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作者：Samia, Noelle I.; Chan, Kung-Sik
作者单位：Northwestern University; University of Iowa
摘要：There is hardly any literature on modelling nonlinear dynamic relations involving nonnormal time series data. This is a serious lacuna because nonnormal data are far more abundant than normal ones, for example, time series of counts and positive time series. While there are various forms of nonlinearities, the class of piecewise-linear models is particularly appealing for its relative ease of tractability and interpretation. We propose to study the generalized threshold model which specifies t...
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作者：Zhu, Hongtu; Ibrahim, Joseph G.; Tang, Niansheng
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Yunnan University
摘要：In this paper we develop a general framework of Bayesian influence analysis for assessing various perturbation schemes to the data, the prior and the sampling distribution for a class of statistical models. We introduce a perturbation model to characterize these various perturbation schemes. We develop a geometric framework, called the Bayesian perturbation manifold, and use its associated geometric quantities including the metric tensor and geodesic to characterize the intrinsic structure of ...
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作者：Kuruwita, C. N.; Kulasekera, K. B.; Gallagher, C. M.
作者单位：Clemson University
摘要：We propose a new estimation method for generalized varying coefficient models where the link function is specified up to some smoothness conditions. Consistency and asymptotic normality of the estimated varying coefficient functions are established. Simulation results and a real data application demonstrate the usefulness of the new method.
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作者：Tchetgen, E. J. Tchetgen; Rotnitzky, A.
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Universidad Torcuato Di Tella
摘要：We describe an estimator of the parameter indexing a model for the conditional odds ratio between a binary exposure and a binary outcome given a high-dimensional vector of confounders, when the exposure and a subset of the confounders are missing, not necessarily simultaneously, in a subsample. We argue that a recently proposed estimator restricted to complete-cases confers more protection to model misspecification than existing ones in the sense that the set of data laws under which it is con...
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作者：Chen, Hua Yun
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：Based on the odds ratio representation of a joint density, we propose a unified framework to study parameter identifiability in biased sampling designs. It is shown that most of these designs encountered in practice can be reformulated within the proposed framework and, as a result, the question of parameter identifiability can be largely clarified. Estimation of the identifiable parameters is considered and traditional results on the equivalence of the prospective and retrospective likelihood...
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作者：Xie, Jichun; Cai, T. Tony; Li, Hongzhe
作者单位：University of Pennsylvania; University of Pennsylvania
摘要：Genome-wide association studies have successfully identified hundreds of novel genetic variants associated with many complex human diseases. However, there is a lack of rigorous work on evaluating the statistical power for identifying these variants. In this paper, we consider sparse signal identification in genome-wide association studies and present two analytical frameworks for detailed analysis of the statistical power for detecting and identifying the disease-associated variants. We prese...
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作者：Krafty, Robert T.; Hall, Martica; Guo, Wensheng
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; University of Pennsylvania
摘要：In many experiments, time series data can be collected from multiple units and multiple time series segments can be collected from the same unit. This article introduces a mixed effects Cramer spectral representation which can be used to model the effects of design covariates on the second-order power spectrum while accounting for potential correlations among the time series segments collected from the same unit. The transfer function is composed of a deterministic component to account for the...
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作者：Levine, M.; Hunter, D. R.; Chauveau, D.
作者单位：Purdue University System; Purdue University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Universite de Orleans
摘要：We introduce an algorithm for estimating the parameters in a finite mixture of completely unspecified multivariate components in at least three dimensions under the assumption of conditionally independent coordinate dimensions. We prove that this algorithm, based on a majorization-minimization idea, possesses a desirable descent property just as any em algorithm does. We discuss the similarities between our algorithm and a related one, the so-called nonlinearly smoothed em algorithm for the no...
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作者：Huang, Chunfeng; Hsing, Tailen; Cressie, Noel
作者单位：Indiana University System; Indiana University Bloomington; University of Michigan System; University of Michigan; University System of Ohio; Ohio State University
摘要：In the study of intrinsically stationary spatial processes, a new nonparametric variogram estimator is proposed through its spectral representation. The methodology is based on estimation of the variogram's spectrum by solving a regularized inverse problem through quadratic programming. The estimated variogram is guaranteed to be conditionally negative-definite. Simulation shows that our estimator is flexible and generally has smaller mean integrated squared error than the parametric estimator...
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作者：Su, Zhihua; Cook, R. Dennis
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We introduce the partial envelope model, which leads to a parsimonious method for multivariate linear regression when some of the predictors are of special interest. It has the potential to achieve massive efficiency gains compared with the standard model in the estimation of the coefficients for the selected predictors. The partial envelope model is a variation on the envelope model proposed by Cook et al. (2010) but, as it focuses on part of the predictors, it has looser restrictions and can...
