Impact of Methodological Assumptions and Covariates on the Cutoff Estimation in ROC Analysis. [PDF]
ABSTRACT The receiver operating characteristic (ROC) curve stands as a cornerstone in assessing the efficacy of biomarkers for disease diagnosis. Beyond merely evaluating performance, it provides with an optimal cutoff for biomarker values, crucial for disease categorization.
Ghosal S.
europepmc +2 more sources
Impact of length of stay on diagnostic yield in the epilepsy monitoring unit: A multi-center retrospective 12-year Veterans Health Administration study. [PDF]
Abstract Objective Epilepsy Monitoring Units (EMUs) in Veterans Health Administration (VHA) Epilepsy Centers of Excellence (ECoE) are critical for the diagnosis and management of seizure disorders. Whether a shorter length of stay (LOS) in the EMU due to scheduling impacts diagnostic yield is unclear.
Feygin MS+21 more
europepmc +2 more sources
Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformation [PDF]
This paper presents a new heuristic for fast approximation of VaR (Value-at-Risk) and CVaR (conditional Value-at-Risk) for financial portfolios, where the net worth of a portfolio is a non-linear function of possibly non-Gaussian risk factors.
Bustreo, R, Date, P
core +1 more source
Resampling-based confidence intervals and bands for the average treatment effect in observational studies with competing risks [PDF]
The g-formula can be used to estimate the treatment effect while accounting for confounding bias in observational studies. With regard to time-to-event endpoints, possibly subject to competing risks, the construction of valid pointwise confidence ...
Jasmin Rühl, Sarah Friedrich
semanticscholar +1 more source
Quantifying dependencies for sensitivity analysis with multivariate input sample data [PDF]
We present a novel method for quantifying dependencies in multivariate datasets, based on estimating the R\'{e}nyi entropy by minimum spanning trees (MSTs). The length of the MSTs can be used to order pairs of variables from strongly to weakly dependent,
Crommelin, D. T., Eggels, A. W.
core +6 more sources
Quantifying statistical uncertainty in the attribution of human influence on severe weather [PDF]
Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events.
Paciorek, Christopher J.+2 more
core +4 more sources
Nonparametric asymptotic confidence intervals for extreme quantiles
In this paper, we propose new asymptotic confidence intervals for extreme quantiles, that is, for quantiles located outside the range of the available data. We restrict ourselves to the situation where the underlying distribution is heavy‐tailed.
L. Gardes, Samuel Maistre
semanticscholar +1 more source
Bayesian Nonparametric Calibration and Combination of Predictive Distributions [PDF]
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work
Bassetti, Federico+2 more
core +4 more sources
Nonparametric Density Estimation Using Partially Rank-Ordered Set Samples With Application in Estimating the Distribution of Wheat Yield [PDF]
We study nonparametric estimation of an unknown density function $f$ based on the ranked-based observations obtained from a partially rank-ordered set (PROS) sampling design.
Jozani, Mohammad Jafari+2 more
core +1 more source
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models [PDF]
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships.
Chernozhukov, Victor+4 more
core +3 more sources