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We propose estimators of the mean of a K ‐sample U ‐statistic when data on the outcomes of interest are missing in some sampled units and auxiliary variables are available in the entire sample. The proposed estimators exploit the information available in the auxiliaries without requiring...
A test based on isotonic regression is developed for monotonic trends in short range dependent sequences and is applied to Argentina rainfall data and global warming data. This test provides another perspective for changepoint problems. The isotonic test is shown to be more powerful than some...
This paper compares the minimum divergence estimator of Basu et al. (1998) to a competing minimum divergence estimator which turns out to be equivalent to a method proposed from a different perspective by Windham (1995). Both methods can be applied for any parametric model and contain maximum...
The variance matrix of the estimated regression coefficient in the Liang–Zeger generalised estimating equation approach can be consistently estimated by the so‐called sandwich or robust estimator. In this note, we propose a modification to the Liang–Zeger prescription for implementing the...
In this paper, we introduce a new Markov chain Monte Carlo approach to Bayesian analysis of discretely observed diffusion processes. We treat the paths between any two data points as missing data. As such, we show that, because of full dependence between the missing paths and the volatility of...
Approximate marginal Bayesian computation and inference are developed for neural network models. The marginal considerations include determination of approximate Bayes factors for model choice about the number of nonlinear sigmoid terms, approximate predictive density computation for a future...
This paper proposes several case‐deletion measures for assessing the influence of an observation for complicated models with real missing data or hypothetical missing data corresponding to latent random variables. The idea is to generalise Cook's (1977) approach to the conditional expectation...
The likelihood ratio test for the hypothesis that the smaller of two canonical correlations is zero is nonsimilar; the distribution of the test statistic depends on the value of the largest canonical correlation. In applications the nuisance parameter usually has to be estimated, and this paper...
We demonstrate that, under a theorem proposed by Vuong, the likelihood ratio statistic based on the Kullback–Leibler information criterion of the null hypothesis that a random sample is drawn from a k 0 ‐component normal mixture distribution against the alternative hypothesis that the sample...
We propose robust methods for estimation of parameters of interest in an extended generalised linear mixed model, in which only the conditional means of the responses given the random effects are specified. A first‐step estimator ॒ of the vector ॒ of parameters is obtained by solving a...
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