For two normal populations with unknown means μ and unknown variances σ2, assume that there are simple order restrictions among the means and variances: μ1 < μ2 and σ12 >σ22 > 0. This case is said to be...For two normal populations with unknown means μ and unknown variances σ2, assume that there are simple order restrictions among the means and variances: μ1 < μ2 and σ12 >σ22 > 0. This case is said to be simultaneous order restriction by Shi (Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions, J. Multivariate Anal., 50(1994), 282-293.) and an iterative algorithm of computing the order restricted maximum likelihood estimates of μi and σi2 was given in that paper. This paper shows that the restricted maximum likelihood estimate of μi has smaller mean square loss than the usual estimate xi under some conditions.展开更多
This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time.The authors show ...This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time.The authors show that the proposed estimator of the regression parameter is rootn consistent and asymptotically normal.The authors also show that the isotonic estimator of the functional component,at a fixed point,is cubic root-n consistent and converges in distribution to the slope at zero of the greatest convex minorant of the sum of a two-sided standard Brownian motion and the square of the time parameter.A simulation study is carried out to investigate the performance of the estimators proposed in this article.展开更多
Background Sedation is often required for infant and preschool children to obtain clear magnetic resonance imaging(MRI).This study was designed to determine the 95%effective dose(ED_(95))of oral midazolam(MID)and intr...Background Sedation is often required for infant and preschool children to obtain clear magnetic resonance imaging(MRI).This study was designed to determine the 95%effective dose(ED_(95))of oral midazolam(MID)and intranasal dexmedetomidine(DEX)in combination for sedation in pediatric MRI.Methods We have used a biased coin design up-anddown sequential methodology.Initially,144 patients were split into two groups.A total of 72 patients were randomly assigned to determine the ED_(95)of DEX in combination with a fixed dose of 0.5 mg/kg MID,and 72 were given various doses of MID combined with a fixed dose of DEX at 1µg/kg to determine the ED_(95)of MID.ED_(95)was calculated using isotonic regression.At last,the plan was to include 225 cases to test the sedation success rate of DEX combined with MID ED_(95)dose.Adverse events were recorded.Results The ED_(95)of DEX was 0.89µg/kg(95%confidence interval(CI)0.68 to 0.95)combined with a fixed dose of MID at 0.5 mg/kg.The ED_(95)of MID was 0.47 mg/kg(95%CI 0.30 to 0.50)combined with a fixed intranasal dose of 1µg/kg DEX.Using 1µg/kg DEX combined with 0.5 mg/kg MID,the sedation success rate was 95.1%in a verification group of 225 children.Conclusions This study reports relatively low ED_(95)doses of intranasal DEX and oral MID when DEX is determined with a fixed dose of MID and MID determined with a fixed dose of DEX.The combination provides efficient and safe sedation for young children for MRI scanning.Further validation is required.展开更多
This paper considers the well known problem of estimating reliability in discrete reliability growth context with sequence of dichotomous success-failure outcomes. More precisely, the authors generalize the simple ord...This paper considers the well known problem of estimating reliability in discrete reliability growth context with sequence of dichotomous success-failure outcomes. More precisely, the authors generalize the simple order relationship constraint with some coefficients. The authors prove that under some mild conditions, the generalized constraint MLE problem can be transformed to a traditional isotonic problem. The authors also study the lower confidence limit estimation of reliability with sample space ranking method. A simulation is conducted to illustrate the superiority of the proposed method.展开更多
Nonparametric stochastic volatility models,although providing great flexibility for modelling thevolatility equation,often fail to account for useful shape information.For example,a model maynot use the knowledge that...Nonparametric stochastic volatility models,although providing great flexibility for modelling thevolatility equation,often fail to account for useful shape information.For example,a model maynot use the knowledge that the autoregressive component of the volatility equation is monotonically increasing as the lagged volatility increases.We propose a class of additive stochasticvolatility models that allow for different shape constraints and can incorporate the leverageeffect–asymmetric impact of positive and negative return shocks on volatilities.We developa Bayesian fitting algorithm and demonstrate model performance on simulated and empiricaldatasets.Unlike general nonparametric models,our model sacrifices little when the true volatility equation is linear.In nonlinear situations we improve the model fit and the ability to estimatevolatilities over general,unconstrained,nonparametric models.展开更多
文摘For two normal populations with unknown means μ and unknown variances σ2, assume that there are simple order restrictions among the means and variances: μ1 < μ2 and σ12 >σ22 > 0. This case is said to be simultaneous order restriction by Shi (Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions, J. Multivariate Anal., 50(1994), 282-293.) and an iterative algorithm of computing the order restricted maximum likelihood estimates of μi and σi2 was given in that paper. This paper shows that the restricted maximum likelihood estimate of μi has smaller mean square loss than the usual estimate xi under some conditions.
