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作者：Chopin, Nicolas; Robert, Christian P.
作者单位：Institut Polytechnique de Paris; ENSAE Paris; Universite PSL; Universite Paris-Dauphine
摘要：Nested sampling is a simulation method for approximating marginal likelihoods. We establish that nested sampling has an approximation error that vanishes at the standard Monte Carlo rate and that this error is asymptotically Gaussian. It is shown that the asymptotic variance of the nested sampling approximation typically grows linearly with the dimension of the parameter. We discuss the applicability and efficiency of nested sampling in realistic problems, and compare it with two current metho...
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作者：Czellar, Veronika; Ronchetti, Elvezio
作者单位：Hautes Etudes Commerciales (HEC) Paris; University of Geneva
摘要：In this paper we propose accurate parameter and over-identification tests for indirect inference. Under the null hypothesis the new tests are asymptotically chi(2)-distributed with a relative error of order n(-1). They exhibit better finite sample accuracy than classical tests for indirect inference, which have the same asymptotic distribution but an absolute error of order n(-1/2). Robust versions of the tests are also provided. We illustrate their accuracy in nonlinear regression, Poisson re...
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作者：Chen, Li; Lin, D. Y.; Zeng, Donglin
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Attributable fractions are commonly used to measure the impact of risk factors on disease incidence in the population. These static measures can be extended to functions of time when the time to disease occurrence or event time is of interest. The present paper deals with nonparametric and semiparametric estimation of attributable fraction functions for cohort studies with potentially censored event time data. The semiparametric models include the familiar proportional hazards model and a broa...
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作者：Wang, Xiao; Shen, Jinglai
作者单位：Purdue University System; Purdue University; University System of Maryland; University of Maryland Baltimore County
摘要：We study a class of monotone univariate regression estimators. We use B-splines to approximate an underlying regression function and estimate spline coefficients based on grouped data. We investigate asymptotic properties of two monotone estimators: a grouped Brunk estimator and a penalized monotone estimator. These estimators are consistent at the boundary and their mean square errors achieve optimal convergence rates under suitable assumptions of the true regression function. Asymptotic dist...
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作者：Tan, Zhiqiang
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：Consider estimating the mean of an outcome in the presence of missing data or estimating population average treatment effects in causal inference. A doubly robust estimator remains consistent if an outcome regression model or a propensity score model is correctly specified. We build on a previous nonparametric likelihood approach and propose new doubly robust estimators, which have desirable properties in efficiency if the propensity score model is correctly specified, and in boundedness even ...
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作者：Zhang, Nancy R.; Siegmund, David O.; Ji, Hanlee; Li, Jun Z.
作者单位：Stanford University; Stanford University; University of Michigan System; University of Michigan
摘要：We discuss the detection of local signals that occur at the same location in multiple one-dimensional noisy sequences, with particular attention to relatively weak signals that may occur in only a fraction of the sequences. We propose simple scan and segmentation algorithms based on the sum of the chi-squared statistics for each individual sample, which is equivalent to the generalized likelihood ratio for a model where the errors in each sample are independent. The simple geometry of the stat...
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作者：Chatterjee, Nilanjan; Sinha, Samiran; Diver, W. Ryan; Feigelson, Heather Spencer
作者单位：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; American Cancer Society
摘要：Complex diseases like cancers can often be classified into subtypes using various pathological and molecular traits of the disease. In this article, we develop methods for analysis of disease incidence in cohort studies incorporating data on multiple disease traits using a two-stage semiparametric Cox proportional hazards regression model that allows one to examine the heterogeneity in the effect of the covariates by the levels of the different disease traits. For inference in the presence of ...
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作者：Kenobi, Kim; Dryden, Ian L.; Le, Huiling
作者单位：University of Nottingham; University of Nottingham
摘要：A family of shape curves is introduced that is useful for modelling the changes in shape in a series of geometrical objects. The relationship between the preshape sphere and the shape space is used to define a general family of curves based on horizontal geodesics on the preshape sphere. Methods for fitting geodesics and more general curves in the non-Euclidean shape space of point sets are discussed, based on minimizing sums of squares of Procrustes distances. Likelihood-based inference is co...
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作者：Brockwell, Peter J.; Lindner, Alexander
作者单位：Colorado State University System; Colorado State University Fort Collins; Braunschweig University of Technology
摘要：Necessary and sufficient conditions for the existence of a strictly stationary solution of the equations defining an autoregressive moving average process driven by an independent and identically distributed noise sequence are determined. No moment assumptions on the driving noise sequence are made.
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作者：Zeng, Donglin; Cai, Jianwen
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：We propose a semiparametric additive rate model for modelling recurrent events in the presence of a terminal event. The dependence between recurrent events and terminal event is nonparametric. A general transformation model is used to model the terminal event. We construct an estimating equation for parameter estimation and derive the asymptotic distributions of the proposed estimators. Simulation studies demonstrate that the proposed inference procedure performs well in realistic settings. Ap...
