Download or read book Robust Inference Using Higher Order Influence Functions written by Lingling Li and published by . This book was released on 2007 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: We present a theory of point and interval estimation for nonlinear functionals in parametric, semi-, and non-parametric models based on higher order influence functions (Robins 2004, Sec. 9, Li et al., 2006, Tchetgen et al., 2006, Robins et al., 2007). Higher order influence functions are higher order U-statistics. Our theory extends the first order semiparametric theory of Bickel et al. (1993) and van der Vaart (1991) by incorporating the theory of higher order scores considered by Pfanzagl (1990), Small and McLeish (1994), and Lindsay and Waterman (1996). The theory reproduces many previous results, produces new non- n results, and opens up the ability to perform optimal non- n inference in complex high dimensional models. We present novel rate-optimal point and interval estimators for various functionals of central importance to biostatistics in settings in which estimation at the expected n rate is not possible, owing to the curse of dimensionality. We also show that our higher order influence functions have a multi-robustness property that extends the double robustness property of first order influence functions described by Robins and Rotnitzky (2001) and van der Laan and Robins (2003).
Download or read book Robust Inference the Approach Based on Influence Functions written by Marianthi Markatou and published by . This book was released on 1996 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Inference written by Marianthi Markatou and published by . This book was released on 1996 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Inference written by Ayanendranath Basu and published by CRC Press. This book was released on 2011-06-22 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: In many ways, estimation by an appropriate minimum distance method is one of the most natural ideas in statistics. However, there are many different ways of constructing an appropriate distance between the data and the model: the scope of study referred to by "Minimum Distance Estimation" is literally huge. Filling a statistical resource gap, Stati
Download or read book Longitudinal Data Analysis written by Garrett Fitzmaurice and published by CRC Press. This book was released on 2008-08-11 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although many books currently available describe statistical models and methods for analyzing longitudinal data, they do not highlight connections between various research threads in the statistical literature. Responding to this void, Longitudinal Data Analysis provides a clear, comprehensive, and unified overview of state-of-the-art theory
Download or read book Handbook of Matching and Weighting Adjustments for Causal Inference written by José R. Zubizarreta and published by CRC Press. This book was released on 2023-04-11 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: An observational study infers the effects caused by a treatment, policy, program, intervention, or exposure in a context in which randomized experimentation is unethical or impractical. One task in an observational study is to adjust for visible pretreatment differences between the treated and control groups. Multivariate matching and weighting are two modern forms of adjustment. This handbook provides a comprehensive survey of the most recent methods of adjustment by matching, weighting, machine learning and their combinations. Three additional chapters introduce the steps from association to causation that follow after adjustments are complete. When used alone, matching and weighting do not use outcome information, so they are part of the design of an observational study. When used in conjunction with models for the outcome, matching and weighting may enhance the robustness of model-based adjustments. The book is for researchers in medicine, economics, public health, psychology, epidemiology, public program evaluation, and statistics who examine evidence of the effects on human beings of treatments, policies or exposures.
Download or read book Proceedings of the Second Seattle Symposium in Biostatistics written by Danyu Lin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of papers presented at the Second Seattle Symposium in Biostatistics: Analysis of Correlated Data. The symposium was held in 2000 to celebrate the 30th anniversary of the University of Washington School of Public Health and Community Medicine. It featured keynote lectures by Norman Breslow, David Cox and Ross Prentice and 16 invited presentations by other prominent researchers. The papers contained in this volume encompass recent methodological advances in several important areas, such as longitudinal data, multivariate failure time data and genetic data, as well as innovative applications of the existing theory and methods. This volume is a valuable reference for researchers and practitioners in the field of correlated data analysis.
