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作者：Ling, SQ; Li, WK
摘要：This article considers fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity, which combines the popular generalized autoregressive conditional heteroscedastic (GaRCH) and the fractional (ARMA) models. The fractional differencing parameter d can be greater than 1/2, thus incorporating the important unit root case. Some sufficient conditions for stationarity, ergodicity, and existence of higher-order moments are derived. An algorithm for ap...
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作者：Tang, DI; Lin, SP
摘要：Some parametric tests for comparing several treatments to a control are examined. Those tests developed earlier tend to rest on a single principle: simplicity or power; those developed later attempt to fill the gap. We propose a new test that represents another such attempt. The basic idea is to find a simple statistic that is a good approximation to the likelihood ratio statistic. This leads to a power function similar to that of the likelihood ratio test, which is optimal among the available...
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作者：Christensen, R; Bedrick, EJ
摘要：We propose using an existing set of statistical teals in a new way that allows one to test the independence assumption in standard normal theory linear models. The set of tools is near-replicate lack-of-fit tests. The classical lack-of-fit test requires a linear model in which some rows of the model matrix are repeated. Near-replicate lack-of-fit tests were developed to mimic the behavior of the classical test by identifying clusters of rows in the design matrix that are similar, though not ne...
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作者：Normand, SLT; Glickman, ME; Gatsonis, CA
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Boston University; Brown University; Brown University
摘要：Recent public debate on costs and effectiveness of health care in the United Slates has generated a growing emphasis on ''profiling of medical care providers. The process of profiling involves comparing resource use and quality of care among medical providers to a community or a normative standard. This is valuable for targeting quality improvement strategies. For example, hospital profiles may be used to determine whether institutions deviate in important ways in the process of care they deli...
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作者：Carroll, RJ; Chen, R; George, EI; Li, TH; Newton, HJ; Schmiediche, H; Wang, N
作者单位：University of Texas System; University of Texas Austin
摘要：We address the following question: What is the pattern of human exposure to ozone in Harris County (Houston) since 1980? While there has been considerable research on characterizing ozone measured at fixed monitoring stations, little is known about ozone away from the monitoring stations, and whether areas of higher ozone correspond to areas of high population density. To address this question, we build a spatial-temporal model for hourly ozone levels that predicts ozone at any location in Har...
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作者：Bose, S; OSullivan, F
作者单位：University of Washington; University of Washington Seattle
摘要：Segmentation has become a widely used tool in modern image analysis. Typical methods are highly nonlinear and often ad hoc, and none so far have proved accessible to detailed statistical analysis even by asymptotic approximations. Can such methods be any good? This article describes a segmentation procedure for multichannel image data and attempts to develop an understanding of its statistical performance characteristics in terms of nonparametric regression. The procedure is based on a recursi...
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作者：Luo, Z; Wahba, G
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Wisconsin System; University of Wisconsin Madison
摘要：An adaptive spline method for smoothing is proposed that combines features from both regression spline and smoothing spline approaches. One of its advantages is the ability to vary the amount of smoothing in response to the inhomogeneous ''curvature'' of true functions at different locations. This method can be applied to many multivariate function estimation problems, which is illustrated by an application to smoothing temperature data on the globe. The method's performance in a simulation st...
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作者：Renssen, RH; Nieuwenbroek, NJ
摘要：In practice, for many sample surveys the estimates of several population totals are based on one set of weights, which reproduces the known population totals of auxiliary variables. Such a set can always be obtained by using the general regression estimator. If some variables, not necessarily with known population totals, are jointly collected in two sample surveys, then it may be desirable that the weights of both surveys produce the same estimates for the unknown population totals of the com...
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作者：Choi, K; Marden, J
作者单位：Hongik University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：A class of multivariate rank-like quantities is defined and used to develop multivariate tests to mimic popular one-dimensional rank tests such as the Mann-Whitney/Wilcoxon two-sample test, the Jonckheere-Terpstra test for trend, and the Kruskal-Wallis one-way analysis of variance test. Tests in one-way analysis of variance are developed based on qualitative orthogonal contrasts, allowing decomposition of an overall statistic into asymptotically independent components based on the contrasts. T...
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作者：Olshen, AB; O'Sullivan, F
作者单位：Stanford University; Stanford University; University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle
摘要：Camouflaged deconvolution arises when the kernel in a simple convolution model is not completely specified. We consider a situation in which the same fixed signal is repeatedly measured by separate convolutions with imprecisely known kernels. We develop a regularization methodology for application to these problems. The method involves simultaneous estimation of the target signal and the unknown parameters of the convolution kernels. Cross-validation is used to determine the degree of smoothne...
