The Experts below are selected from a list of 39 Experts worldwide ranked by ideXlab platform
Rand R. Wilcox - One of the best experts on this subject based on the ideXlab platform.
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Some Results on Comparing the Quantiles of Dependent Groups
Communications in Statistics - Simulation and Computation, 2006Co-Authors: Rand R. WilcoxAbstract:Recently, Lombard derived an extension of the Doksum–Sievers shift function to dependent groups. This article suggests using a particular numerical method for determining the critical value, reports on the ability of the method to control the probability of a Type I error when sample sizes are small, and it provides comparisons with methods aimed at comparing deciles. It is found that for continuous distributions, Lombard's method performs well and in particular has high power relative to the other two methods considered. But when tied values can occur, now it can have relatively poor power; a method based on the Harrell-Davis Estimator is found to give more satisfactory results.
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Testing whether independent treatment groups have equal medians
Psychometrika, 1991Co-Authors: Rand R. WilcoxAbstract:The paper suggests new methods for comparing the medians corresponding to independent treatment groups. The procedures are based on the Harrell-Davis Estimator in conjunction with a slight modification and extension of the bootstrap calibration technique suggested by Loh. Alternatives to the Harrell-Davis Estimator are briefly discussed. For the special case of two treatment groups, the proposed procedure always had more power than the Fligner-Rust solution, as well as the procedure examined by Wilcox and Charlin. Included is an illustration, using real data, that comparing medians, rather than means, can yield a substantially different conclusion as to whether two distributions differ in terms of some measure of central location.
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Testing Whether Independent Treatment Groups Have Equal Medians
Psychometrika, 1991Co-Authors: Rand R. WilcoxAbstract:L-statistics, Harrell-Davis Estimator, bootstrap, kernel density estimates, smoothing,
Oke Gerke - One of the best experts on this subject based on the ideXlab platform.
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Nonparametric Limits of Agreement in Method Comparison Studies: A Simulation Study on Extreme Quantile Estimation.
International journal of environmental research and public health, 2020Co-Authors: Oke GerkeAbstract:Bland-Altman limits of agreement and the underlying plot are a well-established means in method comparison studies on quantitative outcomes. Normally distributed paired differences, a constant bias, and variance homogeneity across the measurement range are implicit assumptions to this end. Whenever these assumptions are not fully met and cannot be remedied by an appropriate transformation of the data or the application of a regression approach, the 2.5% and 97.5% quantiles of the differences have to be estimated nonparametrically. Earlier, a simple Sample Quantile (SQ) Estimator (a weighted average of the observations closest to the target quantile), the Harrell-Davis Estimator (HD), and Estimators of the Sfakianakis-Verginis type (SV) outperformed 10 other quantile Estimators in terms of mean coverage for the next observation in a simulation study, based on sample sizes between 30 and 150. Here, we investigate the variability of the coverage probability of these three and another three promising nonparametric quantile Estimators with n=50(50)200,250(250)1000. The SQ Estimator outperformed the HD and SV Estimators for n=50 and was slightly better for n=100, whereas the SQ, HD, and SV Estimators performed identically well for n≥150. The similarity of the boxplots for the SQ Estimator across both distributions and sample sizes was striking.
Fred S. Apple - One of the best experts on this subject based on the ideXlab platform.
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Sex-specific 99th percentiles derived from the AACC Universal Sample Bank for the Roche Gen 5 cTnT assay: Comorbidities and statistical methods influence derivation of reference limits
Clinical biochemistry, 2017Co-Authors: Ian L. Gunsolus, Allan S. Jaffe, Anne Sexter, Karen Schulz, Ranka Ler, Brittany Lindgren, Amy K. Saenger, Sara A. Love, Fred S. AppleAbstract:Abstract Objectives Our purpose was to determine a) overall and sex-specific 99th percentile upper reference limits (URL) and b) influences of statistical methods and comorbidities on the URLs. Methods Heparin plasma from 838 normal subjects (423 men, 415 women) were obtained from the AACC (Universal Sample Bank). The cobas e602 measured cTnT (Roche Gen 5 assay); limit of detection (LoD), 3 ng/L. Hemoglobin A1c (URL 6.5%), NT-proBNP (URL 125 ng/L) and eGFR (60 mL/min/1.73m2) were measured, along with identification of statin use, to better define normality. 99th percentile URLs were determined by the non-parametric (NP), Harrell-Davis Estimator (HDE) and Robust (R) methods. Results 355 men and 339 women remained after exclusions. Overall Conclusions We demonstrated that a) the Gen 5 cTnT assay does not meet the IFCC guideline for high-sensitivity assays, b) surrogate biomarkers significantly lowers the URLs and c) statistical methods used impact URLs. Our data suggest lower sex-specific cTnT 99th percentiles than reported in the FDA approved package insert. We emphasize the importance of detailing the criteria used to include and exclude subjects for defining a healthy population and the statistical method used to calculate 99th percentiles and identify outliers.
Ian L. Gunsolus - One of the best experts on this subject based on the ideXlab platform.
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Sex-specific 99th percentiles derived from the AACC Universal Sample Bank for the Roche Gen 5 cTnT assay: Comorbidities and statistical methods influence derivation of reference limits
Clinical biochemistry, 2017Co-Authors: Ian L. Gunsolus, Allan S. Jaffe, Anne Sexter, Karen Schulz, Ranka Ler, Brittany Lindgren, Amy K. Saenger, Sara A. Love, Fred S. AppleAbstract:Abstract Objectives Our purpose was to determine a) overall and sex-specific 99th percentile upper reference limits (URL) and b) influences of statistical methods and comorbidities on the URLs. Methods Heparin plasma from 838 normal subjects (423 men, 415 women) were obtained from the AACC (Universal Sample Bank). The cobas e602 measured cTnT (Roche Gen 5 assay); limit of detection (LoD), 3 ng/L. Hemoglobin A1c (URL 6.5%), NT-proBNP (URL 125 ng/L) and eGFR (60 mL/min/1.73m2) were measured, along with identification of statin use, to better define normality. 99th percentile URLs were determined by the non-parametric (NP), Harrell-Davis Estimator (HDE) and Robust (R) methods. Results 355 men and 339 women remained after exclusions. Overall Conclusions We demonstrated that a) the Gen 5 cTnT assay does not meet the IFCC guideline for high-sensitivity assays, b) surrogate biomarkers significantly lowers the URLs and c) statistical methods used impact URLs. Our data suggest lower sex-specific cTnT 99th percentiles than reported in the FDA approved package insert. We emphasize the importance of detailing the criteria used to include and exclude subjects for defining a healthy population and the statistical method used to calculate 99th percentiles and identify outliers.
Giulio Mignola - One of the best experts on this subject based on the ideXlab platform.
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Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach
2012Co-Authors: Marco Morone, Anna Cornaglia, Giulio MignolaAbstract:We address the problem of decomposing the risk of a multi-factor credit portfolio into marginal contributions through a fast analytical approach: it is based on Taylor polynomial expansion of the overall risk and on the subsequent partial derivatives with respect to the single exposures, exploiting the Euler principle. The proposed approximation, which also accommodates for an efficient treatment of obligors with similar risk profile, is suitable for large and complex bank portfolios; furthermore, it proves to perform quite well if tested against numerical techniques, among which we chose the Harrel-Davis Estimator. The latter, aside from representing a benchmark measure, should however be applied in the case of very small and concentrated portfolios. In addition, a comparison with the most usual variance-covariance approach is drawn, emphasising its drawbacks in the correct representation of risk allocation.
