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作者：Schafer, Chad M.; Stark, Philip B.
作者单位：Carnegie Mellon University; University of California System; University of California Berkeley
摘要：This article presents a Monte Carlo method for approximating the minimax expected size (MES) confidence set for a parameter known to lie in a compact set. The algorithm is motivated by problems in the physical sciences in which parameters are unknown physical constants related to the distribution of observable phenomena through complex numerical models. The method repeatedly draws parameters at random from the parameter space and simulates data as if each of those values were the true value of...
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作者：Cai, Zongwu; Xu, Xiaoping
作者单位：University of North Carolina; University of North Carolina Charlotte; Xiamen University; China University of Geosciences
摘要：In this article, quatile regression in methods are suggested for a class of smooth coefficient time series models. We use both local polynomial and local constant fitting schemes to estimate the smooth coefficients in a quantile framework. We establish the asymptotic propel-ties of both the local polynomial and local constant estimators For alpha-mixing time series. Also, a bandwidth selector based on the nonparametric version of the Akaike information criterion is sugggested. together with a ...
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作者：Posch, Martin; Zehetmayer, Sonja; Bauer, Peter
作者单位：Medical University of Vienna
摘要：When testing a single hypothesis. it is common knowledge that increasing the sample size after nonsignificant results and repeating the hypothesis test several times at unadjusted critical levels inflates tire overall Type I error rate severely. In contrast, if a large number of hypotheses are tested controlling the False Discovery Rate, such hunting for significance has asymptotically no impact on the error rate. More specifically. if the sample size is increased for all hypotheses simultaneo...
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作者：Xie, Minge; Singh, Kesar; Zhang, Cun-Hui
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：Frequentist confidence intervals for population ranks and their statistical justifications;ire not well established. even though here is a great need for such procedures in a practice. How do we assign confidence bounds for the ranks of health care facilities, school, and financial institution based on data that do not clearly separate the performance of different entities apart? The commonly used bootstrap-based frequentist confidence intervals and Bayesian intervals for population ranks may ...
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作者：Moodie, Erica E. M.; Platt, Robert W.; Kramer, Michael S.
作者单位：McGill University; McGill University; McGill University; McGill University
摘要：To estimate the sequence of actions that optimizes response in a longitudinal setting, it is important to study the actions as part of a set of decision rules rather than in a series of single-action comparisons. We take as our motivating example the estimation of the set of decision rules for the duration of breastfeeding with a view to maximizing infant growth. Breastfeeding has many well-recognized beneficial effects on health and development. However observational evidence has suggested th...
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作者：Rothman, Adam J.; Levina, Elizaveta; Zhu, Ji
作者单位：University of Michigan System; University of Michigan
摘要：We propose a new class of generalized thresholding operators that combine thresholding with shrinkage, and Study generalized thresholding of the sample covariance matrix in high dimensions. Generalized thresholding of the covariance matrix has good theoretical properties and carries almost no computational burden. We obtain in explicit convergence rate in the operator norm that shows the tradeoff between the sparsity of the true model, dimension, and the sample size, and shows that generalized...
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作者：Wikle, C. K.; Milliff, R. F.
作者单位：University of Missouri System; University of Missouri Columbia; NorthWest Research Associates
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作者：Peng, Limin; Fine, Jason P.
作者单位：Emory University; Rollins School Public Health; University of North Carolina; University of North Carolina Chapel Hill
摘要：Quantile regression has emerged as a significant extension of traditional linear models and its potential in survival applications has recently been recognized. In this paper we study quantile regression with competing risks data, formulating the model based on conditional quantiles defined using the cumulative incidence function, which includes as a special case an analog to the usual accelerated failure time model. The proposed competing risks quantile regression model provides meaningful ph...
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作者：Huang, Lan; Tiwari, Ram C.; Zou, Zhaohui; Kulldorff, Martin; Feuer, Eric J.
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI); NIH Division of Cancer Control & Population Sciences; US Food & Drug Administration (FDA); Information Management Services, Inc.; Harvard University; Harvard Medical School; Harvard Pilgrim Health Care
摘要：In geographical spatial epidemiology and disease surveillance, all the existing spatial scan methods for cluster detection using continuous data are designed for evaluating clusters of individuals and analyzing individual-level data. Motivated by growing demands to study the spatial heterogeneity of continuous measures in population data, such as mortality rates, survival rates, average body mass indexes and pollution at state, county, and census tract levels. we propose a weighted normal scan...
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作者：Wang, Hansheng; Tsai, Chih-Ling
作者单位：Peking University; University of California System; University of California Davis
摘要：In extreme value statistics, the tail index is an important measure to gauge the heavy-tailed behavior of a distribution, Under Pareto-type distributions, we employ the logarithmic function to link the tail index to the linear predictor induced by covariates, which constitutes the tail index regression model. We then propose an approximate log-likelihood function to obtain regression parameter estimators, and Subsequently show the asymptotic normality of those estimators. Numerical studies are...
