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作者：Wang, JPZ; Lindsay, BG
作者单位：Northwestern University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：We propose a class of penalized nonparametric maximum likelihood estimators (NPMLEs) for the species richness problem. We use a penalty term on the likelihood because likelihood estimators that lack it have an extreme instability problem. The estimators are constructed using a conditional likelihood that is simpler than the full likelihood. We show that the full-likelihood NPMLE solution given by Norris and Pollock can be found (with great accuracy) by using an appropriate penalty term on the ...
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作者：Francq, C; Roy, R; Zakoïan, JM
作者单位：Universite de Lille; Universite de Montreal; Universite de Montreal; Institut Polytechnique de Paris; ENSAE Paris
摘要：We consider tests for lack of fit in ARMA models with nonindependent innovations. In this framework, the standard Box-Pierce and Ljung-Box portmanteau tests can perform poorly. Specifically, the usual text book formulas for asymptotic distributions are based on strong assumptions and should not be applied without careful consideration. In this article we derive the asymptotic covariance matrix Sigma(rho m) of a vector of autocorrelations for residuals of ARMA models under weak assumptions on t...
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作者：Horowitz, JL; Lee, S
作者单位：Northwestern University; University of London; London School Economics & Political Science; University College London
摘要：This article is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of n(-r/(2r+1)) when the additive components are r-times continuously differentiable for some r >= 2. This result holds regardless of the dimension of the covariates, and thus the new estimator has no curse of dimensionality. In addition, the estimator has an oracle ...
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作者：Qi, LH; Wang, CY; Prentice, RL
摘要：Missing covariate data are common in epidemiologic studies and disease prevention trials. In this article regression parameter estimation in the Cox proportional hazards model is considered when certain covariates are observed for all study subjects and other covariate data are collected only for a subset. The article presents both simple weighted and kernel-assisted fully augmented weighted estimators that use the partially incomplete data nonparametrically. We use nonparametric methods to es...
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作者：Campbell, SD; Diebold, FX
作者单位：Brown University; University of Pennsylvania
摘要：We take a simple time series approach to modeling and forecasting daily average temperature in U.S. cities, and we inquire systematically weather derivatives market. The answer is, perhaps supris- ingly to whether it may prove useful from the vantage point of participants in the ingly, yes. Time series modeling reveals conditional mean dynamics and, crucially, strong conditional variance dynamics in daily average temperature, and it reveals sharp differences between the distribution of tempera...
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作者：Rubin, DB
作者单位：Harvard University
摘要：Causal effects are defined as comparisons of potential outcomes under different treatments on a common set of units. Observed values of the potential outcomes are revealed by the assignment mechanism-a probabilistic model for the treatment each unit receives as a function of covariates and potential outcomes. Fisher made tremendous contributions to causal inference through his work on the design of randomized experiments, but the potential outcomes perspective applies to other complex experime...
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作者：Dubin, JA; Müller, HG
作者单位：Yale University; University of California System; University of California Davis
摘要：Nonparametric methodology for longitudinal data analysis is becoming increasingly popular. The analysis of multivariate longitudinal data, where data on several time courses are recorded for each subject, has received considerably less attention, despite its importance for practical data analysis. In particular, there is a need for measures and estimates to capture dependency between the components of vector-valued longitudinal data. We propose and analyze a simple and effective nonparametric ...
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作者：Li, TH
摘要：Proactive management of web server farms requires accurate prediction of workload. An exemplary measure of workload is the amount of service requests per unit time. As a time series, the workload exhibits not only short-term random fluctuations, but also prominent periodic (daily) patterns that evolve randomly from one period to another. A hierarchical framework with multiple time scales is proposed to model such time series. This framework leads to an adaptive procedure that provides both lon...
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作者：Brown, L; Gans, N; Mandelbaum, A; Sakov, A; Shen, HP; Zeltyn, S; Zhao, L
作者单位：University of Pennsylvania; University of Pennsylvania; Technion Israel Institute of Technology; University of North Carolina; University of North Carolina Chapel Hill
摘要：A call center is a service network in which agents provide telephone-based services. Customers who seek these services are delayed in tele-queues. This article summarizes an analysis of a unique record of call center operations. The data comprise a complete operational history of a small banking call center, call by call, over a full year. Taking the perspective of queueing theory, we decompose the service process into three fundamental components: arrivals, customer patience, and service dura...
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作者：Zhou, X; Iversen, ES Jr; Parmigiani, G
作者单位：Cornell University; Duke University; Johns Hopkins University; Johns Hopkins Medicine; Johns Hopkins University; Johns Hopkins Medicine; Johns Hopkins University; Johns Hopkins Medicine
摘要：Clinical management of individuals found to harbor a mutation at a known disease-susceptibility gene depends on accurate assessment of mutation-specific disease risk. For missense mutations (MMs)-mutations that lead to a single amino acid change in the protein coded by the gene-this poses a particularly challenging problem. Because it is not possible to predict the structural and functional changes to the protein product for a given amino acid substitution, and because functional assays are of...
