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作者:Beaumont, J. -F.; Haziza, D.; Ruiz-Gazen, A.
作者单位:Statistics Canada; Universite de Montreal; Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics
摘要:We argue that the conditional bias associated with a sample unit can be a useful measure of influence in finite population sampling. We use the conditional bias to derive robust estimators that are obtained by downweighting the most influential sample units. Under the model-based approach to inference, our proposed robust estimator is closely related to the well-known estimator of Chambers (1986). Under the design-based approach, it possesses the desirable feature of being applicable with most...
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作者:Krafty, Robert T.; Collinge, William O.
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要:Nonparametric estimation procedures that can flexibly account for varying levels of smoothness among different functional parameters, such as penalized likelihoods, have been developed in a variety of settings. However, geometric constraints on power spectra have limited the development of such methods when estimating the power spectrum of a vector-valued time series. This article introduces a penalized likelihood approach to nonparametric multivariate spectral analysis through the minimizatio...
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作者:Wood, Simon N.
作者单位:University of Bath
摘要:The problem of testing smooth components of an extended generalized additive model for equality to zero is considered. Confidence intervals for such components exhibit good across-the-function coverage probabilities if based on the approximate result, where f is the vector of evaluated values for the smooth component of interest and V (f) is the covariance matrix for f according to the Bayesian view of the smoothing process. Based on this result, a Wald-type test of f=0 is proposed. It is show...
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作者:Armagan, A.; Dunson, D. B.; Lee, J.; Bajwa, W. U.; Strawn, N.
作者单位:SAS Institute Inc; Duke University; Seoul National University (SNU); Rutgers University System; Rutgers University New Brunswick; Duke University
摘要:We investigate the asymptotic behaviour of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of observations. We show that the posterior distribution concentrates in neighbourhoods of the true parameter under simple sufficient conditions. These conditions hold under popular shrinkage priors given some sparsity assumptions.
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作者:Li, Chenxi; Fine, Jason P.
作者单位:University of North Carolina; University of North Carolina Chapel Hill
摘要:We study the nonparametric estimation of the cumulative incidence function and the cause-specific hazard function for current status data with competing risks via kernel smoothing. A smoothed naive nonparametric maximum likelihood estimator and a smoothed full nonparametric maximum likelihood estimator are shown to have pointwise asymptotic normality and faster convergence rates than the corresponding unsmoothed nonparametric likelihood estimators. Using the smoothed estimators and the plug-in...
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作者:Magirr, D.; Jaki, T.; Posch, M.; Klinglmueller, F.
作者单位:Lancaster University; Medical University of Vienna
摘要:We describe a general method for finding a confidence region for a parameter vector that is compatible with the decisions of a two-stage closed test procedure in an adaptive experiment. The closed test procedure is characterized by the fact that rejection or nonrejection of a null hypothesis may depend on the decisions for other hypotheses and the compatible confidence region will, in general, have a complex, nonrectangular shape. We find the smallest cross-product of simultaneous confidence i...
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作者:Ogburn, Elizabeth L.; Vanderweele, Tyler J.
作者单位:Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health
摘要:Suppose we are interested in the effect of a binary treatment on an outcome where that relationship is confounded by an ordinal confounder. We assume that the true confounder is not observed but, rather, we observe a nondifferentially mismeasured version of it. We show that, under certain monotonicity assumptions about its effect on the treatment and on the outcome, an effect measure controlling for the mismeasured confounder will fall between the corresponding crude and true effect measures. ...
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作者:Bissiri, P. G.; Ongaro, A.; Walker, S. G.
作者单位:University of Milano-Bicocca; University of Kent
摘要:This paper considers species sampling models using constructions that arise from Bayesian nonparametric prior distributions. A discrete random measure, used to generate a species sampling model, can have either a countable infinite number of atoms, which has been the emphasis in the recent literature, or a finite number of atoms K, while allowing K to be assigned a prior probability distribution on the positive integers. It is the latter class of model we consider here, due to the interpretati...
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作者:Canale, Antonio; Dunson, David B.
作者单位:University of Turin; Duke University
摘要:Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from hierarchical Poisson components. The Poisson assumption is not warranted in many applied contexts, and hierarchical Poisson models make restrictive assumptions about overdispersion in marginal distributions. In this article we propose a class of nonparametric Bay...
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作者:Mueller, Hans-Georg; Wu, Yichao; Yao, Fang
作者单位:University of California System; University of California Davis; North Carolina State University; University of Toronto
摘要:We introduce continuously additive models, which can be viewed as extensions of additive regression models with vector predictors to the case of infinite-dimensional predictors. This approach produces a class of flexible functional nonlinear regression models, where random predictor curves are coupled with scalar responses. In continuously additive modelling, integrals taken over a smooth surface along graphs of predictor functions relate the predictors to the responses in a nonlinear fashion....