English
Related papers

Related papers: CopulaDTA: An R Package for Copula Based Bivariate…

200 papers

The distributional transform (DT) is amongst the computational methods used for estimation of high-dimensional multivariate normal copula models with discrete responses. Its advantage is that the likelihood can be derived conveniently under…

Methodology · Statistics 2016-02-16 Aristidis K. Nikoloulopoulos

Statistical methods for identifying harmful chemicals in a correlated mixture often assume linearity in exposure-response relationships. Non-monotonic relationships are increasingly recognised (e.g., for endocrine-disrupting chemicals);…

Applications · Statistics 2020-11-11 Nina Lazarevic , Luke D. Knibbs , Peter D. Sly , Adrian G. Barnett

Risk evaluation is a forecast, and its validity must be backtested. Probability distribution forecasts are used in this work and allow for more powerful validations compared to point forecasts. Our aim is to use bivariate copulas in order…

Risk Management · Quantitative Finance 2023-11-21 Boris David , Gilles Zumbach

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

Methodology · Statistics 2024-10-16 Sarah S. Ji , Benjamin B. Chu , Hua Zhou , Kenneth Lange

Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…

Methodology · Statistics 2013-06-14 Minh-Ngoc Tran , Paolo Giordani , Xiuyan Mun , Robert Kohn , Mike Pitt

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

When performing an aggregate data meta-analysis of a continuous outcome, researchers often come across primary studies that report the sample median of the outcome. However, standard meta-analytic methods typically cannot be directly…

Several gene-based association tests for time-to-event traits have been proposed recently, to detect whether a gene region (containing multiple variants), as a set, is associated with the survival outcome. However, for bivariate survival…

Applications · Statistics 2019-04-03 Yue Wei , Yi Liu , Wei Chen , Ying Ding

Multivariate meta-analysis (MMA) is a powerful tool for jointly estimating multiple outcomes' treatment effects. However, the validity of results from MMA is potentially compromised by outcome reporting bias (ORB), or the tendency for…

Applications · Statistics 2021-10-19 Ray Bai , Xiaokang Liu , Lifeng Lin , Yulun Liu , Stephen E. Kimmel , Haitao Chu , Yong Chen

In this paper, we present a variable ranking approach established on a novel measure to select important variables in bivariate Copula Link-Based Additive Models (Marra & Radice, 2020). The proposal allows for identifying two sets of…

Methodology · Statistics 2024-10-14 Danilo Petti , Marcella Niglio , Marialuisa Restaino

Missing data is a common issue in various fields such as medicine, social sciences, and natural sciences, and it poses significant challenges for accurate statistical analysis. Although numerous imputation methods have been proposed to…

Methodology · Statistics 2025-07-23 Seongmin Kim , Jeunghun Oh , Hungkuk Ko , Jeongmin Park , Jaeyong Lee

This research is motivated by discovering and underpinning genetic causes for the progression of a bilateral eye disease, Age-related Macular Degeneration (AMD), of which the primary outcomes, progression times to late-AMD, are bivariate…

Methodology · Statistics 2019-08-21 Tao Sun , Ying Ding

We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert assessments -- whose external validity is uncertain. Each…

Econometrics · Economics 2026-03-24 Frederico Finan , Demian Pouzo

A meta-model of the input-output data of a computationally expensive simulation is often employed for prediction, optimization, or sensitivity analysis purposes. Fitting is enabled by a designed experiment, and for computationally expensive…

Methodology · Statistics 2023-12-01 Andrew Gill , David J. Warne , Antony M. Overstall , Clare McGrory , James M. McGree

We propose a copula based method to handle missing values in multivariate data of mixed types in multilevel data sets. Building upon the extended rank likelihood of \cite{hoff2007extending} and the multinomial probit model, our model is a…

Methodology · Statistics 2017-02-28 Jiali Wang , Bronwyn Loong , Anton H. Westveld , Alan H. Welsh

The brms package allows R users to easily specify a wide range of Bayesian single-level and multilevel models, which are fitted with the probabilistic programming language Stan behind the scenes. Several response distributions are…

Computation · Statistics 2017-10-17 Paul-Christian Bürkner

High-dimensional variable selection in the proportional hazards (PH) model has many successful applications in different areas. In practice, data may involve confounding variables that do not satisfy the PH assumption, in which case the…

Computation · Statistics 2018-03-22 Emily Morris , Kevin He , Yanming Li , Yi Li , Jian Kang

The available data in semi-supervised learning usually consists of relatively small sized labeled data and much larger sized unlabeled data. How to effectively exploit unlabeled data is the key issue. In this paper, we write the regression…

Methodology · Statistics 2024-11-13 Ziwen Gao , Huihang Liu , Xinyu Zhang

Most of applied statistics involves regression analysis of data. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models. Currently, this package gives the user a choice…

Computation · Statistics 2015-07-15 George Karabatsos

Diagnostic accuracy studies assess sensitivity and specificity of a new index test in relation to an established comparator or the reference standard. The development and selection of the index test is usually assumed to be conducted prior…

Methodology · Statistics 2022-08-30 Max Westphal , Antonia Zapf