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作者:Cressie, Noel; O'Donnell, David
作者单位:University System of Ohio; Ohio State University; University of Glasgow
摘要:This note is based on an invited discussion of the article, A Moving Average Approach for Spatial Statistical Models on Stream Networks by Jay M Ver Hoef and Erin E Peterson Ver Hod and Peterson (hereafter VHP) have extended the idea of flow-related statistical dependence in streams to one where dependence may not respect flow. such as might happen when modeling data on fish in connected streams We congratulate VHP for their innovative paper on using moving average models in stream networks
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作者:Morton, Sally C.
作者单位:Research Triangle Institute
摘要:The discipline of statistics, we as individual statisticians, and the American Statistical Association (ASA) have been called to action We can and must play a vital part in the gathering. analysis. interpretation. and communication of evidence for informed policy decisions I ask you to answer yes and to take on the role of an honest broker of policy alternatives I ask you to support a proactive engagement by the ASA in informing policy While interaction in policy forums by the ASA is an opport...
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作者:Cai, T. Tony
作者单位:University of Pennsylvania
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作者:Rosenbaum, Paul R.
作者单位:University of Pennsylvania
摘要:An observational study attempts to draw inferences about the effects caused by a treatment when subjects are not randomly assigned to treatment or control as they would be in a randomized trial. After adjustments have been made for imbalances in measured covariates, the key source of uncertainty in an observational study is the possibility that subjects were not comparable prior to treatment in terms of some unmeasured covariate, so that differing outcomes in treated and control groups are not...
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作者:Chen, Rong; Guo, Re-Jin; Lin, Ming
作者单位:Rutgers University System; Rutgers University New Brunswick; Peking University; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; Xiamen University
摘要:Examination on firm performance subsequent to a chosen event is widely used in finance studies to analyze the motivation behind managerial decisions. However, results are often subject to bias when the self-selectivity behind managerial decisions is ignored and unspecified. This study investigates a unique corporate event of initial public offering (IPO) withdrawal, where a firm's subsequent likelihood of bankruptcy is specified in a system of switching hazard models, and the expected differen...
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作者:Shao, Xiaofeng
作者单位:University of Illinois System; University of Illinois Urbana-Champaign
摘要:We propose a new resampling procedure. the dependent wild bootstrap. for stationary time series As a natural extension of the traditional wild bootstrap to time series setting, the dependent wild bootstrap offers a viable alternative to the existing block-based bootstrap methods. whose properties have been extensively studied over the last two decades Unlike all of the block-based bootstrap methods. the dependent wild bootstrap can be easily extended to irregularly spaced time series with no i...
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作者:Xia, Yingcun; Zhang, Dixin; Xu, Jinfeng
作者单位:National University of Singapore; Nanjing University
摘要:In this paper. we propose a new dimension reduction method by introducing a nominal regression model with the hazard function as the conditional mean. vs Inch naturally retrieves information from complete data and censored data as well Moreover. without requiring the linearity condition, the new method can estimate the entire central subspace consistently and exhaustively The method also provides an alternative approach or the analysis of censored data assuming neither the link function nor th...
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作者:Gao, Xin; Song, Peter X. -K.
作者单位:York University - Canada; University of Michigan System; University of Michigan
摘要:For high-dimensional data sets with complicated dependency structures, the full likelihood approach often leads to intractable computational complexity. This imposes difficulty on model selection, given that most traditionally used information criteria require evaluation of the full likelihood. We propose a composite likelihood version of the Bayes information criterion (BIC) and establish its consistency property for the selection of the true underlying marginal model. Our proposed BIC is sho...
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作者:Zhu, Li-Ping; Zhu, Li-Xing; Feng, Zheng-Hui
作者单位:Shanghai University of Finance & Economics; Hong Kong Baptist University
摘要:In this paper we offer a complete methodology of cumulative slicing estimation to sufficient dimension reduction. In parallel to the classical slicing estimation, we develop three methods that are termed, respectively, as cumulative mean estimation, cumulative variance estimation, and cumulative directional regression. The strong consistency for p = O(n(1/2)/log n) and the asymptotic normality for p = o(n(1/2)) are established, where p is the dimension of the predictors and n is sample size. S...
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作者:Choudhury, Kingshuk Roy; O'Sullivan, Finbarr; Samanta, Mayukh; Caulliez, Guillemette; Shrira, Victor
作者单位:University College Cork; Aix-Marseille Universite; Keele University
摘要:Refractive imaging of wave fields in an established experimental technique We consider the associated reconstruction problem and investigate some statistically motivated refinements. Including (a) bias correction of local slope estimates. (a) regularization of directional slopes (c) spatially weighted reconstruction using the estimated variability of local slope estimates and (d) more accurate estimates of reference light profiles from tune sequence data These refinements are based on a nonpar...