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作者：Kovac, Arne
作者单位：University of Bristol; Imperial College London; University of Virginia; University of London; London School Economics & Political Science; University of London; Queen Mary University London; University of Alberta; Carnegie Mellon University; Massachusetts Institute of Technology (MIT); Harvard University; Harvard Medical School; University of Notre Dame; Universite Paris Cite; Dalhousie University; McMaster University; Cornell University; Purdue University System; Purdue University; Fred Hutchinson Cancer Center; University System of Georgia; Georgia Institute of Technology; Texas A&M University System; Texas A&M University College Station; University of Neuchatel; University of Michigan System; University of Michigan; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Carnegie Mellon University; Humboldt University of Berlin; Western University (University of Western Ontario); University of Alberta; Indiana University System; Indiana University Indianapolis; University of Geneva; University of Rochester
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作者：Wu, Wei Biao; Zhao, Zhibiao
作者单位：University of Chicago
摘要：We consider statistical inference of trends in mean non-stationary models. A test statistic is proposed for the existence of structural breaks in trends. On the basis of a strong invariance principle of stationary processes, we construct simultaneous confidence bands with asymptotically correct nominal coverage probabilities. The results are applied to global warming temperature data and Nile river flow data. Our confidence band of the trend of the global warming temperature series supports th...
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作者：Jemiai, Yannis; Rotnitzky, Andrea; Shepherd, Bryan E.; Gilbert, Peter B.
作者单位：Cytel; Harvard University; Harvard T.H. Chan School of Public Health; Universidad Torcuato Di Tella; Vanderbilt University; University of Washington; University of Washington Seattle
摘要：We consider estimation, from a double-blind randomized trial, of treatment effect within levels of base-line covariates on an outcome that is measured after a post-treatment event E has occurred in the subpopulation P-E,P-E that would experience event E regardless of treatment. Specifically, we consider estimation of the parameters gamma indexing models for the outcome mean conditional on treatment and base-line covariates in the subpopulation P-E,P-E. Such parameters are not identified from r...
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作者：Guan, Yongtao; Sherman, Michael
作者单位：Yale University; Texas A&M University System; Texas A&M University College Station
摘要：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 asymptotic theory, simulati...
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作者：Jin, Xiaoping; Banerjee, Sudipto; Carlin, Bradley R.
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：With the ready availability of spatial databases and geographical information system software, statisticians are increasingly encountering multivariate modelling settings featuring associations of more than one type: spatial associations between data locations and associations between the variables within the locations. Although flexible modelling of multivariate point-referenced data has recently been addressed by using a linear model of co-regionalization, existing methods for multivariate a...
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作者：Zeng, D.; Lin, D. Y.
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Semiparametric regression models play a central role in formulating the effects of covariates on potentially censored failure times and in the joint modelling of incomplete repeated measures and failure times in longitudinal studies. The presence of infinite dimensional parameters poses considerable theoretical and computational challenges in the statistical analysis of such models. We present several classes of semiparametric regression models, which extend the existing models in important di...
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作者：Chiou, Jeng-Min; Li, Pai-Ling
作者单位：Academia Sinica - Taiwan; Tamkang University
摘要：A functional clustering (FC) method, k-centres FC, for longitudinal data is proposed. The k-centres FC approach accounts for both the means and the modes of variation differentials between clusters by predicting cluster membership with a reclassification step. The cluster membership predictions are based on a non-parametric random-effect model of the truncated Karhunen-Lobve expansion, coupled with a non-parametric iterative mean and covariance updating scheme. We show that, under the identifi...
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作者：Chopin, Nicolas
作者单位：University of Bristol
摘要：The system equation of a hidden Markov model is rewritten to label the components by order of appearance, and to make explicit the random behaviour of the number of components, m(t). We argue that this reformulation is often a good way to achieve identifiability, as it facilitates the interpretation of the posterior density, and the estimation of the number of components that have appeared in a given sample. We develop a sequential Monte Carlo algorithm for estimating the reformulated model, w...
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作者：Yuan, Ming; Ekici, Ali; Lu, Zhaosong; Monteiro, Renato
作者单位：University System of Georgia; Georgia Institute of Technology; Carnegie Mellon University
摘要：We introduce a general formulation for dimension reduction and coefficient estimation in the multivariate linear model. We argue that many of the existing methods that are commonly used in practice can be formulated in this framework and have various restrictions. We continue to propose a new method that is more flexible and more generally applicable. The method proposed can be formulated as a novel penalized least squares estimate. The penalty that we employ is the coefficient matrix's Ky Fan...
