499期

最新文章

• A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction AI翻译
  作者：Ding, A. Adam; Tian, Shaonan; Yu, Yan; Guo, Hui
  作者单位：Northeastern University; University System of Ohio; University of Cincinnati
  摘要：Corporate bankruptcy prediction plays a central role in academic finance research, business practice, and government regulation. Consequently, accurate default probability prediction is extremely important. We propose to apply a discrete transformation family of survival models to corporate default risk predictions. A class of Box-Cox transformations and logarithmic transformations is naturally adopted. The proposed transformation model family is shown to include the popular Shumway model and ...
• Inference on the Order of a Normal Mixture AI翻译
  作者：Chen, Jiahua; Li, Pengfei; Fu, Yuejiao
  作者单位：University of British Columbia; University of Waterloo; York University - Canada
  摘要：Finite normal mixture models are used in a wide range of applications. Hypothesis testing on the order of the normal mixture is an important yet unsolved problem. Existing procedures often lack a rigorous theoretical foundation. Many are also hard to implement numerically. In this article, we develop a new method to fill the void in this important area. An effective expectation-maximization (EM) test is invented for testing the null hypothesis of arbitrary order m(0) under a finite normal mixt...
• Nonparametric Construction of Multivariate Kernels AI翻译
  作者：Panaretos, Victor M.; Konis, Kjell
  作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
  摘要：We propose a nonparametric method for constructing multivariate kernels tuned to the configuration of the sample, for density estimation in R-d, d moderate. The motivation behind the approach is to break down the construction of the kernel into two parts: determining its overall shape and then its global concentration. We consider a framework that is essentially nonparametric, as opposed to the usual bandwidth matrix parameterization. The shape of the kernel to be employed is determined by app...
• A Multiscale Community Blockmodel for Network Exploration AI翻译
  作者：Ho, Qirong; Parikh, Ankur P.; Xing, Eric P.
  作者单位：Carnegie Mellon University
  摘要：Real-world networks exhibit a complex set of phenomena such as underlying hierarchical organization, multiscale interaction, and varying topologies of communities. Most existing methods do not adequately capture the intrinsic interplay among such phenomena. We propose a nonparametric multiscale community blockmodel (MSCB) to model the generation of hierarchies in social communities, selective membership of actors to subsets of these communities, and the resultant networks due to within- and cr...
• Mixed Effects Designs: The Symmetry Assumption and Missing Data AI翻译
  作者：Gaugler, Trent; Akritas, Michael G.
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
  摘要：The classical F test for the hypothesis of no main fixed effects in the two-way crossed mixed effects design is derived under model assumptions that include normality, variance homogeneity, and symmetry. The symmetry assumption specifies that the random main and interaction effects are independent. While it is known that the F test is robust against violations of the normality assumption and/or the homoscedasticity assumption in the balanced case, the effects of the symmetry assumption have no...
• Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported AI翻译
  作者：Kreider, Brent; Pepper, John V.; Gundersen, Craig; Jolliffe, Dean
  作者单位：Iowa State University; University of Virginia; University of Illinois System; University of Illinois Urbana-Champaign; The World Bank
  摘要：The literature assessing the efficacy of the Supplemental Nutrition Assistance Program (SNAP), formerly known as the Food Stamp Program, has long puzzled over positive associations between SNAP receipt and various undesirable health outcomes such as food insecurity. Assessing the causal impacts of SNAP, however, is hampered by two key identification problems: endogenous selection into participation and extensive systematic underreporting of participation status. Using data from the National He...
• Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes AI翻译
  作者：Zhou, Qin; Zou, Changliang; Wang, Zhaojun; Jiang, Wei
  作者单位：Jiangsu Normal University; Nankai University; Nankai University; Shanghai Jiao Tong University
  摘要：Many applications involve monitoring incidence rates of the Poisson distribution when the sample size varies over time. Recently, a couple of cumulative sum and exponentially weighted moving average (EWMA) control charts have been proposed to tackle this problem by taking the varying sample size into consideration. However, we argue that some of these charts, which perform quite well in terms of average run length (ARL), may not be appealing in practice because they have rather unsatisfactory ...
• Bayesian Spatio-Dynamic Modeling in Cell Motility Studies: Learning Nonlinear Taxic Fields Guiding the Immune Response AI翻译
  作者：Manolopoulou, Ioanna; Matheu, Melanie P.; Cahalan, Michael D.; West, Mike; Kepler, Thomas B.
  作者单位：Duke University; University of California System; University of California Irvine; Boston University
  摘要：We develop and analyze models of the spatio-temporal organization of lymphocytes in the lymph nodes and spleen. The spatial dynamics of these immune system white blood cells are influenced by biochemical fields and represent key components of the overall immune response to vaccines and infections. A primary goal is to learn about the structure of these fields that fundamentally shape the immune response. We define dynamic models of single-cell motion involving nonparametric representations of ...
• Modeling of Multivariate Monotone Disease Processes in the Presence of Misclassification AI翻译
  作者：Jose Garcia-Zattera, Maria; Jara, Alejandro; Lesaffre, Emmanuel; Marshall, Guillermo
  作者单位：Pontificia Universidad Catolica de Chile; Pontificia Universidad Catolica de Chile; KU Leuven; Erasmus University Rotterdam; Erasmus MC
  摘要：Motivated by a longitudinal oral health study, the Signal-Tandmobiel (R) study, we propose a multivariate binary inhomogeneous Markov model in which unobserved correlated response variables are subject to an unconstrained misclassification process and have a monotone behavior. The multivariate baseline distributions and Markov transition matrices of the unobserved processes are defined as a function of covariates through the specification of compatible full conditional distributions. Distinct ...
• The Hybrid Wild Bootstrap for Time Series AI翻译
  作者：Kreiss, Jens-Peter; Paparoditis, Efstathios
  作者单位：Braunschweig University of Technology; University of Cyprus
  摘要：We introduce a new and simple bootstrap procedure for general linear processes, called the hybrid wild bootstrap. The hybrid wild bootstrap generates frequency domain replicates of the periodogram that imitate asymptotically correct the first- and second-order properties of the ordinary periodogram including its weak dependence structure at different frequencies. As a consequence, the hybrid wild bootstrapped periodogram succeeds in approximating consistently the distribution of statistics tha...