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作者：SOLOW, AR
摘要：This article describes an exploratory analysis of a record of major El Nino events covering the period 1800-1987. This record contains both the years during which the events occurred and a binary indication of their magnitude. The record is modeled as a marked point process in which the times of the events follow a renewal process and the sequence of binary marks follows a stationary first-order Markov chain.
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作者：FUNG, WK
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作者：HASTIE, T; TIBSHIRANI, R; BUJA, A
作者单位：University of Toronto; University of Toronto; Telcordia Technologies
摘要：Fisher's linear discriminant analysis is a valuable tool for multigroup classification. With a large number of predictors, one can find a reduced number of discriminant coordinate functions that are ''optimal'' for separating the groups. With two such functions, one can produce a classification map that partitions the reduced space into regions that are identified with group membership, and the decision boundaries are linear. This article is about richer nonlinear classification schemes. Linea...
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作者：BURR, D
摘要：We study bootstrap confidence intervals for three types of parameters in Cox's proportional hazards model: the regression parameter, the survival function at fixed time points, and the median survival time at fixed values of a covariate. Several types of bootstrap confidence intervals are studied, and the type of interval is determined by two factors. One factor is the method of drawing the bootstrap sample. We consider three such methods: (1) ordinary resampling from the empirical cumulative ...
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作者：EASTON, GS
摘要：This article describes a simple dynamic graphical diagnostic method that can be used to explore fits to almost any parametric model. The technique is based on viewing diagnostic plots while fits in a neighborhood of a parametric fit are dynamically explored using an intuitively appealing and easy-to-use two-dimensional controller. The motivation for the controller comes from the 2p-factorial designs used in response surface analysis. As with response surface analysis, exploration can proceed i...
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作者：WOODRUFF, DL; ROCKE, DM
摘要：Estimation of multivariate shape and location in a fashion that is robust with respect to outliers and is affine equivariant represents a significant challenge. The use of compound estimators that use a combinatorial estimator such as Rousseeuw's minimum volume ellipsoid (MVE) or minimum covariance determinant (MCD) to find good starting points for high-efficiency robust estimators such as S estimators has been proposed. In this article we indicate why this scheme will fail in high dimension d...
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作者：FREES, EW
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Density estimates, such as histograms and -ore sophisticated versions, are important in applied and theoretical statistics. In applied statistics, a density estimate gives the data analyst a graphical overview of the shape of the distribution. This overview allows the data analyst to arrive immediately at a qualitative impression of the location, scale, and various aspects of the extremes of the distribution. In theoretical statistics, the shape of the density allows the researcher to link the...
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作者：SOOFI, ES
摘要：The purpose of this article is to discuss the intricacies of quantifying information in some statistical problems. The aim is to develop a general appreciation for the meanings of information functions rather than their mathematical use. This theme integrates fundamental aspects of the contributions of Kullback, Lindley, and Jaynes and bridges chaos to probability modeling. A synopsis of information-theoretic statistics is presented in the form of a pyramid with Shannon at the vertex and a tri...
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作者：SEVERINI, TA; STANISWALIS, JG
作者单位：University of Texas System; University of Texas El Paso
摘要：Suppose the expected value of a response variable Y may be written h(Xbeta + gamma(T)) where X and T are covariates, each of which may be vector-valued, beta is an unknown parameter vector, gamma is an unknown smooth function, and h is a known function. In this article, we outline a method for estimating the parameter beta, gamma of this type of semiparametric model using a quasi-likelihood function. Algorithms for computing the estimates are given and the asymptotic distribution theory for th...
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作者：TJOSTHEIM, D; AUESTAD, BH
作者单位：Universitetet i Stavanger; University of California System; University of California San Diego
摘要：In this article we suggest a nonparametric procedure for selecting significant lags in the model description of a general nonlinear stationary time series. The procedure can be applied to both the conditional mean and the conditional variance and is valid for heteroscedastic series. The procedure is illustrated by simulations and sunspot data, lynx data, and blowfly data are analyzed. It is indicated that projectors can be used in conjunction with the procedure for selecting significant lags t...
