跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向,证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示;按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性;计量类 JEL 与摘要相互印证,无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准,不等于覆盖全部纸本。
日期与排序
默认按最近发表排序:正刊使用刊期,待刊使用上线日期;缺少上线日期时,排序参考登记或首次收录时间,并在卡片注明。更多筛选可选择出版状态和日期口径;卷期依据出版社元数据,不因待刊时间较长而推定已编入正刊。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 52 篇 · 到月 39 篇 · 到年 4 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
95 篇论文
导出

Nonparametric Density Estimation of a Long-Term Trend from Repeated Semicontinuous Data

重复半连续数据中长期趋势密度的非参数估计

We consider nonparametric estimation of the density of the long-term trend of a semicontinuous variable observed repeatedly over time. These variables arise when measuring the intensity of an intermittent phenomenon, such as the intake of an episodically consumed nutrient or the concentration of an intermittent toxic substance: when the phenomenon is absent, the measurement is equal to zero; otherwise, it is positive. Semicontinuous data are usually represented by a two-part…

AI 解读阅读原文 ↗BibTeX ↓

Predictive functional linear models with diverging number of semiparametric single-index interactions

具有递增半参数单指标交互项的预测型函数线性模型

When predicting crop yield using both functional and multivariate predictors, the prediction performances benefit from the inclusion of the interactions between the two sets of predictors. We assume the interaction depends on a nonparametric, single-index structure of the multivariate predictor and reduce each functional predictor’s dimension using functional principal component analysis (FPCA). Allowing the number of FPCA scores to diverge to infinity, we consider a…

AI 解读阅读原文 ↗BibTeX ↓

Nonparametric, Tuning-Free Estimation of S-Shaped Functions

S 形函数的非参数免调参估计

Abstract We consider the nonparametric estimation of an S-shaped regression function. The least squares estimator provides a very natural, tuning-free approach, but results in a non-convex optimization problem, since the inflection point is unknown. We show that the estimator may nevertheless be regarded as a projection onto a finite union of convex cones, which allows us to propose a mixed primal-dual bases algorithm for its efficient, sequential computation. After…

AI 解读阅读原文 ↗BibTeX ↓

Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error

存在测量误差的间歇性食物摄入分布的半参数估计

Dietary data collected from 24-hour dietary recalls are observed with significant measurement errors. In the nonparametric curve estimation literature, much of the effort has been devoted to designing methods that are consistent under contamination by noise, and which have been traditionally applied for analyzing those data. However, some foods such as alcohol or fruits are consumed only episodically, and may not be consumed during the day when the 24-hour recall is…

AI 解读阅读原文 ↗BibTeX ↓

Bayesian Copula Density Deconvolution for Zero-Inflated Data in Nutritional Epidemiology

营养流行病学零膨胀数据的贝叶斯 Copula 密度反卷积

Estimating the marginal and joint densities of the long-term average intakes of different dietary components is an important problem in nutritional epidemiology. Since these variables cannot be directly measured, data are usually collected in the form of 24-hour recalls of the intakes, which show marked patterns of conditional heteroscedasticity. Significantly compounding the challenges, the recalls for episodically consumed dietary components also include exact zeros. The…

AI 解读阅读原文 ↗BibTeX ↓

Parsimonious Model Averaging With a Diverging Number of Parameters

参数维度增长下的简约模型平均

Model averaging generally provides better predictions than model selection, but the existing model averaging methods cannot lead to parsimonious models. Parsimony is an especially important property when the number of parameters is large. To achieve a parsimonious model averaging coefficient estimator, we suggest a novel criterion for choosing weights. Asymptotic properties are derived in two practical scenarios: (i) one or more correct models exist in the candidate model…

AI 解读阅读原文 ↗BibTeX ↓

MALMEM: Model Averaging in Linear Measurement Error Models

MALMEM:线性测量误差模型中的模型平均

Summary We develop model averaging estimation in the linear regression model where some covariates are subject to measurement error. The absence of the true covariates in this framework makes the calculation of the standard residual-based loss function impossible. We take advantage of the explicit form of the parameter estimators and construct a weight choice criterion. It is asymptotically equivalent to the unknown model average estimator minimizing the loss function. When…

