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作者：Chang, Jinyuan; Kolaczyk, Eric D.; Yao, Qiwei
作者单位：Southwestern University of Finance & Economics - China; Boston University; University of London; London School Economics & Political Science
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作者：Nghiem, Linh H.; Byrd, Michael C.; Potgieter, Cornelis J.
作者单位：Australian National University; Southern Methodist University; Texas Christian University
摘要：Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known or estimable from replicate data. A generalized method of moments approach can be used to estimate model parameters in the absence of knowledge of the error distributions, but it requires the existence of a large number of model moments. In this paper, parameter estimation based on the phase function, a normalized version of the characteristic function, is considered. T...
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作者：Al Mohamad, Diaa; Van Zwet, Erik W.; Cator, Eric; Goeman, Jelle J.
作者单位：Leiden University; Leiden University Medical Center (LUMC); Leiden University - Excl LUMC; Radboud University Nijmegen
摘要：We present a new general method for constrained likelihood ratio testing which, when few constraints are violated, improves upon the existing approach in the literature that compares the likelihood ratio with the quantile of a mixture of chi-squared distributions; the improvement is in terms of both simplicity and power. The proposed method compares the constrained likelihood ratio statistic against the quantile of only one chi-squared random variable with data-dependent degrees of freedom. Th...
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作者：Vovk, Vladimir; Wang, Ruodu
作者单位：University of London; Royal Holloway University London; University of Waterloo
摘要：This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. A result by Ruschendorf (1982) and, independently, Meng (1993) implies that the p-values can be combined by scaling up their arithmetic mean by a factor of 2, and no smaller factor is sufficient in general. A similar result by Mattner about the geometric mean replaces 2 by e. Based...
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作者：Zhang, X.; Lee, C. E.; Shao, X.
作者单位：State University System of Florida; Florida State University; University of Tennessee System; University of Tennessee Knoxville; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Envelopes have been proposed in recent years as a nascent methodology for sufficient dimension reduction and efficient parameter estimation in multivariate linear models. We extend the classical definition of envelopes in to incorporate a nonlinear conditional mean function and a heteroscedastic error. Given any two random vectors and , we propose two new model-free envelopes, called the martingale difference divergence envelope and the central mean envelope, and study their relationships to t...
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作者：Kedagni, Desire; Mourifie, Ismael
作者单位：Iowa State University; University of Toronto
摘要：This paper proposes a new set of testable implications for the instrumental variable independence assumption for discrete treatment, but unrestricted outcome and instruments: generalized instrumental inequalities. When outcome and treatment are both binary, but instruments are unrestricted, we show that the generalized instrumental inequalities are necessary and sufficient to detect all observable violations of the instrumental variable independence assumption. To test the generalized instrume...
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作者：Roverato, Alberto; Castelo, Robert
作者单位：University of Padua; Pompeu Fabra University
摘要：A graphical model provides a compact and efficient representation of the association structure in a multivariate distribution by means of a graph. Relevant features of the distribution are represented by vertices, edges and higher-order graphical structures such as cliques or paths. Typically, paths play a central role in these models because they determine the dependence relationships between variables. However, while a theory of path coefficients is available for directed graph models, littl...
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作者：Green, A. K. B.; McCormick, T. H.; Raftery, A. E.
作者单位：University of Washington; University of Washington Seattle
摘要：Respondent-driven sampling is an approach for estimating features of populations that are difficult to access using standard survey tools, e.g., the fraction of injection drug users who are HIV positive. Baraff et al. (2016) introduced an approach to estimating uncertainty in population proportion estimates from respondent-driven sampling using the tree bootstrap method. In this paper we establish the consistency of this tree bootstrap approach in the case of m-trees.
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作者：Payne, R. D.; Guha, N.; Ding, Y.; Mallick, B. K.
作者单位：Eli Lilly; Lilly Research Laboratories; University of Massachusetts System; University of Massachusetts Lowell; Texas A&M University System; Texas A&M University College Station; Texas A&M University System; Texas A&M University College Station
摘要：Conditional density estimation seeks to model the distribution of a response variable conditional on covariates. We propose a Bayesian partition model using logistic Gaussian processes to perform conditional density estimation. The partition takes the form of a Voronoi tessellation and is learned from the data using a reversible jump Markov chain Monte Carlo algorithm. The methodology models data in which the density changes sharply throughout the covariate space, and can be used to determine ...
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作者：Heng, J.; Jacob, P. E.
