On the analysis of glycomics mass spectrometry data via the regularized area under the ROC curve
BMC Bioinformatics, 2007 Background Novel molecular and statistical methods are in rising demand for disease diagnosis and prognosis with the help of recent advanced biotechnology.
Lebrilla Carlito B +4 more
doaj +1 more source
Common Functional Principal Components [PDF]
Functional principal component analysis (FPCA) based on the Karhunen-Lo`eve decomposition has been successfully applied in many applications, mainly for one sample problems.
Alois Kneip +2 more
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Cancer Imaging, 2019 Background Manual delineation of volume of interest (VOI) is widely used in current radiomics analysis, suffering from high variability. The tolerance of delineation differences and possible influence on each step of radiomics analysis are not clear ...
Xiao Zhang +8 more
doaj +1 more source
Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging [PDF]
In this paper we propose a smooth transition tree model for both the conditional mean and variance of the short-term interest rate process. The estimation of such models is addressed and the asymptotic properties of the quasi-maximum likelihood estimator
Francesco Audrino +1 more
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Bounding Optimality Gap in Stochastic Optimization via Bagging: Statistical Efficiency and Stability
, 2018 We study a statistical method to estimate the optimal value, and the optimality gap of a given solution for stochastic optimization as an assessment of the solution quality.
Lam, Henry, Qian, Huajie
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Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems [PDF]
This paper studies testing for the presence of smooth transition nonlinearity in adjustment parameters of the vector error correction model. We specify the generalized model with multiple cointegrating vectors and different transition functions across ...
Nedeljkovic, Milan
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LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study [PDF]
The universal method for testing linearity against smooth transition autoregressive (STAR) alternatives is the linearization of the STAR model around the null nuisance parameter value, and performing F-tests on polynomial regressions in the spirit of the
Jonathan B. Hill
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Bootstrapping in non-regular smooth function models
Journal of Multivariate Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators [PDF]
This paper considers the problem of implementing semiparametric extremum estimators of a generalized regression model with an unknown link function. The class of estimator under consideration includes as special cases the semiparametric least-squares ...
Chuan Goh
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Estimation of Semiparametric Models when the Criterion Function is not Smooth [PDF]
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some
Ingrid Van Keilegom +2 more
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