Results 81 to 90 of about 3,072 (181)
Statistical Detection of Adversarial Compliance With Benford's Law
ABSTRACT We address the task of identifying anomalous observations by analyzing digits under the lens of Benford's law. Motivated by the crucial objective of providing reliable statistical analysis of customs declarations, we answer one major and still open question: How can we detect the behavior of operators who are aware of the prevalence of the ...
Lucio Barabesi +3 more
wiley +1 more source
Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach [PDF]
In productivity analysis an important issue is to detect how external (environmental) factors, exogenous to the production process and not under the control of the producer, might influence the production process and the resulting efficiency of the firms.
Cinzia Daraio +2 more
core
Wasserstein Regression, Forecasting, and Change‐Point Detection for Daily Traffic Flow Distributions
ABSTRACT We develop a distribution‐valued framework for modeling, forecasting, and monitoring traffic flow counts by treating each day as a probability distribution summarized by jittered empirical quantile signatures. Inference is conducted under the 2‐Wasserstein geometry, which in one dimension is isometric to the L2(0,1)$$ {L}^2\left(0,1\right ...
Abdolnasser Sadeghkhani
wiley +1 more source
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models [PDF]
We consider time series models in which the conditional mean of the response variable given the past depends on latent covariates. We assume that the covariates can be estimated consistently and use an iterative nonparametric kernel smoothing procedure ...
Christian Conrad, Enno Mammen
core
Bayesian Frameworks for Explicit Biological Age Estimation
ABSTRACT Biological age (BA) is a quantity of interest in insurance, and this paper explores the statistical foundations for estimating an individual's BA, proposing a semi‐parametric Bayesian model for its estimation using multiple quantitative and qualitative phenotypes. BA is modeled explicitly as a latent biological state that influences observable
Stefano Cabras
wiley +1 more source
Safety‐Driven Response Adaptive Randomization: An Application in Noninferiority Oncology Trials
ABSTRACT The majority of response‐adaptive randomization (RAR) designs in the literature rely on efficacy data to guide dynamic patient allocation. However, their applicability becomes limited in settings where efficacy outcomes, such as survival, are observed with a random delay.
Maria Vittoria Chiaruttini +2 more
wiley +1 more source
ESTIMATION OF A SEMIPARAMETRICIGARCH(1,1) MODEL [PDF]
We propose a semiparametric IGARCH model that allows for persistence invariance but also allows for more flexible functional form. We assume that thedifference of the squared process is weakly stationary.
Woocheol Kim, Oliver Linton
core
ABSTRACT The traditional model specification of stepped‐wedge cluster‐randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed‐time effects. However, when treatment effects vary over time, the constant effect estimator may be biased.
Zhe Chen +6 more
wiley +1 more source
IDENTIFICATION AND ESTIMATION OF NONPARAMETRIC STRUCTURAL [PDF]
This paper concerns a new statistical approach to instrumental variables (IV) method for nonparametric structural models with additive errors. A general identifying condition of the model is proposed, based on richness of the space generated by marginal ...
Woocheol Kim
core
ABSTRACT Composite endpoints that combine recurrent non‐fatal events with a terminal event are increasingly used in randomized clinical trials, yet conventional time‐to‐first event analyses may obscure clinically relevant information. We compared two statistical frameworks tailored to such endpoints: the joint frailty model (JFM) and the last‐event ...
Adrien Orué +4 more
wiley +1 more source

