TY - JOUR A1 - Heel, Mareike van A1 - Dikta, Gerhard A1 - Braekers, Roel T1 - Bootstrap based goodness‑of‑fit tests for binary multivariate regression models JF - Journal of the Korean Statistical Society N2 - 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. Y1 - 2021 U6 - http://dx.doi.org/10.1007/s42952-021-00142-4 SN - 2005-2863 (Online) SN - 1226-3192 (Print) N1 - Corresponding author: Mareike van Heel VL - 51 PB - Springer Nature CY - Singapur ER - TY - BOOK A1 - Dikta, Gerhard A1 - Scheer, Marsel T1 - Bootstrap Methods: With Applications in R N2 - 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. Y1 - 2021 SN - 978-3-030-73480-0 U6 - http://dx.doi.org/10.1007/978-3-030-73480-0 PB - Springer CY - Cham ER - TY - CHAP A1 - Hingley, Peter A1 - Dikta, Gerhard T1 - Finding a well performing box-jenkins forecasting model for annualised patent filings counts T2 - International Symposium on Forecasting, Thessaloniki, Greece, June 2019 Y1 - 2019 ER - TY - JOUR A1 - Dikta, Gerhard T1 - Semi-parametric random censorship models JF - From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute Y1 - 2017 SN - 978-3-319-50986-0 U6 - http://dx.doi.org/10.1007/978-3-319-50986-0_3 SP - 43 EP - 56 PB - Springer CY - Berlin ER - TY - JOUR A1 - Dikta, Gerhard A1 - Reißel, Martin A1 - Harlaß, Carsten T1 - Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation JF - Journal of multivariate analysis N2 - 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. KW - Volterra integral equation KW - Product-integration KW - Asymptotic efficiency KW - Semi-parametric random censorship model KW - Censored data KW - Survival analysis Y1 - 2016 U6 - http://dx.doi.org/10.1016/j.jmva.2016.02.008 IS - 147 SP - 273 EP - 284 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Dikta, Gerhard A1 - Kühlheim, René A1 - Mendonca, Jorge A1 - Una-Alcarez, Jacobo de T1 - Asymptotic representation of presmoothed Kaplan–Meier integrals with covariates in a semiparametric censorship model JF - Journal of Statistical Planning and Inference Y1 - 2015 U6 - http://dx.doi.org/10.1016/j.jspi.2015.12.001 SN - 0378-3758 VL - Vol. 171 SP - 10 EP - 37 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Dikta, Gerhard T1 - Asymptotically efficient estimation under semi-parametric random censorship models JF - Journal of multivariate analysis N2 - 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. Y1 - 2014 U6 - http://dx.doi.org/10.1016/j.jmva.2013.10.002 SN - 1095-7243 (E-Journal); 0047-259X (Print) VL - 124 SP - 10 EP - 24 PB - Elsevier CY - Amsterdam ER - TY - CHAP A1 - Dikta, Gerhard T1 - Fundamentals of applied probability and basic statistics T2 - Critical care nephrology / [Hrsg.:] Claudio Ronco and Rinaldo Bellomo Y1 - 1998 SN - 978-94-010-6306-7 SP - 51 EP - 61 PB - Springer CY - Dordrecht ER - TY - JOUR A1 - Atlas, Glen A1 - Brealey, David A1 - Dhar, Sunil A1 - Dikta, Gerhard A1 - Singer, Meryvn T1 - Additional hemodynamic measurements with an esophageal Doppler monitor: a preliminary report of compliance, force, kinetic energy, and afterload in the clinical setting JF - Journal of clinical monitoring and computing N2 - 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. KW - Acceleration KW - Velocity KW - Kinetic energy KW - Force KW - Compliance KW - Afterload KW - Contractility KW - Volume status KW - Esophageal Doppler monitor Y1 - 2012 SN - 1573-2614 U6 - http://dx.doi.org/10.1007/s10877-012-9386-5 IS - 26 SP - 473 EP - 482 PB - Springer Nature CY - London ER - TY - JOUR A1 - Forst, Thomas A1 - Karagiannis, E. A1 - Lübben, G. A1 - Hohberg, C. A1 - Schöndorf, T. A1 - Dikta, Gerhard A1 - Drexler, M. A1 - Morcos, M. A1 - Dänschel, W. A1 - Borchert, M. A1 - Pfützner, A. T1 - Pleiotrophic and anti-inflammatory effects of pioglitazone precede the metabolic activity in type 2 diabetic patients with coronary artery disease JF - Atherosclerosis. 197 (2008), H. 1 Y1 - 2008 U6 - http://dx.doi.org/10.1016/j.atherosclerosis.2007.05.006 SN - 0021-9150 SP - 311 EP - 317 ER -