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Geometry Driven Statistics
Assessment of Model Adequacy
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Publication date
(Online):
October 14 2011
Publisher:
John Wiley & Sons, Inc.
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Book Chapter
Publication date (Online):
October 14 2011
Pages
: 169-206
DOI:
10.1002/9780470258019.ch6
SO-VID:
bcf377b0-36ab-4b3b-81c1-02de4e9a21d6
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Book chapters
pp. i
Front Matter
pp. i
Frontmatter
pp. i
Frontmatter
pp. i
Front Matter
pp. i
Frontmatter
pp. i
Frontmatter
pp. i
Wiley Series in Probability and Statistics
pp. i
Front Matter
pp. i
Front Matter
pp. i
Front Matter
pp. i
Front Matter
pp. i
Frontmatter
pp. 1
Introduction
pp. 1
Introduction
pp. 1
Introduction to Regression Modeling of Survival Data
pp. 1
Introduction
pp. 1
Systems of Continuous Multivariate Distributions
pp. 1
Why Extreme Value Theory?
pp. 1
Financial Time Series and Their Characteristics
pp. 1
Introduction
pp. 1
The Field of Statistics
pp. 1
Introduction
pp. 1
Basic Descriptions and Properties
pp. 7
Analyzing Public Health Data
pp. 8
Functions of Survival Time
pp. 16
Descriptive Methods for Survival Data
pp. 19
Examples of Survival Data Analysis
pp. 21
Concerning Certainty and Uncertainty
pp. 21
Estimating Scale-Finite Sample Results
pp. 23
Prerequisites
pp. 24
Linear Time Series Analysis and Its Applications
pp. 25
Linear Physical Systems
pp. 38
Spatial Data
pp. 43
Wavelets
pp. 43
Estimating Scale-Asymptotic Results
pp. 45
Probability Fundamentals
pp. 45
The Probabilistic Side of Extreme Value Theory
pp. 53
Common Approaches for Measuring Agreement
pp. 59
Prevision and Probability
pp. 64
Nonparametric Methods of Estimating Survival Functions
pp. 67
Regression Models for Survival Data
pp. 68
Visualizing Spatial Data
pp. 71
A General Approach for Modeling and Inference
pp. 73
The Propensity Score with Continuous Treatments
pp. 79
Statistical Principles
pp. 83
Away from the Maximum
pp. 92
Interpretation of a Fitted Proportional Hazards Regression Model
pp. 95
Paired Measurements Data
pp. 95
Location-Dispersion Estimation
pp. 97
Conditional Heteroscedastic Models
pp. 99
Tail Estimation under Pareto-Type Models
pp. 101
Discrete Wavelet Transformation
pp. 105
Multivariate Normal Distributions
pp. 106
Nonparametric Methods for Comparing Survival Distributions
pp. 109
Stationary Random Processes
pp. 111
Repeated Measurements Data
pp. 113
Conditional Prevision and Probability
pp. 118
Analysis of Spatial Point Patterns
pp. 119
Some Generalizations
pp. 131
Tail Estimation for All Domains of Attraction
pp. 132
Model Development
pp. 134
Some Well-Known Parametric Survival Distributions and Their Applications
pp. 141
Heteroscedastic Data
pp. 149
Testing for a Location Parameter
pp. 153
The Evaluation of Probabilities
pp. 154
Nonlinear Models and Their Applications
pp. 155
Spatial Clusters of Health Events: Point Data for Cases and Controls
pp. 162
Estimation Procedures for Parametric Survival Distributions without Covariates
pp. 167
Wavelet Shrinkage
pp. 169
Assessment of Model Adequacy
pp. 173
Single-Input/Output Relationships
pp. 175
The Two-Sample Problem
pp. 177
Case Studies
pp. 177
Data from Multiple Methods
pp. 187
Distributions
pp. 198
Graphical Methods for Survival Distribution Fitting
pp. 199
Regression
pp. 200
Spatial Clustering of Health Events: Regional Count Data
pp. 201
Multiple-Input/Output Relationships
pp. 205
Data with Covariates
pp. 206
High-Frequency Data Analysis and Market Microstructure
pp. 207
Extensions of the Proportional Hazards Model
pp. 209
Regression Analysis
pp. 217
Density Estimation
pp. 221
Tests of Goodness of Fit and Distribution Selection
pp. 229
Longitudinal Data
pp. 239
Evaluation of diagnostics for hierarchical spatial statistical models
pp. 243
Parametric Methods for Comparing Two Survival Distributions
pp. 244
Parametric Regression Models
