{"title":"Mixed‐Effects Models and Small Area EstimationShonosukeSugasawa and TatsuyaKubokavaSpringer Nature, 2023, viii + 121 pages, £39.99, paperback ISBN: 978‐981‐19‐9485‐2","authors":"Tapio Nummi","doi":"10.1111/insr.12560","DOIUrl":"https://doi.org/10.1111/insr.12560","url":null,"abstract":"International Statistical ReviewEarly View Book Review Mixed-Effects Models and Small Area Estimation Shonosuke Sugasawa and Tatsuya KubokavaSpringer Nature, 2023, viii + 121 pages, £39.99, paperback ISBN: 978-981-19-9485-2 Tapio Nummi, Corresponding Author Tapio Nummi [email protected] Faculty of Information Technology and Communication Sciences, Tampere University, Tampere, FinlandSearch for more papers by this author Tapio Nummi, Corresponding Author Tapio Nummi [email protected] Faculty of Information Technology and Communication Sciences, Tampere University, Tampere, FinlandSearch for more papers by this author First published: 20 October 2023 https://doi.org/10.1111/insr.12560Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat No abstract is available for this article. Early ViewOnline Version of Record before inclusion in an issue RelatedInformation","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135616161","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Spatial Variance‐Smoothing Area Level Model for Small Area Estimation of Demographic Rates","authors":"Peter A. Gao, Jonathan Wakefield","doi":"10.1111/insr.12556","DOIUrl":"https://doi.org/10.1111/insr.12556","url":null,"abstract":"Summary Accurate estimates of subnational health and demographic indicators are critical for informing policy. Many countries collect relevant data using complex household surveys, but when data are limited, direct weighted estimates of small area proportions may be unreliable. Area level models treating these direct estimates as response data can improve precision but often require known sampling variances of the direct estimators for all areas. In practice, the sampling variances are estimated, so standard approaches do not account for a key source of uncertainty. To account for variability in the estimated sampling variances, we propose a hierarchical Bayesian spatial area level model for small area proportions that smooths both the estimated proportions and sampling variances to produce point and interval estimates of rates of interest. We demonstrate the performance of our approach via simulation and application to vaccination coverage and HIV prevalence data from the Demographic and Health Surveys.","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136033655","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimation of Graphical Models: An Overview of Selected Topics","authors":"Li-Pang Chen","doi":"10.1111/insr.12552","DOIUrl":"10.1111/insr.12552","url":null,"abstract":"<div>\u0000 \u0000 <p>Graphical modelling is an important branch of statistics that has been successfully applied in biology, social science, causal inference and so on. Graphical models illuminate connections between many variables and can even describe complex data structures or noisy data. Graphical models have been combined with supervised learning techniques such as regression modelling and classification analysis with multi-class responses. This paper first reviews some fundamental graphical modelling concepts, focusing on estimation methods and computational algorithms. Several advanced topics are then considered, delving into complex graphical structures and noisy data. Applications in regression and classification are considered throughout.</p>\u0000 </div>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135591380","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Joshua S. North, Christopher K. Wikle, Erin M. Schliep
{"title":"A Review of Data‐Driven Discovery for Dynamic Systems","authors":"Joshua S. North, Christopher K. Wikle, Erin M. Schliep","doi":"10.1111/insr.12554","DOIUrl":"https://doi.org/10.1111/insr.12554","url":null,"abstract":"Many real‐world scientific processes are governed by complex non‐linear dynamic systems that can be represented by differential equations. Recently, there has been an increased interest in learning, or discovering, the forms of the equations driving these complex non‐linear dynamic systems using data‐driven approaches. In this paper, we review the current literature on data‐driven discovery for dynamic systems. We provide a categorisation to the different approaches for data‐driven discovery and a unified mathematical framework to show the relationship between the approaches. Importantly, we discuss the role of statistics in the data‐driven discovery field, describe a possible approach by which the problem can be cast in a statistical framework and provide avenues for future work.","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135132140","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Penalisation Methods in Fitting High-Dimensional Cointegrated Vector Autoregressive Models: A Review","authors":"Marie Levakova, Susanne