Yichao Wu
Yichao Wu
Efron, Hastie, Johnstone and Tibshirani (2004) proposed Least Angle Regression (LAR), a solution path algorithm for the least squares regression. They pointed out that a slight modification of the LAR gives the LASSO (Tibshirani, 1996) solu...
Identification and Estimation of Nonlinear Models Using Two Samples with Nonclassical Measurement Errors [0.03%]
非经典测量误差下的二重样本非线性模型的识别与估计
Raymond J Carroll,Xiaohong Chen,Yingyao Hu
Raymond J Carroll
This paper considers identification and estimation of a general nonlinear Errors-in-Variables (EIV) model using two samples. Both samples consist of a dependent variable, some error-free covariates, and an error-prone covariate, for which t...
Hanna K Jankowski,Jon A Wellner
Hanna K Jankowski
This paper proposes a profile likelihood algorithm to compute the nonparametric maximum likelihood estimator of a convex hazard function. The maximisation is performed in two steps: First the support reduction algorithm is used to maximise ...
Nonparametric autocovariance estimation from censored time series by Gaussian imputation [0.03%]
基于高斯插补的截断时间序列自协方差非参数估计方法
Jung Wook Park,Marc G Genton,Sujit K Ghosh
Jung Wook Park
One of the most frequently used methods to model the autocovariance function of a second-order stationary time series is to use the parametric framework of autoregressive and moving average models developed by Box and Jenkins. However, such...
Covariate-Adjusted Linear Mixed Effects Model with an Application to Longitudinal Data [0.03%]
协变量调整的线性混合效应模型及其在纵向数据分析中的应用
Danh V Nguyen,Damla Sentürk,Raymond J Carroll
Danh V Nguyen
Linear mixed effects (LME) models are useful for longitudinal data/repeated measurements. We propose a new class of covariate-adjusted LME models for longitudinal data that nonparametrically adjusts for a normalizing covariate. The proposed...