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作者：Martinussen, Torben; Scheike, Thomas H.; Zucker, David M.
作者单位：University of Copenhagen; University of Copenhagen; Hebrew University of Jerusalem
摘要：In this paper, we consider clustered right-censored time-to-event data. Such data can be analysed either using a marginal model if one is interested in population effects or using so-called frailty models if one is interested in covariate effects on the individual level and in estimation of correlation. The Cox frailty model has been studied extensively in the last decade or so and estimation techniques and large sample results are now available. It is, however, difficult to deal with time-cha...
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作者：Ramsahai, R. R.; Lauritzen, S. L.
作者单位：University of Cambridge; University of Oxford
摘要：Instrumental variables are widely used for the identification of the causal effect of one random variable on another under unobserved confounding. The distribution of the observable variables for a discrete instrumental variable model satisfies certain inequalities but no conditional independence relations. Such models are usually tested by checking whether the relative frequency estimators of the parameters satisfy the constraints. This ignores sampling uncertainty in the data. Using the obse...
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作者：Bien, Jacob; Tibshirani, Robert J.
作者单位：Stanford University; Stanford University
摘要：We suggest a method for estimating a covariance matrix on the basis of a sample of vectors drawn from a multivariate normal distribution. In particular, we penalize the likelihood with a lasso penalty on the entries of the covariance matrix. This penalty plays two important roles: it reduces the effective number of parameters, which is important even when the dimension of the vectors is smaller than the sample size since the number of parameters grows quadratically in the number of variables, ...
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作者：Vogel, D.; Fried, R.
作者单位：Dortmund University of Technology
摘要：We propose elliptical graphical models based on conditional uncorrelatedness as a robust generalization of Gaussian graphical models. Letting the population distribution be elliptical instead of normal allows the fitting of data with arbitrarily heavy tails. We study the class of proportionally affine equivariant scatter estimators and show how they can be used to perform elliptical graphical modelling. This leads to a new class of partial correlation estimators and analogues of the classical ...
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作者：Fonseca, Thais C. O.; Steel, Mark F. J.
作者单位：Universidade Federal do Rio de Janeiro; University of Warwick
摘要：We construct non-Gaussian processes that vary continuously in space and time with nonseparable covariance functions. Starting from a general and flexible way of constructing valid nonseparable covariance functions through mixing over separable covariance functions, the resulting models are generalized by allowing for outliers as well as regions with larger variances. We induce this through scale mixing with separate positive-valued processes. Smooth mixing processes are applied to the underlyi...
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作者：Mammen, Enno; Nielsen, Jens Perch; Fitzenberger, Bernd
作者单位：University of Mannheim; City St Georges, University of London; University of Freiburg
摘要：We consider a cross-section model that contains an individual component, a deterministic time trend and an unobserved latent common time series component. We show the following oracle property: the parameters of the latent time series and the parameters of the deterministic time trend can be estimated with the same asymptotic accuracy as if the parameters of the individual component were known. We consider this model in two settings: least squares fits of linear specifications of the individua...
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作者：Rosenblum, M.; van der Laan, M. J.
作者单位：Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; University of California System; University of California Berkeley
摘要：It is a challenge to evaluate experimental treatments where it is suspected that the treatment effect may only be strong for certain subpopulations, such as those having a high initial severity of disease, or those having a particular gene variant. Standard randomized controlled trials can have low power in such situations. They also are not optimized to distinguish which subpopulations benefit from a treatment. With the goal of overcoming these limitations, we consider randomized trial design...
