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作者：Pena, D.; Yohai, V. J.
作者单位：Universidad Carlos III de Madrid; Universidad Carlos III de Madrid
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作者：Alfons, Andreas; Croux, Christophe; Filzmoser, Peter
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; KU Leuven; Technische Universitat Wien
摘要：The maximum association between two multivariate variables and is defined as the maximal value that a bivariate association measure between one-dimensional projections and can attain. Taking the Pearson correlation as projection index results in the first canonical correlation coefficient. We propose to use more robust association measures, such as Spearman's or Kendall's rank correlation, or association measures derived from bivariate scatter matrices. We study the robustness of the proposed ...
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作者：Chen, Hao; Friedman, Jerome H.
作者单位：University of California System; University of California Davis; Stanford University
摘要：Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This article presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can be applied to multivariate data and non-Euclidean data as long as a dissimilarity measure on the sample space can be defined, which can usually be provided by domain experts. Existing tests based on a similarity graph lack power either for location or for s...
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作者：Tu, Wanzhu
作者单位：Indiana University System; Indiana University Bloomington
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作者：Huang, Yuan; Zhang, Qingzhao; Zhang, Sanguo; Huang, Jian; Ma, Shuangge
作者单位：Yale University; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS
摘要：For data with high-dimensional covariates but small sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of pooling information and outperforms single-dataset and several alternative multi-datasets methods. Under many scenarios, multiple datasets are expected to share common important covariates, that is, the corresponding models have similarity in their sparsity structures. How...
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作者：Murray, Thomas A.; Thall, Peter F.; Yuan, Ying; McAvoy, Sarah; Gomez, Daniel R.
作者单位：University of Texas System; UTMD Anderson Cancer Center; University of Texas System; UTMD Anderson Cancer Center
摘要：A design is presented for a randomized clinical trial comparing two second-line treatments, chemotherapy versus chemotherapy plus reirradiation, for treatment of recurrent non-small-cell lung cancer. The central research question is whether the potential efficacy benefit that adding reirradiation to chemotherapy may provide justifies its potential for increasing the risk of toxicity. The design uses two co-primary outcomes: time to disease progression or death, and time to severe toxicity. Bec...
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作者：Fiecas, Mark; Franke, Juergen; von Sachs, Rainer; Kamgaing, Joseph Tadjuidje
作者单位：University of Warwick; University of Kaiserslautern; Universite Catholique Louvain
摘要：Motivated from a changing market environment over time, we consider high-dimensional data such as financial returns, generated by a hidden Markov model that allows for switching between different regimes or states. To get more stable estimates of the covariance matrices of the different states, potentially driven by a number of observations that are small compared to the dimension, we modify the expectation-maximization (EM) algorithm so that it yields the shrinkage estimators for the covarian...
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作者：Kalnina, Ilze; Xiu, Dacheng
作者单位：Universite de Montreal; University of Chicago
摘要：We consider two new approaches to nonparametric estimation of the leverage effect. The first approach uses stock prices alone. The second approach uses the data on stock prices as well as a certain volatility instrument, such as the Chicago Board Options Exchange (CBOE) volatility index (VIX) or the Black-Scholes implied volatility. The theoretical justification for the instrument-based estimator relies on a certain invariance property, which can be exploited when high-frequency data are avail...
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作者：Scealy, J. L.; Welsh, A. H.
作者单位：Australian National University; Australian National University
摘要：Compositional data are vectors of proportions defined on the unit simplex and this type of constrained data occur frequently in Government surveys. It is also possible for the compositional data to be correlated due to the clustering or grouping of the observations within small domains or areas. We propose a new class of the mixed model for compositional data based on the Kent distribution for directional data, where the random effects also have Kent distributions. One useful property of the n...
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作者：Yun, Jonghyun; Yang, Fan; Chen, Yuguo
作者单位：University of Texas System; University of Texas Arlington; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Particle filters have been widely used for online filtering problems in state-space models (SSMs). The current available proposal distributions depend either only on the state dynamics, or only on the observation, or on both sources of information but are not available for general SSMs. In this article, we develop a new particle filtering algorithm, called the augmented particle filter (APF), for online filtering problems in SSMs. The APF combines two sets of particles from the observation equ...
