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作者：Briggs, W
作者单位：Cornell University; Weill Cornell Medicine
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作者：Akritas, MG; Papadatos, N
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; National & Kapodistrian University of Athens
摘要：Recent articles have considered the asymptotic behavior of the one-way analysis of variance (ANOVA) F statistic when the number of levels or groups is large. In these articles, the results were obtained under the assumption of homoscedasticity and for the case when the sample or group sizes n(i) remain fixed as the number of groups, a, tends to infinity. In this article. we study both weighted and unweighted test statistics in the heteroscedastic case. The unweighted statistic is new and can b...
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作者：Singpurwalla, ND; Booker, JM
作者单位：George Washington University; United States Department of Energy (DOE); Los Alamos National Laboratory
摘要：The notion of fuzzy sets has proven useful in the context of control theory, pattern recognition, and medical diagnosis. However, it has also spawned the view that classical probability theory is unable to deal with uncertainties in natural language and machine learning, so that alternatives to probability are needed. One such alternative is what is known as possibility theory. Such alternatives have come into being because past attempts at making fuzzy set theory and probability theory work i...
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作者：Presnell, B; Boos, DD
作者单位：State University System of Florida; University of Florida; North Carolina State University
摘要：A new test of model misspecification is proposed, based on the ratio of in-sample and out-of-sample likelihoods. The test is broadly applicable and, in simple problems, approximates well-known, intuitive methods. Using jackknife influence curve approximations, it is shown that the test statistic can be viewed asymptotically as a multiplicative contrast between two estimates of the information matrix, both of which are consistent under correct model specification. This approximation is used to ...
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作者：Zhang, H
作者单位：Washington State University
摘要：it is shown that in model-based geostatistics, not all parameters in the Matern class can be estimated consistently if data are observed in an increasing density in a fixed domain, regardless of the estimation methods used. Nevertheless, one quantity can be estimated consistently by the maximum likelihood method, and this quantity is more important to spatial interpolation. The results are established by using the properties of equivalence and orthogonality of probability measures. Some suffic...
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作者：López-Fidalgo, J; Garcet-Rodríguez, SA
作者单位：University of Salamanca
摘要：This article considers the problem of constructing optimal designs for regression models when the design space is a product space and some of the variables are not under the control of the practitioner. A variable that is not tinder control can have known values before the experiment is performed or else unknown values before the experiment is realized. The first case is briefly discussed in the literature. The aim of this work is to provide equivalence theorems for the second case and the mix...
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作者：Huang, HY; Ombao, H; Stoffer, DS
作者单位：Fu Jen Catholic University; University of Illinois System; University of Illinois Urbana-Champaign; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Statistical discrimination for nonstationary random processes is important in many applications. Our goal was to develop a discriminant scheme that can extract local features of the time series, is consistent, and is computationally efficient. Here, we propose a discriminant scheme based on the SLEX (smooth localized complex exponential) library. The SLEX library forms a collection of Fourier-type bases that are simultaneously orthogonal and localized in both time and frequency domains. Thus, ...
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作者：Houseman, EA; Ryan, LM; Coull, BA
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：Despite the widespread popularity of linear models for correlated outcomes (e.g., linear mixed models and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this article we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated marginal residual vector by the Cholesky decomposition of the inverse of the estimated marginal variance matrix. The resultin...
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作者：Dominici, F; McDermott, A; Hastie, TJ
作者单位：Johns Hopkins University; Stanford University
摘要：In 2002, methodological issues around time series analyses of air pollution and health attracted the attention of the scientific community, policy makers, the press, and the diverse stakeholders concerned with air pollution. As the U.S. Environmental Protection Agency (EPA) was finalizing its most recent review of epidemiologic evidence on particulate matter air pollution (PM), statisticians and epidemiologists found that the S-PLUS implementation of generalized additive models (GAMs) can over...
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作者：Jarrow, R; Ruppert, D; Yu, Y
作者单位：Cornell University; University System of Ohio; University of Cincinnati; Cornell University
摘要：This article provides a new methodology for estimating the term structure of corporate debt using a semiparametric penalized spline model. The method is applied to a case study of AT&T bonds. Typically, very few data are available on individual corporate bond prices, too little to find a nonparametric estimate of term structure from these bonds alone. This problem is solved by borrowing strength from Treasury bond data. More specifically, we combine a nonparametric model for the term structure...
