Multiple testing has been a prominent topic in statistical research. Despite extensive work in this area, controlling false discoveries remains a challenging task, especially when the test statistics exhibit dependence. Various methods have been proposed to estimate the false discovery proportion (FDP) under arbitrary dependencies among the test statistics. One key approach is to transform arbitrary dependence into weak dependence and subsequently establish the strong consistency of FDP and false discovery rate under weak dependence. As a result, FDPs converge to the same asymptotic limit within the framework of weak dependence. However, we have observed that the asymptotic variance of FDP can be significantly influenced by the dependence structure of the test statistics, even when they exhibit only weak dependence. Quantifying this variability is of great practical importance, as it serves as an indicator of the quality of FDP estimation from the data. To the best of our knowledge, there is limited research on this aspect in the literature. In this paper, we aim to fill in this gap by quantifying the variation of FDP, assuming that the test statistics exhibit weak dependence and follow normal distributions. We begin by deriving the asymptotic expansion of the FDP and subsequently investigate how the asymptotic variance of the FDP is influenced by different dependence structures. Based on the insights gained from this study, we recommend that in multiple testing procedures utilizing FDP, reporting both the mean and variance estimates of FDP can provide a more comprehensive assessment of the study\'s outcomes.

We compare two deletion-based methods for dealing with the problem of missing observations in linear regression analysis. One is the complete-case analysis (CC, or listwise deletion) that discards all incomplete observations and only uses common samples for ordinary least-squares estimation. The other is the available-case analysis (AC, or pairwise deletion) that utilizes all available data to estimate the covariance matrices and applies these matrices to construct the normal equation. We show that the estimates from both methods are asymptotically unbiased under missing completely at random (MCAR) and further compare their asymptotic variances in some typical situations. Surprisingly, using more data (i.e., AC) does not necessarily lead to better asymptotic efficiency in many scenarios. Missing patterns, covariance structure and true regression coefficient values all play a role in determining which is better. We further conduct simulation studies to corroborate the findings and demystify what has been missed or misinterpreted in the literature. Some detailed proofs and simulation results are available in the online supplemental materials.

The Cavalieri estimator allows one to infer the volume of an object from area measurements in equidistant planar sections. It is known that applying this estimator in the non-equidistant case may inflate the coefficient of error considerably. We therefore consider a newly introduced variant, the trapezoidal estimator, and make it available to practitioners. Its typical variance behaviour for natural objects is comparable to the equidistant case. We state this unbiased estimator, describe variance estimates and explain how the latter can be simplified under rather general but realistic models for the gaps between sections. Simulations and an application to a synthetic area function based on parietal lobes of 18 monkeys illustrate the new methods.

Time-to-event data in medical studies may involve some patients who are cured and will never experience the event of interest. In practice, those cured patients are right censored. However, when data contain a cured fraction, standard survival methods such as Cox proportional hazards models can produce biased results and therefore misleading interpretations. In addition, for some outcomes, the exact time of an event is not known; instead an interval of time in which the event occurred is recorded. This article proposes a new computational approach that can deal with both the cured fraction issues and the interval censoring challenge. To do so, we extend the traditional mixture cure Cox model to accommodate data with partly interval censoring for the observed event times. The traditional method for estimation of the model parameters is based on the expectation-maximization (EM) algorithm, where the log-likelihood is maximized through an indirect complete data log-likelihood function. We propose in this article an alternative algorithm that directly optimizes the log-likelihood function. Extensive Monte Carlo simulations are conducted to demonstrate the performance of the new method over the EM algorithm. The main advantage of the new algorithm is the generation of asymptotic variance matrices for all the estimated parameters. The new method is applied to a thin melanoma dataset to predict melanoma recurrence. Various inferences, including survival and hazard function plots with point-wise confidence intervals, are presented. An R package is now available at Github and will be uploaded to R CRAN.

