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作者：Fryzlewicz, Piotr; Ombao, Hernando
作者单位：University of Bristol; Brown University
摘要：Consider the situation when we have training data containing many time series having known group membership and testing data with unknown group membership. The goals are to find timescale features (using training data) that can best separate the groups, and to use these highly discriminant features to classify test data. We propose a method for classification using a bias-corrected nondecimated wavelet transform. Wavelets are ideal for identifying highly discriminant local time and scale featu...
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作者：Fearnhead, Paul; Vasileiou, Despina
作者单位：Lancaster University
摘要：Statistical identification of isochore structure, the variation in large-scale GC composition (proportion of DNA bases that are G or C as opposed to A or T), of mammalian genomes is a necessary requirement for understanding both the evolution of base composition and the many genomic features such as mutation and recombination rates, which covary with base composition. We have developed a Bayesian method for isochore analysis that we demonstrate to be more accurate than the commonly used binary...
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作者：Schaubel, Douglas E.; Wolfe, Robert A.; Sima, Camelia S.; Merion, Robert M.
作者单位：University of Michigan System; University of Michigan; Arbor Research Collaborative for Health; Memorial Sloan Kettering Cancer Center; University of Michigan System; University of Michigan
摘要：Few health policy issues in the U.S. are scrutinized as intensely as the distribution of organs for transplantation, with much effort currently underway to examine the efficacy of existing organ allocation algorithms. The design of efficient organ a I location policies depends strongly upon accurate estimates of the Survival benefit of transplantation. Many organ allocation policies order patients on the wait-list based on time-dependent health status measures (internal time-dependent covariat...
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作者：Cook, Richard J.; Lawless, Jerald F.; Lakhal-Chaieb, Lajmi; Lee, Ker-Ai
作者单位：University of Waterloo; Laval University
摘要：In clinical trials featuring recurrent clinical events, the definition and estimation of treatment effects involves a number of interesting issues, especially when loss to follow-up may be event-related and when terminal events such as death preclude the occurrence of further events. This paper discusses a clinical trial of breast cancer patients with bone metastases where the recurrent events are skeletal complications, and where patients may die during the trial. We argue that treatment effe...
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作者：Mendelssohn, Roy
作者单位：National Oceanic Atmospheric Admin (NOAA) - USA
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作者：Chen, Jiahua; Khalili, Abbas
作者单位：University of British Columbia
摘要：Order selection is a fundamental and challenging problem in the application of finite mixture models. In this article, we develop a new penalized likelihood approach. The new method, modified smoothly clipped absolute deviation (MSCAD), deviates from information-based methods such as Akaike information criterion (AIC) and Bayesian information criterion (BIC) by introducing two penalty functions that depend on the mixing proportions and the component parameters. It is consistent at estimating b...
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作者：Gallant, A. Ronald; McCulloch, Robert E.
作者单位：Duke University; University of Texas System; University of Texas Austin
摘要：We consider a consumption-based asset pricing model that uses habit persistence to overcome the known statistical inadequacies of the classical consumption-based asset pricing model. We find that the habit model fits reasonably well and agrees with results reported in the literature if conditional heteroskedasticity is suppressed but that it does not fit nor do result,.; agree if conditional heteroskedasticity, well known to be present in financial market data, is allowed to manifest itself. W...
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作者：Pesaran, M. Hashem; Timmermann, Allan
作者单位：University of Cambridge; University of Southern California; University of California System; University of California San Diego
摘要：The contingency table literature On tests for dependence among discrete multicategory variables is extensive. Standard tests assume, however, that draws are independent and only limited results exist Oil the effect of serial dependency-a problem that is important in areas Such as economics, finance, medical trials, and meteorology. This article proposes new tests of independence based on canonical correlations from dynamically augmented reduced rank regressions. The tests allow for an arbitrar...
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作者：Cook, R. Dennis; Forzani, Liliana
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET); National University of the Littoral
摘要：We obtain the maximum likelihood estimator of the central subspace under conditional normality of the predictors given the response. Analytically and in simulations we found that our new estimator can preform much better than sliced inverse regression, sliced average variance estimation and directional regression, and that it seems quite robust to deviations from normality.
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作者：Cai, Zongwu; Xu, Xiaoping
作者单位：University of North Carolina; University of North Carolina Charlotte; Xiamen University; China University of Geosciences
摘要：In this article, quatile regression in methods are suggested for a class of smooth coefficient time series models. We use both local polynomial and local constant fitting schemes to estimate the smooth coefficients in a quantile framework. We establish the asymptotic propel-ties of both the local polynomial and local constant estimators For alpha-mixing time series. Also, a bandwidth selector based on the nonparametric version of the Akaike information criterion is sugggested. together with a ...
