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作者：Lee, Chu-In Charles; Peng, Jianan; Liu, Lin
作者单位：Memorial University Newfoundland; Acadia University; University of California System; University of California San Diego
摘要：In many experiments, researchers are interested in comparing several treatment means with a control mean. When there are some treatments significantly better than the control, it is often of interest to evaluate the difference between the best treatment mean and the control mean and to identify the best treatment. In this article we derive lower confidence bounds for the aforementioned difference for the case that treatments are at least as effective as the control and for the case that no res...
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作者：Hannig, J.; Marron, J. S.
作者单位：Colorado State University System; Colorado State University Fort Collins; University of North Carolina; University of North Carolina Chapel Hill
摘要：SiZer is a powerful method for exploratory data analysis. In this article approximations to the distributions underlying the simultaneous statistical inference are investigated, and large improvements are made in the approximation using extreme value theory. This results in improved size, and also in an improved global inference version of SiZer. The main points are illustrated with real data and simulated examples.
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作者：Guan, Yongtao
作者单位：Yale University
摘要：We propose a new likelihood-based approach in fitting spatial point process models. A composite likelihood is first formed by adding some pairwise composite likelihood functions that are defined in terms of the second-order intensity function of the underlying process, and then used for estimating the unknown parameters. The estimation procedure is computationally simple and yields consistent and asymptotically normal estimators under some mild conditions. We demonstrate through a simulation s...
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作者：Galeano, Pedro; Pena, Daniel; Tsay, Ruey S.
作者单位：Universidad Carlos III de Madrid; University of Chicago
摘要：In this article we use projection pursuit methods to develop a procedure for detecting outliers in a multivariate time series. We show that testing for outliers in some projection directions can be more powerful than testing the multivariate series directly. The optimal directions for detecting outliers are found by numerical optimization of the kurtosis coefficient of the projected series. We propose an iterative procedure to detect and handle multiple outliers based on a univariate search in...
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作者：Davis, RA; Lee, TCM; Rodriguez-Yam, GA
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：This article considers the problem of modeling a class of nonstationary time series using piecewise autoregressive (AR) processes. The number and locations of the piecewise AR segments, as well as the orders of the respective AR processes. are assumed unknown. The minimum description length principle is applied to compare various segmented AR fits to the data. The goal is to find the best combination of the number of segments, the lengths of the segments, and the orders of the piecewise AR pro...
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作者：Arnold, Barry C.; Castillo, Enrique; Sarabia, Jose Maria
作者单位：University of California System; University of California Riverside; Universidad de Cantabria; Universidad de Cantabria
摘要：Recently, Jones pointed out a useful device for enriching families of univariate distributions. Typically, one may construct a random variable with distribution F by considering F-1 (U), where U is a uniform(0, 1) random variable. Jones suggested replacing the uniform random variable by a beta-distributed random variable. In this article an analogous enriching process is applied to the Rosenblatt construction of multivariate distributions. Several parametric families are introduced using this ...
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作者：Koenker, Roger; Xiao, Zhijie
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作者：Robinson, John W.; Zeger, Scott L.; Forrest, Christopher B.
作者单位：Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health
摘要：Procedures for analyzing and comparing health care providers' effects on health services delivery and outcomes have been referred to as provider profiling. In a typical profiling procedure, patient-level responses are measured for clusters of patients treated by providers that in turn can be considered statistically exchangeable. Thus a hierarchical model naturally represents the structure of the data. When provider effects on multiple responses are profiled, a multivariate model rather than a...
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作者：Hannig, J; Iyer, H; Patterson, P
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：Generalized pivotal quantities (GPQs) and generalized confidence intervals (GCIs) have proven to be useful tools for making inferences in many practical problems. Although GCIs are not guaranteed to have exact frequentist coverage, a number of published and unpublished simulation studies suggest that the coverage probabilities of such intervals are sufficiently close to their nominal value so as to be useful in practice. In this article we single out a subclass of generalized pivotal quantitie...
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作者：Singpurwalla, Nozer D.
作者单位：George Washington University
摘要：This is an expository article directed at reliability theorists, survival analysts, and others interested in looking at life history and event data. Here we introduce the notion of a hazard potential as an unknown resource that art item is endowed with at inception. The item fails when this resource becomes depleted. The cumulative hazard is a proxy for the amount of resource consumed, and the hazard function is a proxy for the rate at which this resource is consumed. With this conceptualizati...
