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作者:Shen, Yu; Ning, Jing; Qin, Jing
作者单位:University of Texas System; UTMD Anderson Cancer Center; National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID)
摘要:Right-censored time-to-event data are often observed from a cohort of prevalent cases that are subject to length-biased sampling. Informative right censoring of data from the prevalent cohort within the population often makes it difficult to model risk factors on the unbiased failure times for the general population. because the observed failure times are length biased. In this paper. we consider two classes of flexible semiparametric models: the transformation models and the accelerated failu...
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作者:Chiou, Jeng-Min; Mueller, Hans-Georg
作者单位:University of California System; University of California Davis
摘要:As world populations age, the analysis of demographic mortality data and demographic predictions of future mortality have met with increasing interest. The study of mortality patterns and the forecasting of future mortality with its associated impacts on social welfare. health care, and societal planning has become a more pressing issue. An ideal set of data to study Patterns of change in long-term mortality is the well-known historical Swedish cohort mortality data. because of its high qualit...
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作者:Neddermeyer, Jan C.
作者单位:Ruprecht Karls University Heidelberg
摘要:The variance reduction established by importance sampling strongly depends on the choice of the importance sampling distribution. A good choice is often hard to achieve especially for high-dimensional integration problems. Nonparametric estimation of the optimal importance sampling distribution (known as nonparametric importance sampling) is a reasonable alternative to parametric approaches. In this article, nonparametric variants of both the self-normalized and the unnormalized importance sam...
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作者:Lindquist, Martin A.; McKeague, Ian W.
作者单位:Columbia University; Columbia University
摘要:This article introduces a new type of logistic regression model involving functional predictors of binary responses, and provides an extension of this approach to generalized linear models. The predictors are trajectories that have certain sample path properties in common with Brownian motion. Time points are treated as parameters of interest, and confidence intervals are developed tinder prospective and retrospective (case-control) sampling designs. In an application to functional magnetic re...
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作者:Wang, Hansheng
作者单位:Peking University
摘要:Motivated by the seminal theory of Sure Independence Screening (Fan and Lv 2008, SIS), we investigate here another popular and classical variable screening method, namely, forward regression (FR). Our theoretical analysis reveals that FR can identify all relevant predictors consistently, even if the predictor dimension is substantially larger than the sample size. In particular, if the dimension of the true model is finite, FR can discover all relevant predictors within a finite number of step...
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作者:Casella, George; Moreno, Elias
作者单位:State University System of Florida; University of Florida; University of Granada
摘要:For testing nested hypotheses from a Bayesian standpoint, a desirable condition is that the prior for the alternative model concentrates mass around the smaller, or null, model. For testing independence in contingency tables, the intrinsic priors satisfy this requirement. Furthermore. the degree of concentration of the priors is controlled by a discrete parameter, t, the training sample size, which plays an important role in the resulting answer. In this article we report on the robustness of ...
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作者:Zhang, Junni L.; Rubin, Donald B.; Mealli, Fabrizia
作者单位:Peking University; Harvard University; University of Florence
摘要:Government-sponsored job-training programs must be subject to evaluation to assess whether their effectiveness justifies their cost to the public. The evaluation usually focuses on employment and total earnings, although the effect on wages is also of interest, because this effect reflects the increase in human capital due to the training program, whereas the effect on total earnings may be simply reflecting the increased likelihood of employment without any effect on wage rates. Estimating th...
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作者:Fan, Jianqing; Mancini, Loriano
作者单位:Princeton University; Shanghai University of Finance & Economics; Swiss Finance Institute (SFI); Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要:Parametric option pricing models are widely used in finance. These models capture several features of asset price dynamics; however, their pricing performance can be significantly enhanced when they are combined with nonparametric learning approaches that learn and correct empirically the pricing errors. In this article we propose a new nonparametric method for pricing derivatives assets. Our method relies on the state price distribution instead of the state price density, because the former i...
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作者:Liu, Hao; Shen, Yu
作者单位:Baylor College of Medicine; University of Texas System; UTMD Anderson Cancer Center
摘要:Motivated by medical Studies in which patients could be Cured of disease but the disease event time may be subject to interval censoring, we present a semiparametric nonmixture cure model for the regression analysis of interval-censored time-to-event data. We develop semiparametric maximum likelihood estimation for the model using the expectation-maximization method for interval-censored data. The maximization step for the baseline function is nonparametric and numerically challenging. We deve...
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作者:Ghosh, Pulak; Basu, Sanjib; Tiwari, Ram C.
作者单位:University System of Georgia; Georgia State University; Northern Illinois University; US Food & Drug Administration (FDA)
摘要:Cancer is the second leading cause of death in the United States. Cancer incidence and mortality rates measured the progress against cancer: these rates are obtained from the surveillance, Epidemiology, and End Results (SEER) Program of the National Cancer Institute (NCI). Lung cancer has the highest mortality rate among all cancers, whereas prostate cancer has the highest number of new cases among males. In this article, we analyze the incidence rates of these two cancers, as well as colon an...