Biometrika

最新文章

• CHARACTERIZING THE EFFECT OF MATCHING USING LINEAR PROPENSITY SCORE METHODS WITH NORMAL-DISTRIBUTIONS AI翻译
  作者：RUBIN, DB; THOMAS, N
  作者单位：Educational Testing Service (ETS)
  摘要：Matched sampling is a standard technique for controlling bias in observational studies due to specific covariates. Since Rosenbaum & Rubin (1983), multivariate matching methods based on estimated propensity scores have been used with increasing frequency in medical, educational, and sociological applications. We obtain analytic expressions for the effect of matching using linear propensity score methods with normal distributions. These expressions cover cases where the propensity score is eith...
• AN AUTOMATIC BANDWIDTH SELECTOR FOR KERNEL DENSITY-ESTIMATION AI翻译
  作者：CHIU, ST
  摘要：To select a proper bandwidth is a critical step in kernel density estimation. It is well known that the bandwidth selected by cross-validation has a large variability. This difficulty limits the applicability of cross-validation. To reduce the variability, we suggested modifying the sample characteristic function beyond some cut-off frequency in estimating the bias term of the mean integrated squared error. It is proposed to select the cut-off frequency by a generalization of cross-validation....
• ERROR RATES OF NONBAYES CLASSIFICATION RULES AND THE ROBUSTNESS OF FISHER LINEAR DISCRIMINANT FUNCTION AI翻译
  作者：ONEILL, TJ
  摘要：We call a classification procedure non-Bayes if it does not converge to the Bayes classification procedure. An asymptotic expansion is found for the expected error rate of such a classification rule. This is used to compare the estimates of Fisher's linear discriminant rule, F, and the quadratic discriminant rule, Q, under departures from the equal variance matrices assumption. It is found that F is quite robust to departures from the equal variances assumption.
• ON THE ASYMPTOTIC STANDARD ERRORS OF RESIDUAL AUTOCORRELATIONS IN NONLINEAR TIME-SERIES MODELING AI翻译
  作者：LI, WK
  摘要：The asymptotic distribution of residual autocorrelations for some very general nonlinear time series models is derived. This includes the important class of threshold models. Consequently more accurate standard errors for residual autocorrelations can be obtained facilitating model diagnostic checkings in many situations. A small simulation result applying the methodology to threshold models is reported.
• MODIFIED MARTINGALE ESTIMATION FOR RECAPTURE EXPERIMENTS WITH HETEROGENEOUS CAPTURE PROBABILITIES AI翻译
  作者：LLOYD, CJ
  摘要：An estimation method of Lloyd & Yip (1991), based on martingales and the assumption of beta distributed capture probabilities, is modified to improve its performance for all but highly heterogeneous populations. This estimator is compared to the jackknife estimator by simulation under both beta and non-beta conditions. Some expressions for standard error are developed but found to behave poorly for realistic sample sizes. Bootstrap estimates of standard error appear superior but do not lead to...
• CAPTURE-RECAPTURE ESTIMATION WITH SAMPLES OF SIZE ONE USING FREQUENCY DATA AI翻译
  作者：WILSON, RM; COLLINS, MF
  摘要：One way in which a capture-recapture experiment can be designed is to count each capture occasion as a separate sample, and tally the number of individuals caught once, twice, and so on. This paper discusses the estimators currently used for this type of experiment, and suggests some new ones. Each of the estimators is categorized by its derivation. Following this, their properties are discussed, particularly their bias and variance, with the aim of choosing one or two of the estimators which ...
• TESTING CAPTURE HOMOGENEITY IN A RECAPTURE MODEL AI翻译
  作者：LLOYD, CJ
  摘要：This paper presents a new method of testing capture homogeneity in recapture experiments where there is time homogeneity. The basic set of statistics used is a lower triangular matrix whose (i, k)th element is the proportion of those animals caught on the next (i + 1)st occasion who have been caught k times until now. Both theoretical and simulation evidence is presented that the new procedure is superior to methods previously suggested.
• CAPTURE RECAPTURE ESTIMATION VIA GIBBS SAMPLING AI翻译
  作者：GEORGE, EI; ROBERT, CP
  作者单位：Sorbonne Universite
  摘要：Capture-recapture models are widely used in the estimation of population sizes. Based on data augmentation considerations, we show how Gibbs sampling can be applied to calculate Bayes estimates in this setting. As a result, formulations which were previously avoided because of analytical and numerical intractability can now be easily considered for practical application. We illustrate this potential by using Gibbs sampling to calculate Bayes estimates for a hierarchical capture-recapture model...
• TESTING MODEL ADEQUACY FOR SOME MARKOV REGRESSION-MODELS FOR TIME-SERIES AI翻译
  作者：LI, WK
  摘要：The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural extensions of the popular generalized linear models to time series data. The score statistic appears to be somewhat easier to use in practice. Some empirical results are also obtained for the score statistic in some simple cases. A real example is given.
• KERNEL DENSITY-ESTIMATION AND MARGINALIZATION CONSISTENCY AI翻译
  作者：WEST, M
  摘要：Kernel density estimates, as commonly applied, generally have no exact model-based interpretation since they violate conditions that define coherent joint distributions. The issue of marginalization consistency is considered here. It is shown that most commonly used kernel functions violate this condition. It is also shown that marginalization consistency holds only for classes of kernel estimates based on Laplacian, or double-exponential kernels whose window width parameters are appropriately...