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作者：Chan, Kwun Chuen Gary; Qin, Jing
作者单位：University of Washington; University of Washington Seattle; National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID)
摘要：We study nonparametric maximum likelihood estimation for the distribution of spherical radii using samples containing a mixture of one-dimensional, two-dimensional biased and three-dimensional unbiased observations. Since direct maximization of the likelihood function is intractable, we propose an expectation-maximization algorithm for implementing the estimator, which handles an indirect measurement problem and a sampling bias problem separately in the E- and M-steps, and circumvents the need...
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作者：Miao, Wang; Tchetgen, Eric J. Tchetgen
作者单位：Peking University; Harvard University
摘要：Suppose we are interested in the mean of an outcome variable missing not at random. Suppose however that one has available a fully observed shadow variable, which is associated with the outcome but independent of the missingness process conditional on covariates and the possibly unobserved outcome. Such a variable may be a proxy or a mismeasured version of the outcome and is available for all individuals. We have previously established necessary and sufficient conditions for identification of ...
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作者：Singer, Marco; Krivobokova, Tatyana; Munk, Axel; De Groot, Bert
作者单位：University of Gottingen; Max Planck Society
摘要：We consider the partial least squares algorithm for dependent data and study the consequences of ignoring the dependence both theoretically and numerically. Ignoring nonstationary dependence structures can lead to inconsistent estimation, but a simple modification yields consistent estimation. A protein dynamics example illustrates the superior predictive power of the proposed method.
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作者：Ma, Ting Fung; Yau, Chun Yip
作者单位：Chinese University of Hong Kong
摘要：This paper develops a composite likelihood-based approach for multiple changepoint estimation in multivariate time series. We derive a criterion based on pairwise likelihood and minimum description length for estimating the number and locations of changepoints and for performing model selection in each segment. The number and locations of the changepoints can be consistently estimated under mild conditions and the computation can be conducted efficiently with a pruned dynamic programming algor...
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作者：Oguz-Alper, M.; Berger, Y. G.
作者单位：Statistics Norway; University of Southampton
摘要：Survey data are often collected with unequal probabilities from a stratified population. In many modelling situations, the parameter of interest is a subset of a set of parameters, with the others treated as nuisance parameters. We show that in this situation the empirical likelihood ratio statistic follows a chi-squared distribution asymptotically, under stratified single and multi-stage unequal probability sampling, with negligible sampling fractions. Simulation studies show that the empiric...
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作者：Hennig, C.; Viroli, C.
作者单位：University of London; University College London; University of Bologna
摘要：Classification with small samples of high-dimensional data is important in many application areas. Quantile classifiers are distance-based classifiers that require a single parameter, regardless of the dimension, and classify observations according to a sum of weighted componentwise distances of the components of an observation to the within-class quantiles. An optimal percentage for the quantiles can be chosen by minimizing the misclassification error in the training sample. It is shown that ...
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作者：Rosenbaum, P. R.
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作者：Ding, Peng; Vanderweele, Tyler J.
作者单位：University of California System; University of California Berkeley; Harvard University; Harvard T.H. Chan School of Public Health
摘要：It is often of interest to decompose the total effect of an exposure into a component that acts on the outcome through some mediator and a component that acts independently through other pathways. Said another way, we are interested in the direct and indirect effects of the exposure on the outcome. Even if the exposure is randomly assigned, it is often infeasible to randomize the mediator, leaving the mediator-outcome confounding not fully controlled. We develop a sensitivity analysis techniqu...
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作者：Chiou, Jeng-Min; Mueller, Hans-Georg
作者单位：Academia Sinica - Taiwan; University of California System; University of California Davis
摘要：Functional data vectors consisting of samples of multivariate data where each component is a random function are encountered increasingly often but have not yet been comprehensively investigated. We introduce a simple pairwise interaction model that leads to an interpretable and straightforward decomposition of multivariate functional data and of their variation into component-specific processes and pairwise interaction processes. The latter quantify the degree of pairwise interactions between...
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作者：George, E. Olusegun; Cheon, Kyeongmi; Yuan, Yilian; Szabo, Aniko
作者单位：University of Memphis; Merck & Company; Medical College of Wisconsin
摘要：We derive an expression for the joint distribution of exchangeable multinomial random variables, which generalizes the multinomial distribution based on independent trials while retaining some of its important properties. Unlike de Finneti's representation theorem for a binary sequence, the exchangeable multinomial distribution derived here does not require that the finite set of random variables under consideration be a subset of an infinite sequence. Using expressions for higher moments and ...
