Objective: Patients who undergo endovascular abdominal aortic aneurysm repair (EVR) remain at risk for reintervention and rupture. We sought to define the 5-year rate of reintervention and rupture after ...
Two elvitegravir/cobicistat-based therapies combined with emtricitabine/tenofovir disoproxil fumarate (EVG/c/FTC/TDF) or emtricitabine/tenofovir alafenamide fumarate (EVG/c/FTC/TAF) are currently available ...
A recurring theme in modern statistics is dealing with high-dimensional data whose main feature is a large number, p, of variables but a small sample size. In this context our aim is to address the problem ...
Goodness–of–fit tests for quantile regression models, in the presence of missing observations in the response variable, are introduced and analyzed in this paper. The different proposals are based on the ...
Objective:
To describe the long-term reintervention rate after endovascular abdominal aortic aneurysm repair (EVR), and identify factors predicting reintervention.
Summary of Background Data:
EVR is ...
The paper first introduces a new two-parameter continuous probability distribution
with bounded support from the extended exponential-geometric distribution. Closed-
form expressions are given for the ...
In practice, count data exhibit over-dispersion, zero-inflation and even heavy tails. The Poisson–Tweedie distribution is a flexible parametric family able to accommodate these features. This paper proposes ...
The problem of testing for the parametric form of the conditional variance is considered
in a fully nonparametric regression model. A test statistic based on a weighted
L2-distance between the empirical ...
We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function to the multivariate setting, thus obtaining a class of affine invariant, consistent ...
A class of tests for testing independence whose test statistic is an -norm of the difference between the joint empirical characteristic function and the product of the marginal empirical characteristic ...
A test for the equality of error distributions in two nonparametric regression models is proposed. The test statistic is based on comparing the empirical characteristic functions of the residuals calculated ...
Introduction
Childhood obesity is of major public health concern with significant health, social and economic impacts, having even potential to reverse the increase in longevity that has been observed. ...
By applying the empirical likelihood method, we construct a new weighted estimator of the conditional mean function for a left-truncated and right-censored model. Assuming that the observations form a ...
Objective
Use logistic regression to determine a mathematical model which is able to predict injuries in aerobic gymnastics (AG) athletes, according to certain anthropometric characteristics.
Subjects ...
Two-tailed asymptotic inferences for the difference d = p2 − p1 with independent proportions have been widely studied in the literature. Nevertheless, the case of one tail has received less attention, ...
... and define standard quantile regression estimator of unknown parameter. At the same time, we construct the empirical likelihood (EL) ratio function for the unknown parameter, and define the maximum EL ...
Based on the inverse probability weight method, we, in this article, construct the empirical likelihood (EL) and penalized empirical likelihood (PEL) ratios of the parameter in the linear quantile regression ...
This article proposes a new general methodology for constructing nonparametric and semiparametric Asymptotically Distribution-Free (ADF) tests for semiparametric hypotheses in regression models for possibly ...
In the field of aging research, family-based sampling study designs are commonly used to study the lifespans of long-lived family members. However, the specific sampling procedure should be carefully taken ...
This paper studies the estimation of the characteristic function of a finite population. Specifically, the weak convergence of the finite population empirical characteristic process is studied. Under suitable ...
Several procedures have been proposed for testing goodness-of-fit to the error distribution in nonparametric regression models. The null distribution of the associated test statistics is usually approximated ...
In this paper the R package TP.idm to compute an empirical transition probability matrix for the illness-death model is introduced. This package implements a novel non-parametric estimator which is particularly ...
Based on empirical likelihood method, we construct new weighted estimators of conditional density and conditional survival functions when the interest random variable is subject to random left-truncation; ...
... to test single point, two points, set of inequalities as well as two-sided set of inequalities of the response mean. The test statistics is constructed by the weighted-corrected empirical likelihood function ...
... same time, we construct Jackknife estimator as well as Jackknife empirical likelihood statistic of the error variance. Under both the response variables and their associated covariates form a stationary ...
