520期

最新文章

• Conditional Spectral Analysis of Replicated Multiple Time Series With Application to Nocturnal Physiology AI翻译
  作者：Krafty, Robert T.; Rosen, Ori; Stoffer, David S.; Buysse, Daniel J.; Hall, Martica H.
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; University of Texas System; University of Texas El Paso; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
  摘要：This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine, where researchers are able to noninvasively record physiological time series signals during sleep. The frequency patterns of these signals, which can be quantified through the power spectrum, contain interpretable information about biological processes. An impo...
• Estimation of the Continuous and Discontinuous Leverage Effects AI翻译
  作者：Ait-Sahalia, Yacine; Fan, Jianqing; Laeven, Roger J. A.; Wang, Christina Dan; Yang, Xiye
  作者单位：Princeton University; Princeton University; Vrije Universiteit Amsterdam; University of Amsterdam; Columbia University; Rutgers University System; Rutgers University New Brunswick
  摘要：This article examines the leverage effect, or the generally negative covariation between asset returns and their changes in volatility, under a general setup that allows the log-price and volatility processes to be Ito semimartingales. We decompose the leverage effect into continuous and discontinuous parts and develop statistical methods to estimate them. We establish the asymptotic properties of these estimators. We also extend our methods and results (for the continuous leverage) to the sit...
• Bootstrap Variance Estimation for Rejective Sampling AI翻译
  作者：Fuller, Wayne A.; Legg, Jason C.; Li, Yang
  作者单位：Iowa State University; Amgen; University of Minnesota System; University of Minnesota Duluth
  摘要：Replication procedures have proven useful for variance estimation for large scale complex surveys. As an extension of bootstrap procedures to rejective samples, we define a bootstrap sample that is a rejective, unequal probability, replacement sample selected from the original sample. A modification of the bootstrap with improved performance is suggested for stratified samples with small stratum sizes. Simulations for Poisson and stratified rejective samples support the use of replicates in es...
• General Forms of Finite Population Central Limit Theorems with Applications to Causal Inference AI翻译
  作者：Li, Xinran; Ding, Peng
  作者单位：Harvard University; University of California System; University of California Berkeley
  摘要：Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point estimators, which, in many but not all cases, are related to asymptotic Normal distributions ensured by central limit theorems. Although previous literature has established various forms of central limit theorems for statistical inference in super population m...
• A Semiparametric Single-Index Risk Score Across Populations AI翻译
  作者：Ma, Shujie; Ma, Yanyuan; Wang, Yanqing; Kravitz, Eli S.; Carroll, Raymond J.
  作者单位：University of California System; University of California Riverside; University of South Carolina System; University of South Carolina Columbia; Fred Hutchinson Cancer Center; Texas A&M University System; Texas A&M University College Station; University of Technology Sydney
  摘要：We consider a problem motivated by issues in nutritional epidemiology, across diseases and populations. In this area, it is becoming increasingly common for diseases to be modeled by a single diet score, such as the Healthy Eating Index, the Mediterranean Diet Score, etc. For each disease and for each population, a partially linear single-indexmodel is fit. The partially linear aspect of the problem is allowed to differ in each population and disease. However, and crucially, the single-index i...
• Statistical Tests for Large Tree-Structured Data AI翻译
  作者：Bharath, Karthik; Kambadur, Prabhanjan; Dey, Dipak K.; Rao, Arvind; Baladandayuthapani, Veerabhadran
  作者单位：University of Nottingham; Bloomberg L.P.; University of Connecticut; University of Texas System; UTMD Anderson Cancer Center; University of Texas System; UTMD Anderson Cancer Center
  摘要：We develop a general statistical framework for the analysis and inference of large tree-structured data, with a focus on developing asymptotic goodness-of-fit tests. We first propose a consistent statistical model for binary trees, from which we develop a class of invariant tests. Using the model for binary trees, we then construct tests for general trees by using the distributional properties of the continuum random tree, which arises as the invariant limit for a broad class of models for tre...
• Linear Model Selection When Covariates Contain Errors AI翻译
  作者：Zhang, Xinyu; Wang, Haiying; Ma, Yanyuan; Carroll, Raymond J.
  作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; University System Of New Hampshire; University of New Hampshire; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Texas A&M University System; Texas A&M University College Station; University of Technology Sydney
  摘要：Prediction precision is arguably the most relevant criterion of amodel in practice and is often a sought after property. A common difficulty with covariates measured with errors is the impossibility of performing prediction evaluation on the data even if a model is completely given without any unknown parameters. We bypass this inherent difficulty by using special properties on moment relations in linear regression models with measurement errors. The end product is a model selection procedure ...
• Frequency of Frequencies Distributions and Size-Dependent Exchangeable Random Partitions AI翻译
  作者：Zhou, Mingyuan; Favaro, Stefano; Walker, Stephen G.
  作者单位：University of Texas System; University of Texas Austin; University of Turin; Collegio Carlo Alberto; University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin
  摘要：Motivated by the fundamental problem of modeling the frequency of frequencies (FoF) distribution, this article introduces the concept of a cluster structure to define a probability function that governs the joint distribution of a random count and its exchangeable random partitions. A cluster structure, naturally arising from a completely random measure mixed Poisson process, allows the probability distribution of the random partitions of a subset of a population to be dependent on the populat...
• Large, Sparse Optimal Matching With Refined Covariate Balance in an Observational Study of the Health Outcomes Produced by New Surgeons (vol 110, pg 515, 2015) AI翻译
  作者：Pimentel, Samuel D.; Kelz, Rachel R.; Silber, Jeffrey H.; Rosenbaum, Paul R.
• Comment: Nonparametric Bayes Modeling of Populations of Networks AI翻译
  作者：Broderick, Tamara
  作者单位：Massachusetts Institute of Technology (MIT)