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作者：HUGHESOLIVER, JM; SWALLOW, WH
摘要：A method for adaptively estimating a proportion p using group-testing procedures is presented and analyzed, with emphasis placed on a two-stage procedure. This estimator is compared to the usual group-testing estimator via asymptotic and small-sample relative efficiency. The adaptive estimator is generally recommended with the restriction that adaptations (i.e., adjustments of group size) are based on at least 10 measurements/responses. But if one is confident that one has a ''very good'' a pr...
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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：We study the possibility of identifying general linear and nonlinear time series models using nonparametric methods. The kernel estimators of the conditional mean and variance are used as a basis, and the properties of these quantities as model indicators are briefly discussed. Some drawbacks are pointed out, and motivated by these we introduce projections as tools of identification. The projections are especially useful for additive modeling. Expressions for the asymptotic bias and variance a...
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作者：DOKSUM, K; BLYTH, S; BRADLOW, E; MENG, XL; ZHAO, HY
作者单位：Imperial College London; Harvard University; University of Chicago
摘要：We call (a model for) an experiment heterocorrelations if the strength of the relationship between a response variable Y and a covariate X is different in different regions of the covariate space. For such experiments we introduce a correlation curve that measures heterocorrelaticity in terms of the variance explained by regression locally at each covariate value. More precisely, the squared correlation curve is obtained by first expressing the usual linear model ''variance explained to total ...
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作者：CHEN, MH
摘要：Markov chain sampling schemes generate dependent observations {Theta(i), 0 less than or equal to i less than or equal to n} from a full joint posterior distribution pi(theta\data). Frequently, only certain marginals of this full posterior density are of interest; thus an interesting problem is how to estimate the marginal posterior densities based on the dependent observations {Theta(i), 0 less than or equal to i less than or equal to n} from pi(theta\data). We propose a new importance-weighte...
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作者：TOMAN, B
摘要：Two- and three-level factorial designs are often used for exploratory experiments with many independent variables. The purpose of such experiments is to estimate the effects of all active independent variables and their interactions. For reasons of economy or other constraints, only a fraction of the full number of experimental settings of the independent variables may be run, precluding the separate data-based estimation of all the effects. In this situation of relatively sparse data and many...
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作者：JENSEN, DR; SOLOMON, H
作者单位：Stanford University
摘要：Multidimensional Wilson-Hilferty transformations support Gaussian approximations to certain joint distributions of quadratic forms in jointly Gaussian variates. Central and noncentral joint distributions are studied and applications are noted. Parameters of the approximating distributions are given up to terms of order o(nu-2) in the degrees of freedom nu. Numerical studies validate using these approximations over a range of parameters for an essential subclass of the distributions studied, es...
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作者：CHENG, KF; WU, JW
作者单位：Tamkang University
摘要：We concern ourselves with the methods for testing the overall goodness of fit of a parametric family of link functions used for modeling the conditional mean of the response variable Y given the covariates X = x is-an-element-of R(p). The null hypothesis is that the conditional mean function is a known functional depending on betax and a finite number of parameters theta = (theta1,..., theta(q)), where beta is a p-dimensional row vector of regression parameters and x is a column vector. The pr...
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作者：HANDCOCK, MS; WALLIS, JR
作者单位：International Business Machines (IBM); IBM USA
摘要：In this article we develop a random field model for the mean temperature over the region in the northern United States covering eastern Montana through the Dakotas and nor-them Nebraska up to the Canadian border. The readings are temperatures at the stations in the U.S. historical climatological network. The stochastic structure is modeled by a stationary spatial-temporal Gaussian random field. For this region, we find little evidence of temporal dependence while the spatial structure is tempo...
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作者：GIANI, G; STRASSBURGER, K
摘要：The problem of equivalence assessment of several treatments with a control is considered. The first approach uses a hypothesis testing formulation in which the alternative states global equivalence. With respect to a family of distributions with location parameter, a test based on a two-sided many-one statistic is proposed. Least favorable parameter configuration results are presented as being necessary to evaluate critical values and to determine sample sizes implied by certain power requirem...
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作者：GILULA, Z; HABERMAN, SJ
作者单位：Northwestern University; University of Chicago
摘要：Conditional log-linear models are developed for panel data and used to predict sequences of categorical responses. The class of models considered includes conventional Markov models and independence models as well as distance models in which all previous responses and present and past values of covariates are used to predict the current response. The approach taken in this article has some advantages over the marginal modeling approach that has become popular for longitudinal studies. Quality ...
