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稳健的减偏极端分位数（VaR）估计量AI 解读

Please see the supplementary material for an important correction.The main objective of statistics of extremes lies in the estimation of quantities related to extreme events. In many areas of application, such as statistical quality control, insurance, and finance, a typical requirement is to estimate a high quantile, that is, the value at risk at a level p (VaRp), high enough so that the chance of an exceedance of that value is equal to p, small. In this article we deal…

先验征询中的不确定性：非参数方法AI 解读

A key task in the elicitation of expert knowledge is to construct a distribution from the finite, and usually small, number of statements that have been elicited from the expert. These statements typically specify some quantiles or moments of the distribution. Such statements are not enough to identify the expert's probability distribution uniquely, and the usual approach is to fit some member of a convenient parametric family. There are two clear deficiencies in this…

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…

变系数分位数回归AI 解读

Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider conditional quantiles with varying coefficients and propose a methodology for their estimation and assessment using polynomial splines. The proposed estimators are easy to compute via standard quantile regression algorithms and a stepwise knot…

分位数处理效应的有效半参数估计AI 解读

This paper develops estimators for quantile treatment effects under the identifying restriction that selection to treatment is based on observable characteristics. Identification is achieved without requiring computation of the conditional quantiles of the potential outcomes. Instead, the identification results for the marginal quantiles lead to an estimation procedure for the quantile treatment effect parameters that has two steps: nonparametric estimation of the propensity…

利用有限数据估计并合成国家收入分布AI 解读

A major problem encountered in studies of income inequality at regional and global levels is estimating income distributions from data that are in summary form. In this article we estimate national and regional income distributions within a general framework that relaxes the assumption of constant income within groups. We propose a technique to estimate the parameters of a beta-2 distribution using grouped data. We model regional income distribution using a mixture of…

摘要暂缺

食品风险评估中分析数据左删失的非参数建模AI 解读

Contaminants and natural toxicants such as mycotoxins may be present in various food items that may be considered dangerous to human health if the cumulative intake remains above the toxicologic safe references. This intake or exposure can be estimated using both consumption surveys and analytical data that record the contamination levels of food. Analytical data often present some left censorship, that is, data below some limit of detection or quantification. This article…

随机缺失下析因设计的非参数分析AI 解读

We propose a nonparametric approach to the analysis of factorial designs where each subject is observed at two time points and both observations are subject to missingness. The procedures are fully nonparametric in that they do not require continuity, and do not impose models to describe the relation of the response distribution in different factor-level combinations. The approach for estimating and testing treatment and time effects is based on a method, which we introduce,…

标记边际分布的半参数估计AI 解读

In many applications, the outcome of interest is a mark such that its observation is contingent upon occurrence of an event. With incomplete follow-up data, the marginal mark distribution is, however, nonparametrically nowhere identifiable in many practical situations. To address this problem, we suggest a semiparametric model that postulates a normal copula for the association between the mark and survival time, but leaves the marginals unspecified. We show identifiability…

相关结果线性模型的泛函式分布诊断AI 解读

In this paper we present an easy-to-implement graphical distribution diagnostic for linear models with correlated errors. Houseman et al. (2004) constructed quantile–quantile plots for the marginal residuals of such models, suitably transformed. We extend the pointwise asymptotic theory to address the global stochastic behaviour of the corresponding empirical cumulative distribution function, and describe a simulation technique that serves as a computationally efficient…

广义部分线性模型中的稳健估计AI 解读

In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by yi|(xi, ti)∼F(⋅, μi) with μi=H(η(ti)+xiTβ), for some known distribution function F and link function H. It is shown that the estimates of β are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is compared with that of the classical ones.

学校绩效指标界限的识别与估计：带验证信息混合模型的非参数分析AI 解读

Abstract This paper identifies and nonparametrically estimates sharp bounds on school performance measures based on test scores that may not be valid for all students. A mixture model with verification is developed to handle this problem. This is a mixture model for data that can be partitioned into two sets, one of which (the so‐called verified set) is more likely to be from the distribution of interest than the other. An administrative classification of each student as…

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南非家庭特征与生活水平：考虑样本流失的分位数回归分析AI 解读

Abstract This paper examines whether the dismantling of apartheid has resulted in an improvement in the standard of living for the vast majority of South Africans. The study is based on a panel data set from the Kwazulu‐Natal province. We use weighted quantile regressions to examine the distribution of standards of living, which corrects for the potential bias arising from non‐random sample attrition. Our results show that there has been a significant increase in the spread…

线性与非线性自回归模型的有效预测AI 解读

Conditional expectations given past observations in stationary time series are usually estimated directly by kernel estimators, or by plugging in kernel estimators for transition densities. We show that, for linear and nonlinear autoregressive models driven by independent innovations, appropriate smoothed and weighted von Mises statistics of residuals estimate conditional expectations at better parametric rates and are asymptotically efficient. The proof is based on a…

条件生长图模型讨论的作者回复AI 解读

First of all, we would like to thank all the discussants for their encouragement of and insightful comments on our work.We are especially appreciative of their unique perspectives brought to the topic of conditional growth charts.The discussants raised a number of interesting questions from statistical as well as clinical points of view, some of which are broader and deeper than what we will be able to address fully in this rejoinder.Our rejoinder will focus on the issues…

关于纵向条件百分位图的讨论意见AI 解读

I will use the terms "reference centiles" or "centile charts," as the setting that I consider here is more general than that of "growth charts."Longitudinal reference centiles over some measure of time (typically age) are almost always implemented repeatedly on the same individual.In this kind of setting the notion of conditional or adaptive centile charts is very appealing, particularly when the within-individual variability is much less than that between individuals.While…

关于条件生长曲线方法的讨论AI 解读

Overview.Wei and He are to be congratulated on an innovative and important article.The conditional approach to growth charts described in their article is important in a practical sense, and the use of quantile regression is both natural and well motivated.We look forward to further application of their idea to actual practice, because the concept of "falling behind" in one's growth cycle has two meanings: the usual standard growth chart, and the conditional growth chart…

条件生长曲线图AI 解读

Growth charts are often more informative when they are customized per subject, taking into account prior measurements and possibly other covariates of the subject. We study a global semiparametric quantile regression model that has the ability to estimate conditional quantiles without the usual distributional assumptions. The model can be estimated from longitudinal reference data with irregular measurement times and with some level of robustness against outliers, and it is…

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私人保险、自选择与医疗服务使用AI 解读

Observed differences in medical utilization between the privately insured and uninsured reflect the combined effects of self-selection and insurance incentives (moral hazard). This article provides a Bayesian framework for decomposing the disparity into incentive and selection components. The effect of self-selection in private insurance on the number of doctor visits is estimated using a multiyear sample of the U.S. adult non-Medicare population obtained from the Medical…

具有频率学有效性的后验可信集：经验型似然的高阶渐近理论AI 解读

With reference to a general class of empirical-type likelihoods, we develop higher-order asymptotics for the frequentist coverage of Bayesian credible sets based on posterior quantiles and highest posterior density. These asymptotics, in turn, characterise members of the class that allow approximate frequentist validity of such sets. It is seen that the usual empirical likelihood does not enjoy this property up to the order of approximation considered here.

依赖截断下的生存分布估计AI 解读

The product-limit estimator calculated from data subject to random left-truncation relies on the testable assumption of quasi-independence between the failure time and the truncation time. In this paper, we propose a model for a truncated sample of pairs (X-sub-i, Y-sub-i) satisfying Y-sub-i > X-sub-i. A possible dependency between the truncation time and the variable of interest is modelled with a parametric family of copulas. The model also features a distribution function…