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作者:Daouia, Abdelaati; Gijbels, Irene; Stupfler, Gilles
作者单位:Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics; KU Leuven; KU Leuven; University of Nottingham
摘要:Quantiles and expectiles of a distribution are found to be useful descriptors of its tail in the same way as the median and mean are related to its central behavior. This article considers a valuable alternative class to expectiles, called extremiles, which parallels the class of quantiles and includes the family of expected minima and expected maxima. The new class is motivated via several angles, which reveals its specific merits and strengths. Extremiles suggest better capability of fitting...
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作者:De Backer, Mickael; Ghouch, Anouar El; Van Keilegom, Ingrid
作者单位:Universite Catholique Louvain; KU Leuven
摘要:In this article, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this article is to tackle censoring at the very level of the loss function usually employed for the computation of quantiles, the so-called check function. For interpretation purposes, a simple comparison with the latter reveals how censoring is accounted for in the newly proposed loss func...
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作者:Tavakoli, Shahin; Pigoli, Davide; Aston, John A. D.; Coleman, John S.
作者单位:University of Warwick; University of London; King's College London; University of Cambridge; University of Oxford
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作者:Gan, Lingrui; Narisetty, Naveen N.; Liang, Feng
作者单位:University of Illinois System; University of Illinois Urbana-Champaign
摘要:We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new nonconvex penalty approximating the l(0) penalty. Optimal error rates for estimation consistency in terms of various matrix norms along...
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作者:Ventz, Steffen; Cellamare, Matteo; Bacallado, Sergio; Trippa, Lorenzo
作者单位:Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Harvard University; Harvard T.H. Chan School of Public Health; University of Cambridge
摘要:Most Bayesian response-adaptive designs unbalance randomization rates toward the most promising arms with the goal of increasing the number of positive treatment outcomes during the study, even though the primary aim of the trial is different. We discuss Bayesian uncertainty directed designs (BUD), a class of Bayesian designs in which the investigator specifies an information measure tailored to the experiment. All decisions during the trial are selected to optimize the available information a...
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作者:Berchuck, Samuel I.; Mwanza, Jean-Claude; Warren, Joshua L.
作者单位:Duke University; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; Yale University
摘要:Diagnosing glaucoma progression is critical for limiting irreversible vision loss. A common method for assessing glaucoma progression uses a longitudinal series of visual fields (VFs) acquired at regular intervals. VF data are characterized by a complex spatiotemporal structure due to the data generating process and ocular anatomy. Thus, advanced statistical methods are needed to make clinical determinations regarding progression status. We introduce a spatiotemporal boundary detection model t...
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作者:Petersen, Alexander; Mueller, Hans-Georg
作者单位:University of California System; University of California Santa Barbara; University of California System; University of California Davis
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作者:Rubin-Delanchy, Patrick; Heard, Nicholas A.; Lawson, Daniel J.
作者单位:University of Bristol; Imperial College London; University of Bristol
摘要:The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger than a uniform distribution on the unit interval, in the usual stochastic order. The mid-p-value is not conservative. However, its null distribution is dominated by the uniform distribution in a different stochastic order, called the convex order. The property...
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作者:Escanciano, J. C.; Goh, S. C.
作者单位:Universidad Carlos III de Madrid; University of Guelph
摘要:Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This article develops a new estimate of the asymptotic variance of regression quantiles that leads any resulting Wald-type test or confidence region to behave as well in large samples as its infeasible counterpart in which the true conditional response densities are embedded. We give explicit guidance on implementing the new variance estimator to control adaptively...