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作者：Calonico, Sebastian; Cattaneo, Matias D.; Titiunik, Rocio
作者单位：University of Miami; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：Exploratory data analysis plays a central role in applied statistics and econometrics. In the popular regression-discontinuity (RD) design, the use of graphical analysis has been strongly advocated because it provides both easy presentation and transparent validation of the design. RD plots are nowadays widely used in applications, despite its formal properties being unknown: these plots are typically presented employing ad hoc choices of tuning parameters, which makes these procedures less au...
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作者：Martin, Ryan
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：In the frequentist program, inferential methods with exact control on error rates are a primary focus. The standard approach, however, is to rely on asymptotic approximations, which may not be suitable. This article presents a general framework for the construction of exact frequentist procedures based on plausibility functions. It is shown that the plausibility function-based tests and confidence regions have the desired frequentist properties in finite samples-no large-sample justification n...
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作者：Wang, Xueqin; Pan, Wenliang; Hu, Wenhao; Tian, Yuan; Zhang, Heping
作者单位：Sun Yat Sen University; Sun Yat Sen University; Sun Yat Sen University; Sun Yat Sen University; North Carolina State University; Yale University
摘要：Statistical inference on conditional dependence is essential in many fields including genetic association studies and graphical models. The classic measures focus on linear conditional correlations and are incapable of characterizing nonlinear conditional relationship including nonmonotonic relationship. To overcome this limitation, we introduce a nonparametric measure of conditional dependence for multivariate random variables with arbitrary dimensions. Our measure possesses the necessary and...
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作者：Wu, Yuanshan; Ma, Yanyuan; Yin, Guosheng
作者单位：University of Hong Kong; Wuhan University; University of South Carolina System; University of South Carolina Columbia
摘要：Censored quantile regression is an important alternative to the Cox proportional hazards model in survival analysis. In contrast to the usual central covariate effects, quantile regression can effectively characterize the covariate effects at different quantiles of the survival time. When covariates are measured with errors, it is known that naively treating mismeasured covariates as error-free would result in estimation bias. Under censored quantile regression, we propose smoothed and correct...
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作者：Tao, Ran; Zeng, Donglin; Franceschini, Nora; North, Kari E.; Boerwinkle, Eric; Lin, Dan-Yu
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill; University of Texas System; University of Texas Health Science Center Houston
摘要：High-throughput DNA sequencing allows for the genotyping of common and rare variants for genetic association studies. At the present time and for the foreseeable future, it is not economically feasible to sequence all individuals in a large cohort. A cost-effective strategy is to sequence those individuals with extreme values of a quantitative trait. We consider the design under which the sampling depends on multiple quantitative traits. Under such trait-dependent sampling, standard linear reg...
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作者：Wen, Kuangyu; Wu, Ximing
作者单位：Capital University of Economics & Business; Texas A&M University System; Texas A&M University College Station; Xiamen University
摘要：The kernel density estimator (KDE) suffers boundary biases when applied to densities on bounded supports, which are assumed to be the unit interval. Transformations mapping the unit interval to the real line can be used to remove boundary biases. However, this approach may induce erratic tail behaviors when the estimated density of transformed data is transformed back to its original scale. We propose a modified, transformation-based KDE that employs a tapered and tilted back-transformation. W...
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作者：Zhu, Ke; Ling, Shiqing
作者单位：Chinese Academy of Sciences; Hong Kong University of Science & Technology
摘要：This article develops a systematic procedure of statistical inference for the auto-regressive moving average (ARMA) model with unspecified and heavy-tailed heteroscedastic noises. We first investigate the least absolute deviation estimator (LADE) and the self-weighted LADE for the model. Both estimators are shown to be strongly consistent and asymptotically normal when the noise has a finite variance and infinite variance, respectively. The rates of convergence of the LADE and the self-weighte...
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作者：Hu, Jianhua; Zhu, Hongjian; Hu, Feifang
作者单位：University of Texas System; UTMD Anderson Cancer Center; University of Texas System; University of Texas Health Science Center Houston; University of Texas School Public Health; George Washington University
摘要：Response-adaptive designs have recently attracted more and more attention in the literature because of its advantages in efficiency and medical ethics. To develop personalized medicine, covariate information plays an important role in both design and analysis of clinical trials. A challenge is how to incorporate covariate information in response-adaptive designs while considering issues of both efficiency and medical ethics. To address this problem, we propose a new and unified family of covar...
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作者：Angrist, Joshua D.; Rokkanen, Miikka
作者单位：Massachusetts Institute of Technology (MIT); National Bureau of Economic Research; Columbia University
摘要：In regression discontinuity (RD) studies exploiting an award or admissions cutoff, causal effects are nonparametrically identified for those near the cutoff. The effect of treatment on inframarginal applicants is also of interest, but identification of such effects requires stronger assumptions than those required for identification at the cutoff. This article discusses RD identification and estimation away from the cutoff. Our identification strategy exploits the availability of dependent var...
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作者：Delaigle, Aurore; Zhou, Wen-Xin
作者单位：University of Melbourne; Princeton University
摘要：Group testing is a technique employed in large screening studies involving infectious disease, where individuals in the study are grouped before being observed. Parametric and nonparametric estimators of conditional prevalence have been developed in the group testing literature, in the case where the binary variable indicating the disease status is available only for the group, but the explanatory variable is observed for each individual. However, for reasons such as the high cost of assays, t...
