@article{HeelDiktaBraekers2021, author = {Heel, Mareike van and Dikta, Gerhard and Braekers, Roel}, title = {Bootstrap based goodness‑of‑fit tests for binary multivariate regression models}, series = {Journal of the Korean Statistical Society}, volume = {51}, journal = {Journal of the Korean Statistical Society}, publisher = {Springer Nature}, address = {Singapur}, issn = {2005-2863 (Online)}, doi = {10.1007/s42952-021-00142-4}, pages = {28 Seiten}, year = {2021}, abstract = {We consider a binary multivariate regression model where the conditional expectation of a binary variable given a higher-dimensional input variable belongs to a parametric family. Based on this, we introduce a model-based bootstrap (MBB) for higher-dimensional input variables. This test can be used to check whether a sequence of independent and identically distributed observations belongs to such a parametric family. The approach is based on the empirical residual process introduced by Stute (Ann Statist 25:613-641, 1997). In contrast to Stute and Zhu's approach (2002) Stute \& Zhu (Scandinavian J Statist 29:535-545, 2002), a transformation is not required. Thus, any problems associated with non-parametric regression estimation are avoided. As a result, the MBB method is much easier for users to implement. To illustrate the power of the MBB based tests, a small simulation study is performed. Compared to the approach of Stute \& Zhu (Scandinavian J Statist 29:535-545, 2002), the simulations indicate a slightly improved power of the MBB based method. Finally, both methods are applied to a real data set.}, language = {en} } @book{DiktaScheer2021, author = {Dikta, Gerhard and Scheer, Marsel}, title = {Bootstrap Methods: With Applications in R}, publisher = {Springer}, address = {Cham}, isbn = {978-3-030-73480-0}, doi = {10.1007/978-3-030-73480-0}, pages = {XVI, 256 Seiten}, year = {2021}, abstract = {This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time. The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.}, language = {en} } @inproceedings{HingleyDikta2019, author = {Hingley, Peter and Dikta, Gerhard}, title = {Finding a well performing box-jenkins forecasting model for annualised patent filings counts}, series = {International Symposium on Forecasting, Thessaloniki, Greece, June 2019}, booktitle = {International Symposium on Forecasting, Thessaloniki, Greece, June 2019}, pages = {24 Folien}, year = {2019}, language = {en} } @article{Dikta2017, author = {Dikta, Gerhard}, title = {Semi-parametric random censorship models}, series = {From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute}, journal = {From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute}, publisher = {Springer}, address = {Berlin}, isbn = {978-3-319-50986-0}, doi = {10.1007/978-3-319-50986-0_3}, pages = {43 -- 56}, year = {2017}, language = {en} } @article{DiktaReisselHarlass2016, author = {Dikta, Gerhard and Reißel, Martin and Harlaß, Carsten}, title = {Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation}, series = {Journal of multivariate analysis}, journal = {Journal of multivariate analysis}, number = {147}, publisher = {Elsevier}, address = {Amsterdam}, doi = {10.1016/j.jmva.2016.02.008}, pages = {273 -- 284}, year = {2016}, abstract = {Based on an identifying Volterra type integral equation for randomly right censored observations from a lifetime distribution function F, we solve the corresponding estimating equation by an explicit and implicit Euler scheme. While the first approach results in some known estimators, the second one produces new semi-parametric and pre-smoothed Kaplan-Meier estimators which are real distribution functions rather than sub-distribution functions as the former ones are. This property of the new estimators is particular useful if one wants to estimate the expected lifetime restricted to the support of the observation time. Specifically, we focus on estimation under the semi-parametric random censorship model (SRCM), that is, a random censorship model where the conditional expectation of the censoring indicator given the observation belongs to a parametric family. We show that some estimated linear functionals which are based on the new semi-parametric estimator are strong consistent, asymptotically normal, and efficient under SRCM. In a small simulation study, the performance of the new estimator is illustrated under moderate sample sizes. Finally, we apply the new estimator to a well-known real dataset.