日期精度：到日 2266 篇 · 到月 7741 篇 · 到年 0 篇
战争与工资
An instrument manipulates a treatment that it does not entirely control, but the instrument affects the outcome only indirectly through its manipulation of the treatment. The idealized prototype is the randomized encouragement design, in which subjects are randomly assigned to receive either encouragement to accept the treatment or no such encouragement, but not all subjects comply by doing what they are encouraged to do, and the situation is such that only the treatment…
含潜在永久戒烟状态的随机混合效应模型
We develop a mixed model to capture the complex stochastic nature of tobacco abuse and dependence. This model describes transition processes among addiction and nonaddiction stages. An important innovation of our model is allowing an unobserved cure state, or permanent quitting, in contrast to transient quitting. This distinction is necessary to model data from situations where censoring prevents unambiguous determination that a person has been "cured." Moreover, the…
基于广义双曲分布的非参数风险管理
In this article we propose the generalized hyperbolic adaptive volatility (GHADA) risk management model based on the generalized hyperbolic (GH) distribution and on a nonparametric adaptive methodology. Compared with the normal distribution, the GH distribution has semiheavy tails and represents the financial risk factors more appropriately. Nonparametric adaptive methodology has the desirable property of being able to estimate homogeneous volatility over a short time…
用于降维的切片回归
A new dimension-reduction method involving slicing the region of the response and applying local kernel regression to each slice is proposed. Compared with the traditional inverse regression methods [e.g., sliced inverse regression (SIR)], the new method is free of the linearity condition and has much better estimation accuracy. Compared with the direct estimation methods (e.g., MAVE), the new method is much more robust against extreme values and can capture the entire…
部分折叠 Gibbs 采样器
Ever-increasing computational power, along with ever–more sophisticated statistical computing techniques, is making it possible to fit ever–more complex statistical models. Among the more computationally intensive methods, the Gibbs sampler is popular because of its simplicity and power to effectively generate samples from a high-dimensional probability distribution. Despite its simple implementation and description, however, the Gibbs sampler is criticized for its sometimes…
强度函数成比例的非齐次空间点过程二阶分析
We consider pairs of spatial point processes with intensity functions sharing a common multiplicative term. We introduce two novel approaches to estimating the pair correlation function for one of the point processes by treating the other as a baseline so as to account for the unspecified part of the intensity functions. The first approach is based on nonparametric kernel-smoothing, whereas the second approach uses a conditional likelihood estimation approach to fit a…
失效时间长度偏倚抽样引起的协变量偏倚
Although many authors have proposed different approaches to the analysis of length-biased survival data, a number of issues have not been fully addressed. The most important among these issues is perhaps that regarding inclusion of covariates into the analysis of length-biased lifetime data collected through cross-sectional sampling of a population. One aspect of this problem, which appears to have been neglected in the literature, concerns the effect of length bias on the…
纵向曲线的基于小波的非参数功能定位
Functional mapping based on parametric and nonparametric modeling of functional data can estimate the developmental pattern of genetic effects on a complex dynamic or longitudinal process triggered by quantitative trait loci (QTLs). But existing functional mapping models have a limitation for mapping dynamic QTLs with irregular functional data characterized by many local features, such as peaks. We derive a statistical model for QTL mapping of longitudinal curves of any form…
纵向与聚类数据中ROC曲线非参数比较的统一方法
We present a unified approach to nonparametric comparisons of receiver operating characteristic (ROC) curves for a paired design with clustered data. Treating empirical ROC curves as stochastic processes, their asymptotic joint distribution is derived in the presence of both between-marker and within-subject correlations. A Monte Carlo method is developed to approximate their joint distribution without involving nonparametric density estimation. The developed theory is…
使用分位数回归模型进行生存分析
Quantile regression offers great flexibility in assessing covariate effects on event times, thereby attracting considerable interests in its applications in survival analysis. But currently available methods often require stringent assumptions or complex algorithms. In this article we develop a new quantile regression approach for survival data subject to conditionally independent censoring. The proposed martingale-based estimating equations naturally lead to a simple…
异方差测量误差下的密度估计
We consider density estimation when the variable of interest is subject to heteroscedastic measurement error. The density is assumed to have a smooth but unknown functional form that we model with a penalized mixture of B-splines. We treat the situation in which multiple mismeasured observations of each variable of interest are observed for at least some of the subjects, and the measurement error is assumed to be additive and normal. The measurement error variance function…
协变量变换下含测量误差的治愈率模型
Cure rate models explicitly account for the survival fraction in failure time data. When the covariates are measured with errors, naively treating mismeasured covariates as error-free would cause estimation bias and thus lead to incorrect inference. Under the proportional hazards cure model, we propose a corrected score approach as well as its generalization, and implement a transformation on the mismeasured covariates toward error additivity and/or normality. The corrected…
