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作者：TSAI, WY
摘要：The maximum conditional likelihood estimator of the survival function with increasing hazard rate is derived, based on left truncated and right censored data. This estimator always exists, whereas the fully nonparametric conditional maximum likelihood estimator may not exist. A strong consistency theorem is established based on the total time on test transformation.
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作者：BOLSTAD, WM
摘要：This paper introduces biased perturbation distributions into the multiprocess dynamic linear model in order to represent growth hormone levels in animals, which are characteristically noisy pulsatile time series. The use of biased perturbation distributions allows a pulse to be detected on the first observation immediately after it occurs, thus allowing the process to be modelled in real time. This approach is found to be quite effective at detecting the occurrence of a pulse in growth hormone...
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作者：HOCHBERG, Y
摘要：A simple procedure for multiple tests of significance based on individual p-values is derived. This simple procedure is sharper than Holm''s (1979) sequentially rejective procedure. Both procedures contrast the ordered p-values with the same set of critical values. Holm''s procedure rejects an hypothesis only if its p-value and each of the smaller p-values are less than their corresponding critical-values. The new procedure rejects all hypothesis with smaller or equal p-values to that of any o...
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作者：BARNWAL, RK; PAUL, SR
摘要：Two C(.alpha.) statistics (Neyman, 1959) for testing the equality of the means of several groups of count data in the presence of a common dispersion parameter are derived. The performance of the two C(.alpha.) statistics, the likelihood ratio statistic and two more statistics based on transformed data (Anscombe, 1948) is then compared in terms of size and power by using Monte Carlo simulations. The C(.alpha.) statistics are recommended. The C(.alpha.) statistics for testing the equality of th...
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作者：MATTHEWS, DE
摘要：Methods described first by Madansky (1965) and revived more recently by Cox and Oakes (1984, pp. 51-2) are extended to incorporate the calculation of likelihood-based confidence intervals for functions of many parameters. Examples involving failure time data are used to illustrate the techniques.
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作者：DAVIDIAN, M; CARROLL, RJ; SMITH, W
作者单位：Texas A&M University System; Texas A&M University College Station; Eli Lilly; Lilly Research Laboratories; Eli Lilly; Lilly Research Laboratories
摘要：Assay data are often fitted by a nonlinear heteroscedastic regression model with the standard deviation of the response typically taken to be proportional to a power .theta. of the mean. For many assays, how one estimates .theta. does not greatly affect estimates of the mean regression function. Assay analysis also involves estimation of auxiliary calibration constructs such as minimum detectable concentration. An asymptotic theory is developed to show that standard methods for estimating .the...
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作者：RICE, JA; ROSENBLATT, M
摘要：This paper discusses a least-squares procedure and the use of the periodogram for isolating a discrete harmonic of a time series. It is shown that the usual asymptotics on estimation of frequency, amplitude and phase of such a harmonic have to be used with great caution from a moderate sample perspective. Computational issues are discussed and some illustrations are provided. Bolt and Brillinger (1979) make use of these asymptotic results.
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作者：YOUNG, GA
摘要：Smoothed bootstrap estimation of the sampling standard deviation of the variance-stabilized correlation coefficient is reconsidered. An approximation to the mean squared error of the bootstrap estimator is obtained and an empirical procedure for choosing the degree of smoothing in the bootstrap estimation is presented. Performance of the procedure is examined in a simulation study.
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作者：BRESLOW, NE; CAIN, KC
摘要：Samples of diseased cases and nondiseased controls are drawn at random from the population at risk. After classification according to the exposure of interest, subsamples of cases and controls are selected for purposes of covariable ascertainment. A modification of the usual logistic regression analysis yields consistent estimates of covariable adjusted relative risks and their standard errors. By balancing the numbers of exposed and nonexposed for whom covariable information is ascertained wi...
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作者：SRIVASTAVA, MS; KEEN, KJ
摘要：A noniterative method for estimating the interclass correlation coefficient is derived from the technique of weighted sums of squares. The asymptotic variance of this estimator is derived under the assumption of normality. Through extensive Monte Carlo simulations, the sample variance of this estimator is found not to differ greatly from that of the maximum likelihood estimator.
