2007

最新文章

• Estimation of the covariance matrix of random effects in longitudinal studies AI翻译
  作者：Sun, Yan; Zhang, Wenyang; Tong, Howell
  作者单位：Shanghai University of Finance & Economics; University of Kent; University of London; London School Economics & Political Science
  摘要：Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in longitudinal data analysis. This is because not only can an estimator be improved by incorporating the within cluster correlation structure into the estimation procedure, but also the within cluster correlation structure can sometimes provide valuable insights in practical problems. For example, it can reveal the correl...
• A constructive approach to the estimation of dimension reduction directions AI翻译
  作者：Xia, Yingcun
  作者单位：National University of Singapore
  摘要：In this paper we propose two new methods to estimate the dimension-reduction directions of the central subspace (CS) by constructing a regression model such that the directions are all captured in the regression mean. Compared with the inverse regression estimation methods [e.g., J. Amer Statist. Assoc. 86 (1991) 328-332, J Amer Statist. Assoc. 86 (1991) 316-342, J Amer Statist. Assoc. 87 (1992) 1025-1039], the new methods require no strong assumptions on the design of covariates or the functi...
• On the degrees of freedom of the lasso AI翻译
  作者：Zou, Hui; Hastie, Trevor; Tibshirani, Robert
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Stanford University
  摘要：We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased estimate for the degrees of freedom of the lasso-a conclusion that requires no special assumption on the predictors. In addition, the unbiased estimator is shown to be asymptotically consistent. With these results on hand, various model selection criteria-C-p, AIC and BIC-are available, which, along with the LARS algo...
• Nonparametric estimation of a point-spread function in multivariate problems AI翻译
  作者：Hall, Peter; Qiu, Pehua
  作者单位：University of Melbourne; University of Minnesota System; University of Minnesota Twin Cities
  摘要：The removal of blur from a signal, in the presence of noise, is readily accomplished if the blur can be described in precise mathematical terms. However, there is growing interest in problems where the extent of blur is known only approximately, for example in terms of a blur function which depends on unknown parameters that must be computed from data. More challenging still is the case where no parametric assumptions are made about the blur function. There has been a limited amount of work in...
• Asymptotic expansions for sums of block-variables under weak dependence AI翻译
  作者：Lahiri, S. N.
  作者单位：Iowa State University
  摘要：Let {X-i}(i)(infinity)=-infinity be a sequence of random vectors and Y-in= f(in)(X-i,X-l) be zero mean block-variables where X-i,X-l = (X-i,X-...,X- Xi+l- 1), i >= 1, are overlapping blocks of length e and where fin are Borel measurable functions. This paper establishes valid joint asymptotic expansions of general orders for the joint distribution of the sums Sigma(n)(i=1) X-i and Sigma(n)(i-1) Y-in under weak dependence conditions on the sequence {X-i}(i=-infinity)(infinity) when the block le...
• Hazard models with varying coefficients for multivariate failure time data AI翻译
  作者：Cai, Jianwen; Fan, Jianqing; Zhou, Haibo; Zhou, Yong
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Princeton University; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
  摘要：Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating the unknown coefficient functions. A weighted average estimator is also proposed in an attempt to improve the efficiency of the estimator. The consistency and asymptotic normality of the proposed estimators are established and standard error formulas for th...
• Some theoretical results on neural spike train probability models AI翻译
  作者：Chan, Hock Peng; Loh, Wei-Liem
  作者单位：National University of Singapore
  摘要：This article contains two main theoretical results on neural spike train models, using the counting or point process on the real line as a model for the spike train. The first part of this article considers template matching of multiple spike trains. P-values for the occurrences of a given template or pattern in a set of spike trains are computed using a general scoring system. By identifying the pattern with an experimental stimulus, multiple spike trains can be deciphered to provide useful i...
• Computer model validation with functional output AI翻译
  作者：Bayarri, M. J.; Berger, J. O.; Cafeo, J.; Garcia-Donato, G.; Liu, F.; Palomo, J.; Parthasarathy, R. J.; Paulo, R.; Sacks, J.; Walsh, D.
  作者单位：University of Valencia; Duke University; General Motors; Universidad de Castilla-La Mancha; Universidad Rey Juan Carlos; Universidade de Lisboa; Massey University
  摘要：A key question in evaluation of computer models is Does the computer model adequately represent reality? A six-step process for computer model validation is set out in Bayarri et al. [Technometrics 49 (2007) 138-154] (and briefly summarized below), based on comparison of computer model runs with field data of the process being modeled. The methodology is particularly suited to treating the major issues associated with the validation process: quantifying multiple sources of error and uncertaint...
• Spatial aggregation of local likelihood estimates with applications to classification AI翻译
  作者：Belomestny, Denis; Spokoiny, Vladimir
  作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
  摘要：This paper presents a new method for spatially adaptive local (constant) likelihood estimation which applies to a broad class of nonparametric models, including the Gaussian, Poisson and binary response models. The main idea of the method is, given a sequence of local likelihood estimates (weak estimates), to construct a new aggregated estimate whose pointwise risk is of order of the smallest risk among all weak estimates. We also propose a new approach toward selecting the parameters of the p...
• Inference under right censoring for transformation models with a change-point based on a covariate threshold AI翻译
  作者：Kosorok, Michael R.; Song, Rui
  作者单位：University of North Carolina; University of North Carolina Chapel Hill
  摘要：We consider linear transformation models applied to right censored survival data with a change-point in the regression coefficient based on a covariate threshold. We establish consistency and weak convergence of the nonparametric maximum likelihood estimators. The change-point parameter is shown to be n-consistent, while the remaining parameters are shown to have the expected root-n consistency. We show that the procedure is adaptive in the sense that the nonthreshold parameters are estimable ...