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作者：Cook, Dennis; Su, Zhihua
作者单位：University of Minnesota System; University of Minnesota Twin Cities; State University System of Florida; University of Florida
摘要：Efficient estimation of the regression coefficients is a fundamental problem in multivariate linear regression. The envelope model proposed by Cook et al. (2010) was shown to have the potential to achieve substantial efficiency gains by accounting for linear combinations of the response vector that are essentially immaterial to coefficient estimation. This requires in part that the distribution of those linear combinations be invariant to changes in the nonstochastic predictor vector. However,...
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作者：Duan, Xiaogang; Zhou, Xiao-Hua
作者单位：Beijing Normal University; University of Washington; University of Washington Seattle
摘要：The covariate-specific receiver operating characteristic curve is frequently used to evaluate the classification accuracy of a diagnostic test when it is associated with certain covariates. In this paper, we propose a new procedure for estimating this curve based on a reformulation of the conventional location-scale model and the idea of composite quantile regression. Asymptotic normality of the proposed estimators is established, both for the regression parameters and for the covariate-specif...
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作者：Jiongo, Dongmo; Haziza, D.; Duchesne, P.
作者单位：Statistics Canada; Universite de Montreal
摘要：Sinha & Rao (2009) proposed estimation procedures designed for small-area means, based on robustified maximum likelihood estimators and robust empirical best linear unbiased predictors. Their methods are of the plug-in type and may be biased. Bias-corrected estimators have been proposed by Chambers et al. (2013). Here, we investigate two new approaches: one relying on the work of Chambers (1986), and the second using the concept of conditional bias to measure the influence of units in the popu...
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作者：Stein, Nathan M.; Meng, Xiao-Li
作者单位：Harvard University
摘要：A discrete data augmentation scheme together with two different parameterizations yields two Gibbs samplers for sampling from the posterior distribution of the hyperparameters of the Dirichlet-multinomial hierarchical model under a default prior distribution. The finite-state space nature of this data augmentation permits us to construct two perfect samplers using bounding chains that take advantage of monotonicity and anti-monotonicity in the target posterior distribution, but both are imprac...
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作者：Tan, Z.
作者单位：Rutgers University System; Rutgers University New Brunswick
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作者：Huang, Chiung-Yu; Qin, Jing
作者单位：Johns Hopkins University; Johns Hopkins Medicine; National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID)
摘要：Survival data from prevalent cases collected under a cross-sectional sampling scheme are subject to left-truncation. When fitting an additive hazards model to left-truncated data, the conditional estimating equation method (Lin & Ying, 1994), obtained by modifying the risk sets to account for left-truncation, can be very inefficient, as the marginal likelihood of the truncation times is not used in the estimation procedure. In this paper, we use a pairwise pseudolikelihood to eliminate nuisanc...
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作者：Frei, M.; Kuensch, H. R.
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：In many applications of Monte Carlo nonlinear filtering, the propagation step is computationally expensive, and hence the sample size is limited. With small sample sizes, the update step becomes crucial. Particle filtering suffers from the well-known problem of sample degeneracy. Ensemble Kalman filtering avoids this, at the expense of treating non-Gaussian features of the forecast distribution incorrectly. Here we introduce a procedure that makes a continuous transition indexed by gamma[0,1] ...
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作者：Lumley, Thomas; Scott, Alastair J.
作者单位：University of Auckland
摘要：Rank tests are widely used for exploratory and formal inference in the health and social sciences. With the widespread use of data from complex survey samples in medical and social research, there is increasing demand for versions of rank tests that account for the sampling design. We propose a general approach to constructing design-based rank tests when comparing groups within a complex sample and when using a national survey as a reference distribution, and illustrate both scenarios with ex...
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作者：Fryzlewicz, P.
作者单位：University of London; London School Economics & Political Science
摘要：We propose a locally stationary linear model for the evolution of high-dimensional financial returns, where the time-varying volatility matrix is modelled as a piecewise-constant function of time. We introduce a new wavelet-based technique for estimating the volatility matrix, which combines four ingredients: a Haar wavelet decomposition, variance stabilization of the Haar coefficients via the Fisz transform prior to thresholding, a bias correction, and extra time-domain thresholding, soft or ...
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作者：Zhang, Qiong; Qian, Peter Z. G.
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Multifold crossvalidation is routinely used for assessing the prediction error of an approximation model for a black-box function. Despite its popularity, this method is known to have high variability. To mitigate this drawback, we propose an experimental design approach that borrows Latin hypercube designs to construct a structured crossvalidation sample such that the input values in each fold achieve uniformity. Theoretical results show that the estimate of the prediction error of the propos...
