3期

最新文章

• 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...
• 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 ...
• Monte Carlo likelihood inference for missing data models AI翻译
  作者：Sung, Yun Ju; Geyer, Charles J.
  作者单位：Washington University (WUSTL); University of Minnesota System; University of Minnesota Twin Cities
  摘要：We describe a Monte Carlo method to approximate the maximum likelihood estimate (MLE), when there are missing data and the observed data likelihood is not available in closed form. This method uses simulated missing data that are independent and identically distributed and independent of the observed data. Our Monte Carlo approximation to the MLE is a consistent and asymptotically normal estimate of the minimizer theta* of the Kullback-Leibler information, as both Monte Carlo and observed data...
• Asymptotic properties of covariate-adjusted response-adaptive designs AI翻译
  作者：Zhang, Li-Xin; Hu, Feifang; Cheung, Siu Hung; Chan, Wai Sum
  作者单位：Zhejiang University; Chinese University of Hong Kong; University of Virginia; Chinese University of Hong Kong
  摘要：Response-adaptive designs have been extensively studied and used in clinical trials. However, there is a lack of a comprehensive study of responseadaptive designs that include covariates, despite their importance in clinical trials. Because the allocation scheme and the estimation of parameters are affected by both the responses and the covariates, covariate-adjusted responseadaptive (CARA) designs are very complex to formulate. In this paper, we overcome the technical hurdles and lay out a fr...
• Statistical aspects of the fractional stochastic calculus AI翻译
  作者：Tudor, Ciprian A.; Viens, Frederi G.
  作者单位：heSam Universite; Universite Pantheon-Sorbonne; Purdue University System; Purdue University; Purdue University System; Purdue University
  摘要：We apply the techniques of stochastic integration with respect to fractional Brownian motion and the theory of regularity and supremum estimation for stochastic processes to study the maximum likelihood estimator (MLE) for the drift parameter of stochastic processes satisfying stochastic equations driven by a fractional Brownian motion with arty level of Holder-regularity (any Hurst parameter). We prove existence and strong consistency of the MLE for linear and nonlinear equations. We also pro...