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作者：Casella, George; Moreno, Elias
作者单位：State University System of Florida; University of Florida; University of Granada
摘要：For testing nested hypotheses from a Bayesian standpoint, a desirable condition is that the prior for the alternative model concentrates mass around the smaller, or null, model. For testing independence in contingency tables, the intrinsic priors satisfy this requirement. Furthermore. the degree of concentration of the priors is controlled by a discrete parameter, t, the training sample size, which plays an important role in the resulting answer. In this article we report on the robustness of ...
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作者：Zhang, Junni L.; Rubin, Donald B.; Mealli, Fabrizia
作者单位：Peking University; Harvard University; University of Florence
摘要：Government-sponsored job-training programs must be subject to evaluation to assess whether their effectiveness justifies their cost to the public. The evaluation usually focuses on employment and total earnings, although the effect on wages is also of interest, because this effect reflects the increase in human capital due to the training program, whereas the effect on total earnings may be simply reflecting the increased likelihood of employment without any effect on wage rates. Estimating th...
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作者：Fan, Jianqing; Mancini, Loriano
作者单位：Princeton University; Shanghai University of Finance & Economics; Swiss Finance Institute (SFI); Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：Parametric option pricing models are widely used in finance. These models capture several features of asset price dynamics; however, their pricing performance can be significantly enhanced when they are combined with nonparametric learning approaches that learn and correct empirically the pricing errors. In this article we propose a new nonparametric method for pricing derivatives assets. Our method relies on the state price distribution instead of the state price density, because the former i...
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作者：Liu, Hao; Shen, Yu
作者单位：Baylor College of Medicine; University of Texas System; UTMD Anderson Cancer Center
摘要：Motivated by medical Studies in which patients could be Cured of disease but the disease event time may be subject to interval censoring, we present a semiparametric nonmixture cure model for the regression analysis of interval-censored time-to-event data. We develop semiparametric maximum likelihood estimation for the model using the expectation-maximization method for interval-censored data. The maximization step for the baseline function is nonparametric and numerically challenging. We deve...
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作者：Ghosh, Pulak; Basu, Sanjib; Tiwari, Ram C.
作者单位：University System of Georgia; Georgia State University; Northern Illinois University; US Food & Drug Administration (FDA)
摘要：Cancer is the second leading cause of death in the United States. Cancer incidence and mortality rates measured the progress against cancer: these rates are obtained from the surveillance, Epidemiology, and End Results (SEER) Program of the National Cancer Institute (NCI). Lung cancer has the highest mortality rate among all cancers, whereas prostate cancer has the highest number of new cases among males. In this article, we analyze the incidence rates of these two cancers, as well as colon an...
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作者：Paciorek, Christopher J.; McLachlan, Jason S.
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; University of Notre Dame
摘要：Ecologists use the relative abundance of fossil pollen tit sediments to estimate how tree species abundances change over space and time. To predict historical forest composition and quantify the available information, we build a Bayesian hierarchical model of forest composition in central New England, USA. based oil pollen in a network of ponds. The critical relationships between abundances of taxa in the pollen record and abundances as actual vegetation are estimated for the modern and coloni...
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作者：Witten, Daniela M.; Hastie, Trevor; Tibshirani, Robert
作者单位：Stanford University; Stanford University
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作者：Rueda, Cristina; Fernandez, Miguel A.; Das Peddada, Shyamal
作者单位：Universidad de Valladolid; National Institutes of Health (NIH) - USA; NIH National Institute of Environmental Health Sciences (NIEHS)
摘要：Motivated by a problem encountered in the analysis of cell cycle gene expression data. this article deals with the estimation of parameters subject to order restrictions on a unit circle. A normal eukaryotic cell cycle has four major phases, during cell division, and a cell cycle gene has its peak expression (phase angle) during the phase that may correspond to its biological function. Because the phases are ordered along a circle, the phase angles of cell cycle genes are ordered unknown param...
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作者：Park, Byeong U.; Mammen, Enno; Haerdle, Wolfgang; Borak, Szymon
作者单位：Seoul National University (SNU); University of Mannheim; Humboldt University of Berlin
摘要：High-dimensional regression problems, which reveal dynamic behavior, are typically analyzed by time propagation of a few number of factors. The inference on the whole system is then based on the low-dimensional time series analysis. Such high-dimensional problems occur frequently in many different fields of science. In this article we address the problem of inference when the factors and factor loadings are estimated by semiparametric methods. This more flexible modeling approach poses an impo...
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作者：Boldea, Otilia; Magnus, Jan R.
作者单位：Tilburg University
摘要：The Hessian of the multivariate normal mixture model is derived, and estimators of the information matrix are obtained, thus enabling consistent estimation of all parameters and their precisions. The usefulness of the new theory is illustrated with two examples and some simulation experiments. The newly proposed estimators appear to be superior to the existing ones.
