A Test for Additivity in Nonparametric Regression

A simple consistent test of additivity in a multiple nonparametric regression model is proposed, where data are observed on a lattice. The new test is based on an estimator of the L ²-distance between the (unknown) nonparametric regression function and its best approximation by an additive nonparametric regression model. The corresponding test-statistic is the difference of a classical ANOVA style statistic in a two-way layout with one observation per cell and a variance estimator in a homoscedastic nonparametric regression model. Under the null hypothesis of additivity asymptotic normality is established with a limiting variance which involves only the variance of the error of measurements. The results are extended to models with an approximate lattice structure, a heteroscedastic error structure and the finite sample behaviour of the proposed procedure is investigated by means of a simulation study.     

Two-scale symbol and autocorrelation symbol for B-splines with multiple knots

The Fourier transforms of B-splines with multiple integer knots are shown to satisfy a simple recursion relation. This recursion formula is applied to derive a generalized two-scale relation for B-splines with multiple knots. Furthermore, the structure of the corresponding autocorrelation symbol is investigated. In particular, it can be observed that the solvability of the cardinal Hermite spline interpolation problem for spline functions of degree 2m+1 and defectr, first considered by Lipow and Schoenberg [9], is equivalent to the Riesz basis property of our B-splines with degreem and defectr. In this way we obtain a new, simple proof for the assertion that the cardinal Hermite spline interpolation problem in [9] has a unique solution.     

Understanding recurrence relations for Chebyshevian B-splines via blossoms

The purpose of this article is to show how naturally recurrence relations for most general Chebyshevian B-splines emerge from blossoms. In particular, this work gives a new insight into previous results by Lyche [A recurrence relation for Chebyshevian B-splines, Constr. Approx. 1 (1985) 155–178], the importance of which it underlines.     

A general method for constructing quasi-interpolants from B-splines

A general method for constructing quasi-interpolation operators based on B-splines is developed. Given a B-spline ? in R^s, s≥1, normalized by ∑_i∈Z^s?(⋅−i)=1, the classical structure Q(f)?∑_i∈Z^sλf(⋅+i)?(⋅−i), for a quasi-interpolation operator Q is considered. A minimization problem is derived from an estimate of the quasi-interpolation error associated with Q when λf is a linear combination of values of f at points in some neighbourhood of the support of ?; or a linear combination of values of f and some of its derivatives at some points in this set; or a linear combination of weighted mean values of the function to be approximated. That linear functional is defined to produce a quasi-interpolant exact on the space of polynomials of maximal total degree included in the space spanned by the integer translates of ?. The solution of that minimization problem is characterized in terms of specific splines which do not depend on λ but only on ?.     

多层连锁不平衡的齐一性检验

In this article, using the likelihood score theory extended to nuisance parameters we derive a new homogeneity score test for comparing linage disequilibrium across several strata. Power and sample size formulae are also obtained.     

具有线性趋势回归信度模型的自相关性的score检验

回归信度模型在保险研究中具有重要的作用。本文讨论了具有线性趋势回归信度模型自相关性的score检验问题。首先推导出模型中自相关存在性检验的score检验统计量,然后利用Monte-Carlo方法模拟了此种检验统计量的功效。最后利用文中所得到的检验方法对旅客意外身体伤害保险数据进行了实例分析。     

A few remarks on recurrence relations for geometrically continuous piecewise Chebyshevian B-splines

This works complements a recent article (Mazure, J. Comp. Appl. Math. 219(2):457–470, 2008) in which we showed that T. Lyche’s recurrence relations for Chebyshevian B-splines (Lyche, Constr. Approx. 1:155–178, 1985) naturally emerged from blossoms and their properties via de Boor type algorithms. Based on Chebyshevian divided differences, T. Lyche’s approach concerned splines with all sections in the same Chebyshev space and with ordinary connections at the knots. Here, we consider geometrically continuous piecewise Chebyshevian splines, namely, splines with sections in different Chebyshev spaces, and with geometric connections at the knots. In this general framework, we proved in (Mazure, Constr. Approx. 20:603–624, 2004) that existence of B-spline bases could not be separated from existence of blossoms. Actually, the present paper enhances the powerfulness of blossoms in which not only B-splines are inherent, but also their recurrence relations. We compare this fact with the work by G. Mühlbach and Y. Tang (Mühlbach and Tang, Num. Alg. 41:35–78, 2006) who obtained the same recurrence relations via generalised Chebyshevian divided differences, but only under some total positivity assumption on the connexion matrices. We illustrate this comparison with splines with four-dimensional sections. The general situation addressed here also enhances the differences of behaviour between B-splines and the functions of smaller and smaller supports involved in the recurrence relations.     

纵向数据的有效秩推断基于修正的Cholesky分解

本文基于修正的Cholesky分解提出新的方法估计纵向秩回归的组内协方差矩阵,进而提出新的无偏估计函数改善不平衡纵向数据的估计效率.在一些正则条件下,建立了所提估计的渐近正态性.进一步,提出稳健的秩得分检验统计量对回归系数做假设检验.模拟研究和实证分析表明所提方法能够获得高度有效的估计以及所提检验方法比存在的方法更好.     

The Moore-Penrose inverse for sums of matrices under rank additivity conditions

Some results on the Moore-Penrose inverse for sums of matrices under rank additivity conditions are revisited and some new consequences are presented. Their extensions to the weighted Moore-Penrose inverse of sums of matrices under rank additivity conditions are also considered.     

