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作者:Campbell, SD; Diebold, FX
作者单位:Brown University; University of Pennsylvania
摘要:We take a simple time series approach to modeling and forecasting daily average temperature in U.S. cities, and we inquire systematically weather derivatives market. The answer is, perhaps supris- ingly to whether it may prove useful from the vantage point of participants in the ingly, yes. Time series modeling reveals conditional mean dynamics and, crucially, strong conditional variance dynamics in daily average temperature, and it reveals sharp differences between the distribution of tempera...
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作者:Rubin, DB
作者单位:Harvard University
摘要:Causal effects are defined as comparisons of potential outcomes under different treatments on a common set of units. Observed values of the potential outcomes are revealed by the assignment mechanism-a probabilistic model for the treatment each unit receives as a function of covariates and potential outcomes. Fisher made tremendous contributions to causal inference through his work on the design of randomized experiments, but the potential outcomes perspective applies to other complex experime...
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作者:Brown, L; Gans, N; Mandelbaum, A; Sakov, A; Shen, HP; Zeltyn, S; Zhao, L
作者单位:University of Pennsylvania; University of Pennsylvania; Technion Israel Institute of Technology; University of North Carolina; University of North Carolina Chapel Hill
摘要:A call center is a service network in which agents provide telephone-based services. Customers who seek these services are delayed in tele-queues. This article summarizes an analysis of a unique record of call center operations. The data comprise a complete operational history of a small banking call center, call by call, over a full year. Taking the perspective of queueing theory, we decompose the service process into three fundamental components: arrivals, customer patience, and service dura...
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作者:Zhou, X; Iversen, ES Jr; Parmigiani, G
作者单位:Cornell University; Duke University; Johns Hopkins University; Johns Hopkins Medicine; Johns Hopkins University; Johns Hopkins Medicine; Johns Hopkins University; Johns Hopkins Medicine
摘要:Clinical management of individuals found to harbor a mutation at a known disease-susceptibility gene depends on accurate assessment of mutation-specific disease risk. For missense mutations (MMs)-mutations that lead to a single amino acid change in the protein coded by the gene-this poses a particularly challenging problem. Because it is not possible to predict the structural and functional changes to the protein product for a given amino acid substitution, and because functional assays are of...
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作者:Naik, PA; Tsai, CL
作者单位:University of California System; University of California Davis; Peking University
摘要:Inverse regression methods facilitate dimension-reduction analyses of high-dimensional data by extracting a small number of factors that are linear combinations of the original predictor variables. But the estimated factors may not lend themselves readily to interpretation consistent with prior information. Our approach to solving this problem is to first incorporate prior information via theory- or data-driven constraints on model parameters, and then apply the proposed method, constrained in...
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作者:Lahiri, P; Larsen, MD
作者单位:University System of Maryland; University of Maryland College Park; Iowa State University
摘要:Record linkage, or exact matching, can be used to join together two files that contain information on the same individuals but lack unique personal identification codes. The possibility of errors in linkage causes problems for estimating the relationships between variables on the two files. The effect is analogous to the impact of measurement error. A model of a linear regression relationship between variables in linked files is proposed. Assuming the probabilities that pairs of records are li...
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作者:Benjamini, Y; Yekutieli, D
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作者:Zhang, JT
作者单位:National University of Singapore
摘要:In this article we study how to approximate a random variable T of general chi-squared-type mixtures by a random variable of the form alpha chi(2)(d) + beta via matching the first three cumulants. The approximation error bounds for the density functions of the chi-squared approximation and the normal approximation are established. Applications of the results to some nonparametric goodness-of-fit tests, including those tests based on orthogonal series, smoothing splines, and local polynomial sm...
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作者:Edwards, D
作者单位:University of South Carolina System; University of South Carolina Columbia
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作者:Efron, B
作者单位:Stanford University
摘要:Broadly speaking, nineteenth century statistics was Bayesian, while the twentieth century was frequentist, at least from the point of view of most scientific practitioners. Here in the twenty-first century scientists are bringing statisticians much bigger problems to solve, often comprising millions of data points and thousands of parameters. Which statistical philosophy will dominate practice? My guess, backed up with some recent examples, is that a combination of Bayesian and frequentist ide...