Given a sample of regression data from (Y, Z), a new diagnostic plotting method is proposed for checking the hypothesis H0: the data are from a given Cox model with the time-dependent covariates Z. It compares two est...Given a sample of regression data from (Y, Z), a new diagnostic plotting method is proposed for checking the hypothesis H0: the data are from a given Cox model with the time-dependent covariates Z. It compares two estimates of the marginal distribution FY of Y. One is an estimate of the modified expression of FY under H0, based on a consistent estimate of the parameter under H0, and based on the baseline distribution of the data. The other is the Kaplan-Meier-estimator of FY, together with its confidence band. The new plot, called the marginal distribution plot, can be viewed as a test for testing H0. The main advantage of the test over the existing residual tests is in the case that the data do not satisfy any Cox model or the Cox model is mis-specified. Then the new test is still valid, but not the residual tests and the residual tests often make type II error with a very large probability.展开更多
Recurrent event gap times data frequently arise in biomedical studies and often more than one type of event is of interest. To evaluate the effects of covariates on the marginal recurrent event hazards functions, ther...Recurrent event gap times data frequently arise in biomedical studies and often more than one type of event is of interest. To evaluate the effects of covariates on the marginal recurrent event hazards functions, there exist two types of hazards models： the multiplicative hazards model and the additive hazards model. In the paper, we propose a more flexible additive-multiplicative hazards model for multiple type of recurrent gap times data, wherein some covariates are assumed to be additive while others are multiplicative. An estimating equation approach is presented to estimate the regression parameters. We establish asymptotic properties of the proposed estimators.展开更多
本文使用1991～2005年中国分省数据，根据Joel L．Horowitz（2004）和Henderson et al．（2006）半参数面板模型估计法以及Hubler（2005）非参数广义矩估计方法，构建动态半参数面板数据模型，刻画出我国城镇居民收入差距因素对消费影...本文使用1991～2005年中国分省数据，根据Joel L．Horowitz（2004）和Henderson et al．（2006）半参数面板模型估计法以及Hubler（2005）非参数广义矩估计方法，构建动态半参数面板数据模型，刻画出我国城镇居民收入差距因素对消费影响的动态变化轨迹，结果表明：城镇居民消费的“棘轮效应”显著；城镇居民收入差距对城镇居民消费具有显著的负向影响；城镇居民收入差距对城镇居民消费的影响大体呈现双峰波形。展开更多
A semi-infinite programming problem is a mathematical programming problem with a finite number of variables and infinitely many constraints. Duality theories and generalized convexity concepts are important research t...A semi-infinite programming problem is a mathematical programming problem with a finite number of variables and infinitely many constraints. Duality theories and generalized convexity concepts are important research topics in mathematical programming. In this paper, we discuss a fairly large number of paramet- ric duality results under various generalized （η,ρ）-invexity assumptions for a semi-infinite minmax fractional programming problem.展开更多
This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametric part.The authors study the local linear estimators of the parametric coefficients and apply B-splin...This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametric part.The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data.The authors obtain the rates of convergence for parametric and nonparametric estimators.Moreover,the authors also prove that the nonparametric estimator is consistent at the boundary.At last,the authors investigate the finite sample performance of the estimation.展开更多
This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the ra...This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the rates of convergence of either the empirical distribution or a smoothed version of the empirical distribution function matches exactly the rates obtained for an independent sample from the error distribution.展开更多
文摘Given a sample of regression data from (Y, Z), a new diagnostic plotting method is proposed for checking the hypothesis H0: the data are from a given Cox model with the time-dependent covariates Z. It compares two estimates of the marginal distribution FY of Y. One is an estimate of the modified expression of FY under H0, based on a consistent estimate of the parameter under H0, and based on the baseline distribution of the data. The other is the Kaplan-Meier-estimator of FY, together with its confidence band. The new plot, called the marginal distribution plot, can be viewed as a test for testing H0. The main advantage of the test over the existing residual tests is in the case that the data do not satisfy any Cox model or the Cox model is mis-specified. Then the new test is still valid, but not the residual tests and the residual tests often make type II error with a very large probability.
基金The Science Foundation(JA12301)of Fujian Educational Committeethe Teaching Quality Project(ZL0902/TZ(SJ))of Higher Education in Fujian Provincial Education Department
文摘Recurrent event gap times data frequently arise in biomedical studies and often more than one type of event is of interest. To evaluate the effects of covariates on the marginal recurrent event hazards functions, there exist two types of hazards models： the multiplicative hazards model and the additive hazards model. In the paper, we propose a more flexible additive-multiplicative hazards model for multiple type of recurrent gap times data, wherein some covariates are assumed to be additive while others are multiplicative. An estimating equation approach is presented to estimate the regression parameters. We establish asymptotic properties of the proposed estimators.
文摘本文使用1991～2005年中国分省数据，根据Joel L．Horowitz（2004）和Henderson et al．（2006）半参数面板模型估计法以及Hubler（2005）非参数广义矩估计方法，构建动态半参数面板数据模型，刻画出我国城镇居民收入差距因素对消费影响的动态变化轨迹，结果表明：城镇居民消费的“棘轮效应”显著；城镇居民收入差距对城镇居民消费具有显著的负向影响；城镇居民收入差距对城镇居民消费的影响大体呈现双峰波形。
文摘A semi-infinite programming problem is a mathematical programming problem with a finite number of variables and infinitely many constraints. Duality theories and generalized convexity concepts are important research topics in mathematical programming. In this paper, we discuss a fairly large number of paramet- ric duality results under various generalized （η,ρ）-invexity assumptions for a semi-infinite minmax fractional programming problem.
基金supported by Fundamental Research Funds for the Central Universitiesthe Research Funds of Renmin University of China under Grant No.11XNK027
文摘This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametric part.The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data.The authors obtain the rates of convergence for parametric and nonparametric estimators.Moreover,the authors also prove that the nonparametric estimator is consistent at the boundary.At last,the authors investigate the finite sample performance of the estimation.
基金supported by the National Science Foundation of China under Grant Nos.11201422,11301481,and 11371321Zhejiang Provincial Natural Science Foundation of China under Grant Nos.Y6110639,Y6110110,LQ12A01018,and LQ12A01017+2 种基金the National Statistical Science Research Project of China under Grant No.2012LY174Foundation for Young Talents of ZJGSU under Grant No.1020XJ1314019Zhejiang Provincial Key Research Base for Humanities and Social Science Research(Statistics)
文摘This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the rates of convergence of either the empirical distribution or a smoothed version of the empirical distribution function matches exactly the rates obtained for an independent sample from the error distribution.