Goodness-of-fit tests for the innovation distribution in GARCH models based on measuring deviations between the empirical characteristic function of the residuals and the characteristic function under ...
The Cox proportionalhazards model is the most widely used survival predictionmodel for analysing time-to-event data. To measure the discrimination ability of a survival model the concordance probability ...
Research question: The most common result in the analysis of efficiency in multisport competitions like the Olympic Games using the data envelopment analysis (DEA) is a ranking of the participating countries. ...
The receiver operating characteristic curve is a popular graphical method frequently used in order to study the diagnostic capacity of continuous markers. It represents in a plot true-positive rates against ...
In this article, we study global L2 error of non linear wavelet estimator of density in the Besov space Bspq for missing data model when covariables are present and prove that the estimator can achieve ...
This paper studies properties of parameter estimators obtained by minimizing a distance between the empirical probability generating function and the probability generating function of a model for count ...
Muth introduced a probability distribution with application in reliability theory. We propose a new model from the Muth law. This paper studies its statistical properties, such as the computation of the ...
A class of tests for the two-sample problem whose test statistic is an L2 norm of the difference of the empirical characteristic functions of the samples is considered. The null distribution can be estimated ...
A class of tests for the two-sample problem for count data whose test statistic is an
L2-norm of the difference between the empirical probability generating functions associated with each sample is considered. ...
In statistics it is customary to realize asymptotic inferences about the difference d, the ratio R or a linear combination L of two independent proportions. In this article the authors evaluate ten inference ...
In the field of aging research, family-based sampling study designs are commonly used to study the lifespans of long-lived family members. However, the specific sampling procedure should be carefully taken ...
Deformations in tunnels and galleries due to confinement pressures can occur continuously but also at discrete time intervals. We propose a methodology to detect discrete significant deformations in tunnels ...
... corrected empirical log-likelihood ratio function and maximum empirical likelihood estimator of the regression parameter. At the same time, based on penalized empirical likelihood (PEL) approach, the parameter ...
The goal of this paper is to provide new insights to elucidate the inconclusive results from the Environmental Kuznets Curve (EKC) empirical literature. For the first time in empirical literature, an econometric ...
A test approach to the model selection problem based on characteristic functions (CFs) is proposed. The scheme is close to that proposed by Vuong (Econometrica 57:257–306, 1989), which is based on comparing ...
Bivariate count data arise in several different disciplines and the bivariate Poisson distribution is commonly used to model them. This paper proposes and studies a computationally convenient goodness-of-fit ...
This paper analyses the behaviour of the goodness-of-fit tests for regression models. To this end, it uses statistics based on an estimation of the integrated regression function with missing observations ...
A new computational algorithm for estimating the smoothing parameters of a multidimensional penalized spline generalized linear model with anisotropic penalty is presented. This new proposal is based on ...
A class of goodness-of-fit tests of the Cramer-von Mises type is considered. More specifically, the test statistic of each test is an L-2-norm of the difference between the empirical characteristic function ...
In this paper, two new maximum likelihood methods are proposed to estimate the unknown sample size n in a simple random sample from an absolutely continuous population. These methods are based on the number ...
In this paper we are interested in checking whether the conditional variances are equal in k >= 2 location-scale regression models. Our procedure is fully nonparametric and is based on the comparison of ...
This article studies a new procedure to test for the equality of k regression curves in a fully non-parametric context. The test is based on the comparison of empirical estimators of the characteristic ...
The Muth distribution is a continuous random variable introduced in the context of reliability theory. In this paper, some mathematical properties of the model are derived, including analytical expressions ...
A class of goodness-of-fit tests whose test statistic is an L-2 norm of the difference of the empirical characteristic function of the sample and a parametric estimate of the characteristic function in ...
Doubly truncated data are commonly encountered in areas like medicine,
astronomy, economics, among others. A semiparametric estimator of a doubly truncated random variable may be computed based on a parametric ...