预测变量缺失时的充分降维
In high-dimensional data analysis, sufficient dimension reduction (SDR) methods are effective in reducing the predictor dimension, while retaining full regression information and imposing no parametric models. However, it is common in high-dimensional data that a subset of predictors may have missing observations. Existing SDR methods resort to the complete-case analysis by removing all the subjects with missingness in any of the predictors under inquiry. Such an approach…
分布的修剪比较
This article introduces an analysis of similarity of distributions based on the L2-Wasserstein distance between trimmed distributions. Our main innovation is the use of the impartial trimming methodology, already considered in robust statistics, which we adapt to this setup. Instead of simply removing data at the tails to provide some robustness to the similarity analysis, we develop a data-driven trimming method aimed at maximizing similarity between distributions.…
含多个协变量的大规模函数数据惩罚聚类
In this article we propose a penalized clustering method for large-scale data with multiple covariates through a functional data approach. In our proposed method, responses and covariates are linked together through nonparametric multivariate functions (fixed effects), which have great flexibility in modeling various function features, such as jump points, branching, and periodicity. Functional ANOVA is used to further decompose multivariate functions in a reproducing kernel…
协变量依赖的响应缺失下高效且双重稳健的插补
In this article we study a well-known response missing-data problem. Missing data is an ubiquitous problem in medical and social science studies. Imputation is one of the most popular methods for dealing with missing data. The most commonly used imputation that makes use of covariates is regression imputation, in which the regression model can be parametric, semiparametric, or nonparametric. Parametric regression imputation is efficient but is not robust against…
非平衡双分量正态混合线性模型中方差分量的信赖区间
In this article we propose a new method for constructing confidence intervals for σα2,σϵ2, and the intraclass correlation ρ==σα2(σα2++σε2) in a two-component mixed-effects linear model. This method is based on an extension of R. A. Fisher's fiducial argument. We conducted a simulation study to compare the resulting interval estimates with other competing confidence interval procedures from the literature. Our results demonstrate that the proposed fiducial intervals have…
利用变尺度广义线性模型对异质数据进行半参数分析
This article describes a class of heteroscedastic generalized linear regression models in which a subset of the regression parameters are rescaled nonparametrically, and develops efficient semiparametric inferences for the parametric components of the models. Such models provide a means to adapt for heterogeneity in the data due to varying exposures, varying levels of aggregation, and so on. The class of models considered includes generalized partially linear models and…
存在依赖性终止时复发事件数据的现有分析方法
There has been a recent surge of interest in modeling and methods for analyzing recurrent events data with risk of termination dependent on the history of the recurrent events. To aid the future users in understanding the implications of modeling assumptions and modeling properties, we review the state of the art statistical methods and present novel theoretical properties, identifiability results and practical consequences of key modeling assumptions of several fully…
从实验数据学习因果贝叶斯网络结构
We propose a method for the computational inference of directed acyclic graphical structures given data from experimental interventions. Order-space Markov chain Monte Carlo, equi-energy sampling, importance weighting, and stream-based computation are combined to create a fast algorithm for learning causal Bayesian network structures.
二元选择回归模型的稳健高效自适应估计
The binary-choice regression models, such as probit and logit, are used to describe the effect of explanatory variables on a binary response variable. Typically estimated by the maximum likelihood method, estimates are very sensitive to deviations from a model, such as heteroscedasticity and data contamination. At the same time, the traditional robust (high-breakdown point) methods, such as the maximum trimmed likelihood, are not applicable because, by trimming observations,…
基于指数加权移动平均的发生率变点监测策略
Surveillance is a major issue in the today's world. The need to develop adequate surveillance strategies is genuine in many spheres of human activity. In this article we focus on a specific problem of surveillance and discuss some related statistical issues. This specific problem deals with a possible change in the incidence rate of an event (to a higher value) when a system is studied at discrete time points. We apply the exponentially weighted moving average methods for…
年龄、教育与宗教相似性择偶偏好的双边估计
We propose a two-sided method to simultaneously estimate men's and women's preferences for relative age, education, and religious characteristics of potential mates using cross-sectional data on married couples and single individuals, in conjunction with a behavioral model developed in game theory and discrete choice estimation methods developed for simpler, one-sided choice situations. We use fixed effects to control for characteristics that are observed by the opposite sex…
阵列比较基因组杂交数据的贝叶斯隐马尔可夫建模
Genomic alterations have been linked to the development and progression of cancer. The technique of comparative genomic hybridization (CGH) yields data consisting of fluorescence intensity ratios of test and reference DNA samples. The intensity ratios provide information about the number of copies in DNA. Practical issues such as the contamination of tumor cells in tissue specimens and normalization errors necessitate the use of statistics for learning about the genomic…