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作者：FUNG, WK
摘要：Some new diagnostic measures in discriminant analysis are proposed. They can be expressed in terms of the two fundamental influence statistics in discriminant analysis: d(i)(2) and psi(i). A theorem on the asymptotic distributions of the fundamental statistics is derived. Based on the theorem, the proposed measures can be shown to be asymptotically distributed as functions of independent chi-squared and standard normal random variables. Critical values and expected quantiles of the measures ca...
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作者：ESCOBAR, MD; WEST, M
作者单位：University of Toronto; Duke University
摘要：We describe and illustrate Bayesian inference in models for density estimation using mixtures of Dirichlet processes. These models provide natural settings for density estimation and are exemplified by special eases where data are modeled as a sample from mixtures of normal distributions. Efficient simulation methods are used to approximate various prior, posterior, and predictive distributions. This allows for direct inference on a variety of practical issues, including problems of local vers...
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作者：Marden, JI; Muyot, MET
摘要：A class of rank tests for analysis of variance based on linear functions of the Wilcoxon/Mann-Whitney statistics between cells is studied. This class includes many popular procedures. Assuming a location-family model, a condition for optimal Pitman efficacy of tests of main effects in this class is given. Tests for main effects in two-way layouts that achieve this optimality are shown to improve on previous proposals when the sample sizes are unbalanced. Nested orthogonal contrasts are introdu...
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作者：HAMADA, M; WU, CFJ
作者单位：University of Waterloo; University of Waterloo; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：Censored data arise naturally in industrial experiments whose observations are failure times or measurements with mixed continuous-categorical outcomes. When censored data are observed from a fractionated experiment, likelihood-based estimates quite often do not exist, especially when the opportunity for improvement is great. To circumvent this problem, we propose a Bayesian analysis strategy that has a straightforward implementation using the data augmentation and Monte Carlo EM algorithms. F...
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作者：FORESI, S; PERACCHI, F
作者单位：G d'Annunzio University of Chieti-Pescara; Bocconi University
摘要：In this article we describe the cumulative distribution function of excess returns conditional on a broad set of predictors that summarize the state of the economy. We do so by estimating a sequence of conditional logit models over a grid of values of the response variable. Our method uncovers higher-order multidimensional structure that cannot be found by modeling only the first two moments of the distribution. We compare two approaches to modeling: one based on a conventional linear logit mo...
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作者：KOOPERBERG, C; STONE, CJ; TRUONG, YK
作者单位：University of California System; University of California Berkeley; University of North Carolina; University of North Carolina Chapel Hill
摘要：Linear splines and their tenser products are used to estimate the conditional log-hazard function based on possibly censored, positive response data and one or more covariates. An automatic procedure involving the maximum likelihood method, stepwise addition, stepwise deletion, and the Bayes Information Criterion is used to select the final model. The possible models contain proportional hazards models as a subclass, which makes it possible to diagnose departures from proportionality. Cubic sp...
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作者：Haberman, SJ
摘要：In association models for cross-classified data, computation of maximum likelihood estimates (MLE's) is relatively difficult due to-the nonlinear constraints on the parameters. Currently available procedures based on the scoring algorithm for constrained maximum likelihood are relatively unreliable, and other cyclic procedures are relatively slow and do not provide estimated asymptotic standard deviations as by-products of calculations. To facilitate computations, it is noted that in standard ...
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作者：Liu, JS; Neuwald, AF; Lawrence, CE
作者单位：National Institutes of Health (NIH) - USA; NIH National Library of Medicine (NLM); State University of New York (SUNY) System; Wadsworth Center; Harvard University
摘要：A wealth of data concerning life's basic molecules, proteins and nucleic acids, has emerged from the biotechnology revolution. The human genome project has accelerated the growth of these data. Multiple observations of homologous protein or nucleic acid sequences from different organisms are often available. But because mutations and sequence errors misalign these data, multiple sequence alignment has become an essential and valuable tool for understanding structures and functions of these mol...
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作者：FAN, YQ; GENCAY, R
摘要：This article proposes a consistent nonparametric test of the hypothesis that the disturbance in a linear regression model is distributed symmetrically around zero. Simulation results show that the test has good size and power properties for sample sizes as small as 50. We illustrate the use of the test in a cross-country model of inflation and monetary growth.
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作者：CROUCHLEY, R
摘要：This article presents a random-effects model for multivariate and grouped univariate ordered categorical data. The assumed family of distributions for the random effects adopts a wide variety of forms and shapes. The model's likelihood has a closed expression and can be computed without recourse to numerical integration or Gaussian quadrature. A bivariate and a grouped univariate example are used to illustrate the proposed model.
