, many tests of proportional hazards, including those of Cox (1972), Gill & Schumacher (1987), Harrell (1986), Li...
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作者：TSAI, CL
摘要：The Newton-Raphson and Fisher scoring iteratively reweighted least squares methods are two fundamental tools for computing parameter estimators and deletion diagnostics. Jorgensen (1993) proposed a modified method to compute deletion diagnostics. In this paper, we study the relationship between Jorgensen's, Newton-Raphson and Fisher scoring one-step deletion estimators by using the observed and expected Fisher information matrices. In addition, we extend Jorgensen's true leverage and approxima...
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作者：LLOYD, CJ
摘要：The asymptotic variances of various estimators of the population size from a recapture study are calculated. The estimation methods compared are maximum likelihood and a class of natural martingale estimators with both time variation and behavioural response. It is found that (i) the martingale methods appropriate for time variation or behavioural response are fully efficient, (ii) there is no loss of efficiency at all in allowing for time variation, (iii) there is large loss of efficiency in ...
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作者：SMITH, RL
摘要：In an earlier paper, the author has studied asymptotic properties of maximum likelihood estimates for a class of nonregular models in which the range of the distribution depends on unknown parameters. Examples include Weibull and extreme value distributions. The present paper is concerned with the extension of this theory to the case when covariates are present. The proposed solution involves solving a linear programming problem for the regression parameters, followed by maximisation of a pseu...
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作者：KOSOROK, MR; FLEMING, TR
作者单位：University of Washington; University of Washington Seattle
摘要：In clinical trials with failure time outcomes, the cost of follow-up for the endpoint of primary interest is sometimes expensive. In many of these settings, one or more secondary or surrogate failure time outcomes are also available which either occur much earlier or are much less expensive to follow than the primary outcome. This paper presents a method for using these secondary outcomes to increase the power of detecting a treatment effect on the primary outcome only, without introducing bia...
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作者：KUK, AYC
摘要：This paper considers the use of auxiliary information to improve the estimation of the distribution function of a finite population. A method is proposed which combines the known distribution of the auxiliary variable with a kernel estimate of the conditional distribution of the survey variable given the value of the auxiliary variable. The resulting estimator compares favourably with existing estimators in terms of efficiency, conditional behaviour and robustness. The proposed method also has...
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作者：DAVIDIAN, M; GALLANT, AR
摘要：The fixed parameters of the nonlinear mixed effects model and the density of the random effects are estimated jointly by maximum likelihood. The density of the random effects is assumed to be smooth but is otherwise unrestricted. The method uses a series expansion that follows from the smoothness assumption to represent the density and quadrature to compute the likelihood. Standard algorithms are used for optimization. Empirical Bayes estimates of random coefficients are obtained by computing ...
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作者：BECKER, NG; MARSCHNER, IC
摘要：Using a multiplicative model, the age-specific relative risk of infection with the human immunodeficiency virus, HIV, and the time-dependent HIV infection rate can be estimated simultaneously from acquired immunodeficiency syndrome, AIDS, incidence data. Non-parametric estimates are arrived at by an EM-algorithm, with smoothing, applied to a back-projection model. The method gives estimates which lie on a smooth curve in accordance with strong prior expectations. The approach is illustrated wi...
