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作者：Atkinson, A. C.
作者单位：University of London; London School Economics & Political Science
摘要：Optimum designs are described for two treatments with different variances when covariates are included in the model. The designs, a generalization of Neyman allocation, are required in personalized medicine to model the effect of covariates on the choice of treatment. The use of the designs in clinical trials is indicated. D-optimality of the designs is established using results from Kiefer's general equivalence theorem. The results are obtained with the use of surprisingly elementary algebra.
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作者：Zeng, D.; Lin, D. Y.
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Meta-analysis is widely used to compare and combine the results of multiple independent studies. To account for between-study heterogeneity, investigators often employ random-effects models, under which the effect sizes of interest are assumed to follow a normal distribution. It is common to estimate the mean effect size by a weighted linear combination of study-specific estimators, with the weight for each study being inversely proportional to the sum of the variance of the effect-size estima...
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作者：Gervini, Daniel
作者单位：University of Wisconsin System; University of Wisconsin Milwaukee
摘要：A characteristic feature of functional data is the presence of phase variability in addition to amplitude variability. Existing functional regression methods do not handle time variability in an explicit and efficient way. In this paper we introduce a functional regression method that incorporates time warping as an intrinsic part of the model. The method achieves good predictive power in a parsimonious way and allows unified statistical inference about phase and amplitude components. The asym...
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作者：Delaigle, A.; Hall, P.
作者单位：University of Melbourne
摘要：Group testing methods are used widely to assess the presence of a contaminant, based on measurements of the concentration of a biomarker, for example to test the presence of a disease in pooled blood samples. The test would be perfect if it produced a positive result whenever the contaminant was present, and a negative result otherwise. However, in practice the test is always at least somewhat imperfect, for example because it is sensitive to the proportion of contaminated items in the group, ...
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作者：Genton, Marc G.; Padoan, Simone A.; Sang, Huiyan
作者单位：King Abdullah University of Science & Technology; Bocconi University; Texas A&M University System; Texas A&M University College Station
摘要：Max-stable processes allow the spatial dependence of extremes to be modelled and quantified, so they are widely adopted in applications. For a better understanding of extremes, it may be useful to study several variables simultaneously. To this end, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. We define a Poisson process construction and introduce multivariate versions of the Smith Gaussian extreme-value, the Schlather extre...
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作者：Derkach, Andriy; Lawless, Jerald F.; Sun, Lei
作者单位：University of Toronto; University of Waterloo; University of Toronto
摘要：Response-dependent sampling is widely used in settings where certain variables are expensive to obtain. Estimation has been thoroughly investigated but recent applications have emphasized tests of association for expensive covariates and a response variable. We consider testing and provide easily implemented likelihood score tests for generalized linear models under a broad range of sampling plans. We show that when there are no additional covariates, the score statistics are identical for con...
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作者：Li, Guodong; Guan, Bo; Li, Wai Keung; Yu, Philip L. H.
作者单位：University of Hong Kong
摘要：This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model. The proposed model enjoys the piecewise linear structure of a threshold model but has a more flexible regime switching mechanism. A sufficient condition is given for geometric ergodicity. Conditional least squares estimation is discussed, and the asymptotic distributions of its estimators and inf...
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作者：Yu, Y.; Wang, T.; Samworth, R. J.
作者单位：University of Cambridge
摘要：The Davis-Kahan theorem is used in the analysis of many statistical procedures to bound the distance between subspaces spanned by population eigenvectors and their sample versions. It relies on an eigenvalue separation condition between certain population and sample eigenvalues. We present a variant of this result that depends only on a population eigenvalue separation condition, making it more natural and convenient for direct application in statistical contexts, and provide an improvement in...
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作者：Ro, Kwangil; Zou, Changliang; Wang, Zhaojun; Yin, Guosheng
作者单位：Nankai University; University of Hong Kong
摘要：Outlier detection is an integral component of statistical modelling and estimation. For high-dimensional data, classical methods based on the Mahalanobis distance are usually not applicable. We propose an outlier detection procedure that replaces the classical minimum covariance determinant estimator with a high-breakdown minimum diagonal product estimator. The cut-off value is obtained from the asymptotic distribution of the distance, which enables us to control the Type I error and deliver r...
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作者：Wang, Qin; Yin, Xiangrong; Critchley, Frank
作者单位：Virginia Commonwealth University; University of Kentucky; Open University - UK
摘要：Sufficient dimension reduction is a useful tool for studying the dependence between a response and a multi-dimensional predictor. In this article, a new formulation is proposed that is based on the Hellinger integral of order two, introduced as a natural measure of the regression information contained in the predictor subspace. The response may be either continuous or discrete. We establish links between local and global central subspaces, and propose an efficient local estimation algorithm. S...
