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Recently, the concepts of population and individual bioequivalence have been proposed for assessing the bioequivalence of two drug formulations. Moment-based and probability-based measures of bioequivalence have led to criteria for deciding whether two formulations should be regarded as...
The elements of a multivariate dataset are often curves rather than single points. Functional principal components can be used to describe the modes of variation of such curves. If one has complete measurements for each individual curve or, as is more common, one has measurements on a fine grid...
The standardised difference has become a frequently used measure of the effect of interest in meta-analysis. Given population heterogeneity, we propose a nonparametric moment estimator for the heterogeneity variance in the corresponding random effects model. The advantages of this approach are...
We consider a commonly used two-state model for a cyclical time series and show how a particular specification of its observation vector allows maximum generality of the range of model spectra.
To bound the influence of a leverage point, generalised M -estimators have been suggested. However, the usual generalised M -estimator of regression has a breakdown point that is less than the inverse of its dimension. This paper shows that dimension-independent positive breakdown points can be...
The number of items in error in an audit population is usually quite small, whereas the error distribution is typically highly skewed to the right. For applications in statistical auditing, where line-item sampling is appropriate, a new upper confidence limit for the total error amount in an...
Estimation of average treatment effects in observational studies often requires adjustment for differences in pre-treatment variables. If the number of pre-treatment variables is large, standard covariance adjustment methods are often inadequate. Rosenbaum & Rubin (1983) propose an alternative...
A robust principal component analysis can be easily performed by computing the eigenvalues and eigenvectors of a robust estimator of the covariance or correlation matrix. In this paper we derive the influence functions and the corresponding asymptotic variances for these robust estimators of...
This paper considers point null hypothesis testing when the sampling distribution belongs to a particular class, defined in Gleser & Hwang (1987). We discuss the drawbacks of frequentist and likelihood solutions and we show how proper Bayesian analysis encounters relatively similar difficulties....
In this paper a nonparametric procedure for testing for monotonicity of a regression mean with guaranteed level is proposed. The procedure is based on signs of differences of observations from the response variable. The test is calibrated against the most difficult null hypothesis, when the...
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