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作者:SMITH, SP; HAMMOND, K
摘要:A robust analysis for field data is proposed using a stratified rank regression model. That analysis follows Pettitt (1982). Alternatively, a new technique is described where residuals are log gamma random variables. The log gamma distribution is approximately normal when the shape parameter is large and this parameter is taken as an integer which is either preselected or estimated by a simple grid search. Algorithms for estimating location parameters by maximizing the likelihood based on with...
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作者:ENSOR, KB; NEWTON, HJ
作者单位:Texas A&M University System; Texas A&M University College Station
摘要:The effect of estimating the order of an autoregressive process no estimating the peak frequency is examined. For consistent order determining methods it is shown that the asymptotic results are the same as for the case when the order is known. For the order criteria which asymptotically overestimate the order, the peak frequency estimator is shown to be a consistent estimator of the true peak frequency.
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作者:LAGAKOS, SW; BARRAJ, LM; DEGRUTTOLA, V
摘要:One source of data for the induction distribution of AIDS arises from persons infected by the AIDS virus from contaminated blood transfusions. Analyses of these data are complicated because the number of individuals infected by transfusion is unknown; information is available only for those who are infected and develop AIDS within a certain chronologic time interval. The statistical problem is one of making inferences about a stochastic process of infection and disease for which realizations a...
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作者:LAGAKOS, SW
摘要:This note considers partial likelihood score tests for association between a covariate process and survival time based on a proportional hazards regression model. We derive the asymptotic efficiency of the test based on a misspecified form of the covariate process relative to the test based on the correct form. The results can be used to assess the consequences of various types of misspecification.
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作者:MIELKE, PW; BERRY, KJ
作者单位:Colorado State University System; Colorado State University Fort Collins
摘要:Cumulant methods for analysing the independence of r-way contingency tables and goodness-of-fit frequency data are presented. These methods are based on the exact first three cumulants of both the classical Pearson chi-squared statistic and a recent advantageous modification of this statistic. These approximate methods provide major distributional improvements over existing asymptotic methods.
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作者:RYAN, LM; ORAV, EJ
摘要:Consider a three-state compartmental model with an initial, an absorbing and an intermediate state which may or may not be before absorption. Observable data are time to absorption and an indication of whether the intermediate state was entered, but not the time of transition. The transition rates characterizing the process are nonidentifiable without simplifying assumptions or additional information on the prevalence function, defined as the time specific proportion of nonabsorbed individuals...
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作者:HALL, P; WAND, MP
摘要:We propose a technique for nonparametric discrimination in which smoothing parameters are chosen jointly, according to a criterion based on the difference between two densities. The approach is suitable for categorical, continuous and mixed data, and uses information from both populations to determine the smoothing parameter for any one population. In the case of categorical data, optimal performance is sometimes achieved using negative smoothing parameters, a property which does not emerge if...
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作者:ZHENG, ZK
摘要:A sequential plan with censored data for nonparametric testing of a hypothesis H0: F(t) = F0(t) against H1: F(t) .ltoreq. F0(t), where the inequality holds strictly for some t, is discussed. A large-sample theorem due to Gill (1983) is used and a Kolmogorov-type test is established.
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作者:HOUGAARD, P
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作者:PHILLIPS, PCB; PERRON, P
作者单位:Universite de Montreal
摘要:This paper proposes new tests for detecting the presence of a unit root in quite general time series models. Our approach is nonparametric with respect to nuisance parameters and thereby allows for a very wide class of weakly dependent and possibly heterogeneously distributed data. The tests accommodate models with a fitted drift and a time trend so that they may be used to discriminate beween unit root nonstationarity and stationarity about a deterministic trend. The limiting distributions of...