AI 解读阅读原文 ↗BibTeX ↓

A robust and efficient approach to causal inference based on sparse sufficient dimension reduction

基于稀疏充分降维的稳健高效因果推断

A fundamental assumption used in causal inference with observational data is that treatment assignment is ignorable given measured confounding variables. This assumption of no missing confounders is plausible if a large number of baseline covariates are included in the analysis, as we often have no prior knowledge of which variables can be important confounders. Thus, estimation of treatment effects with a large number of covariates has received considerable attention in…

AI 解读阅读原文 ↗BibTeX ↓

A Powerful Bayesian Test for Equality of Means in High Dimensions

高维均值相等性的高功效贝叶斯检验

We develop a Bayes factor-based testing procedure for comparing two population means in high-dimensional settings. In ‘large-p-small-n” settings, Bayes factors based on proper priors require eliciting a large and complex p × p covariance matrix, whereas Bayes factors based on Jeffrey’s prior suffer the same impediment as the classical Hotelling T2 test statistic as they involve inversion of ill-formed sample covariance matrices. To circumvent this limitation, we propose that…

AI 解读阅读原文 ↗BibTeX ↓

Semiparametrically Efficient Estimation in Quantile Regression of Secondary Analysis

病例对照研究次要结局分位数回归的半参数有效估计

Summary Analysing secondary outcomes is a common practice for case–control studies. Traditional secondary analysis employs either completely parametric models or conditional mean regression models to link the secondary outcome to covariates. In many situations, quantile regression models complement mean-based analyses and provide alternative new insights on the associations of interest. For example, biomedical outcomes are often highly asymmetric, and median regression is…

AI 解读阅读原文 ↗BibTeX ↓

Bayesian Semiparametric Multivariate Density Deconvolution

贝叶斯半参数多元密度反卷积

We consider the problem of multivariate density deconvolution when interest lies in estimating the distribution of a vector valued random variable X but precise measurements on X are not available, observations being contaminated by measurement errors U. The existing sparse literature on the problem assumes the density of the measurement errors to be completely known. We propose robust Bayesian semiparametric multivariate deconvolution approaches when the measurement error…

AI 解读阅读原文 ↗BibTeX ↓

PLEMT: A Novel Pseudolikelihood-Based EM Test for Homogeneity in Generalized Exponential Tilt Mixture Models

PLEMT:广义指数倾斜混合模型的拟似然 EM 同质性检验

Motivated by analyses of DNA methylation data, we propose a semiparametric mixture model, namely the generalized exponential tilt mixture model, to account for heterogeneity between differentially methylated and non-differentially methylated subjects in the cancer group, and capture the differences in higher order moments (e.g. mean and variance) between subjects in cancer and normal groups. A pairwise pseudolikelihood is constructed to eliminate the unknown nuisance…

AI 解读阅读原文 ↗BibTeX ↓

A Semiparametric Single-Index Risk Score Across Populations

跨人群的半参数单指数风险评分

We consider a problem motivated by issues in nutritional epidemiology, across diseases and populations. In this area, it is becoming increasingly common for diseases to be modeled by a single diet score, such as the Healthy Eating Index, the Mediterranean Diet Score, etc. For each disease and for each population, a partially linear single-index model is fit. The partially linear aspect of the problem is allowed to differ in each population and disease. However, and…

AI 解读阅读原文 ↗BibTeX ↓

Linear Model Selection When Covariates Contain Errors

协变量含测量误差时的线性模型选择

Prediction precision is arguably the most relevant criterion of a model in practice and is often a sought after property. A common difficulty with covariates measured with errors is the impossibility of performing prediction evaluation on the data even if a model is completely given without any unknown parameters. We bypass this inherent difficulty by using special properties on moment relations in linear regression models with measurement errors. The end product is a model…

AI 解读阅读原文 ↗BibTeX ↓

Data integration with high dimensionality

高维数据整合

Summary We consider situations where the data consist of a number of responses for each individual, which may include a mix of discrete and continuous variables. The data also include a class of predictors, where the same predictor may have different physical measurements across different experiments depending on how the predictor is measured. The goal is to select which predictors affect any of the responses, where the number of such informative predictors tends to infinity…

