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作者：Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala
作者单位：Korea University; Seoul National University (SNU); Stanford University
摘要：Estimation of high dimensional covariance matrices is known to be a difficult problem, has many applications and is of current interest to the larger statistics community. In many applications including the so-called large p, small n' setting, the estimate of the covariance matrix is required to be not only invertible but also well conditioned. Although many regularization schemes attempt to do this, none of them address the ill conditioning problem directly. We propose a maximum likelihood ap...
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作者：Davis, Richard A.; Klueppelberg, Claudia; Steinkohl, Christina
作者单位：Columbia University; Technical University of Munich
摘要：Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several families of max-stable random fields have been proposed in the literature. One such representation is based on a limit of normalized and rescaled pointwise maxima of stationary Gaussian processes that was first introduced by Kabluchko and co-workers. This paper deals with statistical inference for max-stable space-time processes that are defined in an analogous fashion. We describe pairwise...
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作者：Shao, Xiaofeng; Politis, Dimitris N.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of California System; University of California San Diego
摘要：Subsampling and block-based bootstrap methods have been used in a wide range of inference problems for time series. To accommodate the dependence, these resampling methods involve a bandwidth parameter, such as the subsampling window width and block size in the block-based bootstrap. In empirical work, using different bandwidth parameters could lead to different inference results, but traditional first-order asymptotic theory does not capture the choice of the bandwidth. We propose to adopt th...
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作者：Cox, D. R.
作者单位：University of Oxford
摘要：Two papers of 50 years ago concerning the comparison of non-nested models are reviewed and some subsequent developments and problems are sketched.
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作者：Shah, Rajen D.; Samworth, Richard J.
作者单位：University of Cambridge
摘要：Stability selection was recently introduced by Meinshausen and Buhlmann as a very general technique designed to improve the performance of a variable selection algorithm. It is based on aggregating the results of applying a selection procedure to subsamples of the data. We introduce a variant, called complementary pairs stability selection, and derive bounds both on the expected number of variables included by complementary pairs stability selection that have low selection probability under th...
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作者：Xiao, Luo; Li, Yingxing; Ruppert, David
作者单位：Johns Hopkins University; Xiamen University; Cornell University
摘要：We propose a fast penalized spline method for bivariate smoothing. Univariate P-spline smoothers are applied simultaneously along both co-ordinates. The new smoother has a sandwich form which suggested the name sandwich smoother' to a referee. The sandwich smoother has a tensor product structure that simplifies an asymptotic analysis and it can be fast computed. We derive a local central limit theorem for the sandwich smoother, with simple expressions for the asymptotic bias and variance, by s...
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作者：Griffin, J. E.; Kolossiatis, M.; Steel, M. F. J.
作者单位：University of Kent; Cyprus University of Technology; University of Warwick
摘要：A methodology for the simultaneous Bayesian non-parametric modelling of several distributions is developed. Our approach uses normalized random measures with independent increments and builds dependence through the superposition of shared processes. The properties of the prior are described and the modelling possibilities of this framework are explored in detail. Efficient slice sampling methods are developed for inference. Various posterior summaries are introduced which allow better understa...
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作者：Chen, Song Xi; Qin, Jing; Tang, Cheng Yong
作者单位：Peking University; Iowa State University; National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID); National University of Singapore; University of Colorado System; University of Colorado Denver
摘要：The conventional Wilcoxon or Mann-Whitney test can be invalid for comparing treatment effects in the presence of missing values or in observational studies. This is because the missingness of the outcomes or the participation in the treatments may depend on certain pretreatment variables. We propose an approach to adjust the Mann-Whitney test by correcting the potential bias via consistently estimating the conditional distributions of the outcomes given the pretreatment variables. We also prop...
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作者：Hampson, Lisa V.; Jennison, Christopher
作者单位：Lancaster University; University of Bath
摘要：Group sequential methods are used routinely to monitor clinical trials and to provide early stopping when there is evidence of a treatment effect, a lack of an effect or concerns about patient safety. In many studies, the response of clinical interest is measured some time after the start of treatment and there are subjects at each interim analysis who have been treated but are yet to respond. We formulate a new form of group sequential test which gives a proper treatment of these 'pipeline' s...