Two-wave with diffuse power (TWDP) is one of the most promising models for description of a small-scale fading effects in the emerging wireless networks. However, its conventional parameterization based on parameters K and Δ is not in line with model\'s underlying physical mechanisms. Accordingly, in this paper, we first identified anomalies related to usage of conventional TWDP parameterization in moment-based estimation, showing that the existing Δ-based estimators are unable to provide meaningful estimates in some channel conditions. Then, we derived moment-based estimators of recently introduced physically justified TWDP parameters K and Γ and analyzed their performance through asymptotic variance (AsV) and Cramer-Rao bound (CRB) metrics. Performed analysis has shown that Γ-based estimators managed to overcome all anomalies observed for Δ-based estimators, simultaneously improving the overall moment-based estimation accuracy.

The self-controlled case series is an important method in the studies of the safety of biopharmaceutical products. It uses the conditional Poisson model to make comparison within persons. In models without adjustment for age (or other time-varying covariates), cases who are never exposed to the product do not contribute any information to the estimation. We provide analytic proof and simulation results that the inclusion of unexposed cases in the conditional Poisson model with age adjustment reduces the asymptotic variance of the estimator of the exposure effect and increases power. We re-analysed a vaccine safety dataset to illustrate.

The moment-based M2M4 signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic but unknown phase corrupted by additive Gaussian noise by Sekhar and Sreenivas. The authors studied its performances only through numerical examples and concluded that the proposed estimator is asymptotically efficient and exhibits finite sample super-efficiency for some combinations of signal and noise power. In this paper, we derive the analytical asymptotic performances of the proposed M2M4 SNR estimator, and we show that, contrary to what it has been concluded by Sekhar and Sreenivas, the proposed estimator is neither (asymptotically) efficient nor super-efficient. We also show that when dealing with deterministic signals, the covariance matrix needed to derive asymptotic performances must be explicitly derived as its known general form for random signals cannot be extended to deterministic signals. Numerical examples are provided whose results confirm the analytical findings.

Balancing allocation of assigning units to two treatment groups to minimize the allocation differences is important in biomedical research. The complete randomization, rerandomization, and pairwise sequential randomization (PSR) procedures can be employed to balance the allocation. However, the first two do not allow a large number of covariates. In this article, we generalize the PSR procedure and propose a k-resolution sequential randomization (k-RSR) procedure by minimizing the Mahalanobis distance between both groups with equal group size. The proposed method can be used to achieve adequate balance and obtain a reasonable estimate of treatment effect. Compared to PSR, k-RSR is more likely to achieve the optimal value theoretically. Extensive simulation studies are conducted to show the superiorities of k-RSR and applications to the clinical synthetic data and GAW16 data further illustrate the methods.

Instrumental variable is an essential tool for addressing unmeasured confounding in observational studies. Two-stage predictor substitution (2SPS) estimator and two-stage residual inclusion (2SRI) are two commonly used approaches in applying instrumental variables. Recently, 2SPS was studied under the additive hazards model in the presence of competing risks of time-to-events data, where linearity was assumed for the relationship between the treatment and the instrument variable. This assumption may not be the most appropriate when we have binary treatments. In this paper, we consider the 2SRI estimator under the additive hazards model for general survival data and in the presence of competing risks, which allows generalized linear models for the relation between the treatment and the instrumental variable. We derive the asymptotic properties including a closed-form asymptotic variance estimate for the 2SRI estimator. We carry out numerical studies in finite samples and apply our methodology to the linked Surveillance, Epidemiology and End Results (SEER)-Medicare database comparing radical prostatectomy versus conservative treatment in early-stage prostate cancer patients.

In applications of item response theory (IRT), an estimate of the reliability of the ability estimates or sum scores is often reported. However, analytical expressions for the standard errors of the estimators of the reliability coefficients are not available in the literature and therefore the variability associated with the estimated reliability is typically not reported. In this study, the asymptotic variances of the IRT marginal and test reliability coefficient estimators are derived for dichotomous and polytomous IRT models assuming an underlying asymptotically normally distributed item parameter estimator. The results are used to construct confidence intervals for the reliability coefficients. Simulations are presented which show that the confidence intervals for the test reliability coefficient have good coverage properties in finite samples under a variety of settings with the generalized partial credit model and the three-parameter logistic model. Meanwhile, it is shown that the estimator of the marginal reliability coefficient has finite sample bias resulting in confidence intervals that do not attain the nominal level for small sample sizes but that the bias tends to zero as the sample size increases.