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作者:Tan, Z.
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:For survey calibration, consider the situation where the population totals of auxiliary variables are known or where auxiliary variables are measured for all population units. For each situation, we develop design-efficient calibration estimators under rejective or high-entropy sampling. A general approach is to extend efficient estimators for missing-data problems with independent and identically distributed data to the survey setting. We show that this approach effectively resolves two long-...
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作者:Ma, Yanyuan; Zhu, Liping
作者单位:Texas A&M University System; Texas A&M University College Station; Shanghai University of Finance & Economics
摘要:Linearity, sometimes jointly with constant variance, is routinely assumed in the context of sufficient dimension reduction. It is well understood that, when these conditions do not hold, blindly using them may lead to inconsistency in estimating the central subspace and the central mean subspace. Surprisingly, we discover that even if these conditions do hold, using them will bring efficiency loss. This paradoxical phenomenon is illustrated through sliced inverse regression and principal Hessi...
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作者:Heller, Ruth; Heller, Yair; Gorfine, Malka
作者单位:Tel Aviv University; Technion Israel Institute of Technology
摘要:We consider the problem of detecting associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all dimensions and consistent against all alternatives. The test has a simple form, is easy to implement, and has good power.
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作者:Schott, James R.
作者单位:State University System of Florida; University of Central Florida
摘要:We investigate the likelihood ratio test for a hypothesis regarding the dimension of the Sigma-envelope of span(beta) in a multivariate linear regression model. The asymptotic null distribution of the likelihood ratio statistic is obtained as some nuisance parameters approach infinity. A saddlepoint approximation is also given for this limiting distribution. The accuracy of this approximation and its comparison to the standard chi-squared approximation are assessed via simulation. The results ...
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作者:Chen, Qingxia; Zeng, Donglin; Ibrahim, Joseph G.; Akacha, Mouna; Schmidli, Heinz
作者单位:Vanderbilt University; University of North Carolina; University of North Carolina Chapel Hill; Novartis
摘要:In the analysis of multivariate event times, frailty models assuming time-independent regression coefficients are often considered, mainly due to their mathematical convenience. In practice, regression coefficients are often time dependent and the temporal effects are of clinical interest. Motivated by a phase III clinical trial in multiple sclerosis, we develop a semiparametric frailty modelling approach to estimate time-varying effects for overdispersed recurrent events data with treatment s...
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作者:Abramovich, Felix; Grinshtein, Vadim
作者单位:Tel Aviv University; Open University Israel
摘要:We consider estimating a sparse group of sparse normal mean vectors, based on penalized likelihood estimation with complexity penalties on the number of nonzero mean vectors and the numbers of their significant components, which can be performed by a fast algorithm. The resulting estimators are developed within a Bayesian framework and can be viewed as maximum a posteriori estimators. We establish their adaptive minimaxity over a wide range of sparse and dense settings. A simulation study demo...
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作者:Huser, R.; Davison, A. C.
作者单位:Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要:Genton et al. (2011) investigated the gain in efficiency when triplewise, rather than pairwise, likelihood is used to fit the popular Smith max-stable model for spatial extremes. We generalize their results to the Brown-Resnick model and show that the efficiency gain is substantial only for very smooth processes, which are generally unrealistic in applications.
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作者:Kim, Jae Kwang; Skinner, C. J.
作者单位:Iowa State University; University of London; London School Economics & Political Science
摘要:Sampling related to the outcome variable of a regression analysis conditional on covariates is called informative sampling and may lead to bias in ordinary least squares estimation. Weighting by the reciprocal of the inclusion probability approximately removes such bias but may inflate variance. This paper investigates two ways of modifying such weights to improve efficiency while retaining consistency. One approach is to multiply the inverse probability weights by functions of the covariates....
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作者:Chen, Yi-Hau; Chatterjee, Nilanjan; Carroll, Raymond J.
作者单位:Academia Sinica - Taiwan; National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI); NIH National Cancer Institute- Division of Cancer Epidemiology & Genetics; Texas A&M University System; Texas A&M University College Station
摘要:With the advent of modern genomic methods to adjust for population stratification, the use of external or publicly available controls has become an attractive option for reducing the cost of large-scale case-control genetic association studies. In this article, we study the estimation of joint effects of genetic and environmental exposures from a case-control study where data on genome-wide markers are available on the cases and a set of external controls while data on environmental exposures ...
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作者:Hall, Peter; Xia, Yingcun; Xue, Jing-Hao
作者单位:University of Melbourne; National University of Singapore; University of London; University College London
摘要:In this paper we propose simple, general tiered classifiers for relatively complex data. Empirical studies on real and simulated data show that three two-tier classifiers, which are respective extensions of linear discriminant analysis, linear logistic regression and support vector machines, can reduce noticeably the relatively high misclassification error of their original single-tier counterparts, without significantly increasing computational labour.