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作者：VELLAISAMY, P
摘要：Let X1, X2,..., X(k) be k independent gamma random variables with different scale parameters but with a common known shape parameter. Suppose the population corresponding to the largest X(1) [or the smallest X(k)] observation is selected. The problem of estimating the scale parameter theta(1) [or theta(k)] of the selected population is considered. We derive, using the method of differential inequalities, explicit estimators that dominate the natural or the existing estimators. The improved est...
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作者：BEGG, MD; LAGAKOS, S
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：We consider the effects of misspecifying the covariate vector on tests of association between a particular covariate and the response variable in logistic regression models. Misspecification can include random measurement error, discretizing a continuous explanatory variable and mismodeling the functional form of an explanatory variable. The effects of misspecification are examined by deriving the asymptotic distribution of the test statistic under a sequence of models. Applications of this re...
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作者：HALL, P
摘要：It is argued that mean integrated squared error is not a useful measure of the performance of a variable bandwidth density estimator based on Abramson's square root law. The reason is that when the unknown density f has even moderately light tails, properties of those tails drive the formula for optimal bandwidth, to the virtual exclusion of other properties of f. We suggest that weighted integrated squared error be employed as the performance criterion, using a weight function with compact su...
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作者：KO, DJ
摘要：We introduce a simple procedure for obtaining robust estimates of the concentration parameter of the von Mises-Fisher distribution on the q-dimensional unit sphere. The procedure is based on the median deviation from a location parameter. Its influence function is derived and standardized bias robustness is proved. The asymptotic efficiency is calculated and an example is given.
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作者：RUBIN, DB; THOMAS, N
作者单位：Educational Testing Service (ETS)
摘要：Matched sampling is a common technique used for controlling bias in observational studies. We present a general theoretical framework for studying the performance of such matching methods. Specifically, results are obtained concerning the performance of affinely invariant matching methods with ellipsoidal distributions, which extend previous results on equal percent bias reducing methods. Additional extensions cover conditionally affinely invariant matching methods for covariates with conditio...
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作者：KHASMINSKII, RZ; LAZAREVA, BV
摘要：The importance of optimal filtration problem for Markov chain with two states observed in Gaussian white noise (GWN) for a lot of concrete technical problems is well known. The equation for a posteriori probability pi(t) of one of the states was obtained many years ago. The aim of this paper is to study a simple filtration method. It is shown that this simplified filtration is asymptotically efficient in some sense if the diffusion constant of the GWN goes to 0. Some advantages of this procedu...
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作者：BARRY, D; HARTIGAN, JA
作者单位：Yale University
摘要：Product partition models assume that observations in different components of a random partition of the data are independent. If the probability distribution of random partitions is in a certain product form prior to making the observations, it is also in product form given the observations. The product model thus provides a convenient machinery for allowing the data to weight the partitions likely to hold; and inference about particular future observations may then be made by first conditionin...
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作者：HWANG, JT; CASELLA, G; ROBERT, C; WELLS, MT; FARRELL, RH
作者单位：Universite Paris Cite
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作者：ROJO, J
摘要：In the intuitive approach, a distribution function F is said to be not more heavily tailed than G if lim sup(x --> infinity) FBAR/GBAR < infinity. An alternative is to consider the behavior of the ratio F-1(u)/G-1(u), in a neighborhood of one. The present paper examines the relationship between these two criteria and concludes that the intuitive approach gives a more thorough comparison of distribution functions than the ratio of the quantile functions approach in the case F or G have tails th...
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作者：KNEIP, A; GASSER, T
作者单位：Central Institute of Mental Health
摘要：The paper is concerned with data representing a sample of smooth curves which can be considered as independent realizations of an underlying biological (chemical,...) process. Such samples of curves often the following features: There is a typical structural pattern common to all curves of the sample. On the other hand, individual realizations of the typical shape show different dynamics and intensity. In particular, typical peaks are shifted from individual to individual. Differences in dynam...