Download or read book Robust Statistical Procedures written by Jana Jurecková and published by John Wiley & Sons. This book was released on 1996-04-19 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: A broad and unified methodology for robust statistics—with exciting new applications Robust statistics is one of the fastest growing fields in contemporary statistics. It is also one of the more diverse and sometimes confounding areas, given the many different assessments and interpretations of robustness by theoretical and applied statisticians. This innovative book unifies the many varied, yet related, concepts of robust statistics under a sound theoretical modulation. It seamlessly integrates asymptotics and interrelations, and provides statisticians with an effective system for dealing with the interrelations between the various classes of procedures. Drawing on the expertise of researchers from around the world, and covering over a decade's worth of developments in the field, Robust Statistical Procedures: Asymptotics and Interrelations: Discusses both theory and applications in its two parts, from the fundamentals to robust statistical inference Thoroughly explores the interrelations between diverse classes of procedures, unlike any other book Compares nonparametric procedures with robust statistics, explaining in detail asymptotic representations for various estimators Provides a timesaving list of mathematical tools for the problems under discussion Keeps mathematical abstractions to a minimum, in spite of its largely theoretical content Includes useful problems and exercises at the end of each chapter Offers strategies for more complex models when using robust statistical procedures Self-contained and rounded in approach, this book is invaluable for both applied statisticians and theoretical researchers; for graduate students in mathematical statistics; and for anyone interested in the influence of this methodology.
Download or read book Robust Inference in Econometrics with Applications to Time Series and Panel Data Models written by Linxia Ren and published by . This book was released on 2011 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: Having robust methods of inference is important in econometrics to achieve reliable results. This thesis tackles robustness issues in three different contexts: structural change in panel data robust to a short transition period, inference on the mean of a time series robust to the so-called ill-posed problem, inference on the slope of a trend function robust to the stationary or integrated nature of the noise component. Chapter 1 considers testing for and estimating an unknown structural break date in panel data models in the presence of individual specific effects and serial correlation for both short and long panels. I allow for a time varying effect after a regime change in the form of a short transition period. A statistic that has a pivotal limit distribution under a standard asymptotic framework is proposed. It is shown to be robust to the transition period. The usefulness of the method is illustrated via simulations and empirical applications. Chapter 2 deals with the relevance of so-called impossibility results in the context of estimating the spectral density function of a stationary process at the zero frequency. As shown previously, any estimate will have an infinite minimax risk. Most often it is a nuisance parameter of which an estimate is needed to obtain test statistics that have a pivotal distribution. In this context, I argue that such an impossibility result is irrelevant. I show that, in the presence of the discontinuities that cause the ill-posedness problem, using the true value leads to tests that have either 0 or 100% size and, hence, lead to confidence intervals that are completely uninformative. On the other hand, tests based on standard estimates will have well defined limit distributions and, accordingly, be more informative and robust. Chapter 3 is concerned with inference on the slope of the trend function of a time series whose noise component can be stationary or integrated. I focus on a procedure suggested by Perron and Yabu (2009). I prove that it has the correct size uniformly over the specified parameter space but that it is not uniformly asymptotically similar.
Download or read book The Work of Raymond J Carroll written by Marie Davidian and published by Springer. This book was released on 2014-06-06 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains Raymond J. Carroll's research and commentary on its impact by leading statisticians. Each of the seven main parts focuses on a key research area: Measurement Error, Transformation and Weighting, Epidemiology, Nonparametric and Semiparametric Regression for Independent Data, Nonparametric and Semiparametric Regression for Dependent Data, Robustness, and other work. The seven subject areas reviewed in this book were chosen by Ray himself, as were the articles representing each area. The commentaries not only review Ray’s work, but are also filled with history and anecdotes. Raymond J. Carroll’s impact on statistics and numerous other fields of science is far-reaching. His vast catalog of work spans from fundamental contributions to statistical theory to innovative methodological development and new insights in disciplinary science. From the outset of his career, rather than taking the “safe” route of pursuing incremental advances, Ray has focused on tackling the most important challenges. In doing so, it is fair to say that he has defined a host of statistics areas, including weighting and transformation in regression, measurement error modeling, quantitative methods for nutritional epidemiology and non- and semiparametric regression.
