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作者：Christensen, Ronald; Sun, Siu Kei
作者单位：University of New Mexico
摘要：Fan and Huang (2001) presented a goodness-of-fit test for linear models based on Fourier transformations of the residuals of the fitted model We present two mole theoretically appealing tests in which the Fourier transforms are incorporated into a tilted model We show that when suitably normalized. the new test statistics have the same as distribution as Fan and Huang's test We propose modifications to the asymptotic normalization constants to improve the small sample sizes of our tests while ...
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作者：Ishwaran, Hemant; Kogalur, Udaya B.; Gorodeski, Eiran Z.; Minn, Andy J.; Lauer, Michael S.
作者单位：Cleveland Clinic Foundation; Cleveland Clinic Foundation; University of Pennsylvania; National Institutes of Health (NIH) - USA; NIH National Heart Lung & Blood Institute (NHLBI)
摘要：The minimal depth of a maximal subtree IN a dimensionless order statistic measuring the predictiveness of a variable in a survival tree We derive the distribution of the minimal depth and use it lot high-dimensional variable selection using random survival forests In big p and small n problems (where p is the dimension and n Is the sample size). the distribution of the minimal depth reveals a ceiling effect in which a tree simply cannot be grown deep enough to properly identify predictive vari...
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作者：Leng, Chenlei; Zhang, Weiping; Pan, Jianxin
作者单位：National University of Singapore; Chinese Academy of Sciences; University of Science & Technology of China, CAS; University of Manchester
摘要：Efficient estimation of the regression coefficients in longitudinal data analysis requires a correct specification of the covariance structure Existing approaches usually focus on model no the mean with specification of certain covariance structures, which may lead to inefficient or biased estimators of parameters in the mean it misspecification occurs In this article. we propose a data-driven approach based on semiparametric regression models tot the mean and the covariance simultaneously. mo...
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作者：Zhigljavsky, Anatoly; Dette, Holger; Pepelyshev, Andrey
作者单位：Cardiff University; Ruhr University Bochum; University of Sheffield
摘要：We consider the problem of designing experiments for regression in the presence of correlated observations with the location model as the main example. For a fixed correlation structure approximate optimal designs are determined explicitly, and it is demonstrated that under the model assumptions made by Bickel and Herzberg (1979) for the determination of asymptotic optimal design, the designs derived in this article converge weakly to the measures obtained by these authors. We also compare the...
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作者：Ahn, Kwang Woo; Chan, Kung-Sik; Bai, Ying; Kosoy, Michael
作者单位：Medical College of Wisconsin; University of Iowa; Centers for Disease Control & Prevention - USA
摘要：With recent advances in genetic analysis, it has become feasible to classify a pathogen into genetically distinct variants even though they apparently cause an infected subject similar symptoms. The availability of such data opens up the interesting problem of studying the spatiotemporal variation in the diversity of variants of a pathogen. Data on pathogen variants often suffer the problems of (i) low cell counts, (ii) incomplete classification due to laboratory problems (e.g., contamination)...
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作者：Nandram, Balgobin; Choi, Jai Won
作者单位：Worcester Polytechnic Institute; University System of Georgia; Augusta University
摘要：Here we analyze body mass index (BMI) data for addict) and adolescents from the Third National Health and Nutrition Examination Survey (NHANES III) Because of the lack of BMI vallies for a considerable number of the children and adolescents, and the differential probabilities of selection of these individuals, serious nonresponse and selection bias in inference can be present To analyze the NHANES III BMI data, a nonignorable nonresponse model has been proposed to estimate the finite populatio...
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作者：Froelich, Markus; Lechner, Michael
作者单位：University of Mannheim; University of St Gallen; IZA Institute Labor Economics; Leibniz Association; Zentrum fur Europaische Wirtschaftsforschung (ZEW); Centre for Economic Policy Research - UK
摘要：We estimate the effects of active labor market policies (ALMPs) on subsequent employment and earnings by nonparametric instrumental variable estimators. Very informative administrative Swiss data with detailed regional information are combined with exogenous regional variation in program participation probabilities to generate an instrument within well-defined local labor markets. We find that implementation of an ALMP increased individual employment probabilities by about 15% for unemployed t...
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作者：Lin, Ming; Chen, Rong; Mykland, Per
作者单位：Xiamen University; Rutgers University System; Rutgers University New Brunswick; Peking University; University of Chicago
摘要：Diffusion processes are widely used in engineering, finance, physics, and other fields. Usually continuous-time diffusion processes can be observed only at discrete time points. For many applications, it is often useful to impute continuous-time bridge samples that follow the diffusion dynamics and connect each pair of the consecutive observations. The sequential Monte Carlo (SMC) method is a useful tool for generating the intermediate paths of the bridge. The paths often are generated forward...
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作者：Padoan, S. A.; Ribatet, M.; Sisson, S. A.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of New South Wales Sydney
摘要：The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes However, their application is complicated due to the unavailability of the multivariate density function and so likehhood-based methods remain far from providing a complete and flexible framework kit inference In this article we develop inferentially practical likehhood-based methods for fitting max-stable processes derived from a composite-likehhood approach The procedure is ...
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作者：Banerjee, Sudipto; Finley, Andrew O.; Waldmann, Patrik; Ericsson, Tore
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Michigan State University; Swedish University of Agricultural Sciences; Skogforsk; Michigan State University
摘要：This article expands upon recent interest in Bayesian hierarchical models in quantitative genetics by developing spatial process models for inference on additive and dominance genetic variance within the context of large spatially referenced trial datasets of multiple traits of interest. Direct application of such multivariate models to large spatial datasets is often computationally infeasible because of cubic order matrix algorithms involved in estimation. The situation is even worse in Mark...
