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作者：Parast, Layla; Tian, Lu; Cai, Tianxi
作者单位：RAND Corporation; Stanford University; Harvard University
摘要：In many studies with a survival outcome, it is often not feasible to fully observe the primary event of interest. This often leads to heavy censoring and thus, difficulty in efficiently estimating survival or comparing survival rates between two groups. In certain diseases, baseline covariates and the event time of nonfatal intermediate events may be associated with overall survival. In these settings, incorporating such additional information may lead to gains in efficiency in estimation of s...
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作者：Stroud, Jonathan R.; Johannes, Michael S.
作者单位：George Washington University; Columbia University
摘要：This article estimates models of high-frequency index futures returns using around-the-clock 5-min returns that incorporate the following key features: multiple persistent stochastic volatility factors, jumps in prices and volatilities, seasonal components capturing time of the day patterns, correlations between return and volatility shocks, and announcement effects. We develop an integrated MCMC approach to estimate interday and intraday parameters and states using high-frequency data without...
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作者：Han, Peisong
作者单位：University of Waterloo
摘要：Doubly robust estimators are widely used in missing-data analysis. They provide double protection on estimation consistency against model misspecifications. However, they allow only a single model for the missingness mechanism and a single model for the data distribution, and the assumption that one of these two models is correctly specified is restrictive in practice. For regression analysis with possibly missing outcome, we propose an estimation method that allows multiple models for both th...
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作者：Thall, Peter F.; Nguyen, Hoang Q.; Zohar, Sarah; Maton, Pierre
作者单位：University of Texas System; UTMD Anderson Cancer Center; Sorbonne Universite; Universite Paris Cite; Institut National de la Sante et de la Recherche Medicale (Inserm); Sorbonne Universite
摘要：The intubation-surfactant-extubation (INSURE) procedure is used worldwide to treat preterm newborn infants suffering from respiratory distress syndrome, which is caused by an insufficient amount of the chemical surfactant in the lungs. With INSURE, the infant is intubated, surfactant is administered via the tube to the trachea, and at completion the infant is extubated. This improves the infant's ability to breathe and thus decreases the risk of long-term neurological or motor disabilities. To...
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作者：de Carvalho, Miguel; Davison, Anthony C.
作者单位：Pontificia Universidad Catolica de Chile; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：The modeling of multivariate extremes has received increasing recent attention because of its importance in risk assessment. In classical statistics of extremes, the joint distribution of two or more extremes has a nonparametric form, subject to moment constraints. This article develops a semiparametric model for the situation where several multivariate extremal distributions are linked through the action of a covariate on an unspecified baseline distribution, through a so-called density ratio...
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作者：Lee, Eun Ryung; Noh, Hohsuk; Park, Byeong U.
作者单位：University of Mannheim; Sookmyung Women's University; Seoul National University (SNU)
摘要：Bayesian information criterion (BIC) is known to identify the true model consistently as long as the predictor dimension is finite. Recently, its moderate modifications have been shown to be consistent in model selection even when the number of variables diverges. Those works have been done mostly in mean regression, but rarely in quantile regression. The best-known results about BIC for quantile regression are for linear models with a fixed number of variables. In this article, we investigate...
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作者：Xi, Liqun; Brogaard, Kristin; Zhang, Qingyang; Lindsay, Bruce; Widom, Jonathan; Wang, Ji-Ping
作者单位：Northwestern University; Northwestern University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：The nucleosome is the fundamental packing unit of DNA in eukaryotic cells, and its positioning plays a critical role in regulation of gene expression and chromosome functions. Using a recently developed chemical mapping method, nucleosomes can be potentially mapped with an unprecedented single-base-pair resolution. Existence of overlapping nucleosomes due to cell mixture or cell dynamics, however, causes convolution of nucleosome positioning signals. In this article, we introduce a locally con...
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作者：Song, Xiao; Wang, Ching-Yun
作者单位：University System of Georgia; University of Georgia; Fred Hutchinson Cancer Center
摘要：In biomedical studies, covariates with measurement error may occur in survival data. Existing approaches mostly require certain replications on the error-contaminated covariates, which may not be available in the data. In this article, we develop a simple nonparametric correction approach for estimation of the regression parameters in the proportional hazards model using a subset of the sample where instrumental variables are observed. The instrumental variables are related to the covariates t...
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作者：Hjort, Nils Lid
作者单位：University of Oslo
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作者：Koenker, Roger; Mizera, Ivan
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Alberta
摘要：Estimation of mixture densities for the classical Gaussian compound decision problem and their associated (empirical) Bayes rules is considered from two new perspectives. The first, motivated by Brown and Greenshtein, introduces a nonparametric maximum likelihood estimator of the mixture density subject to a monotonicity constraint on the resulting Bayes rule. The second, motivated by Jiang and Zhang, proposes a new approach to computing the Kiefer-Wolfowitz nonparametric maximum likelihood es...
