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作者:MING, GG; TZE, LL
作者单位:Stanford University
摘要:A general weak convergence theory is developed for time-sequential censored rank statistics in the two-sample problem of comparing time to failure between two treatment groups, such as in the case of a clinical trial in which patients enter serially and, after being randomly allocated to one of two treatments, are followed until they fail or withdraw from the study or until the study is terminated. Applications of the theory to time-sequential tests based on these censored rank statistics are ...
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作者:ROSENBAUM, PR
摘要:Statistics or functions are discussed that measure agreement between certain types of partially ordered data. These poset statistics are a generalization of two familiar classes of functions: the arrangement increasing functions and the decreasing reflection functions; those functions measure agreement between linearly ordered data. Specifically, the statistics in question are functions h(X1, X2) of two matrix arguments, each having N rows and they measure the agreement of the ordering of the ...
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作者:BARRON, AR
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作者:HEITJAN, DF; RUBIN, DB
作者单位:Harvard University
摘要:We present a general statistical model for data coarsening, which includes as special cases rounded, heaped, censored, partially categorized and missing data. Formally, with coarse data, observations are made not in the sample space of the random variable of interest, but rather in its power set. Grouping is a special case in which the degree of coarsening is known and nonstochastic. We establish simple conditions under which the possible stochastic nature of the coarsening mechanism can be ig...
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作者:STONE, CJ
摘要:Consider a Y-valued response variable having a density function f(.\x) that depends on an X-valued input variable x. It is assumed that X and Y are compact intervals and that f(.\.) is continuous and positive on X x Y. Let F(.\x) denote the distribution function of f(.\x) and let Q(.\x) denote its quantile function. A finite-parameter exponential family model based on tensor-product B-splines is constructed. Maximum likelihood estimation of the parameters of the model based on independent obse...
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作者:COX, DD; LLATAS, I
作者单位:Simon Bolivar University
摘要:The nearly nonstationary first-order autoregression is a sequence of autoregressive processes y(n)(k + 1) = phi-n y(n)(k) + epsilon(k + 1), 0 less-than-or-equal-to k less-than-or-equal-to n, where the epsilon(k)'s are iid mean zero shocks and the autoregressive coefficient phi-n = 1 - beta/n for some beta > 0, so that phi-n --> 1 as n --> infinity. We consider a class of maximum likelihood type estimators called M estimators, which are not necessarily robust. The estimates are obtained as the ...
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作者:VOS, PW
摘要:Amari's dual geometries are used to study measures of influence in exponential family regression. The dual geometries are presented as a natural extension of the Euclidean geometry used for the normal regression model. These geometries are then used to extend Cook's distance to generalized linear models and exponential family regression. Some of these extensions lead to measures already considered while other extensions lead to new measures of influence. The advantages of one of these new meas...
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作者:BERTI, P; REGAZZINI, E; RIGO, P
作者单位:Bocconi University; University of Florence
摘要:Conditions are given which suffice for the assessment of a coherent inference by means of a Bayesian algorithm, i.e., a suitable extension of the classical Bayes theorem relative to a finite number of alternatives. Under some further hypotheses such inference is shown to be, in addition, coherent in the sense of Heath, Lane and Sudderth. Moreover, a characterization of coherent posteriors is provided, together with some remarks concerning finitely additive conditional probabilities.
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作者:BROWN, LD; GAJEK, L
作者单位:Lodz University of Technology
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作者:BERGER, JO; ROBERT, C
作者单位:Sorbonne Universite