[HTML][HTML] A study of effects of multicollinearity in the multivariable analysis
A multivariable analysis is the most popular approach when investigating associations
between risk factors and disease. However, efficiency of multivariable analysis highly …
between risk factors and disease. However, efficiency of multivariable analysis highly …
[图书][B] Statistical inference
G Casella, R Berger - 2024 - books.google.com
This classic textbook builds theoretical statistics from the first principles of probability theory.
Starting from the basics of probability, the authors develop the theory of statistical inference …
Starting from the basics of probability, the authors develop the theory of statistical inference …
An empirical analysis of the pricing of collateralized debt obligations
FA Longstaff, A Rajan - The Journal of Finance, 2008 - Wiley Online Library
We use the information in collateralized debt obligations (CDO) prices to study market
expectations about how corporate defaults cluster. A three‐factor portfolio credit model …
expectations about how corporate defaults cluster. A three‐factor portfolio credit model …
A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
BF Qaqish - Biometrika, 2003 - academic.oup.com
A family of multivariate binary distributions for simulating correlated binary variables with
specified marginal means and corre Page 1 Biometrika (2003), 90, 2, pp. 455–463 © 2003 …
specified marginal means and corre Page 1 Biometrika (2003), 90, 2, pp. 455–463 © 2003 …
Generating spike trains with specified correlation coefficients
Spike trains recorded from populations of neurons can exhibit substantial pairwise
correlations between neurons and rich temporal structure. Thus, for the realistic simulation …
correlations between neurons and rich temporal structure. Thus, for the realistic simulation …
Quadratic inference functions for varying-coefficient models with longitudinal data
Nonparametric smoothing methods are used to model longitudinal data, but the challenge
remains to incorporate correlation into nonparametric estimation procedures. In this article …
remains to incorporate correlation into nonparametric estimation procedures. In this article …
A note on generating correlated binary variables
AD Lunn, SJ Davies - Biometrika, 1998 - academic.oup.com
It is important to be able to generate correlated binary data in an efficient, easily
programmed manner for, among other things, the generation of large bootstrap samples. In …
programmed manner for, among other things, the generation of large bootstrap samples. In …
Sequential Monte Carlo on large binary sampling spaces
C Schäfer, N Chopin - Statistics and Computing, 2013 - Springer
A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current
proposal distribution using past simulations. The choice of the parametric family that defines …
proposal distribution using past simulations. The choice of the parametric family that defines …
A set of efficient methods to generate high-dimensional binary data with specified correlation structures
High-dimensional correlated binary data arise in many areas, such as observed genetic
variations in biomedical research. Data simulation can help researchers evaluate efficiency …
variations in biomedical research. Data simulation can help researchers evaluate efficiency …
Robust variance estimation in meta‐regression with binary dependent effects
E Tipton - Research Synthesis Methods, 2013 - Wiley Online Library
Dependent effect size estimates are a common problem in meta‐analysis. Recently, a robust
variance estimation method was introduced that can be used whenever effect sizes in a …
variance estimation method was introduced that can be used whenever effect sizes in a …