论文检索

具有时变协变量效应的生存分析AI 解读

We propose a natural generalization of the Cox regression model, in which the regression coefficients have direct interpretations as temporal covariate effects on the survival function. Under the conditionally independent censoring mechanism, we develop a smoothing-free estimation procedure with a set of martingale-based equations. Our estimator is shown to be uniformly consistent and to converge weakly to a Gaussian process. A simple resampling method is proposed for…

纵向与空间数据相关函数的非参数估计及结肠致癌实验应用AI 解读

In longitudinal and spatial studies, observations often demonstrate strong correlations that are stationary in time or distance lags, and the times or locations of these data being sampled may not be homogeneous. We propose a nonparametric estimator of the correlation function in such data, using kernel methods. We develop a pointwise asymptotic normal distribution for the proposed estimator, when the number of subjects is fixed and the number of vectors or functions within…

多重检验中广义错误率的控制AI 解读

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be willing to tolerate more than one false rejection, thereby increasing the ability of the procedure to correctly reject false null hypotheses. One possibility is to replace control of the FWER by control of the probability of $k$ or more…

非线性时间序列的渐近谱理论AI 解读

We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given. Instead of the commonly used strong mixing conditions, in our asymptotic spectral theory we impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear time series.

生命周期消费：消费者支出调查数据的事实AI 解读

This paper uses Consumer Expenditure Survey data and a seminonparametric statistical model to estimate life cycle profiles of consumption, controlling for demographics, cohort, and time effects. We construct age profiles for total and nondurable consumption as well as expenditure patterns for consumer durables. Special emphasis is placed on the comparison of different approaches to control for changes in demographics over the life cycle. We find significant humps over the…

弱依赖下区块变量和的渐近展开AI 解读

Let {Xi}i=−∞∞ be a sequence of random vectors and $Y_{in}=f_{in}(\mathcal{X}_{i,\ell})$ be zero mean block-variables where $\mathcal{X}_{i,\ell}=(X_{i},\ldots,X_{i+\ell-1})$, i≥1, are overlapping blocks of length ℓ and where fin are Borel measurable functions. This paper establishes valid joint asymptotic expansions of general orders for the joint distribution of the sums ∑i=1nXi and ∑i=1nYin under weak dependence conditions on the sequence {Xi}i=−∞∞ when the block length ℓ…

反卷积密度估计中的非参数置信带AI 解读

Summary Uniform confidence bands for densities f via non-parametric kernel estimates were first constructed by Bickel and Rosenblatt. In this paper this is extended to confidence bands in the deconvolution problem g=f*ψ for an ordinary smooth error density ψ. Under certain regularity conditions, we obtain asymptotic uniform confidence bands based on the asymptotic distribution of the maximal deviation (L∞-distance) between a deconvolution kernel estimator f^ and f. Further…

聚类数据的自助法AI 解读

Summary Various bootstraps have been proposed for bootstrapping clustered data from one-way arrays. The simulation results in the literature suggest that some of these methods work quite well in practice; the theoretical results are limited and more mixed in their conclusions. For example, McCullagh reached negative conclusions about the use of non-parametric bootstraps for one-way arrays. The purpose of this paper is to extend our understanding of the issues by discussing…

纵向数据变系数模型的经验似然推断AI 解读

In this article local empirical likelihood-based inference for a varying coefficient model with longitudinal data is investigated. First, we show that the naive empirical likelihood ratio is asymptotically standard chi-squared when undersmoothing is employed. The ratio is self-scale invariant and the plug-in estimate of the limiting variance is not needed. Second, to enhance the performance of the ratio, mean-corrected and residual-adjusted empirical likelihood ratios are…

方向统计与形状分析中多样本问题的枢轴自助法AI 解读

We propose a novel bootstrap hypothesis testing approach for the problem of testing a null hypothesis of a common mean direction, mean polar axis, or mean shape across several populations of real unit vectors (the directional case) or complex unit vectors (the two-dimensional shape case). Multisample testing problems of this type arise frequently in directional statistics and shape analysis (as in other areas of statistics), but to date there has been relatively little…

决策树分割点的置信集AI 解读

We investigate the problem of finding confidence sets for split points in decision trees (CART). Our main results establish the asymptotic distribution of the least squares estimators and some associated residual sum of squares statistics in a binary decision tree approximation to a smooth regression curve. Cube-root asymptotics with nonnormal limit distributions are involved. We study various confidence sets for the split point, one calibrated using the subsampling…

弱工具变量下 IV 估计量的有限样本证据AI 解读

Abstract We present finite sample evidence on different IV estimators available for linear models under weak instruments; explore the application of the bootstrap as a bias reduction technique to attenuate their finite sample bias; and employ three empirical applications to illustrate and provide insights into the relative performance of the estimators in practice. Our evidence indicates that the random‐effects quasi‐maximum likelihood estimator outperforms alternative…

