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作者:Lin, Lizhen; Dunson, David B.
作者单位:Duke University
摘要:Shape-constrained regression analysis has applications in dose-response modelling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid implausible results. We propose a novel method, focusing on monotone curve and surface estimation, which uses Gaussian process projections. Our inference is based on projecting posterior samples from the Gaussian process. We develop theory on continuity of the pro...
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作者:Nason, G. P.
作者单位:University of Bristol
摘要:This article proposes maximum likelihood approaches for multiscale variance stabilization transformations for independently and identically distributed data. For two multiscale variance stabilization transformations we present new unified theoretical results on their Jacobians, a key component of the likelihood. The results provide a deeper understanding of the transformations and the ability to compute the likelihood in linear time. The transformations are shown empirically to compare favoura...
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作者:Kim, Jae Kwang; Im, Jongho
作者单位:Iowa State University
摘要:Propensity score weighting adjustment is commonly used to handle unit nonresponse. When the response mechanism is nonignorable in the sense that the response probability depends directly on the study variable, a follow-up sample is commonly used to obtain an unbiased estimator using the framework of two-phase sampling, where the follow-up sample is assumed to respond completely. In practice, the follow-up sample is also subject to missingness. We consider propensity score weighting adjustment ...
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作者:Dicker, Lee H.
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:The residual variance and the proportion of explained variation are important quantities in many statistical models and model fitting procedures. They play an important role in regression diagnostics and model selection procedures, as well as in determining the performance limits in many problems. In this paper we propose new method-of-moments-based estimators for the residual variance, the proportion of explained variation and other related quantities, such as the l(2) signal strength. The pr...
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作者:Zhan, D.; Hart, J. D.
作者单位:Texas A&M University System; Texas A&M University College Station; Texas A&M University System; Texas A&M University College Station; Texas A&M University System; Texas A&M University College Station
摘要:The problem of testing equality of a large number of densities is considered. The classical k-sample problem compares a small, fixed number of distributions and allows the sample size from each distribution to increase without bound. In our asymptotic analysis the number of distributions tends to infinity but the size of individual samples remains fixed. The proposed test statistic is motivated by the simple idea of comparing kernel density estimators from the various samples to the average of...
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作者:Chen, Jiajie; Qian, Peter Z. G.
作者单位:University of Wisconsin System; University of Wisconsin Madison
摘要:Various methods have been proposed to construct Latin hypercube designs with small correlations. Orthogonal arrays have been used to construct Latin hypercube designs with multidimensional stratification. To integrate these two ideas, we propose a method to construct Latin hypercube designs with both controlled correlations and multi-dimensional stratification. For numerical integration, the constructed designs not only filter out lower-dimensional variance components as effectively as ordinar...
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作者:Huang, Yijian
作者单位:Emory University; Rollins School Public Health
摘要:The case-cohort design facilitates economical investigation of risk factors in a large survival study, with covariate data collected only from the cases and a simple random subset of the full cohort. Methods that accommodate the design have been developed for various semi-parametric models, but most inference procedures are based on asymptotic distribution theory. Such inference can be cumbersome to derive and implement, and does not permit confidence band construction. While the bootstrap is ...
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作者:An, Baiguo; Guo, Jianhua; Liu, Yufeng
作者单位:Capital University of Economics & Business; Northeast Normal University - China; University of North Carolina; University of North Carolina Chapel Hill
摘要:Many statistical analysis procedures require a good estimator for a high-dimensional covariance matrix or its inverse, the precision matrix. When the precision matrix is banded, the Cholesky-based method often yields a good estimator of the precision matrix. One important aspect of this method is determination of the band size of the precision matrix. In practice, crossvalidation is commonly used; however, we show that crossvalidation not only is computationally intensive but can be very unsta...
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作者:Sabbaghi, Arman; Dasgupta, Tirthankar; Wu, C. F. Jeff
作者单位:Harvard University; University System of Georgia; Georgia Institute of Technology
摘要:Indicator functions are constructed under the linear-quadratic parameterization for contrasts, and applied to the study of partial aliasing properties for three-level fractional factorial designs. An algebraic operation is introduced for the calculation of indicator function coefficients. This operation connects design construction methods to the analysis under the linear-quadratic system, and helps establish simple conditions for the estimability of interactions.