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作者：Escanciano, J. Carlos
作者单位：University of Navarra
摘要：In this article we study a general class of goodness-of-fit tests for a parametric conditional mean of a linear or nonlinear time series model. Among the properties of the proposed tests are that they are suitable when the conditioning set is infinite-dimensional; that they are consistent against a broad class of alternatives, including Pitman's local alternatives converging at the parametric rate n(-1/2), with n the sample size; and that they do not need to choose a lag order depending on the...
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作者：Casella, G; Moreno, E
作者单位：State University System of Florida; University of Florida; University of Granada
摘要：A novel fully automatic Bayesian procedure for variable selection in normal regression models is proposed. The procedure uses the posterior probabilities of the models to drive a stochastic search. The posterior probabilities are computed using intrinsic priors, which can be considered default priors for model selection problems; that is, they are derived from the model structure and are free from tuning parameters. Thus they can be seen as objective priors for variable selection. The stochast...
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作者：Lee, Stephen M. S.; Pun, M. C.
作者单位：University of Hong Kong
摘要：Nonstandard M-estimation, with nuisance parameters consistently estimated in the criterion function, often yields M-estimators converging weakly at rates different from n(1/2) with weak limits that are typically non-Gaussian. The complicated asymptotics involved makes distributional estimation of the M-estimators analytically prohibitive. We show that the problem is resolved by m out of n bootstrapping under very general conditions, which provides a universal and convenient approach to consist...
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作者：Fligner, Michael A.; MacEachern, Steven N.
作者单位：University System of Ohio; Ohio State University
摘要：Anew collection of procedures is developed for the analysis of two-sample, ranked-set samples, providing an alternative to the Bohn-Wolfe procedure. These procedures split the data based on the ranks in the ranked-set sample and lead to tests for the centers of distributions, confidence intervals, and point estimators. The advantages of the new tests are that they require essentially no assumptions about the mechanism by which rankings are imperfect, that they maintain their level whether rank...
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作者：Neocleous, Tereza; Vanden Branden, Karlien; Portnoy, Stephen
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; KU Leuven
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作者：Shen, Xiaotong; Huang, Hsin-Cheng
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Academia Sinica - Taiwan
摘要：Central to statistical theory and application is statistical modeling, which typically involves choosing a single model or combining a number of models of different sizes and from different sources. Whereas model selection seeks a single best modeling procedure, model combination combines the strength of different modeling procedures. In this article we look at several key issues and argue that model assessment is the key to model selection and combination. Most important, we introduce a gener...
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作者：Hitchcock, DB; Casella, G; Booth, JG
作者单位：University of South Carolina System; University of South Carolina Columbia; State University System of Florida; University of Florida; Cornell University
摘要：We examine the effect of presmoothing functional data oil estimating the dissimilarities among objects in a dataset, with applications to cluster analysis and other distance methods, such as multidimensional scaling and statistical matching. We prove that a shrinkage method of smoothing results in a better estimator of the dissimilarities among a set of noisy curves. For a model with independent noise structure, the smoothed-data dissimilarity estimator dominates the observed-data estimator. F...
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作者：Akritas, Michael G.; Antoniou, Efi S.; Kuha, Jouni
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
摘要：We propose a nonparametric approach to the analysis of factorial designs where each subject is observed at two time points and both observations are subject to missingness. The procedures are fully nonparametric in that they do not require continuity, and do not impose models to describe the relation of the response distribution in different factor-level combinations. The approach for estimating and testing treatment and time effects is based on a method, which we introduce, for estimating a d...
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作者：De Santis, F
作者单位：Sapienza University Rome
摘要：This article considers a robust Bayesian approach to the sample size determination problem. We focus on global Bayesian robustness that studies lower bound (L-n), upper bound (U-n), and range (R-n) of posterior quantities of interest. obtained as the prior varies in a class of distributions. Specifically, we are interested in the selection of an appropriate sample size that gives guarantees to the researcher of observing a small value of the range and, depending on the problems, either a suffi...
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作者：Morris, Jeffrey S.; Arroyo, Cassandra; Coull, Brent A.; Ryan, Louise M.; Herrick, Richard; Gortmaker, Steven L.
作者单位：University of Texas System; UTMD Anderson Cancer Center; Morehouse School of Medicine; Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health
摘要：We present a case study illustrating the challenges of analyzing accelerometer data taken from a sample of children participating in an intervention study designed to increase physical activity. An accelerometer is a small device worn on the hip that records the minute-by-minute activity levels throughout the day for each day it is worn. The resulting data are irregular functions characterized by many peaks representing short bursts of intense activity. We model these data using the wavelet-ba...