Optimal smoothing and interpolating splines with constraints

This paper considers the problem for designing optimal smoothing and interpolating splines with equality and/or inequality constraints. The splines are constituted by employing normalized uniform B-splines as the basis functions, namely as weighted sum of shifted B-splines of degree k. Then a central issue is to determine an optimal vector of the so-called control points. By employing such an approach, it is shown that various types of constraints are formulated as linear function of the control points, and the problems reduce to quadratic programming problems. We demonstrate the effectiveness and usefulness by numerical examples including approximation of probability density functions, approximation of discontinuous functions, and trajectory planning.     

Testing Homogeneity in Weibull Error in Variables Models

We discuss properties of the score statistics for testing the null hypothesis of homogeneity in a Weibull mixing model in which the group effect is modelled as a random variable and some of the covariates are measured with error. The statistics proposed are based on the corrected score approach and they require estimation only under the conventional Weibull model with measurement errors and does not require that the distribution of the random effect be specified. The results in this paper extend results in Gimenez, Bolfarine, and Colosimo (Annals of the Institute of Statistical Mathematics, 52, 698–711, 2000) for the case of independent Weibull models. A simulation study is provided. An erratum to this article can be found at     

TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS

§ 1　 Introduction and modelsThe general form of exponential family nonlinear models isg(μi) =f(xi,﹀) , (1 )where,g(· ) is a monotonic link function,f is a known differentiable nonlinear functionand﹀ is a p-vectoroffixed population parameters;μi=E(yi) and the density of response yiisp(yi) =exp{[yiθi -b(θi) -c(yi) ] -12 a(yi,) } ,(2 )whereθi is the natural parameter, is the dispersion parameter.From [1 1 ] ,μi=b(θi) ,Vi=Var(yi) =- 1 b(θi) .If f(xi,β) =x Ti ﹀,then mod…     

多项选择题测验信度的一个估计方法及其应用

在多项选择题测验分数等于真实分数和猜测分数之和的假设模型下，本文得到了一个多项选择题测验信度的理论公式，并由此给出了测验信度的估计方法。最后，通过两个例子，说明了本文提出的方法在测验信度分析中的应用，并将这种方法与教育测量中常用的库德——理查逊方法（Ｋｕｄｅｒ－Ｒｉｃｈａｒｄｓｏｎ）进行了比较     

具有一致相关的纵向数据模型中方差和相关系数的齐性检验

在纵向数据分析中, 模型方差的齐性是一个基本假定, 但是该假定未必正确. 林金官、韦博成^[1]讨论了具有AR(1)误差的非线性纵向数据模型中方差和相关系数的齐性检验. 本文对具有一致相关协方差结构的纵向数据模型, 研究了方差齐性和相关系数齐性的检验, 得到了检验的score统计量, 并应用于葡萄糖数据. 最后, 本文还给出了模拟结果.     

A new test of independence for high-dimensional data

This paper proposes a new statistic to test independence of high-dimensional data. The simulation results suggest that the performance of the test based on our statistic is comparable to the existing ones, and under some circumstances it may have higher power. Therefore, the new statistic can be employed in practice as an alternative choice.     

Identities for trigonometric B-splines with an application to curve design

In this paper we investigate some properties of trigonometric B-splines. We establish a complex integral representation for these functions, which is in certain analogy to the polynomial case, but the proof of which has to be done in a different and more complicated way. Using this integral representation, we can prove some identities concerning the evaluation of a trigonometric B-spline, its derivative and its partial derivative w.r.t. the knots. Finally we show that—in the case of equidistant knots—the trigonometric B-splines of odd order form a partition of a constant, and therefore the corresponding B-spline curve possesses the convex-hull property. This is illustrated by a numerical example.     

Restricted Likelihood Ratio Testing for Zero Variance Components in Linear Mixed Models

The goal of our article is to provide a transparent, robust, and computationally feasible statistical platform for restricted likelihood ratio testing (RLRT) for zero variance components in linear mixed models. This problem is nonstandard because under the null hypothesis the parameter is on the boundary of the parameter space. Our proposed approach is different from the asymptotic results of Stram and Lee who assumed that the outcome vector can be partitioned into many independent subvectors. Thus, our methodology applies to a wider class of mixed models, which includes models with a moderate number of clusters or nonparametric smoothing components. We propose two approximations to the finite sample null distribution of the RLRT statistic. Both approximations converge weakly to the asymptotic distribution obtained by Stram and Lee when their assumptions hold. When their assumptions do not hold, we show in extensive simulation studies that both approximations outperform the Stram and Lee approximation and the parametric bootstrap. We also identify and address numerical problems associated with standard mixed model software. Our methods are motivated by and applied to a large longitudinal study on air pollution health effects in a highly susceptible cohort. Relevant software is posted as an online supplement.     

Testing for linearity

A nonparametric large sample test is proposed for testing the linearity of a regression model with independent and identically distributed errors satisfying only a very mild tail condition. The statistic is based on the functional least squares estimator of the slope vector. The test is applied to the stack loss data.     

具有AR(1)误差的均值漂移模型的Score检验和似然比检验

讨论了具有AR(1)误差的线性均值漂移模型,研究了自相关性的检验问题,导出了关于误差相关性的Score检验统计量和似然比检验统计量,并把它推广到误差项为AR(1)非线性均值漂移模型.本文还给出了一个数值例子说明检验方法的实用性.     

高维模型选择方法综述

模型选择是统计学的热点研究问题。近年来随着数据维数越来越高,传统模型选择方法的应用受到了很多制约。本文着重介绍高维模型选择的新方法,并讨论实现模型选择过程的一个重要环节,即调整参数的选取。最后文章总结归纳了未来可能的研究方向。