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作者：Huser, R.; Davison, A. C.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：Genton et al. (2011) investigated the gain in efficiency when triplewise, rather than pairwise, likelihood is used to fit the popular Smith max-stable model for spatial extremes. We generalize their results to the Brown-Resnick model and show that the efficiency gain is substantial only for very smooth processes, which are generally unrealistic in applications.
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作者：Kim, Jae Kwang; Skinner, C. J.
作者单位：Iowa State University; University of London; London School Economics & Political Science
摘要：Sampling related to the outcome variable of a regression analysis conditional on covariates is called informative sampling and may lead to bias in ordinary least squares estimation. Weighting by the reciprocal of the inclusion probability approximately removes such bias but may inflate variance. This paper investigates two ways of modifying such weights to improve efficiency while retaining consistency. One approach is to multiply the inverse probability weights by functions of the covariates....
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作者：Chen, Yi-Hau; Chatterjee, Nilanjan; Carroll, Raymond J.
作者单位：Academia Sinica - Taiwan; 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
摘要：With the advent of modern genomic methods to adjust for population stratification, the use of external or publicly available controls has become an attractive option for reducing the cost of large-scale case-control genetic association studies. In this article, we study the estimation of joint effects of genetic and environmental exposures from a case-control study where data on genome-wide markers are available on the cases and a set of external controls while data on environmental exposures ...
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作者：Zhang, Baqun; Tsiatis, Anastasios A.; Laber, Eric B.; Davidian, Marie
作者单位：Renmin University of China; North Carolina State University
摘要：A dynamic treatment regime is a list of sequential decision rules for assigning treatment based on a patient's history. Q- and A-learning are two main approaches for estimating the optimal regime, i.e., that yielding the most beneficial outcome in the patient population, using data from a clinical trial or observational study. Q-learning requires postulated regression models for the outcome, while A-learning involves models for that part of the outcome regression representing treatment contras...
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作者：Hall, Peter; Xia, Yingcun; Xue, Jing-Hao
作者单位：University of Melbourne; National University of Singapore; University of London; University College London
摘要：In this paper we propose simple, general tiered classifiers for relatively complex data. Empirical studies on real and simulated data show that three two-tier classifiers, which are respective extensions of linear discriminant analysis, linear logistic regression and support vector machines, can reduce noticeably the relatively high misclassification error of their original single-tier counterparts, without significantly increasing computational labour.
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作者：Gandy, Axel; Lau, F. Din-Houn
作者单位：Imperial College London
摘要：Cumulative sum or cusum charts are typically used to detect a change in the distribution of a sequence of observations, e.g., shifts in the mean. Usually, after signalling, the chart is restarted by setting it to some value below the signalling threshold. We propose a non-restarting cusum chart which is able to detect periods during which the stream is out of control. Further, we advocate an upper boundary to prevent the cusum chart rising too high, which helps to detect a change back into con...
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作者：Ning, Yang; Liu, Han
作者单位：University of Waterloo; Princeton University
摘要：In multivariate analysis, a Gaussian bigraphical model is commonly used for modelling matrix-valued data. In this paper, we propose a semiparametric extension of the Gaussian bigraphical model, called the nonparanormal bigraphical model. A projected nonparametric rank-based regularization approach is employed to estimate sparse precision matrices and produce graphs under a penalized likelihood framework. Theoretically, our semiparametric procedure achieves the parametric rates of convergence f...
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作者：Jeng, X. Jessie; Cai, T. Tony; Li, Hongzhe
作者单位：North Carolina State University; University of Pennsylvania; University of Pennsylvania
摘要：Copy number variant is an important type of genetic structural variation appearing in germline DNA, ranging from common to rare in a population. Both rare and common copy number variants have been reported to be associated with complex diseases, so it is important to identify both simultaneously based on a large set of population samples. We develop a proportion adaptive segment selection procedure that automatically adjusts to the unknown proportions of the carriers of the segment variants. W...
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作者：Fryzlewicz, P.
作者单位：University of London; London School Economics & Political Science
摘要：We propose a locally stationary linear model for the evolution of high-dimensional financial returns, where the time-varying volatility matrix is modelled as a piecewise-constant function of time. We introduce a new wavelet-based technique for estimating the volatility matrix, which combines four ingredients: a Haar wavelet decomposition, variance stabilization of the Haar coefficients via the Fisz transform prior to thresholding, a bias correction, and extra time-domain thresholding, soft or ...
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作者：Zhang, Qiong; Qian, Peter Z. G.
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Multifold crossvalidation is routinely used for assessing the prediction error of an approximation model for a black-box function. Despite its popularity, this method is known to have high variability. To mitigate this drawback, we propose an experimental design approach that borrows Latin hypercube designs to construct a structured crossvalidation sample such that the input values in each fold achieve uniformity. Theoretical results show that the estimate of the prediction error of the propos...
