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作者：Bailey, R. A.; Kunert, J.
作者单位：University of London; Queen Mary University London; Dortmund University of Technology
摘要：There are a number of different models for crossover designs which take account of carryover effects. Since it seems plausible that a treatment with a large direct effect should generally have a larger carryover effect, Kempton et al. (2001) considered a model where the carryover effects are proportional to the direct effects. The advantage of this model lies in the fact that there are fewer parameters to be estimated. Its problem lies in the nonlinearity of the estimators. Kempton et al. (200...
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作者：Zeng, Donglin; Lin, D. Y.
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：A class of semiparametric transformation models is proposed to characterise the effects of possibly time-varying covariates on the intensity functions of counting processes. The class includes the proportional intensity model and linear transformation models as special cases. Nonparametric maximum likelihood estimators are developed for the regression parameters and cumulative intensity functions of these models based on censored data. The estimators are shown to be consistent and asymptotical...
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作者：Pitt, Michael; Chan, David; Kohn, Robert
作者单位：University of Warwick; University of New South Wales Sydney
摘要：A Gaussian copula regression model gives a tractable way of handling a multivariate regression when some of the marginal distributions are non-Gaussian. Our paper presents a general Bayesian approach for estimating a Gaussian copula model that can handle any combination of discrete and continuous marginals, and generalises Gaussian graphical models to the Gaussian copula framework. Posterior inference is carried out using a novel and efficient simulation method. The methods in the paper are ap...
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作者：Rodland, Einar Andreas
作者单位：University of Oslo; National Hospital Norway
摘要：Although Simes' modification of the Bonferroni procedure tends to perform very well, albeit often being slightly liberal for negatively dependent hypotheses, there are special cases where it fails more dramatically. We prove that these special cases are indeed special, applying only to specific significance levels, and obtain a strong bound on the average deviation of the Simes corrected P-value from the true probability over any interval of P-values. From this, it is argued that Simes' proced...
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作者：Wang, Xue; Wood, Andrew T. A.
作者单位：University of Bristol; University of Nottingham
摘要：Empirical Bayes approaches to the shrinkage of empirical wavelet coefficients have generated considerable interest in recent years. Much of the work to date has focussed on shrinkage of individual wavelet coefficients in isolation. In this paper we propose an empirical Bayes approach to simultaneous shrinkage of wavelet coefficients in a block, based on the block sum of squares. Our approach exploits a useful identity satisfied by the noncentral chi(2) density and provides some tractable Bayes...
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作者：Lawless, J. F.; Babineau, Denise
作者单位：University of Waterloo; Cleveland Clinic Foundation
摘要：Interval-censored lifetime data arise when individuals in a study are inspected intermittently so that a lifetime is observed to lie between two successive times. In settings where only these two times are available, methods exist for nonparametric or parametric estimation of lifetime distributions. However, there has been virtually no discussion of how inspection processes may be estimated or identified. Such estimates are needed if one is to generate interval-censored data by simulation. Thi...
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作者：Gorfine, Malka; Zucker, David M.; Hsu, Li
作者单位：Technion Israel Institute of Technology; Hebrew University of Jerusalem; Fred Hutchinson Cancer Center
摘要：We provide a simple estimation procedure for a general frailty model for the analysis of prospective correlated failure times. The large-sample properties of the proposed estimators of both the regression coefficient vector and the dependence parameter are described, and consistent variance estimators are given. A brief outline of the proofs is given. In a simulation study under the widely used gamma frailty model, our proposed approach was found to have essentially the same efficiency as the ...
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作者：Lee, Yoonkyung; Kim, Yuwon; Lee, Sangjun; Koo, Ja-Yong
作者单位：University System of Ohio; Ohio State University; Seoul National University (SNU); Seoul National University (SNU); Korea University
摘要：The support vector machine has been a popular choice of classification method for many applications in machine learning. While it often outperforms other methods in terms of classification accuracy, the implicit nature of its solution renders the support vector machine less attractive in providing insights into the relationship between covariates and classes. Use of structured kernels can remedy the drawback. Borrowing the flexible model-building idea of functional analysis of variance decompo...
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作者：Fang, Kai-Tai; Mukerjee, Rahul
作者单位：Hong Kong Baptist University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：With reference to a general class of empirical-type likelihoods, we develop higher-order asymptotics for the frequentist coverage of Bayesian credible sets based on posterior quantiles and highest posterior density. These asymptotics, in turn, characterise members of the class that allow approximate frequentist validity of such sets. It is seen that the usual empirical likelihood does not enjoy this property up to the order of approximation considered here.
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作者：Fryzlewicz, Piotr; Sapatinas, Theofanis; Rao, Suhasini Subba
作者单位：University of Bristol; University of Cyprus
摘要：We consider a locally stationary model for financial log-returns whereby the returns are independent and the volatility is a piecewise-constant function with jumps of an unknown number and locations, defined on a compact interval to enable a meaningful estimation theory. We demonstrate that the model explains well the common characteristics of log-returns. We propose a new wavelet thresholding algorithm for volatility estimation in this model, in which Haar wavelets are combined with the varia...