Download or read book Bayesian Robustness written by James O. Berger and published by IMS. This book was released on 1996 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Use of Influence Functions for Outlier Detection and Data Editing written by M. R. Chernick and published by . This book was released on 1982 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hampel's influence function (J. Amer. Statist. Assoc. 69, pp. 383-393) has been used in recent years for evaluating robust estimators, detecting outliers, computing asymptotic variances for estimators, and for hypothesis testing. In this report, the use of influence functions for various parameters is proposed, not only as a tool for outlier detection, but also as a method for replacing outliers and/or missing observations. This approach is illustrated on the estimation for the variance of a distribution and it is pointed out how the method can be applied in simple linear regression problems. This approach can be extended to more complex regression type applications such as the estimation of the orbit parameters of a satellite.
Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2008 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Collection of Surveys on Savings and Wealth Accumulation written by Edda Claus and published by John Wiley & Sons. This book was released on 2016-02-23 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this collection of critical surveys the reader is provided with a range of up-to-date work from some of the leading scholars in the area, writing on private and public sector aspects of savings and wealth accumulation. A survey of savings and wealth accumulation which are important dimensions of research and policy debates Discusses the measurement of genuine savings and sustainability, the estimation of wealth inequality, and recent developments in consumer credit and defaults Evaluates the impact of student loans on financial well-being, people’s retirement decisions, and the impact of pension reform Considers the distribution of wealth across generations and the importance of accurately measuring government debt, the rise of sovereign wealth funds and Islamic banking and finance
Download or read book Comprehensive Chemometrics written by Steven Brown and published by Elsevier. This book was released on 2020-05-26 with total page 2948 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive Chemometrics, Second Edition, Four Volume Set features expanded and updated coverage, along with new content that covers advances in the field since the previous edition published in 2009. Subject of note include updates in the fields of multidimensional and megavariate data analysis, omics data analysis, big chemical and biochemical data analysis, data fusion and sparse methods. The book follows a similar structure to the previous edition, using the same section titles to frame articles. Many chapters from the previous edition are updated, but there are also many new chapters on the latest developments. Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience
Download or read book Time Series Analysis and Forecasting written by Ignacio Rojas and published by Springer. This book was released on 2018-10-03 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017. It discusses topics in time series analysis and forecasting, including advanced mathematical methodology, computational intelligence methods for time series, dimensionality reduction and similarity measures, econometric models, energy time series forecasting, forecasting in real problems, online learning in time series as well as high-dimensional and complex/big data time series. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing computer science, mathematics, statistics and econometrics.
Download or read book Aspects of Statistical Inference written by A. H. Welsh and published by John Wiley & Sons. This book was released on 2011-09-15 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Relevant, concrete, and thorough--the essential data-based text onstatistical inference The ability to formulate abstract concepts and draw conclusionsfrom data is fundamental to mastering statistics. Aspects ofStatistical Inference equips advanced undergraduate and graduatestudents with a comprehensive grounding in statistical inference,including nonstandard topics such as robustness, randomization, andfinite population inference. A. H. Welsh goes beyond the standard texts and expertly synthesizesbroad, critical theory with concrete data and relevant topics. Thetext follows a historical framework, uses real-data sets andstatistical graphics, and treats multiparameter problems, yet isultimately about the concepts themselves. Written with clarity and depth, Aspects of Statistical Inference: * Provides a theoretical and historical grounding in statisticalinference that considers Bayesian, fiducial, likelihood, andfrequentist approaches * Illustrates methods with real-data sets on diabetic retinopathy,the pharmacological effects of caffeine, stellar velocity, andindustrial experiments * Considers multiparameter problems * Develops large sample approximations and shows how to use them * Presents the philosophy and application of robustness theory * Highlights the central role of randomization in statistics * Uses simple proofs to illuminate foundational concepts * Contains an appendix of useful facts concerning expansions,matrices, integrals, and distribution theory Here is the ultimate data-based text for comparing and presentingthe latest approaches to statistical inference.
