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作者：Thibaud, Emeric; Opitz, Thomas
作者单位：Colorado State University System; Colorado State University Fort Collins; INRAE
摘要：Recent advances in extreme value theory have established l-Pareto processes as the natural limits for extreme events defined in terms of exceedances of a risk functional. In this paper we provide methods for the practical modelling of data based on a tractable yet flexible dependence model. We introduce the class of elliptical l-Pareto processes, which arise as the limits of threshold exceedances of certain elliptical processes characterized by a correlation function and a shape parameter. An ...
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作者：Wang, Yuanjia; Liang, Baosheng; Tong, Xingwei; Marder, Karen; Bressman, Susan; Orr-Urtreger, Avi; Giladi, Nir; Zeng, Donglin
作者单位：Beijing Normal University; Columbia University; Harvard University; Harvard University Medical Affiliates; Beth Israel Deaconess Medical Center; Tel Aviv University; Sackler Faculty of Medicine; University of North Carolina; University of North Carolina Chapel Hill
摘要：With the discovery of an increasing number of causal genes for complex human disorders, it is crucial to assess the genetic risk of disease onset for individuals who are carriers of these causal mutations and to compare the distribution of the age-at-onset for such individuals with the distribution for noncarriers. In many genetic epidemiological studies that aim to estimate causal gene effect on disease, the age-at-onset of disease is subject to censoring. In addition, the mutation carrier or...
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作者：Zhou, Yongdao; Xu, Hongquan
作者单位：Sichuan University; University of California System; University of California Los Angeles
摘要：We study space-filling properties of good lattice point sets and obtain some general theoretical results. We show that linear level permutation does not decrease the minimum distance for good lattice point sets, and we identify several classes of such sets with large minimum distance. Based on good lattice point sets, some maximin distance designs are also constructed.
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作者：Luo, Xiaodong; Tsai, Wei Yann
作者单位：Icahn School of Medicine at Mount Sinai; Columbia University
摘要：Luo & Tsai, Biometrika 99, 211-22, 2012, proposed a proportional likelihood ratio model and discussed a maximum likelihood method for its parameter estimation. In this paper, we use this model as the marginal distribution to analyse longitudinal data, where the maximum likelihood method is not directly applicable because the joint distribution is not fully specified. We propose a moment-type method that is an extension of the generalized estimating equation method. The resulting estimators are...
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作者：Mukherjee, A.; Chen, K.; Wang, N.; Zhu, J.
作者单位：University of Connecticut; University of Michigan System; University of Michigan
摘要：We study the effective degrees of freedom of a general class of reduced-rank estimators for multivariate regression in the framework of Stein's unbiased risk estimation. A finite-sample exact unbiased estimator is derived that admits a closed-form expression in terms of the thresholded singular values of the least-squares solution and hence is readily computable. The results continue to hold in the high-dimensional setting where both the predictor and the response dimensions may be larger than...
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作者：Chen, Shizhe; Witten, Daniela M.; Shojaie, Ali
作者单位：University of Washington; University of Washington Seattle
摘要：We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different exponential family form. We identify restrictions on the parameter space required for the existence of a well-defined joint density, and establish the consistency of the neighbourhood selection approach for graph reconstruction in high dimensions when the true underlying graph is sparse. Motivated by our theoretical results, ...
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作者：Zhu, Hongtu; Ibrahim, Joseph G.; Chen, Ming-Hui
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Connecticut
摘要：We investigate diagnostic measures for assessing the influence of observations and model misspecification on the Cox regression model when there are missing covariate data. Our diagnostics include case-deletion measures, conditional martingale residuals, and score residuals. The Q-distance is introduced to examine the effects of deleting individual observations on the estimates of finite- and infinite-dimensional parameters. Conditional martingale residuals are used to construct goodness-of-fi...
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作者：Fithian, William; Wager, Stefan
作者单位：Stanford University
摘要：We propose a semiparametric method for fitting the tail of a heavy-tailed population given a relatively small sample from that population and a larger sample from a related background population. We model the tail of the small sample as an exponential tilt of the better-observed large-sample tail, using a robust sufficient statistic motivated by extreme value theory. In particular, our method induces an estimator of the small-population mean, and we give theoretical and empirical evidence that...
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作者：Sun, Wenguang; Wei, Zhi
作者单位：University of Southern California; New Jersey Institute of Technology
摘要：We study how to separate signals from noisy data accurately and determine the patterns of the selected signals. Controlling the inflation of false positive errors is important in large-scale simultaneous inference but has not been addressed in the pattern recognition literature. We develop a decision-theoretic framework and formulate the sparse pattern recognition problem as a simultaneous inference problem with multiple decision trees. Oracle and adaptive classifiers are proposed for maximizi...
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作者：Zhang, Xiaoke; Wang, Jane-Ling
作者单位：University of Delaware; University of California System; University of California Davis
摘要：Both varying-coefficient and additive models have been studied extensively in the literature as extensions to linear models. They have also been extended to deal with functional response data. However, existing extensions are still not flexible enough to reflect the functional nature of the responses. In this paper, we extend varying-coefficient and additive models to obtain a much more flexible model and propose a simple algorithm to estimate its nonparametric additive and varying-coefficient...
