-
作者：Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L.
作者单位：Chinese University of Hong Kong; Iowa State University; Peking University; University System of Georgia; Georgia Institute of Technology
摘要：Levy processes have been receiving increasing attention in financial modeling. One distinctive feature of such models is that their characteristic functions are readily available. Inference based on characteristic functions is very useful for studying Levy processes. By incorporating the recent advances in nonparametric approaches, empirical likelihood methods based on characteristic functions are developed in this paper for parameter estimation, testing a particular parametric class including...
-
作者：Craiu, Radu V.; Rosenthal, Jeffrey; Yang, Chao
作者单位：University of Toronto
摘要：Starting with the seminal paper of Haario, Saksman, and Tamminen (Haario, Saksman, and Tamminen 2001), a substantial amount of work has been done to validate adaptive Markov chain Monte Carlo algorithms. In this paper we focus on two practical aspects of adaptive Metropolis samplers. First, we draw attention to the deficient performance of standard adaptation when the target distribution is multimodal. We propose a parallel chain adaptation strategy that incorporates multiple Markov chains whi...
-
作者：Guan, Yongtao
作者单位：Yale University
摘要：We introduce new variance estimation procedures for second-order statistics that are computed from a single realization of intensity reweighted stationary spatial point processes. The statistics are defined either on a subset B of the observation window or on the whole window. For the former, we use subblocks that have the same size and shape as B as replicates of B in order to estimate the target variance. For the latter, we develop a subsampling estimator for a key component in the target va...
-
作者：Scharpf, Robert B.; Tjelmeland, Hakon; Parmigiani, Giovanni; Nobel, Andrew B.
作者单位：Norwegian University of Science & Technology (NTNU); Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Medicine; University of North Carolina; University of North Carolina Chapel Hill
摘要：In this article we define a hierarchical Bayesian model for microarray expression data collected from several studies and use it to identify genes that show differential expression between two conditions. Key features include shrinkage across both gene.; and studies, and flexible modeling that allows for interactions between platforms and the estimated effect, as well as concordant and discordant differential expression across studies. We evaluate the performance of our model in a comprehensiv...
-
作者：Liu, Yi; Hsu, Jason
作者单位：University System of Ohio; Ohio State University
摘要：Testing for efficacy in multiple endpoints has emerged as an important statistical problem. The Food and Drug Administration (FDA) will issue a guidance on Multiple Endpoints in the near future. When there are primary and secondary endpoints, efficacy in the secondary endpoint is relevant only if efficacy in the primary endpoint has been shown. Thus, there are defined paths to decision making. Current approaches to this problem are based on closed testing, testing all possible intersection hyp...
-
作者：Peng, Limin; Fine, Jason P.
作者单位：Emory University; Rollins School Public Health; University of North Carolina; University of North Carolina Chapel Hill
摘要：Quantile regression has emerged as a significant extension of traditional linear models and its potential in survival applications has recently been recognized. In this paper we study quantile regression with competing risks data, formulating the model based on conditional quantiles defined using the cumulative incidence function, which includes as a special case an analog to the usual accelerated failure time model. The proposed competing risks quantile regression model provides meaningful ph...
-
作者：Qin, Jing; Zhang, Biao; Leung, Denis H. Y.
作者单位：National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID); University System of Ohio; University of Toledo; Singapore Management University
摘要：Missing data is a ubiquitous problem in medical and social sciences. It is well known that inferences based only on the complete data may not only lose efficiency, but may also lead to biased results if the data is not missing completely at random (MCAR). The inverse-probability weighting method proposed by Horvitz and Thompson (1952) is a popular alternative when the data is not MCAR. The Horvitz-Thompson method, however, is sensitive to the inverse weights and may suffer from loss of efficie...
-
作者：Fan, Xiaodan; Liu, Jun S.
作者单位：Chinese University of Hong Kong; Harvard University
-
作者：Scharpf, Robert B.; Tjelmeland, Hakon; Parmigiani, Giovanni; Nobel, Andrew B.
作者单位：Norwegian University of Science & Technology (NTNU); Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Medicine; University of North Carolina; University of North Carolina Chapel Hill
-
作者：Bingham, Melissa A.; Nordman, Daniel J.; Vardeman, Stephen B.
作者单位：University of Wisconsin System; Iowa State University; Iowa State University
摘要：Electron backscatter diffraction (EBSD) is a technique used in materials science to study the microtexture of metals, producing data that measure the orientations of crystals in a specimen. We examine the precision of such data based on a useful class of distributions on orientations in three dimensions (as represented by 3 x 3 orthogonal matrices with positive determinants). Although such modeling has received attention in the statistical literature, the approach taken typically has been base...
