摘要:

AbstractA two‐stage procedure is described for assessing subject‐specific and marginal agreement for data from a test‐retest reliability study of a binary classification procedure. Subject‐specific agreement is parametrized through the log odds ratio, while marginal agreement is reflected by the log ratio of the off‐diagonal Poisson means. A family of agreement measures in the interval [‐1, 1] is presented for both types of agreement. The conditioning argument described facilitates exact inference. The proposed methodology is demonstrated by way of an example involving hypothetical data chosen for illustrative purposes, and data from a National Health Survey Study (Rogot and Gol

ISSN:0319-5724    

DOI:10.2307/3315378

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractThe subject of rank correlation has had a rich history. It has been used in numerous applications in tests for trend and for independence. However, little has been said about how to define rank correlation when the data are incomplete. The practice has often been to ignore missing observations and to define rank correlation for the smaller complete record. We propose a new class of measures of rank correlation which are based on a notion of distance between incomplete rankings. There is the potential for a significant increase in efficiency over the approach which ignores missing observations as demonstrated by a specific case.

ISSN:0319-5724    

DOI:10.2307/3315379

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractOften, in industrial stress testing, meteorological data analysis, and other similar situations, measurements may be made sequentially and only values smaller than all previous ones are recorded. When the number of records is fixed in advance, the data are referred to as inversely sampled record‐breaking data. This paper is concerned with nonparametric estimation of the distribution and density functions from such data (successive minima). For a single record‐breaking sample, consistent estimation is not possible except in the extreme left tail of the distribution. Hence, replication is required, and formsuch independent record‐breaking samples, the estimators are shown to be strongly consistent and asymptotically normal asm∞ →. Computer simulations are used to investigate the effect of the bandwidth on the mean squared errors and biases of the smooth estimators, and are also used to provide a comparison of their performance with the analogous estimators obtained under random sampling for reco

ISSN:0319-5724    

DOI:10.2307/3315380

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractRobust estimators of the scale parameters in the error‐components model are described. The new estimators are based on the empirical characteristic functions of appropriate sets of residuals and are affine equivariant, consistent and asymptotically normal. The robustness of the new estimators is investigated via influence‐function calculations. The results of Monte Carlo experiments and an example based on real data illustrate the usefulness of the estimat

ISSN:0319-5724    

DOI:10.2307/3315381

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractWe consider automatic data‐driven density, regression and autoregression estimates, based on any random bandwidth selector h/T. We show that in a first‐order asymptotic approximation they behave as well as the related estimates obtained with the “optimal” bandwidthhTas long ashT/hT→ 1 in probability. The results are obtained for dependent observations; some of them are also new for independent obs

ISSN:0319-5724    

DOI:10.2307/3315382

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractThis paper presents a new Laplacian approximation to the posterior density of η = g(θ). It has a simpler analytical form than that described by Leonardet al. (1989). The approximation derived by Leonardet al. requires a conditional information matrix Rηto be positive definite for every fixed η. However, in many cases, not all Rηare positive definite. In such cases, the computations of their approximations fail, since the approximation cannot be normalized. However, the new approximation may be modified so that the corresponding conditional information matrix can be made positive definite for every fixed η. In addition, a Bayesian procedure for contingency‐table model checking is provided. An example of cross‐classification between the educational level of a wife and fertility‐planning status of couples is used for explanation. Various Laplacian approximations are computed and compared in this example and in an example of public school expenditures in the context of Bayesian analysis of the multiparameter Fisher‐Be

ISSN:0319-5724    

DOI:10.2307/3315383

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractThe nonparametric Bayesian approach for inference regarding the unknown distribution of a random sample customarily assumes that this distribution is random and arises through Dirichlet‐process mixing. Previous work within this setting has focused on the mean of the posterior distribution of this random distribution, which is the predictive distribution of a future observation given the sample. Our interest here is in learning about other features of this posterior distribution as well as about posteriors associated with functionals of the distribution of the data. We indicate how to do this in the case of linear functionals. An illustration, with a sample from a Gamma distribution, utilizes Dirichlet‐process mixtures of normals to recover this distribution and its featu

ISSN:0319-5724    

DOI:10.2307/3315384

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractIn a regression model with univariate response, the quantities derived from the least‐absolute‐deviations method need not be unique. In this note, we show that, contrary to the univariate case, in a regression model with multivariate response, the least‐distances method typically yields quantities that exhibit uniqueness properties that are similar to those obtained by the least‐squares

ISSN:0319-5724    

DOI:10.2307/3315385

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY

摘要:

AbstractThis paper shows that Daniels's (1954) saddlepoint expansion for the density of a sample mean is, for all practical purposes, always uniformly valid on compact subsets in the interior of the domain of the mean. This uniform validity is the key for establishing the relation between the saddlepoint expansion for the density function and Lugannani and Rice's expansion for the tail probability, and for establishing the validity of a high‐order asymptotic expansion for the density of a standardized mea

ISSN:0319-5724    

DOI:10.2307/3315386

出版商:Wiley‐Blackwell    

年代:1995

数据来源: WILEY