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作者：de Carvalho, Miguel; Davison, Anthony C.
作者单位：Pontificia Universidad Catolica de Chile; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：The modeling of multivariate extremes has received increasing recent attention because of its importance in risk assessment. In classical statistics of extremes, the joint distribution of two or more extremes has a nonparametric form, subject to moment constraints. This article develops a semiparametric model for the situation where several multivariate extremal distributions are linked through the action of a covariate on an unspecified baseline distribution, through a so-called density ratio...
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作者：Lee, Eun Ryung; Noh, Hohsuk; Park, Byeong U.
作者单位：University of Mannheim; Sookmyung Women's University; Seoul National University (SNU)
摘要：Bayesian information criterion (BIC) is known to identify the true model consistently as long as the predictor dimension is finite. Recently, its moderate modifications have been shown to be consistent in model selection even when the number of variables diverges. Those works have been done mostly in mean regression, but rarely in quantile regression. The best-known results about BIC for quantile regression are for linear models with a fixed number of variables. In this article, we investigate...
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作者：Xi, Liqun; Brogaard, Kristin; Zhang, Qingyang; Lindsay, Bruce; Widom, Jonathan; Wang, Ji-Ping
作者单位：Northwestern University; Northwestern University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：The nucleosome is the fundamental packing unit of DNA in eukaryotic cells, and its positioning plays a critical role in regulation of gene expression and chromosome functions. Using a recently developed chemical mapping method, nucleosomes can be potentially mapped with an unprecedented single-base-pair resolution. Existence of overlapping nucleosomes due to cell mixture or cell dynamics, however, causes convolution of nucleosome positioning signals. In this article, we introduce a locally con...
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作者：Song, Xiao; Wang, Ching-Yun
作者单位：University System of Georgia; University of Georgia; Fred Hutchinson Cancer Center
摘要：In biomedical studies, covariates with measurement error may occur in survival data. Existing approaches mostly require certain replications on the error-contaminated covariates, which may not be available in the data. In this article, we develop a simple nonparametric correction approach for estimation of the regression parameters in the proportional hazards model using a subset of the sample where instrumental variables are observed. The instrumental variables are related to the covariates t...
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作者：Hjort, Nils Lid
作者单位：University of Oslo
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作者：Koenker, Roger; Mizera, Ivan
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Alberta
摘要：Estimation of mixture densities for the classical Gaussian compound decision problem and their associated (empirical) Bayes rules is considered from two new perspectives. The first, motivated by Brown and Greenshtein, introduces a nonparametric maximum likelihood estimator of the mixture density subject to a monotonicity constraint on the resulting Bayes rule. The second, motivated by Jiang and Zhang, proposes a new approach to computing the Kiefer-Wolfowitz nonparametric maximum likelihood es...
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作者：Brunel, Nicolas J-B.; Clairon, Quentin; D'Alche-Buc, Florence
作者单位：Universite Paris Saclay; Ecole Nationale Superieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE); INRAE; INRAE; Universite Paris Saclay; Universite Paris Saclay; Universite Paris Saclay; Universite Paris Saclay
摘要：Differential equations are commonly used to model dynamical deterministic systems in applications. When statistical parameter estimation is required to calibrate theoretical models to data, classical statistical estimators are often confronted to complex and potentially ill-posed optimization problem. As a consequence, alternative estimators to classical parametric estimators are needed for obtaining reliable estimates. We propose a gradient matching approach for the estimation of parametric O...
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作者：Dette, Holger; Van Hecke, Ria; Volgushev, Stanislav
作者单位：Ruhr University Bochum
摘要：In a recent article, Noh, El Ghouch, and Bouezmarni proposed a new semiparametric estimate of a regression function with a multivariate predictor, which is based on a specification of the dependence structure between the predictor and the response by means of a parametric copula. This comment investigates the effect which occurs under misspecification of the parametric model. We demonstrate by means of several examples that even for a one or two-dimensional predictor the error caused by a wron...
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作者：Xu, Chen; Chen, Jiahua
作者单位：University of British Columbia
摘要：Feature selection is fundamental for modeling the high-dimensional data, where the number of features can be huge and much larger than the sample size. Since the feature space is so large, many traditional procedures become numerically infeasible. It is hence essential to first remove most apparently noninfluential features before any elaborative analysis. Recently, several procedures have been developed for this purpose, which include the sure-independent-screening (SIS) as a widely used tech...
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作者：Chen, Kun; Chan, Kung-Sik; Stenseth, Nils Chr.
作者单位：University of Connecticut; University of Iowa; University of Oslo
摘要：The problem of reconstructing the source-sink dynamics arises in many biological systems. Our research is motivated by marine applications where newborns are passively dispersed by ocean currents from several potential spawning sources to settle in various nursery regions that collectively constitute the sink. The reconstruction of the sparse source-sink linkage pattern, that is, to identify which sources contribute to which regions in the sink, is a challenging task in marine ecology. We deri...
