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1. High-quantile regression for tail-dependent time series

   https://doi.org/10.1093/biomet/asaa046  

   Zhang, Ting (July 2020, Biometrika)

   null (Ed.)

   Summary Quantile regression is a popular and powerful method for studying the effect of regressors on quantiles of a response distribution. However, existing results on quantile regression were mainly developed for cases in which the quantile level is fixed, and the data are often assumed to be independent. Motivated by recent applications, we consider the situation where (i) the quantile level is not fixed and can grow with the sample size to capture the tail phenomena, and (ii) the data are no longer independent, but collected as a time series that can exhibit serial dependence in both tail and non-tail regions. To study the asymptotic theory for high-quantile regression estimators in the time series setting, we introduce a tail adversarial stability condition, which had not previously been described, and show that it leads to an interpretable and convenient framework for obtaining limit theorems for time series that exhibit serial dependence in the tail region, but are not necessarily strongly mixing. Numerical experiments are conducted to illustrate the effect of tail dependence on high-quantile regression estimators, for which simply ignoring the tail dependence may yield misleading $$p$$-values. 

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2. A mark-specific quantile regression model

   https://doi.org/10.1093/biomet/asad039  

   Qu, Lianqiang; Sun, Liuquan; Sun, Yanqing (June 2023, Biometrika)

   Summary Quantile regression has become a widely used tool for analysing competing risk data. However, quantile regression for competing risk data with a continuous mark is still scarce. The mark variable is an extension of cause of failure in a classical competing risk model where cause of failure is replaced by a continuous mark only observed at uncensored failure times. An example of the continuous mark variable is the genetic distance that measures dissimilarity between the infecting virus and the virus contained in the vaccine construct. In this article, we propose a novel mark-specific quantile regression model. The proposed estimation method borrows strength from data in a neighbourhood of a mark and is based on an induced smoothed estimation equation, which is very different from the existing methods for competing risk data with discrete causes. The asymptotic properties of the resulting estimators are established across mark and quantile continuums. In addition, a mark-specific quantile-type vaccine efficacy is proposed and its statistical inference procedures are developed. Simulation studies are conducted to evaluate the finite sample performances of the proposed estimation and hypothesis testing procedures. An application to the first HIV vaccine efficacy trial is provided. 

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3. Bayesian inference for finite populations under spatial process settings

   https://doi.org/10.1002/env.2606  

   Chan‐Golston, Alec M.; Banerjee, Sudipto; Handcock, Mark S. (November 2019, Environmetrics)

   Abstract We develop a Bayesian model–based approach to finite population estimation accounting for spatial dependence. Our innovation here is a framework that achieves inference for finite population quantities in spatial process settings. A key distinction from the small area estimation setting is that we analyze finite populations referenced by their geographic coordinates. Specifically, we consider a two‐stage sampling design in which the primary units are geographic regions, the secondary units are point‐referenced locations, and the measured values are assumed to be a partial realization of a spatial process. Estimation of finite population quantities from geostatistical models does not account for sampling designs, which can impair inferential performance, whereas design‐based estimates ignore the spatial dependence in the finite population. We demonstrate by using simulation experiments that process‐based finite population sampling models improve model fit and inference over models that fail to account for spatial correlation. Furthermore, the process‐based models offer richer inference with spatially interpolated maps over the entire region. We reinforce these improvements and demonstrate scalable inference for groundwater nitrate levels in the population of California Central Valley wells by offering estimates of mean nitrate levels and their spatially interpolated maps. 

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4. Debiased inference on heterogeneous quantile treatment effects with regression rank scores

   https://doi.org/10.1093/jrsssb/qkad075  

   Giessing, Alexander; Wang, Jingshen (August 2023, Journal of the Royal Statistical Society Series B: Statistical Methodology)

   Abstract Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modelling such heterogeneity. We propose a new method for inference on heterogeneous quantile treatment effects (HQTE) in the presence of high-dimensional covariates. Our estimator combines an ℓ1-penalised regression adjustment with a quantile-specific bias correction scheme based on rank scores. We study the theoretical properties of this estimator, including weak convergence and semi-parametric efficiency of the estimated HQTE process. We illustrate the finite-sample performance of our approach through simulations and an empirical example, dealing with the differential effect of statin usage for lowering low-density lipoprotein cholesterol levels for the Alzheimer’s disease patients who participated in the UK Biobank study. 

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5. A tail-based test to detect differential expression in RNA-sequencing data

   https://doi.org/10.1177/0962280220951907  

   Chen, Jiong; Mi, Xinlei; Ning, Jing; He, Xuming; Hu, Jianhua (January 2021, Statistical Methods in Medical Research)

   null (Ed.)

   RNA sequencing data have been abundantly generated in biomedical research for biomarker discovery and other studies. Such data at the exon level are usually heavily tailed and correlated. Conventional statistical tests based on the mean or median difference for differential expression likely suffer from low power when the between-group difference occurs mostly in the upper or lower tail of the distribution of gene expression. We propose a tail-based test to make comparisons between groups in terms of a specific distribution area rather than a single location. The proposed test, which is derived from quantile regression, adjusts for covariates and accounts for within-sample dependence among the exons through a specified correlation structure. Through Monte Carlo simulation studies, we show that the proposed test is generally more powerful and robust in detecting differential expression than commonly used tests based on the mean or a single quantile. An application to TCGA lung adenocarcinoma data demonstrates the promise of the proposed method in terms of biomarker discovery. 

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