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作者：Ma, Yanyuan; Zhu, Liping
作者单位：Texas A&M University System; Texas A&M University College Station; Shanghai University of Finance & Economics
摘要：We provide a novel and completely different approach to dimension-reduction problems from the existing literature. We cast the dimension-reduction problem in a semiparametric estimation framework and derive estimating equations. Viewing this problem from the new angle allows us to derive a rich class of estimators, and obtain the classical dimension reduction techniques as special cases in this class. The semiparametric approach also reveals that in the inverse regression context while keeping...
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作者：Sen, Bodhisattva; Chaudhuri, Probal
作者单位：Columbia University; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：The need for comparing two regression functions arises frequently in statistical applications. Comparison of the usual regression functions is not very meaningful in situations where the distributions and the ranges of the covariates are different for the populations. For instance, in econometric studies, the prices of commodities and people's incomes observed at different time points may not be on comparable scales due to inflation and other economic factors. In this article, we describe a me...
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作者：Burgette, Lane F.; Reiter, Jerome P.
作者单位：RAND Corporation; Duke University
摘要：Investigators often change how variables are measured during the middle of data-collection, for example, in hopes of obtaining greater accuracy or reducing costs. The resulting data comprise sets of observations measured on two (or more) different scales, which complicates interpretation and can create bias in analyses that rely directly on the differentially measured variables. We develop approaches based on multiple imputation for handling mid-study changes in measurement for settings withou...
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作者：Li, Ta-Hsin
作者单位：International Business Machines (IBM); IBM USA
摘要：Two periodogram-like functions, called quantile periodograms, are introduced for spectral analysis of time series. The quantile periodograms are constructed from trigonometric quantile regression and motivated by different interpretations of the ordinary periodogram. Analytical and numerical results demonstrate the capability of the quantile periodograms for detecting hidden periodicity in the quantiles and for providing an additional view of time-series data. A connection between the quantile...
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作者：Apanasovich, Tatiyana V.; Genton, Marc G.; Sun, Ying
作者单位：Thomas Jefferson University; Texas A&M University System; Texas A&M University College Station
摘要：We introduce a valid parametric family of cross-covariance functions for multivariate spatial random fields where each component has a covariance function from a well-celebrated Matern class. Unlike previous attempts, our model indeed allows for various smoothnesses and rates of correlation decay for any number of vector components. We present the conditions on the parameter space that result in valid models with varying degrees of complexity. We discuss practical implementations, including re...
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作者：Dupuis, Debbie J.
作者单位：Universite de Montreal; HEC Montreal
摘要：Heat waves are a serious threat to society, the environment, and the economy. Estimates of the recurrence probabilities of heat waves may be obtained following the successful modeling of daily maximum temperature, but working with the latter is difficult as we have to recognize, and allow for, not only a time trend but also seasonality in the mean and in the variability, as well as serial correlation. Furthermore, as the extreme values of daily maximum temperature have a different form of nons...
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作者：Papp, David
作者单位：Northwestern University
摘要：We consider consider the problem of finding optimal nonsequential designs for a large class of regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. Since the design weights can be found easily by existing methods once the support is known, we concentrate on determining the support of the optimal design. The proposed method treats D-, E-, A-, and Phi(p)-optimal designs in a unified manner, and generates...
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作者：Davies, P. L.
作者单位：University of Duisburg Essen
摘要：The standard model for the analysis of variance is over-parameterized. The resulting identifiability problem is typically solved by placing linear constraints on the parameters. In the case of the interactions, these require that the marginal sums be zero. Although seemingly neutral, these conditions have unintended consequences: the interactions are of necessity connected whether or not this is justified, the minimum number of nonzero interactions is four, and, in particular, it is not possib...
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作者：Dukic, Vanja; Lopes, Hedibert F.; Polson, Nicholas G.
作者单位：University of Colorado System; University of Colorado Boulder; University of Chicago
摘要：In this article, we use Google Flu Trends data together with a sequential surveillance model based on state-space methodology to track the evolution of an epidemic process over time. We embed a classical mathematical epidemiology model [a susceptible-exposed-infected-recovered (SEIR) model] within the state-space framework, thereby extending the SEW dynamics to allow changes through time. The implementation of this model is based on a particle filtering algorithm, which learns about the epidem...
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作者：Chen, Jiahua; Li, Pengfei; Fu, Yuejiao
作者单位：University of British Columbia; University of Waterloo; York University - Canada
摘要：Finite normal mixture models are used in a wide range of applications. Hypothesis testing on the order of the normal mixture is an important yet unsolved problem. Existing procedures often lack a rigorous theoretical foundation. Many are also hard to implement numerically. In this article, we develop a new method to fill the void in this important area. An effective expectation-maximization (EM) test is invented for testing the null hypothesis of arbitrary order m(0) under a finite normal mixt...