AI 解读阅读原文 ↗BibTeX ↓

Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach

含测量误差协变量的生存治愈模型:模拟外推推断

In many situations in survival analysis, it may happen that a fraction of individuals will never experience the event of interest: they are considered to be cured. The promotion time cure model takes this into account. We consider the case where one or more explanatory variables in the model are subject to measurement error, which should be taken into account to avoid biased estimators. A general approach is the simulation-extrapolation algorithm, a method based on…

AI 解读阅读原文 ↗BibTeX ↓

Constrained Maximum Likelihood Estimation for Model Calibration Using Summary-Level Information From External Big Data Sources

利用外部大数据汇总信息校准模型的约束最大似然估计

Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from…

AI 解读阅读原文 ↗BibTeX ↓

Semiparametric Estimation in the Secondary Analysis of Case–Control Studies

病例对照研究二次分析中的半参数估计

Summary We study the regression relationship between covariates in case–control data: an area known as the secondary analysis of case–control studies. The context is such that only the form of the regression mean is specified, so that we allow an arbitrary regression error distribution, which can depend on the covariates and thus can be heteroscedastic. Under mild regularity conditions we establish the theoretical identifiability of such models. Previous work in this context…

AI 解读阅读原文 ↗BibTeX ↓

Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates

高维协变量非线性交互的广义加性系数模型估计与推断

In the low-dimensional case, the generalized additive coefficient model (GACM) proposed by Xue and Yang [Statist. Sinica 16 (2006) 1423–1446] has been demonstrated to be a powerful tool for studying nonlinear interaction effects of variables. In this paper, we propose estimation and inference procedures for the GACM when the dimension of the variables is high. Specifically, we propose a groupwise penalization based procedure to distinguish significant covariates for the…

AI 解读阅读原文 ↗BibTeX ↓

A Two-Sample Test for Equality of Means in High Dimension

高维均值相等的两样本检验

We develop a test statistic for testing the equality of two population mean vectors in the “large-p-small-n” setting. Such a test must surmount the rank-deficiency of the sample covariance matrix, which breaks down the classic Hotelling T2 test. The proposed procedure, called the generalized component test, avoids full estimation of the covariance matrix by assuming that the p components admit a logical ordering such that the dependence between components is related to their…

AI 解读阅读原文 ↗BibTeX ↓

Functional and Structural Methods With Mixed Measurement Error and Misclassification in Covariates

协变量同时含测量误差与误分类时的函数型和结构型方法

Covariate measurement imprecision or errors arise frequently in many areas. It is well known that ignoring such errors can substantially degrade the quality of inference or even yield erroneous results. Although in practice both covariates subject to measurement error and covariates subject to misclassification can occur, research attention in the literature has mainly focused on addressing either one of these problems separately. To fill this gap, we develop estimation and…

AI 解读阅读原文 ↗BibTeX ↓

Variance Function Partially Linear Single-Index Models

方差函数的部分线性单指标模型

Summary We consider heteroscedastic regression models where the mean function is a partially linear single-index model and the variance function depends on a generalized partially linear single-index model. We do not insist that the variance function depends only on the mean function, as happens in the classical generalized partially linear single-index model. We develop efficient and practical estimation methods for the variance function and for the mean function.…

AI 解读阅读原文 ↗BibTeX ↓

Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier

构造函数型数据分类器时离散数据平滑带宽的意外性质

The data functions that are studied in the course of functional data analysis are assembled from discrete data, and the level of smoothing that is used is generally that which is appropriate for accurate approximation of the conceptually smooth functions that were not actually observed. Existing literature shows that this approach is effective, and even optimal, when using functional data methods for prediction or hypothesis testing. However, in the present paper we show…

AI 解读阅读原文 ↗BibTeX ↓

Selecting the Number of Principal Components in Functional Data

函数型数据中主成分数量的选择

Functional principal component analysis (FPCA) has become the most widely used dimension reduction tool for functional data analysis. We consider functional data measured at random, subject-specific time points, contaminated with measurement error, allowing for both sparse and dense functional data, and propose novel information criteria to select the number of principal component in such data. We propose a Bayesian information criterion based on marginal modeling that can…

AI 解读阅读原文 ↗BibTeX ↓