216 Result(s)
within
**ya Lu
Statistics
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Article
Matrix-variate generalized linear model with measurement error
Matrix-variate generalized linear model (mvGLM) has been investigated successfully under the framework of tensor generalized linear model, because matrix-form data can be regarded as a specific tensor (2-dimen...
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Article
A Variance-Based Sensitivity Analysis Approach for Identifying Interactive Exposures
Chemical mixtures can significantly affect human health, but understanding the interactions among various chemical exposures and identifying influential ones in relation to some health outcomes are difficult. ...
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Article
Sieve Estimation of the Additive Hazards Model with Bivariate Current Status Data
In this paper, we study sieve maximum likelihood estimators of both finite and infinite dimensional parameters in the marginal additive hazards models for bivariate current status data, where the joint distrib...
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Article
Open AccessVariable selection through adaptive elastic net for proportional odds model
In this paper, we propose a method for fitting the proportional odds model by maximizing the marginal likelihood while incorporating an elastic net penalty. We assign adaptive weights to different coefficients...
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Article
GMM estimation and variable selection of partially linear additive spatial autoregressive model
The generalized method of moments (GMM) has been recognized as a particularly popular estimation procedure in terms of computational simplicity and estimation efficiency, in spatial autoregressive model. Howev...
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Article
Portfolio Selection with Contrarian Strategy
Compared with the extensive empirical literature on contrarian strategy, we develop a dynamic mean-variance model with geometric value-reversion asset prices, which implies a contrarian strategy. The model is ...
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Article
Regularized Latent Trajectory Models for Spatio-temporal Population Dynamics
Climate change impacts ecosystems variably in space and time. Landscape features may confer resistance against environmental stressors, whose intensity and frequency also depend on local weather patterns. Char...
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Article
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain
We study the first exit time of a fractional Brownian motion with a drift from a parabolic domain. Actually, we explore three different regimes. In the first regime, the role of drift is negligible. In the sec...
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Chapter and Conference Paper
Comparing Correlation Tests
The Pearson product-moment correlation is widely used statistic to explore the association between two variables. To test whether the population correlation is zero, traditional parametric procedure utilizing ...
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Article
Higher-order expansions of sample range from skew-normal distribution
\(\{X_{n},n\ge 1\}\) { X ...
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Article
Statistical inference on the significance of rows and columns for matrix-valued data in an additive model
Matrix-valued data arise in many applications. In this paper, we consider the setting where one collects both a matrix-valued data $$\textbf{Y...
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Article
Combined estimating equation approaches for the additive hazards model with left-truncated and interval-censored data
Interval-censored failure time data arise commonly in various scientific studies where the failure time of interest is only known to lie in a certain time interval rather than observed exactly. In addition, le...
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Article
Variable-dependent partial dimension reduction
Sufficient dimension reduction reduces the dimension of a regression model without loss of information by replacing the original predictor with its lower-dimensional linear combinations. Partial (sufficient) d...
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Article
Doubly time-dependent Hawkes process and applications in failure sequence analysis
Since the Hawkes process is proposed in 1971, it has become increasingly widely applied in the field of event sequence analysis, such as social network analysis, electronic medical record analysis, click recom...
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Article
Conditional characteristic feature screening for massive imbalanced data
Using conditional characteristic function as a screening index, a new model-free screening procedure is proposed to deal with variable screening problems in large-scale high-dimensional imbalanced data analysi...
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Article
Global debiased DC estimations for biased estimators via pro forma regression
We establish a global unbiased divide-and-conquer estimation (gub-DC) in linear model and a global bias reduced DC estimation (gbr-DC) in nonlinear model under the case of memory constraint. To introduce the n...
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Article
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array
In this paper, we study some asymptotic properties for the Bernstein estimators of the limit distribution function and the limit density function under a triangular sample. Specifically, we obtain the uniform ...
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Article
RETRACTED ARTICLE: Empirical likelihood inference for the calibration regression model with lifetime medical cost
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Article
Open AccessA Perception-Augmented Hidden Markov Model for Parent–Child Relations in Families of Youth with Type 1 Diabetes
In youth with Type 1 diabetes, adherence to medical treatment regimens requires the involvement of both parent and child. A clinic-integrated behavioral intervention in the Family Management of Diabetes (FMOD)...
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Article
Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment
To investigate some complex practical systems, such as a smart street light system composed of symmetrically deployed lighting and sensing equipment on both sides of a road segment, two consecutive-(1,l) or (2,k)...
