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作者：KIM, PT; CARTER, EM; HUBERT, JJ; HAND, KJ
摘要：This article examines the finite and infinite sample properties of the shrinkage estimator, motivated by a Bayesian argument, for the log relative potency, proposed in an earlier paper by Kim, Carter, and Hubert. This estimator can be written in closed form and is shown to have finite mean and finite variance in finite samples. As a consequence, this shrinkage estimator has finite frequentist risk, which is an improvement over the usual maximum likelihood estimator, for all finite sample sizes...
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作者：LIU, PY; GREEN, S; WOLF, M; CROWLEY, J
摘要：In animal carcinogenesis experiments or comparative clinical trials where the r groups correspond to increasing dosages of an agent or an increasing number of additional modalities and the primary outcome is time to a certain event (e.g., tumor occurrence, death) T, ordered alternatives of the form H-1 : S1 less-than-or-equal-to S2 less-than-or-equal-to ... less-than-or-equal-to S(r), where S(i) (t) = Pr(T(i) > 1) is the survival function for group i, are of special interest. Using the countin...
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作者：JOHNSON, R; KLOTZ, J
摘要：We consider the problem of estimating probabilities for the different numbers in a lottery when the winning numbers are selected sequentially without replacement. Numerical methods are developed to compute maximum likelihood estimates of the probabilities and their variance-covariance matrix based on observed outcomes. The generalized likelihood ratio statistic -2 ln(lambda) for testing equiprobable numbers is also given. The methods are applied to a data set from the Lotto America lottery. Th...
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作者：CHEN, R; TSAY, RS
作者单位：University of Chicago
摘要：In this article we propose a new class of models for nonlinear time series analysis, investigate properties of the proposed model, and suggest a modeling procedure for building such a model. The proPosed modeling procedure makes use of ideas from both parametric and nonparametric statistics, A consistency result is given to support the procedure. For illustration we apply the proposed model and procedure to several data sets and show that the resulting models substantially improve postsample m...
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作者：AMMANN, LP
摘要：Robust location and covariance estimators are developed via general of estimation for covariance matrix eigenvectors and eigenvalues. The solution to this GM estimation problem is obtained by transforming it into a series of robust regression problems based on a new algorithm for the singular value decomposition. It is shown here that the singular value decomposition can be represented as an iteration of two steps: a least squares regression fit of the data matrix followed by a rotation to the...
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作者：THEODOSSIOU, PT
摘要：A firm in the early stages of financial distress exhibits characteristics different from those of healthy firms. As the economic condition of a firm worsens, its financial characteristics shift toward those of failed firms. Practitioners in the financial sector have long been interested in the early detection of a firm's slide toward insolvency. Several models have been developed with this purpose in mind, but these older models are static in nature. Therefore, a need exists for the developmen...
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作者：FUNG, WK
摘要：Identification of multiple outliers and leverage points is difficult because of the masking effect. Recently, Rousseeuw and van Zomeren suggested using high-breakdown robust estimation methods-the least median of squares and minimum volume ellipsoid-for unmasking these observations. These methods tend to declare too many observations as extreme, however. A stepwise analysis is proposed here for confirmation of outliers and leverage points detected using the robust methods. Diagnostic measures ...
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作者：POTTHOFF, RF; MANTON, KG; WOODBURY, MA
摘要：When respondents to sample surveys differ from nonrespondents, bias can result. Nonresponse is produced by both refusal and nonavailability. Here we concentrate on nonavailability. Clever weighting schemes to deal with nonavailability bias were proposed about 40 years ago by Politz and Simmons and by Simmons, but further theoretical development has been limited. In the meantime, not only have in-person surveys continued to flourish, but telephone surveys also have become common. Herein we pres...
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作者：GLYNN, RJ; LAIRD, NM; RUBIN, DB
作者单位：Harvard University; Harvard Medical School; Harvard University; Harvard T.H. Chan School of Public Health; Harvard University
摘要：One approach to inference for means or linear regression parameters when the outcome is subject to nonignorable nonresponse is mixture modeling. Mixture models assume separate parameters for respondents and nonrespondents; implementation by multiple imputation consists of repeatedly filling in missing values for nonrespondents, estimating parameters using the filled-in data, and then adjusting for variability between imputations. We evaluated the performance of this scheme using simulated data...
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作者：LEE, EW; WEI, LJ; YING, Z
作者单位：New York University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：In this article we consider cases where data consist of many small and independent groups of correlated failure time observations. For each failure time, which may be censored. some important covariates are also recorded. Our goal is to examine the covariate effects on the individual failure time observations. We assume that the logarithm of each failure time is linearly related to its covariates. We then take a population-averaged model approach to obtain inference procedures for the regressi...
