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As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…

Computational Engineering, Finance, and Science · Computer Science 2023-11-22 Hendrik Geisler , Cem Erdogan , Jan Nagel , Philipp Junker

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

We consider a multiscale approach based on immersed methods for the efficient computational modeling of tissues composed of an elastic matrix (in two or three-dimensions) and a thin vascular structure (treated as a co-dimension two…

Numerical Analysis · Mathematics 2021-11-18 Luca Heltai , Alfonso Caiazzo

Hazard ratios are frequently reported in time-to-event and epidemiological studies to assess treatment effects. In observational studies, the combination of propensity score weights with the Cox proportional hazards model facilitates the…

Methodology · Statistics 2024-02-14 Guilherme W. F. Barros , Jenny Häggström

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

Statistics Theory · Mathematics 2007-06-13 Ibrahim Ahmad , Sittisak Leelahanon , Qi Li

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

An MCMC simulation method based on a two stage delayed rejection Metropolis-Hastings algorithm is proposed to estimate a factor multivariate stochastic volatility model. The first stage uses kstep iteration towards the mode, with k small,…

Computation · Statistics 2010-02-11 Weijun Xu , Li Yang , Robert Kohn

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

Methodology · Statistics 2024-07-31 Jay M. Ver Hoef , Eryn Blagg , Michael Dumelle , Philip M. Dixon , Dale L. Zimmerman , Paul Conn

Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Methodology · Statistics 2024-06-24 Yidong Zhou , Hans-Georg Müller

Joint models (JM) for longitudinal and survival data have gained increasing interest and found applications in a wide range of clinical and biomedical settings. These models facilitate the understanding of the relationship between outcomes…

Methodology · Statistics 2023-08-25 Sida Chen , Danilo Alvares , Christopher Jackson , Jessica Barrett

We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…

Methodology · Statistics 2025-12-08 Takashi Arai

The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…

Methodology · Statistics 2012-10-03 Hsiao-Hsuan Wang , Yuehua Wu , Yuejiao Fu , Xiaogang Wang

Estimating copulas with discrete marginal distributions is challenging, especially in high dimensions, because computing the likelihood contribution of each observation requires evaluating $2^{J}$ terms, with $J$ the number of discrete…

Methodology · Statistics 2018-11-12 D. Gunawan , M. -N. Tran , K. Suzuki , J. Dick , R. Kohn

Stochastic Process Model has many applications in analysis of longitudinal biodemographic data. Such data contain various physiological variables (sometimes known as covariates). It also can potentially contain genetic information available…

Populations and Evolution · Quantitative Biology 2016-05-31 Ilya Zhbannikov , Konstantin Arbeev , Anatoliy Yashin

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…

Statistics Theory · Mathematics 2009-09-29 Jianwen Cai , Jianqing Fan , Haibo Zhou , Yong Zhou

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

The marginal structure quantile model (MSQM) provides a unique lens to understand the causal effect of a time-varying treatment on the full distribution of potential outcomes. Under the semiparametric framework, we derive the efficiency…

Methodology · Statistics 2024-02-13 Chao Cheng , Liangyuan Hu , Fan Li

In medical diagnostics, leveraging multiple biomarkers can significantly improve classification accuracy compared to using a single biomarker. While existing methods based on exponential tilting or density ratio models have shown promise,…

Methodology · Statistics 2026-01-08 Fangyong Zheng , Pengfei Li , Tao Yu

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

In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…

Methodology · Statistics 2019-02-01 Nabarun Deb , Sujayam Saha , Adityanand Guntuboyina , Bodhisattva Sen