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作者：Xu, Gongjun; Chiou, Sy Han; Huang, Chiung-Yu; Wang, Mei-Cheng; Yan, Jun
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Harvard University; Harvard T.H. Chan School of Public Health; Johns Hopkins University; Johns Hopkins Medicine; Johns Hopkins University; University of Connecticut
摘要：Recurrent event data arise frequently in various fields such as biomedical sciences, public health, engineering, and social sciences. In many instances, the observation of the recurrent event process can be stopped by the occurrence of a correlated failure event, such as treatment failure and death. In this article, we propose a joint scale-change model for the recurrent event process and the failure time, where a shared frailty variable is used to model the association between the two types o...
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作者：Schoen, Eric D.; Nha Vo-Thanh; Goos, Peter
作者单位：University of Antwerp; Netherlands Organization Applied Science Research; KU Leuven; KU Leuven
摘要：The potential of two-level orthogonal designs to fit models with main effects and two-factor interaction effects is commonly assessed through the correlation between contrast vectors involving these effects. We study the complete catalog of nonisomorphic orthogonal two-level 24-run designs involving 3-23 factors and we identify the best few designs in terms of these correlations. By modifying an existing enumeration algorithm, we identify the best few 28-run designs involving 3-14 factors and ...
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作者：Durante, Daniele; Dunson, David B.; Vogelstein, Joshua T.
作者单位：University of Padua; Duke University; Johns Hopkins University
摘要：Replicated network data are increasingly available in many research fields. For example, in connectomic applications, interconnections among brain regions are collected for each patient under study, motivating statistical models which can flexibly characterize the probabilistic generative mechanism underlying these network-valued data. Available models for a single network are not designed specifically for inference on the entire probability mass function of a network-valued random variable an...
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作者：Guo, Shaojun; Box, John Leigh; Zhang, Wenyang
作者单位：Renmin University of China; University of York - UK
摘要：Estimation of high-dimensional covariance matrices is an interesting and important research topic. In this article, we propose a dynamic structure and develop an estimation procedure for high-dimensional covariance matrices. Asymptotic properties are derived to justify the estimation procedure and simulation studies are conducted to demonstrate its performance when the sample size is finite. By exploring a financial application, an empirical study shows that portfolio allocation based on dynam...
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作者：McShane, Blakeley B.; Gal, David
作者单位：Northwestern University; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
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作者：Oberski, D. L.; Kirchner, A.; Eckman, S.; Kreuter, F.
作者单位：Utrecht University; Research Triangle Institute; University of Nebraska System; University of Nebraska Lincoln; University of Mannheim; University System of Maryland; University of Maryland College Park
摘要：Administrative data are increasingly important in statistics, but, like other types of data, may contain measurement errors. To prevent such errors from invalidating analyses of scientific interest, it is therefore essential to estimate the extent of measurement errors in administrative data. Currently, however, most approaches to evaluate such errors involve either prohibitively expensive audits or comparison with a survey that is assumed perfect. We introduce the generalized multitrait-multi...
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作者：Otsu, Taisuke; Rai, Yoshiyasu
作者单位：University of London; London School Economics & Political Science; University of Wisconsin System; University of Wisconsin Madison
摘要：It is known that the naive bootstrap is not asymptotically valid for a matching estimator of the average treatment effect with a fixed number of matches. In this article, we propose asymptotically valid inference methods for matching estimators based on theweighted bootstrap. The key is to construct bootstrap counterparts by resampling based on certain linear forms of the estimators. Ourweighted bootstrap is applicable for the matching estimators of both the average treatment effect and its co...
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作者：Koopman, Siem Jan; Lit, Rutger; Lucas, Andre
作者单位：Vrije Universiteit Amsterdam; Tinbergen Institute; Aarhus University; CREATES
摘要：We study intraday stochastic volatility for four liquid stocks traded on the New York Stock Exchange using a new dynamic Skellam model for high-frequency tick-by-tick discrete price changes. Since the likelihood function is analytically intractable, we rely on numerical methods for its evaluation. Given the high number of observations per series per day (1000 to 10,000), we adopt computationally efficient methods including Monte Carlo integration. The intraday dynamics of volatility and the hi...
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作者：Kowal, Daniel R.; Matteson, David S.; Ruppert, David
作者单位：Cornell University; Cornell University
摘要：We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data functional, time dependent, and multivariate components we extend hierarchical dynamic linear models for multivariate time series to the functional data setting. We also develop Bayesian spline theory in a more general constrained optimization framework. The proposed methods identify a time-invariant functional basis for the functional observati...
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作者：Barnett, Ian; Mukherjee, Rajarshi; Lin, Xihong
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Stanford University
摘要：It is of substantial interest to study the effects of genes, genetic pathways, and networks on the risk of complex diseases. These genetic constructs each contain multiple SNPs, which are often correlated and function jointly, and might be large in number. However, only a sparse subset of SNPs in a genetic construct is generally associated with the disease of interest. In this article, we propose the generalized higher criticism (GHC) to test for the association between an SNP set and a diseas...
