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作者：ROBERT, CP; HWANG, JTG; STRAWDERMAN, WE
作者单位：Cornell University; Rutgers University System; Rutgers University New Brunswick
摘要：The criterion of Pitman closeness has been proposed as an alternative comparison criterion to quadratic losses and, more generally, to decision theory. However, it may lead to quite paradoxical phenomena, the most dramatic being a possible nontransitivity. The criterion takes into consideration the joint distribution of the compared estimators, but this consideration may be misleading in the selection of the ''best'' estimator. We show through examples that this criterion is not consistent wit...
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作者：SUTTON, CD
摘要：For one-sided tests about the mean of a skewed distribution, the t test is asymptotically robust for validity; however, it can be quite inaccurate and inefficient with small sample sizes. Results presented here confirm that a procedure due to Johnson should be preferred to the t test when the parent distribution is asymmetrical, because it reduces the probability of type I error in cases where the t test has an inflated type I error rate and it is more powerful in other situations. But if the ...
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作者：LITTLE, RJA
摘要：Consider a random sample on variables X1,..., X(v) with some values of X(v) missing. Selection models specify the distribution of X1, ..., X(v) over respondents and nonrespondents to X(v), and the conditional distribution that X(v) is missing given X1,...,X(v). In contrast, pattern-mixture models specify the conditional distribution of X1,...,X(v) given that X(v) is observed or missing respectively and the marginal distribution of the binary indicator for whether or not X(v) is missing. For mu...
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作者：CARROLL, RJ; GAIL, MH; LUBIN, JH
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要：We devise methods for estimating the parameters of a prospective logistic model with dichotomous response D and arbitrary covariates X from case-control data when these covariates are measured with error. We suppose that some fraction of the cases and controls provide only the error-prone covariate measurements, W (the ''incomplete'' or ''reduced'' data), whereas some of the cases and controls provide measurements on X and W (the ''complete'' data). We assume a measurement error density with a...
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作者：GLEASON, JR
作者单位：Syracuse University
摘要：Scale-contaminated normal distributions have been widely used in numerical studies of robustness requiring distributions that are elongated; that is, stretched relative to Gaussian behavior. The contaminated nor-mal family has much appeal, in part because the mechanism used to generate such random variables seems a realistic model for creating outliers. But this family also has serious deficiencies as a test bed for studying the effects of elongation. Specifically, there are no truly heavy-tai...
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作者：ETZIONI, R; KADANE, JB
作者单位：Carnegie Mellon University
摘要：We consider the optimal design of experiments in which estimation and design are performed by different parties. The parties are assumed to share similar goals, as reflected by a common loss function, but they may have different prior beliefs. After presenting a few motivating examples, we examine the problem of optimal sample size selection under a normal likelihood with constant cost per observation. We also consider the problem of optimal allocation for given overall sample sizes. We presen...
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作者：LUCAS, TW
摘要：When data conflicts with quantified prior beliefs, seemingly small changes in the functional form of the prior and/or likelihood can have a profound effect on posterior inferences. This article provides results on asymptotic forms of the posterior when two information sources conflict. In particular, let x be from the likelihood p2(x - theta) with an unknown location parameter 0, with p1 (theta) the prior on 0. Sufficient conditions on p1 and p2 are provided to ensure that as x --> infinity th...
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作者：SITTER, RR; WU, CFJ
作者单位：University of Waterloo
摘要：Finney proposed the use of a fiducial interval for the median response dose based on Fieller's theorem. An alternative is to use the asymptotic confidence interval. The simulations by Abdelbasit and Plackett suggest that the two intervals have similar coverage probabilities. We compare the two intervals theoretically and in an expanded simulation study. Our results show that Fieller intervals are generally superior. An attempt is made to characterize how and when the two intervals differ.
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作者：WAND, MP; JONES, MC
作者单位：Open University - UK
摘要：The basic kernel density estimator in one dimension has a single smoothing parameter, usually referred to as the bandwidth. For higher dimensions, however, there are several options for smoothing parameterization of the kernel estimator. For the bivariate case, there can be between one and three independent smoothing parameters in the estimator, which leads to a flexibility versus complexity trade-off when using this estimator in practice. In this article the performances of the different poss...
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作者：EUBANK, RL; SPECKMAN, PL
作者单位：University of Missouri System; University of Missouri Columbia
摘要：New bias-corrected confidence bands are proposed for nonparametric kernal regression. These bands are constructed using only a kernel estimator of the regression curve and its data-selected bandwidth. They are shown to have asymptotically correct coverage properties and to behave well in a small-sample study. One consequence of the large-sample developments is that Bonferroni-type bands for the regression curve at the design points also have conservative asymptotic coverage behavior with no bi...
