Biometrika

最新文章

• Multiply robust imputation procedures for the treatment of item nonresponse in surveys AI翻译
  作者：Chen, Sixia; Haziza, David
  作者单位：University of Oklahoma System; University of Oklahoma Health Sciences Center; Universite de Montreal
  摘要：Item nonresponse in surveys is often treated through some form of imputation. We introduce multiply robust imputation in finite population sampling. This is closely related to multiple robustness, which extends double robustness. In practice, multiple nonresponse models and multiple imputation models may be fitted, each involving different subsets of covariates and possibly different link functions. An imputation procedure is said to be multiply robust if the resulting estimator is consistent ...
• Assigning a value to a power likelihood in a general Bayesian model AI翻译
  作者：Holmes, C. C.; Walker, S. G.
  作者单位：University of Oxford; University of Texas System; University of Texas Austin
  摘要：Bayesian robustness under model misspecification is a current area of active research. Among recent ideas is that of raising the likelihood function to a power. In this paper we discuss the choice of appropriate power and provide examples.
• On the number of common factors with high-frequency data AI翻译
  作者：Kong, Xin-Bing
  作者单位：Nanjing Audit University
  摘要：In this paper, we introduce a local principal component analysis approach to determining the number of common factors of a continuous-time factor model with time-varying factor loadings using high-frequency data. The model is approximated locally on shrinking blocks using discrete-time factor models. The number of common factors is estimated by minimizing the penalized aggregated mean squared residual error over all shrinking blocks. While the local mean squared residual error on each block co...
• Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach AI翻译
  作者：Bertrand, Aurelie; Legrand, Catherine; Carroll, Raymond J.; De Meester, Christophe; Van Keilegom, Ingrid
  作者单位：Universite Catholique Louvain; Texas A&M University System; Texas A&M University College Station; Universite Catholique Louvain
  摘要：In many situations in survival analysis, it may happen that a fraction of individuals will never experience the event of interest: they are considered to be cured. The promotion time cure model takes this into account. We consider the case where one or more explanatory variables in the model are subject to measurement error, which should be taken into account to avoid biased estimators. A general approach is the simulation-extrapolation algorithm, a method based on simulations which allows one...
• Projection correlation between two random vectors AI翻译
  作者：Zhu, Liping; Xu, Kai; Li, Runze; Zhong, Wei
  作者单位：Renmin University of China; Shanghai University of Finance & Economics; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Xiamen University
  摘要：We propose the use of projection correlation to characterize dependence between two random vectors. Projection correlation has several appealing properties. It equals zero if and only if the two random vectors are independent, it is not sensitive to the dimensions of the two random vectors, it is invariant with respect to the group of orthogonal transformations, and its estimation is free of tuning parameters and does not require moment conditions on the random vectors. We show that the sample...
• On pseudolikelihood inference for semiparametric models with boundary problems AI翻译
  作者：Chen, Y.; Ning, J.; Ning, Y.; Liang, K. -Y.; Bandeen-Roche, K.
  作者单位：University of Pennsylvania; University of Texas System; UTMD Anderson Cancer Center; Cornell University; National Yang Ming Chiao Tung University; Johns Hopkins University
  摘要：Consider a semiparametric model indexed by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. In many applications, pseudolikelihood provides a convenient way to infer the parameter of interest, where the nuisance parameter is replaced by a consistent estimator. The purpose of this paper is to establish the asymptotic behaviour of the pseudolikelihood ratio statistic under semiparametric models. In particular, we consider testing the hypothesis that the parameter...
• Case-cohort studies with interval-censored failure time data AI翻译
  作者：Zhou, Q.; Zhou, H.; Cai, J.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
  摘要：The case-cohort design has been widely used as a means of cost reduction in collecting or measuring expensive covariates in large cohort studies. The existing literature on the case-cohort design is mainly focused on right-censored data. In practice, however, the failure time is often subject to interval-censoring: it is known to fall only within some random time interval. In this paper, we consider the case-cohort study design for interval-censored failure time and develop a sieve semiparamet...
• Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes AI翻译
  作者：Schorning, K.; Dette, H.; Kettelhake, K.; Wong, W. K.; Bretz, F.
  作者单位：Ruhr University Bochum; University of California System; University of California Los Angeles; Novartis
  摘要：We derive optimal designs to estimate efficacy and toxicity in active controlled dose-finding trials when the bivariate continuous outcomes are described using nonlinear regression models. We determine upper bounds on the required number of different doses and provide conditions under which the boundary points of the design space are included in the optimal design. We provide an analytical description of minimally supported optimal designs and show that they do not depend on the correlation be...
• Projection-based outlier detection in functional data AI翻译
  作者：Ren, Haojie; Chen, Nan; Zou, Changliang
  作者单位：Nankai University; National University of Singapore
  摘要：We propose a procedure based on a high-breakdown mean function estimator to detect outliers in functional data. The robust estimator is obtained from a clean subset of observations, excluding potential outliers, by minimizing the least-trimmed-squares projection coefficients after functional principal component analysis. A threshold rule based on the asymptotic distribution of the functional score-based distance robustly controls the false positive rate and detects outliers effectively. Furthe...
• Modified marginal expected shortfall under asymptotic dependence AI翻译
  作者：Cai, J. -J.; Chavez-Demoulin, V.; Guillou, A.
  作者单位：Delft University of Technology; University of Lausanne; Universites de Strasbourg Etablissements Associes; Universite de Strasbourg
  摘要：We propose an estimator of the marginal expected shortfall by considering a log transformation of a variable which has an infinite expectation. We establish the asymptotic normality of our estimator under general assumptions. A simulation study suggests that the estimation procedure is robust with respect to the choice of tuning parameters. Our estimator has lower bias and mean squared error than the empirical estimator when the latter is applicable. We illustrate our method on a tsunami datas...