数量性状位点分析的统一半参数框架及尖峰型表型应用AI 解读

This article proposes a general semiparametric model for multiple quantitative trait loci (QTL) analyses of complex phenotypes in backcross and intercross designs. The model provides tests about genetic hypotheses, such as additivity, dominance, and epistasis, that do not require specifying the form of the phenotypic distribution. This contrasts with previous approaches based on transformations to normality and generalized linear models, which require careful consideration…

随机实验中的单位间干扰AI 解读

In a randomized experiment comparing two treatments, there is interference between units if applying the treatment to one unit may affect other units. Interference implies that treatment effects are not comparisons of two potential responses that a unit may exhibit, one under treatment and the other under control, but instead are inherently more complex. Interference is common in social settings where people communicate, compete, or spread disease; in studies that treat one…

通过添加伪变量控制变量选择AI 解读

We propose a new approach to variable selection designed to control the false selection rate (FSR), defined as the proportion of uninformative variables included in selected models. The method works by adding a known number of pseudovariables to the real dataset, running a variable selection procedure, and monitoring the proportion of pseudovariables falsely selected. Information obtained from bootstrap-like replications of this process is used to estimate the proportion of…

非平稳面板的子抽样假设检验：汇率与股票价格应用AI 解读

Abstract This paper studies subsampling hypothesis tests for panel data that may be nonstationary, cross‐sectionally correlated, and cross‐sectionally cointegrated. The subsampling approach provides approximations to the finite sample distributions of the tests without estimating nuisance parameters. The tests include panel unit root and cointegration tests as special cases. The number of cross‐sectional units is assumed to be finite and that of time‐series observations…

意大利内部迁移的长期趋势：存在个体依赖的面板协整研究AI 解读

Abstract The objective of this paper is to examine the long‐run determinants of internal migrations from southern Italy. In order to accomplish this task, the paper develops a bootstrap test for panel cointegration analysis with dependent units. Monte Carlo simulations show that the test, based on the Continuous‐Path Block bootstrap, has good power and size properties and is robust to both short‐ and long‐run dependence across units. The empirical analysis points to income…

基于重抽样的经验预测：小区域估计应用AI 解读

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the literature is sparse for nonlinear mixed models under nonnormality of the error distribution or of the mixing distributions. We develop a resampling-based unified approach for predicting mixed effects under a generalized mixed model set-up.…

基于绝对预测误差估计量抽样分布的模型评价AI 解读

The construction of a reliable, practically useful prediction rule for future responses is heavily dependent on the ‘adequacy’ of the fitted regression model. In this article, we consider the absolute prediction error, the expected value of the absolute difference between the future and predicted responses, as the model evaluation criterion. This prediction error is easier to interpret than the average squared error and is equivalent to the misclassification error for a…

聚类失效时间数据的成对依赖诊断AI 解读

Frailty and copula models specify a parametric dependence structure for multivariate failure-time data. Estimation of some joint quantities can be highly sensitive to the assumed parametric form, and hence model fit is an important issue. This paper lays out a general diagnostic framework for evaluating and selecting frailty and copula models. The approach is based on the cumulative sum of residuals that are calculated in bivariate time. The residuals reflect the difference…

评价层级贝叶斯与经验贝叶斯模型的贝叶斯预测信息准则AI 解读

The problem of evaluating the goodness of the predictive distributions of hierarchical Bayesian and empirical Bayes models is investigated. A Bayesian predictive information criterion is proposed as an estimator of the posterior mean of the expected loglikelihood of the predictive distribution when the specified family of probability distributions does not contain the true distribution. The proposed criterion is developed by correcting the asymptotic bias of the posterior…

分析区间删失数据的伪似然方法AI 解读

We introduce a method based on a pseudolikelihood ratio for estimating the distribution function of the survival time in a mixed-case interval censoring model. In a mixed-case model, an individual is observed a random number of times, and at each time it is recorded whether an event has happened or not. One seeks to estimate the distribution of time to event. We use a Poisson process as the basis of a likelihood function to construct a pseudolikelihood ratio statistic for…

平稳空间点过程的最小二乘拟合AI 解读

Summary The K-function is a popular tool for fitting spatial point process models owing to its simplicity and wide applicability. In this work we study the properties of least squares estimators of model parameters and propose a new method of model fitting via the K-function by using subsampling. We demonstrate consistency and asymptotic normality of our estimators of model parameters and compare the efficiency of our procedure with existing procedures. This is done through…

稳定标记点过程AI 解读

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under this assumption, we study the limit behavior of the partial sums of the marked point process {(ti, X(ti))}, where X(t) is a stationary random field and the points ti are generated from an independent Poisson random measure ℕ…