基金supported by the National Natural Science Foundation of China under Grant No.10971007Foundation of Academic Discipline Program at Central University of Finance and Economics+2 种基金Funding Project of Science and Technology Research Plan of Beijing Education Committee under Grant No.00600054K1002Fund of 211 Project at Central University of Finance and Economics2012 National Project of Statistical Research
文摘This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time.The authors show that the proposed estimator of the regression parameter is rootn consistent and asymptotically normal.The authors also show that the isotonic estimator of the functional component,at a fixed point,is cubic root-n consistent and converges in distribution to the slope at zero of the greatest convex minorant of the sum of a two-sided standard Brownian motion and the square of the time parameter.A simulation study is carried out to investigate the performance of the estimators proposed in this article.
基金from the National Natural Science Foundation of China (Grant No 81901937)
文摘Background Sedation is often required for infant and preschool children to obtain clear magnetic resonance imaging(MRI).This study was designed to determine the 95%effective dose(ED_(95))of oral midazolam(MID)and intranasal dexmedetomidine(DEX)in combination for sedation in pediatric MRI.Methods We have used a biased coin design up-anddown sequential methodology.Initially,144 patients were split into two groups.A total of 72 patients were randomly assigned to determine the ED_(95)of DEX in combination with a fixed dose of 0.5 mg/kg MID,and 72 were given various doses of MID combined with a fixed dose of DEX at 1µg/kg to determine the ED_(95)of MID.ED_(95)was calculated using isotonic regression.At last,the plan was to include 225 cases to test the sedation success rate of DEX combined with MID ED_(95)dose.Adverse events were recorded.Results The ED_(95)of DEX was 0.89µg/kg(95%confidence interval(CI)0.68 to 0.95)combined with a fixed dose of MID at 0.5 mg/kg.The ED_(95)of MID was 0.47 mg/kg(95%CI 0.30 to 0.50)combined with a fixed intranasal dose of 1µg/kg DEX.Using 1µg/kg DEX combined with 0.5 mg/kg MID,the sedation success rate was 95.1%in a verification group of 225 children.Conclusions This study reports relatively low ED_(95)doses of intranasal DEX and oral MID when DEX is determined with a fixed dose of MID and MID determined with a fixed dose of DEX.The combination provides efficient and safe sedation for young children for MRI scanning.Further validation is required.
基金supported by the Natural Science Foundation of China under Grant No.11171007/A011103
文摘This paper considers the well known problem of estimating reliability in discrete reliability growth context with sequence of dichotomous success-failure outcomes. More precisely, the authors generalize the simple order relationship constraint with some coefficients. The authors prove that under some mild conditions, the generalized constraint MLE problem can be transformed to a traditional isotonic problem. The authors also study the lower confidence limit estimation of reliability with sample space ranking method. A simulation is conducted to illustrate the superiority of the proposed method.
基金Peter Craigmile and Jiangyong Yin were supported in part by the National Science Foundation(NSF)under grant DMS-0906864Xinyi Xu,Jiangyong Yin and Steven MacEachern were supported in part by the NSF under grant DMS-1209194+2 种基金Peter Craigmile is additionally supported in part by the NSF under grants SES-1024709,DMS-1407604 and SES-1424481the National Cancer Institute of the National Institutes of Health under Award Number 1R21CA212308-01the project title is‘Evaluating how licensing-law strategies will change neighborhood disparities in tobacco retailer density’.Xinyi Xu and Steven MacEachern are supported under grant DMS-1613110.
文摘Nonparametric stochastic volatility models,although providing great flexibility for modelling thevolatility equation,often fail to account for useful shape information.For example,a model maynot use the knowledge that the autoregressive component of the volatility equation is monotonically increasing as the lagged volatility increases.We propose a class of additive stochasticvolatility models that allow for different shape constraints and can incorporate the leverageeffect–asymmetric impact of positive and negative return shocks on volatilities.We developa Bayesian fitting algorithm and demonstrate model performance on simulated and empiricaldatasets.Unlike general nonparametric models,our model sacrifices little when the true volatility equation is linear.In nonlinear situations we improve the model fit and the ability to estimatevolatilities over general,unconstrained,nonparametric models.
