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作者：Yuan, KH; Bentler, PM
作者单位：University of California System; University of California Los Angeles
摘要：The most widely used multivariate statistical models in the social and behavioral sciences involve linear structural relations among observed and latent variables. In practice, these variables are generally nonnormally distributed; hence classical multivariate analysis, based on multinomial error-free variables having no simultaneous interrelations, is not adequate to deal with such data. A promising alternative, based on asymptotically distribution-free (ADF) covariance structure analysis, ha...
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作者：Ahn, SK
作者单位：Pohang University of Science & Technology (POSTECH)
摘要：For the partially nonstationary vector autoregressive model of Ahn and Reinsel, I further assume that the first differenced series has scalar components of lower order and study estimation of these models along with asymptotic properties of the estimators. It is shown that Gaussian reduced rank estimation can be easily carried out by simple modification of the Ahn and Reinsel's method. The asymptotic distribution for the estimator of the nonstationary parameter is a locally asymptotically mixe...
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作者：Goutis, C
作者单位：Universidad Carlos III de Madrid
摘要：This article presents a method for estimating the latent distribution of a mixture model. The method is motivated by the standard kernel density estimation, but instead of using an estimate based on the unobserved latent variables, it takes the expectation with respect to their distribution conditional on the data. The resulting estimator is continuous and hence appropriate when there is a strong belief in the continuity of the mixing distribution. An asymptotic justification is presented, and...
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作者：Hall, P; Turlach, BA
摘要：We suggest interpolation methods for overcoming the problem of sparse design in local linear smoothing. These methods are based on simple rules, determined by the kernel and bandwidth, for deciding when and where pseudo-design points should be added to augment the original design sequence. New ordinates for the added design points are computed by simple interpolation, then local linear smoothing is applied directly to the expanded dataset. The method is competitive with alternatives (e.g., tho...
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作者：Lam, KF; Kuk, AYC
作者单位：University of New South Wales Sydney
摘要：A marginal likelihood approach is proposed for estimating the parameters ill a frailty model using clustered survival data. To overcome the analytic intractability of the marginal likelihood function, we propose a Monte Carlo approximation using the technique of importance sampling. Implementation is by means of simulations from the uniform distribution. The suggested method can cope with censoring and unequal cluster sizes and can be applied to any frailty distribution with explicit Laplace t...
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作者：Billard, L
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作者：Legler, JM; Ryan, LM
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute
摘要：Multiple outcomes are commonly measured in:the study of birth defects. The reason is that most teratogens do not cause a single, uniquely defined defect, but rather result in a range of effects, including major malformations, minor anomalies, and deficiencies in birth weight, length and head circumference. The spectrum of effects associated with a particular teratogen is sometimes described as a ''syndrome.'' In this article we develop a latent variable model to characterize exposure effects o...
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作者：Giani, G; Strassburger, K
摘要：This article considers partitioning a given set of competing treatments into two subsets with the purpose of separating good and bad treatments. (The:qualities ''good'' and ''bad'' are defined in terms of the parameter vector of the underlying distribution family.) Regarding the probability of an incorrect partition, within the class of so-called natural procedures minimax solutions are derived under suitable distributional assumptions. These results extend previous investigations to the large...
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作者：Kooperberg, C; Bose, S; Stone, CJ
作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata; University of California System; University of California Berkeley
摘要：An automatic procedure that uses linear splines and their tensor products is proposed for fitting a regression model to data involving a polychotomous response variable and one or more predictors. The fitted model can be used for multiple classification. The automatic fitting procedure involves maximum likelihood estimation, stepwise addition, stepwise deletion, and model selection by the Akaike information criterion, cross-validation, or an independent test set. A modified version of the algo...
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作者：Brunner, E; Dette, H; Munk, A
作者单位：University of Gottingen; Ruhr University Bochum
摘要：Linear rank statistics in nonparametric factorial designs are asymptotically normal and, in general, heteroscedastic. In a comprehensive simulation study, the asymptotic chi-squared law of the corresponding quadratic forms is shown to be a rather poor approximation of the finite-sample distribution. Motivated by this problem, we propose simple finite-sample size approximations for the distribution of quadratic forms in factorial designs under a normal heteroscedastic error structure. These app...
