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Optimal significance analysis of microarray data in a class of tests whose null statistic can be constructed
TEST - Tập 21 - Trang 280-300 - 2011
Microarray data often consist of a large number of genes and a small number of
replicates. We have examined testing the null hypothesis of equality of mean for
detecting differentially expressed genes. The p-value for each gene is often
estimated using permutation samples not only for the target gene but also for
other genes. This method has been widely used and discussed. However, direct use
of t...
Coherent combination of experts' opinions
TEST - Tập 4 - Trang 263-313 - 1995
Anexpert (for You) is here defined as someone who shares Your world-view, but
knows more than You do, so that were She to reveal Her current opinion to You,
You would adopt it as Your own. When You have access to different experts, with
differing information, You require acombination formula to aggregate their
various opinions. A number of formulae have been suggested, but here we explore
the fund...
A generalized Hosmer–Lemeshow goodness-of-fit test for a family of generalized linear models
TEST - - Trang 1-20 - 2023
Generalized linear models (GLMs) are very widely used, but formal
goodness-of-fit (GOF) tests for the overall fit of the model seem to be in wide
use only for certain classes of GLMs. We develop and apply a new goodness-of-fit
test, similar to the well-known and commonly used Hosmer–Lemeshow (HL) test,
that can be used with a wide variety of GLMs. The test statistic is a variant of
the HL statisti...
Rejoinder on: Compositional data: the sample space and its structure
TEST - Tập 28 - Trang 658-663 - 2019
Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
TEST - Tập 17 - Trang 458-460 - 2008
Robust estimation and inference for general varying coefficient models with missing observations
TEST - - 2020
AbstractThis paper considers estimation and inference for a class of varying
coefficient models in which some of the responses and some of the covariates are
missing at random and outliers are present. The paper proposes two general
estimators—and a computationally attractive and asymptotically equivalent
one-step version of them—that combine inverse probability weighting and robust
local linear e...
A robust proposal of estimation for the sufficient dimension reduction problem
TEST - Tập 30 - Trang 758-783 - 2021
In nonparametric regression contexts, when the number of covariables is large,
we face the curse of dimensionality. One way to deal with this problem when the
sample is not large enough is using a reduced number of linear combinations of
the explanatory variables that contain most of the information about the
response variable. This leads to the so-called sufficient reduction problem. The
purpose ...
Reweighted least trimmed squares: an alternative to one-step estimators
TEST - Tập 22 - Trang 514-533 - 2013
A new class of robust regression estimators is proposed that forms an
alternative to traditional robust one-step estimators and that achieves the
$\sqrt{n}$ rate of convergence irrespective of the initial estimator under a
wide range of distributional assumptions. The proposed reweighted least trimmed
squares (RLTS) estimator employs data-dependent weights determined from an
initial robust fit. Ju...
Tổng số: 787
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