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作者：Eastoe, Emma F.; Tawn, Jonathan A.
作者单位：Lancaster University
摘要：A standard approach to model the extreme values of a stationary process is the peaks over threshold method, which consists of imposing a high threshold, identifying clusters of exceedances of this threshold and fitting the maximum value from each cluster using the generalized Pareto distribution. This approach is strongly justified by underlying asymptotic theory. We propose an alternative model for the distribution of the cluster maxima that accounts for the subasymptotic theory of extremes o...
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作者：Sun, Liuquan; Song, Xinyuan; Zhang, Zhigang
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Chinese University of Hong Kong; Memorial Sloan Kettering Cancer Center
摘要：The mean residual life provides the remaining life expectancy of a subject who has survived to a certain time-point. When covariates are present, regression models are needed to study the association between the mean residual life function and potential regression covariates. In this paper, we propose a flexible class of semiparametric mean residual life models where some effects may be time-varying and some may be constant over time. In the presence of right censoring, we use the inverse prob...
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作者：Stigler, Stephen M.
作者单位：University of Chicago
摘要：Karl Pearson's role in the transformation that took the 19th century statistics of Laplace and Gauss into the modern era of 20th century multivariate analysis is examined from a new point of view. By viewing Pearson's work in the context of a motto he adopted from Charles Darwin, a philosophical theme is identified in Pearson's statistical work, and his three major achievements are briefly described.
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作者：Azriel, D.; Mandel, M.; Rinott, Y.
作者单位：Hebrew University of Jerusalem
摘要：We study allocations that maximize the power of tests of equality of two treatments having binary outcomes. When a normal approximation applies, the asymptotic power is maximized by minimizing the variance, leading to a Neyman allocation that assigns observations in proportion to the standard deviations. This allocation, which in general requires knowledge of the parameters of the problem, is recommended in a large body of literature. Under contiguous alternatives the normal approximation inde...
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作者：Huang, Alan; Rathouz, Paul J.
作者单位：University of Chicago; University of Wisconsin System; University of Wisconsin Madison
摘要：The proportional likelihood ratio model introduced in Luo & Tsai (2012) is adapted to explicitly model the means of observations. This is useful for the estimation of and inference on treatment effects, particularly in designed experiments and allows the data analyst greater control over model specification and parameter interpretation.
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作者：Kim, Yongdai; James, Lancelot; Weissbach, Rafael
作者单位：Seoul National University (SNU); Hong Kong University of Science & Technology; University of Rostock
摘要：Bayesian analysis of a finite state Markov process, which is popularly used to model multistate event history data, is considered. A new prior process, called a beta-Dirichlet process, is introduced for the cumulative intensity functions and is proved to be conjugate. In addition, the beta-Dirichlet prior is applied to a Bayesian semiparametric regression model. To illustrate the application of the proposed model, we analyse a dataset of credit histories.
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作者：Liu, Aiyi; Liu, Chunling; Zhang, Zhiwei; Albert, Paul S.
作者单位：National Institutes of Health (NIH) - USA; NIH Eunice Kennedy Shriver National Institute of Child Health & Human Development (NICHD); Hong Kong Polytechnic University
摘要：Several optimality properties of Dorfman's (1943) group testing procedure are derived for estimation of the prevalence of a rare disease whose status is classified with error. Exact ranges of disease prevalence are obtained for which group testing provides more efficient estimation when group size increases.
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作者：Vanderweele, Tyler J.; Tan, Zhiqiang
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Rutgers University System; Rutgers University New Brunswick
摘要：We give a definition of a bounded edge within the causal directed acyclic graph framework. A bounded edge generalizes the notion of a signed edge and is defined in terms of bounds on a ratio of survivor probabilities. We derive rules concerning the propagation of bounds. Bounds on causal effects in the presence of unmeasured confounding are also derived using bounds related to specific edges on a graph. We illustrate the theory developed by an example concerning estimating the effect of antihi...
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作者：Wang, H.
作者单位：Peking University
摘要：We propose a method of factor profiled sure independence screening for ultrahigh-dimensional variable selection. The objective of this method is to identify nonzero components consistently from a sparse coefficient vector. The new method assumes that the correlation structure of the high-dimensional data can be well represented by a set of low-dimensional latent factors, which can be estimated consistently by eigenvalue-eigenvector decomposition. The estimated latent factors should then be pro...
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作者：Mai, Qing; Zou, Hui; Yuan, Ming
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University System of Georgia; Georgia Institute of Technology
摘要：Sparse discriminant methods based on independence rules, such as the nearest shrunken centroids classifier (Tibshirani et al., 2002) and features annealed independence rules (Fan & Fan, 2008), have been proposed as computationally attractive tools for feature selection and classification with high-dimensional data. A fundamental drawback of these rules is that they ignore correlations among features and thus could produce misleading feature selection and inferior classification. We propose a n...
