ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474183

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474184

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474185

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

In the use of smoothing methods in data analysis, an important question is which observed features are “really there,” as opposed to being spurious sampling artifacts. An approach is described based on scale-space ideas originally developed in the computer vision literature. Assessment of Significant ZERo crossings of derivatives results in the SiZer map, a graphical device for display of significance of features with respect to both location and scale. Here “scale” means “level of resolution”; that is, “bandwidth.”

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474186

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Truncated data play an important role in the statistical analysis of astronomical observations as well as in survival analysis. The motivating example for this article concerns a set of measurements on quasars in which there is double truncation. That is, the quasars are observed only if their luminosity occurs within a certain finite interval, bounded at both ends, with the interval varying for different observations. Nonparametric methods for the testing and estimation of doubly truncated data are developed. These methods extend some known techniques for data that are truncated only on one side, in particular Lynden-Bell's estimator and the truncated version of Kendall's tau statistic. However the kind of hazard function arguments that underlie the one-sided methods fail for two-sided truncation. Bootstrap and Markov Chain Monte Carlo techniques are used here in their place. Finally, we apply these techniques to the quasar data, answering a question about their long-term luminosity evolution.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474187

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Consider a semiparametric regression modelY=f(θ, X, ϵ), wherefis a known function,θis an unknown vector, ϵ consists of a random error and possibly of some unobserved variables, and the distributionF(·) of (ϵ,X) is unspecified. This article introduces, in a general setting, new methodology for estimatingθandF(·). The proposed method constructs a profile likelihood defined on random-level sets (a random sieve). The proposed method is related to empirical likelihood but is more generally applicable. Four examples are discussed, including a quadratic model, high-dimensional semiparametric regression, a nonparametric random-effects model, and linear regression with right-censored data. Simulation results and asymptotic analysis support the utility and effectiveness of the proposed method.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474188

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

We give simple necessary and sufficient conditions for consistency and asymptotic optimality of a root to the likelihood equation. Based on the results, a large-sample test is proposed for detecting whether a given root is consistent and asymptotically efficient, a property often possessed by the global maximizer of the likelihood function. A number of examples, and the connection between the proposed test and the test of White for model misspecification, are discussed. Monte Carlo studies show that the test performs quite well when the sample size is large but may suffer the problem of overrejection with relatively small samples.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474189

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

This article explores a reparameterization of a 2 × 2 table. This reparameterization turns out to be useful in considering the consequences of amalgamating several 2 × 2 tables. A formal theorem is derived that permits characterization of Yule's association paradox. The same theorem also permits discussion of the likely direction of error incurred when using capture–recapture methods to estimate the size of a population. This has implications for the “wily trout” argument in the census correction controversy.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474190

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

This article proposes nonnested tests of linear and logarithmic transformations of integrated processes against each other, where the innovations of both series follow autoregressive processes. It is shown that the null distributions of the test statistics for both the linear and logarithmic transformations are nonstandard when the processes have no drift, whereas they are asymptotically normal when the processes have positive drift. Monte Carlo experiments and illustrative empirical examples are provided to show the practical usefulness of the tests in differentiating between linear and logarithmic transformations of a process in finite samples.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474191

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

General methods for testing the fit of a parametric function are proposed. The idea underlying each method is to “accept” the prescribed parametric model if and only if it is chosen by a model selection criterion. Several different selection criteria are considered, including one based on a modified version of the Akaike information criterion and others based on various score statistics. The tests have a connection with nonparametric smoothing because they use orthogonal series estimators to detect departures from a parametric model. An important aspect of the tests is that they can be applied in a wide variety of settings, including generalized linear models, spectral analysis, the goodness-of-fit problem, and longitudinal data analysis. Implementation using standard statistical software is straightforward. Asymptotic distribution theory for several test statistics is described, and the tests are shown to be consistent against essentially any alternative hypothesis. Simulations and a data example illustrate the usefulness of the tests.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10474192

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor