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作者:Kong, Linglong; Wiens, Douglas P.
作者单位:University of Alberta
摘要:We give methods for the construction of designs for regression models, when the purpose of the investigation is the estimation of the conditional quantile function, and the estimation method is quantile regression. The designs are robust against misspecified response functions, and against unanticipated heteroscedasticity. The methods are illustrated by example, and in a case study in which they are applied to growth charts.
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作者:Chen, Xuerong; Wan, Alan T. K.; Zhou, Yong
作者单位:Georgetown University; City University of Hong Kong; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Shanghai University of Finance & Economics
摘要:This article examines the problem of estimation in a quantile regression model when observations are missing at random under independent and nonidentically distributed errors. We consider three approaches of handling this problem based on nonparametric inverse probability weighting, estimating equations projection, and a combination of both. An important distinguishing feature of our methods is their ability to handle missing response and/or partially missing covariates, whereas existing techn...
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作者:Li, Shaoting; Chen, Jiahua; Guo, Jianhua; Jing, Bing-Yi; Tsang, Shui-Ying; Xue, Hong
作者单位:Northeast Normal University - China; Northeast Normal University - China; University of British Columbia; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
摘要:Genomic imprinting is a known aspect of the etiology of many diseases. The imprinting phenomenon depicts differential expression levels of the allele depending on its parental origin. When the parental origin is unknown, the expression level has a finite normal mixture distribution. In such applications, a random sample of expression levels consists of three subsamples according to the number of minor alleles an individual possesses, of which one is the mixture and the other two are homogeneou...
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作者:Klein, Nadja; Kneib, Thomas; Lang, Stefan
作者单位:University of Gottingen; University of Innsbruck
摘要:Frequent problems in applied research preventing the application of the classical Poisson log-linear model for analyzing count data include overdispersion, an excess of zeros compared to the Poisson distribution, correlated responses, as well as complex predictor structures comprising nonlinear effects of continuous covariates, interactions or spatial effects. We propose a general class of Bayesian generalized additive models for zero-inflated and overdispersed count data within the framework ...
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作者:Minnier, Jessica; Yuan, Ming; Liu, Jun S.; Cai, Tianxi
作者单位:Oregon Health & Science University; University of Wisconsin System; University of Wisconsin Madison; Harvard University; Harvard University; Harvard T.H. Chan School of Public Health
摘要:Genetic studies of complex traits have uncovered only a small number of risk markers explaining a small fraction of heritability and adding little improvement to disease risk prediction. Standard single marker methods may lack power in selecting informative markers or estimating effects. Most existing methods also typically do not account for nonlinearity. Identifying markers with weak signals and estimating their joint effects among many noninformative markers remains challenging. One potenti...
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作者:Mohler, G. O.; Short, M. B.; Malinowski, Sean; Johnson, Mark; Tita, G. E.; Bertozzi, Andrea L.; Brantingham, P. J.
作者单位:Santa Clara University; University System of Georgia; Georgia Institute of Technology; University of California System; University of California Irvine; University of California System; University of California Los Angeles; University of California System; University of California Los Angeles; University of California System; University of California Los Angeles
摘要:The concentration of police resources in stable crime hotspots has proven effective in reducing crime, but the extent to which police can disrupt dynamically changing crime hotspots is unknown. Police must be able to anticipate the future location of dynamic hotspots to disrupt them. Here we report results of two randomized controlled trials of near real-time epidemic-type aftershock sequence (ETAS) crime forecasting, one trial within three divisions of the Los Angeles Police Department and th...
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作者:Yau, Chun Yip; Tang, Chong Man; Lee, Thomas C. M.
作者单位:Chinese University of Hong Kong; University of California System; University of California Davis
摘要:The threshold autoregressive (TAR) model is a class of nonlinear time series models that have been widely used in many areas. Due to its nonlinear nature, one major difficulty in fitting a TAR model is the estimation of the thresholds. As a first contribution, this article develops an automatic procedure to estimate the number and values of the thresholds, as well as the corresponding AR order and parameter values in each regime. These parameter estimates are defined as the minimizers of an ob...
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作者:Sgouropoulos, Nikolaos; Yao, Qiwei; Yastremiz, Claudia
作者单位:University of London; London School Economics & Political Science; Peking University; Bank of England
摘要:Motivated by the problem of selecting representative portfolios for backtesting counterparty credit risks, we propose a matching quantiles estimation (MQE) method for matching a target distribution by that of a linear combination of a set of random variables. An iterative procedure based on the ordinary least-squares estimation (OLS) is proposed to compute MQE. MQE can be easily modified by adding a LASSO penalty term if a sparse representation is desired, or by restricting the matching within...
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作者:Lin, Wei; Feng, Rui; Li, Hongzhe
作者单位:Peking University; Peking University; University of Pennsylvania
摘要:In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be much larger than the sample size. Motivated by such modern applications, we consider the problem of variable selection and estimation in high-dimensional sparse instrumental variables models. To overcome the difficulty of high dimensionality and unknown optim...
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作者:Rosenbaum, Paul R.
作者单位:University of Pennsylvania
摘要:Claims based on observational studies that a treatment has certain effects are often met with counterclaims asserting that the treatment is without effect, that associations are produced by biased treatment assignment. Some counterclaims undermine themselves in the following specific sense: presuming the counterclaim to be true may strengthen the support that the original data provide for the original claim, so that the counterclaim fails in its role as a critique of the original claim. In mat...