Related papers: Conditional and marginal relative risk parameters …
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…
This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…
We consider a model for multivariate data with heavy-tailed marginal distributions and a Gaussian dependence structure. The different marginals in the model are allowed to have non-identical tail behavior in contrast to most popular…
Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…
Analyses of randomised trials are often based on regression models which adjust for baseline covariates, in addition to randomised group. Based on such models, one can obtain estimates of the marginal mean outcome for the population under…
In most nonrandomized observational studies, differences between treatment groups may arise not only due to the treatment but also because of the effect of confounders. Therefore, causal inference regarding the treatment effect is not as…
Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…
Several studies have focused on the Realized Range Volatility, an estimator of the quadratic variation of financial prices, taking into account the impact of microstructure noise and jumps. However, none has considered direct modeling and…
Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…
The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…
This paper proposes a maximum-likelihood approach to jointly estimate marginal conditional quantiles of multivariate response variables in a linear regression framework. We consider a slight reparameterization of the Multivariate Asymmetric…
In genetic studies, not only can the number of predictors obtained from microarray measurements be extremely large, there can also be multiple response variables. Motivated by such a situation, we consider semiparametric dimension reduction…
In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two…
A regression model is proposed for the analysis of an ordinal response variable depending on a set of multiple covariates containing ordinal and potentially other variables. The proportional odds model (McCullagh (1980)) is used for the…
The article develops marginal models for multivariate longitudinal responses. Overall, the model consists of five regression submodels, one for the mean and four for the covariance matrix, with the latter resulting by considering various…
Graphs and networks are common ways of depicting biological information. In biology, many different biological processes are represented by graphs, such as regulatory networks, metabolic pathways and protein--protein interaction networks.…
Covariance regression analysis is an approach to linking the covariance of responses to a set of explanatory variables $X$, where $X$ can be a vector, matrix, or tensor. Most of the literature on this topic focuses on the "Fixed-$X$"…
Multivariate data occurs in a wide range of fields, with ever more flexible model specifications being proposed, often within a multivariate generalised linear mixed effects (MGLME) framework. In this article, we describe an extended…