Ditlevsen","doi":"10.1111/insr.12553","DOIUrl":"10.1111/insr.12553","url":null,"abstract":"<p>Cointegration has shown useful for modeling non-stationary data with long-run equilibrium relationships among variables, with applications in many fields such as econometrics, climate research and biology. However, the analyses of vector autoregressive models are becoming more difficult as data sets of higher dimensions are becoming available, in particular because the number of parameters is quadratic in the number of variables. This leads to lack of statistical robustness, and regularisation methods are paramount for obtaining valid estimates. In the last decade, many papers have appeared suggesting different penalisation approaches to the inference problem. Here, we make a comprehensive review of different penalisation methods adapted to the specific structure of vector cointegrated models suggested in the literature, with relevant references to software packages. The methods are evaluated and compared according to a range of error measures in a simulation study, considering combinations of low and high dimension of the system and small and large sample sizes.</p>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/insr.12553","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135014699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ziqing Dong, Yves Tille, Giovanni Maria Giorgi, Alessio Guandalini
{"title":"Generalised Income Inequality Index","authors":"Ziqing Dong, Yves Tille, Giovanni Maria Giorgi, Alessio Guandalini","doi":"10.1111/insr.12551","DOIUrl":"10.1111/insr.12551","url":null,"abstract":"<p>This paper proposes a deep generalisation for income inequality indices. A generalised income inequality index that depends on two parameters and that involves a large set of income inequality indices in the same framework is proposed. The two parameters control the sensitivity of the generalised index to different levels of the income distribution. A thorough investigation of the generalised index paves the way for understanding the influence of the low, middle and high incomes on various income inequality indices and thereby facilitates the choice of multiple indices simultaneously for a better analysis of inequality as advocated by several recent studies. Moreover, two methods for estimating the generalised index in the case of finite populations are shown. A new method for estimating the inequality indices is proposed.</p>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2023-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/insr.12551","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48981484","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Number Savvy: From the Invention of Numbers to the Future of Data , George Sciadas Chapman & Hall/CRC, 2022, 312 pages, £56.99/$74.95, hardcover ISBN 9781032362151","authors":"Fabrizio Durante","doi":"10.1111/insr.12550","DOIUrl":"10.1111/insr.12550","url":null,"abstract":"","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2023-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46364123","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modern Applied Regressions: Bayesian and Frequentist Analysis of Categorical and Limited Response Variables with R and Stan , Jun Xu Chapman & Hall/CRC, 2023, xv + 281 pages, £80.99/$108, hardcover ISBN: 9780367173876 (hbk); 9781032376745 (pbk); 9780429056468 (ebk)","authors":"Shuangzhe Liu","doi":"10.1111/insr.12548","DOIUrl":"10.1111/insr.12548","url":null,"abstract":"","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2023-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46140403","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Anna Pajor, Justyna Wróblewska, Łukasz Kwiatkowski, Jacek Osiewalski
{"title":"Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models—Which is better from a predictive perspective?","authors":"Anna Pajor, Justyna Wróblewska, Łukasz Kwiatkowski, Jacek Osiewalski","doi":"10.1111/insr.12546","DOIUrl":"10.1111/insr.12546","url":null,"abstract":"<div>\u0000 \u0000 <p>We compare predictive performance of a multitude of alternative Bayesian vector autoregression (VAR) models allowing for cointegration and time-varying conditional covariances, described by different multivariate stochastic volatility (MSV) models, including their hybrids with multivariate GARCH processes (MSV-MGARCH), as well as <i>t</i>-GARCH and Markov-switching structures. The forecast accuracy is evaluated mainly through predictive Bayes factors, but energy scores and the probability integral transform are also used. Two empirical studies, for the US and Polish economies, are based on a small model of monetary policy comprising inflation, unemployment and interest rate. The results indicate that capturing conditional heteroskedasticity by some MSV-MGARCH specifications contributes the most to the forecasting power of the VAR/VEC model.</p>\u0000 </div>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2023-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41819387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}