Hierarchical models are powerful statistical tools widely used in scientific and engineering applications. The homoscedastic (equal variance) case has been extensively studied, and it is well known that shrinkage estimates, the James-Stein estimate in particular, offer nice theoretical (e.g., risk) properties. The heteroscedastic (the unequal variance) case, on the other hand, has received less...

Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. In the literature, shrinkage approaches for estimating a high-dimensional covariance matrix are employed to circumvent the limitations of the sample covariance matrix. A new family of nonparametric Stein-type shrinkage covariance estimators is proposed who...

An important issue in statistical inference for semiparametric models is how to provide reliable and consistent variance estimation. Brown and Wang (2005. Standard errors and covariance matrices for smoothed rank estimators. Biometrika 92: , 732-746) proposed a variance estimation procedure based on an induced smoothing for non-smooth estimating functions. Herein a Monte Carlo version is develo...

In survival analysis, the accelerated failure time model is a useful alternative to the popular Cox proportional hazards model due to its easy interpretation. Current estimation methods for the accelerated failure time model mostly assume independent and identically distributed random errors, but in many applications the conditional variance of log survival times depend on covariates exhibiting...

A class of semi-parametric hazard/failure rates with a bathtub shape is of interest. It does not only provide a great deal of flexibility over existing parametric methods in the modeling aspect but also results in a closed-form and tractable Bayes estimator for the bathtub-shaped failure rate. Such an estimator is derived to be a finite sum over two S-paths due to an explicit posterior analysis...

‎We study $R$-groups for $p$-adic inner forms of quasi-split special unitary groups‎. ‎We prove Arthur's conjecture‎, ‎the isomorphism between the Knapp-Stein $R$-group and the Langlands-Arthur $R$-group‎, ‎for quasi-split special unitary groups and their inner forms‎. ‎Furthermore‎, ‎we investigate the invariance of the Knapp-Stein $R$-group within $L$-packets and between inner forms‎. ‎This w...

Current guidelines for managing cholesterol to reduce cardiovascular disease (CVD) risk focus on providing the appropriate intensity of statin therapy to reduce low-density lipoprotein cholesterol (LDL-C) level. There is very little evidence supporting the use of treatments aimed at raising high-density lipoprotein cholesterol level or reducing triglyceride levels. HIV-infected persons have exc...

distinct processes of cellular immune activation in HIV-infected persons before and after suppression of viremia by antiretroviral therapy: ACTG 5260 Theodoros Kelesidis, MD, PhD; Carlee Moser, PhD; Grace A. Mccomsey, MD; Todd Brown, MD, PhD; Heather Ribaudo, PhD; Thuy Tien T Tran; Otto Yang MD; James Stein, MD; Judith Currier, MD, MSc; David Geffen School of Medicine at University of Californi...

The primary objective of this paper is to revisit a widely held view that decision theory provides a unifying framework for comparing the frequentist and Bayesian approaches. The paper calls into question this viewpoint and argues that the decision theoretic perspective misrepresents both the underlying reasoning and the primary objective of frequentist inference to learn from data about the tr...

The article considers an adaptive sequential nonparametric estimation of a multivariate regression with assigned mean integrated squared error (MISE) and minimax stopping time when the estimator matches performance oracle knowing all nuisance parameters functions. It is known that problem has no solution if belongs to Sobolev class differentiable What underlying smoother, say, analytic? shown i...