pp. 247
Bayesian Methods in Wavelets
pp. 249
Statistical Errors in Basic Estimates
pp. 251
Bivariate and Trivariate Normal Distributions
pp. 251
Multivariate Extreme Value Theory
pp. 251
A Preliminary Survey
pp. 251
Continuous-Time Models and Their Applications
pp. 253
A Nonparametric Approach
pp. 256
Parametric Methods for Regression Model Fitting and Identification of Prognostic Factors
pp. 271
Wavelets and Random Processes
pp. 272
Spatial Exposure Data
pp. 279
Sample Size Determination
pp. 279
Appendix A: Linear Algebra Results
pp. 286
Other Models and Topics
pp. 287
Extreme Values, Quantile Estimation, and Value at Risk
pp. 287
Appendix B: Asymptotic Results
pp. 289
Categorical Data
pp. 289
Statistical Errors in Advanced Estimates
pp. 297
Statistics of Multivariate Extremes
pp. 298
Identification of Prognostic Factors Related to Survival Time: Cox Proportional Hazards Model
pp. 299
Wavelet-Based Random Variables and Densities
pp. 311
Random Processes with Independent Increments
pp. 311
Appendix C: Index of All Data Sets and Listing of Larger Data Files
pp. 317
Data Acquisition and Processing
pp. 317
Appendix D: Minitab Macros
pp. 319
References
pp. 319
Miscellaneous Statistical Applications
pp. 325
Linking Spatial Exposure Data to Health Events
pp. 329
References
pp. 331
Dataset List
pp. 333
Index
pp. 339
Multivariate Time Series Analysis and Its Applications
pp. 339
Identification of Prognostic Factors Related to Survival Time: Nonproportional Hazards Models
pp. 341
Author Index
pp. 345
Subject Index
pp. 345
References
pp. 349
Multivariate Exponential Distributions
pp. 354
Wiley Series in Probability and Mathematical Statistics
pp. 355
Appendix 1: The Delta Method
pp. 359
Appendix 2: An Introduction to the Counting Process Approach to Survival Analysis
pp. 359
Data Analysis
pp. 364
Appendix 3: Percentiles for Computation of the Hall and Wellner Confidence Band
pp. 365
References
pp. 369
Extremes of Stationary Time Series
pp. 371
Notation Index
pp. 373
Author Index
pp. 377
Identification of Risk Factors Related to Dichotomous and Polychotomous Outcomes
pp. 379
Subject Index
pp. 383
Index
pp. 393
An Introduction to Other Types of Stochastic Process
pp. 393
Wiley Series in Probability and Statistics
pp. 401
Problems in Higher Dimensions
pp. 405
Principal Component Analysis and Factor Models
pp. 417
Nonstationary Data Analysis
pp. 421
Inductive Reasoning; Statistical Inference
pp. 428
Appendix A: Newton-Raphson Method
pp. 429
Bayesian Methodology in Extreme Value Statistics
pp. 431
Multivariate Gamma Distributions
pp. 433
Appendix B: Statistical Tables
pp. 443
Multivariate Volatility Models and Their Applications
pp. 444
References
pp. 447
Mathematical Statistics
pp. 461
Bibliography
pp. 473
The Hilbert Transform
pp. 473
Author Index
pp. 475
Appendix
pp. 479
Author Index
pp. 481
Subject Index
pp. 485
Dirichlet and Inverted Dirichlet Distributions
pp. 485
Subject Index
pp. 488
References
pp. 490
State-Space Models and Kalman Filter
pp. 491
Wiley Series in Probability and Statistics
pp. 495
Wiley Series in Probability and Statistics
pp. 505
Nonlinear System Analysis
pp. 511
Index
pp. 514
Wiley Series in Probability and Statistics
pp. 527
Bibliography
pp. 529
Multivariate Liouville Distributions
pp. 533
Appendix A: Statistical Tables
pp. 543
Markov Chain Monte Carlo Methods with Applications
pp. 545
Appendix B: Definitions for Random Data Analysis
pp. 551
Multivariate Logistic Distributions
pp. 557
List of Figures
pp. 565
List of Tables
pp. 567
List of Examples
pp. 571
Answers to Problems in Random Data
pp. 571
Index
pp. 577
Multivariate Pareto Distributions
pp. 599
Index
pp. 601
Index
pp. 605
Wiley Series in Probability and Statistics
pp. 607
Wiley Series in Probability and Statistics
pp. 621
Bivariate and Multivariate Extreme Value Distributions
pp. 659
Natural Exponential Families
pp. 697
Author Index
pp. 713
Subject Index
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