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作者：PIERCE, DA; PETERS, D
摘要：Recently developed asymptotics based on saddlepoint methods provide important practical methods for multiparameter exponential families, especially in generalized linear models. The aim here is to clarify and explore these. Attention is restricted to tests and confidence intervals regarding a single parametric function which can be represented as a natural parameter of a full rank exponential family. Excellent approximations to exact conditional inferences are often available, in terms of simp...
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作者：MAY, RM; ISHAM, V; BOLKER, B; RENSHAW, E; LAWRANCE, AJ; SPENCER, NM; SMITH, LA; MAYNE, AJ; KING, GP; ALBRECHT, V; LIM, KS; DVORAK, I; BASTERFIELD, J; SALAHUDDIN; MOLLISON, D; CHAN, KS; TONG, H; WOLFF, RCL; LORD, G; NASON, G; TJOSTHEIM, D; CASDAGLI, M; SMITH, RL; BROOMHEAD, DS; HUKE, JP; MULDOON, MR; NYCHKA, D; ELLNER, S; GALLANT, AR; MCCAFFREY, D; CHENG, B; TONG, H
作者单位：University of London; University College London; University of Cambridge; University of Strathclyde; University of Birmingham; University of Warwick; National University of Singapore; Aberystwyth University; University of Peshawar; Heriot Watt University; University of Iowa; University of Kent; University of Glasgow; University of Bath; University of Bergen; University of North Carolina; University of North Carolina Chapel Hill; University of Warwick; North Carolina State University; RAND Corporation; Chinese Academy of Sciences
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作者：BOYS, RJ
摘要：Screening methods are developed which raise the proportion of individuals possessing an attribute in the retained population to a predetermined level. A specification region for the screening variable is derived by using a kernel smoothing approach. The sensitivity of the procedure is assessed within a range of parametric models. Comparisons are also made with empirical and estimative solutions. The kernel method is illustrated by an example of screening within a medical context.
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作者：LIANG, KY; ZEGER, SL; QAQISH, B
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：It is common to observe a vector of discrete and/or continuous responses in scientific problems where the objective is to characterize the dependence of each response on explanatory variables and to account for the association between the outcomes. The response vector can comprise repeated observations on one variable, as in longitudinal studies or genetic studies of families, or can include observations for different variables. This paper discusses a class of models for the marginal expectati...
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作者：GEYER, CJ; THOMPSON, EA
作者单位：University of Washington; University of Washington Seattle
摘要：Maximum likelihood estimates (MLEs) in autologistic models and other exponential family models for dependent data can be calculated with Markov chain Monte Carlo methods (the Metropolis algorithm or the Gibbs sampler), which simulate ergodic Markov chains having equilibrium distributions in the model. From one realization of such a Markov chain, a Monte Carlo approximant to the whole likelihood function can be constructed. The parameter value (if any) maximizing this function approximates the ...
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作者：NAKAMURA, T
摘要：Given data in the form of interval-censored observations from a three-parameter distribution, practical criteria are established for the existence of maximum likelihood estimates for three kinds of parameter space. These criteria can be derived by analysing the behaviour of the log-likelihood near a type of boundary of the parameter space, called the probability contents inner boundary. The effectiveness of the criteria is discussed. In the case where the underlying distribution is a three-par...
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作者：DORFMAN, AH
摘要：Under heteroscedasticity, ordinary least squares regression can fail to yield adequate inference on parameter coefficients with respect to hypothesis testing or confidence intervals. For example, confidence intervals can have coverage well below that claimed. This is especially the case in small or moderate-sized imbalanced samples and holds even if the ordinary least squares variance estimator is replaced by a robust-against-heteroscedasticity variance estimator. A new simple weighting scheme...
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作者：SHEATHER, SJ; JONES, MC
作者单位：International Business Machines (IBM); IBM USA; University of New South Wales Sydney
摘要：We present a new method for data-based selection of the bandwidth in kernel density estimation which has excellent properties. It improves on a recent procedure of Park and Marron (which itself is a good method) in various ways. First, the new method has superior theoretical performance; second, it also has a computational advantage; third, the new method has reliably good performance for smooth densities in simulations, performance that is second to none in the existing literature. These meth...
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作者：HALL, P; MARRON, JS
作者单位：Brown University; University of Bonn
摘要：The method of least squares cross-validation for choosing the bandwidth of a kernel density estimator has been the object of considerable research, through both theoretical analysis and simulation studies. The method involves the minimization of a certain function of the bandwidth. One of the less attractive features of this method, which has been observed in simulation studies but has not previously been understood theoretically, is that rather often the cross-validation function has multiple...
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作者：MUDHOLKAR, GS; KOLLIA, GD; LIN, CT; PATEL, KR
作者单位：Abbott Laboratories
摘要：A method for comparing tests of normality using their 'isotones', i.e. contours on the surfaces representing P-values, is proposed. Select a family of distributions labelled by two parameters lambda-1 and lambda-2 to represent the null and alternative hypotheses. For each (lambda-1, lambda-2) take an 'ideal sample' from that distribution, calculate the value of the goodness-of-fit statistic and determine the corresponding P-value under the normality assumption. This generates a surface of the ...
