This article provides an update on the global cancer burden using the GLOBOCAN 2020 estimates of cancer incidence and mortality produced by the International Agency for Research on Cancer. Worldwide, an estimated 19.3 million new cancer cases (18.1 million excluding nonmelanoma skin cancer) and almost 10.0 million cancer deaths (9.9 million excluding nonmelanoma skin cancer) occurred in 2020. Female breast cancer has surpassed lung cancer as the most commonly diagnosed cancer, with an estimated 2.3 million new cases (11.7%), followed by lung (11.4%), colorectal (10.0 %), prostate (7.3%), and stomach (5.6%) cancers. Lung cancer remained the leading cause of cancer death, with an estimated 1.8 million deaths (18%), followed by colorectal (9.4%), liver (8.3%), stomach (7.7%), and female breast (6.9%) cancers. Overall incidence was from 2-fold to 3-fold higher in transitioned versus transitioning countries for both sexes, whereas mortality varied <2-fold for men and little for women. Death rates for female breast and cervical cancers, however, were considerably higher in transitioning versus transitioned countries (15.0 vs 12.8 per 100,000 and 12.4 vs 5.2 per 100,000, respectively). The global cancer burden is expected to be 28.4 million cases in 2040, a 47% rise from 2020, with a larger increase in transitioning (64% to 95%) versus transitioned (32% to 56%) countries due to demographic changes, although this may be further exacerbated by increasing risk factors associated with globalization and a growing economy. Efforts to build a sustainable infrastructure for the dissemination of cancer prevention measures and provision of cancer care in transitioning countries is critical for global cancer control.

https://acsjournals.onlinelibrary.wiley.com/doi/pdf/10.3322/caac.21660

Global Cancer Statistics 2020: GLOBOCAN Estimates of Incidence and Mortality Worldwide for 36 Cancers in 185 Countries.

The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

/pdf/econometric-analysis-of-cross-section-and-panel-data-3jzr8emmtf.pdf

Econometric Analysis of Cross Section and Panel Data

SUMMARY This paper proposes new tests for detecting the presence of a unit root in quite general time series models. Our approach is nonparametric with respect to nuisance parameters and thereby allows for a very wide class of weakly dependent and possibly heterogeneously distributed data. The tests accommodate models with a fitted drift and a time trend so that they may be used to discriminate between unit root nonstationarity and stationarity about a deterministic trend. The limiting distributions of the statistics are obtained under both the unit root null and a sequence of local alternatives. The latter noncentral distribution theory yields local asymptotic power functions for the tests and facilitates comparisons with alternative procedures due to Dickey & Fuller. Simulations are reported on the performance of the new tests in finite samples.

/pdf/testing-for-a-unit-root-in-time-series-regression-u3iv5t9ika.pdf

Testing for a Unit Root in Time Series Regression

A general non-parametric technique is proposed for the analysis of a complex multimodal feature space and to delineate arbitrarily shaped clusters in it. The basic computational module of the technique is an old pattern recognition procedure: the mean shift. For discrete data, we prove the convergence of a recursive mean shift procedure to the nearest stationary point of the underlying density function and, thus, its utility in detecting the modes of the density. The relation of the mean shift procedure to the Nadaraya-Watson estimator from kernel regression and the robust M-estimators; of location is also established. Algorithms for two low-level vision tasks discontinuity-preserving smoothing and image segmentation - are described as applications. In these algorithms, the only user-set parameter is the resolution of the analysis, and either gray-level or color images are accepted as input. Extensive experimental results illustrate their excellent performance.

Mean shift: a robust approach toward feature space analysis

This paper has always been one of my favorite “children,” combining as it does elements of the duality of linear programming and combinatorial tools from graph theory. It may be of some interest to tell the story of its origin.

/pdf/the-hungarian-method-for-the-assignment-problem-1lo4dlq1ax.pdf

The Hungarian method for the assignment problem

Martingale Limit Theory and Its Application

Martingale Limit Theory and its Application

1: Principles of Bootstrap Methodology.- 2: Principles of Edgeworth Expansion.- 3: An Edgeworth View of the Bootstrap.- 4: Bootstrap Curve Estimation.- 5: Details of Mathematical Rigour.- Appendix I: Number and Sizes of Atoms of Nonparametric Bootstrap Distribution.- Appendix II: Monte Carlo Simulation.- II.1 Introduction.- II.2 Uniform Resampling.- II.3 Linear Approximation.- II.4 Centring Method.- II.5 Balanced Resampling.- II.6 Antithetic Resampling.- II.7 Importance Resampling.- II.7.1 Introduction.- II.7.2 Concept of Importance Resampling.- II.7.3 Importance Resampling for Approximating Bias, Variance, Skewness, etc..- II.7.4 Importance Resampling for a Distribution Function.- II.8 Quantile Estimation.- Appendix III: Confidence Pictures.- Appendix IV: A Non-Standard Example: Quantite Error Estimation.- IV. 1 Introduction.- IV.2 Definition of the Mean Squared Error Estimate.- IV.3 Convergence Rate of the Mean Squared Error Estimate.- IV.4 Edgeworth Expansions for the Studentized Bootstrap Quantile Estimate.- Appendix V: A Non-Edgeworth View of the Bootstrap.- References.- Author Index.

The Bootstrap and Edgeworth Expansion

Let a set S of mn things be divided into m classes of n things each in two distinct ways, (a) and (b); so that there are m (a)-classes and m (b)-classes. Then it is always possible to find a set R of m things of S which is at one and the same time a C.S.R. (= complete system of rcpresentatives) for the (a)-classes, and also a C.S.R. for the (b)-classes.

On Representatives of Subsets

Analysis and design of circular microstrip elements microstrip patch antennas circular polarization and bandwidth electromagnetically coupled dipoles multilayer configurations large bandwidth hybrid flat dipoles and arrays numerical analysis of microstrip patch antennas segmentation and desegmentation methods for microstrip antenna design transmission line model of microstrip antennas design and technology of low cost printed antennas analysis and design considerations of printed array antennas circularly polarized array antennas microstrip antenna feeds advances in substrate technology special measurement techniques for printed antennas CAD of microstrip and triplate systems resonant microstrip antenna elements and arrays applications of microstrip antennas monolithic conical conformal microstrip tracking antenna extensions and variations of the microstrip antenna concept.

Peter Hall

Papers

Martingale Limit Theory and Its Application

Martingale Limit Theory and its Application

The Bootstrap and Edgeworth Expansion

On Representatives of Subsets

Handbook of microstrip antennas