}, language = {en} } @article{DiktaKuehlheimMendoncaetal.2015, author = {Dikta, Gerhard and K{\"u}hlheim, Ren{\´e} and Mendonca, Jorge and Una-Alcarez, Jacobo de}, title = {Asymptotic representation of presmoothed Kaplan-Meier integrals with covariates in a semiparametric censorship model}, series = {Journal of Statistical Planning and Inference}, volume = {Vol. 171}, journal = {Journal of Statistical Planning and Inference}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0378-3758}, doi = {10.1016/j.jspi.2015.12.001}, pages = {10 -- 37}, year = {2015}, language = {en} } @article{Dikta2014, author = {Dikta, Gerhard}, title = {Asymptotically efficient estimation under semi-parametric random censorship models}, series = {Journal of multivariate analysis}, volume = {124}, journal = {Journal of multivariate analysis}, publisher = {Elsevier}, address = {Amsterdam}, issn = {1095-7243 (E-Journal); 0047-259X (Print)}, doi = {10.1016/j.jmva.2013.10.002}, pages = {10 -- 24}, year = {2014}, abstract = {We study the estimation of some linear functionals which are based on an unknown lifetime distribution. The observations are assumed to be generated under the semi-parametric random censorship model (SRCM), that is, a random censorship model where the conditional expectation of the censoring indicator given the observation belongs to a parametric family. Under this setup a semi-parametric estimator of the survival function was introduced by the author. If the parametric model assumption is correct, it is known that the estimated functional which is based on this semi-parametric estimator is asymptotically at least as efficient as the corresponding one which rests on the nonparametric Kaplan-Meier estimator. In this paper we show that the estimated functional which is based on this semi-parametric estimator is asymptotically efficient with respect to the class of all regular estimators under this semi-parametric model.}, language = {en} } @incollection{Dikta1998, author = {Dikta, Gerhard}, title = {Fundamentals of applied probability and basic statistics}, series = {Critical care nephrology / [Hrsg.:] Claudio Ronco and Rinaldo Bellomo}, booktitle = {Critical care nephrology / [Hrsg.:] Claudio Ronco and Rinaldo Bellomo}, publisher = {Springer}, address = {Dordrecht}, isbn = {978-94-010-6306-7}, pages = {51 -- 61}, year = {1998}, language = {en} } @article{AtlasBrealeyDharetal.2012, author = {Atlas, Glen and Brealey, David and Dhar, Sunil and Dikta, Gerhard and Singer, Meryvn}, title = {Additional hemodynamic measurements with an esophageal Doppler monitor: a preliminary report of compliance, force, kinetic energy, and afterload in the clinical setting}, series = {Journal of clinical monitoring and computing}, journal = {Journal of clinical monitoring and computing}, number = {26}, publisher = {Springer Nature}, address = {London}, isbn = {1573-2614}, doi = {10.1007/s10877-012-9386-5}, pages = {473 -- 482}, year = {2012}, abstract = {The esophageal Doppler monitor (EDM) is a minimally-invasive hemodynamic device which evaluates both cardiac output (CO), and fluid status, by estimating stroke volume (SV) and calculating heart rate (HR). The measurement of these parameters is based upon a continuous and accurate approximation of distal thoracic aortic blood flow. Furthermore, the peak velocity (PV) and mean acceleration (MA), of aortic blood flow at this anatomic location, are also determined by the EDM. The purpose of this preliminary report is to examine additional clinical hemodynamic calculations of: compliance (C), kinetic energy (KE), force (F), and afterload (TSVRi). These data were derived using both velocity-based measurements, provided by the EDM, as well as other contemporaneous physiologic parameters. Data were obtained from anesthetized patients undergoing surgery or who were in a critical care unit. A graphical inspection of these measurements is presented and discussed with respect to each patient's clinical situation. When normalized to each of their initial values, F and KE both consistently demonstrated more discriminative power than either PV or MA. The EDM offers additional applications for hemodynamic monitoring. Further research regarding the accuracy, utility, and limitations of these parameters is therefore indicated.}, language = {en} } @article{ForstKaragiannisLuebbenetal.2008, author = {Forst, Thomas and Karagiannis, E. and L{\"u}bben, G. and Hohberg, C. and Sch{\"o}ndorf, T. and Dikta, Gerhard and Drexler, M. and Morcos, M. and D{\"a}nschel, W. and Borchert, M. and Pf{\"u}tzner, A.}, title = {Pleiotrophic and anti-inflammatory effects of pioglitazone precede the metabolic activity in type 2 diabetic patients with coronary artery disease}, series = {Atherosclerosis. 197 (2008), H. 1}, journal = {Atherosclerosis. 197 (2008), H. 1}, issn = {0021-9150}, doi = {10.1016/j.atherosclerosis.2007.05.006}, pages = {311 -- 317}, year = {2008}, language = {en} }