Journal of Applied Statistics最新文献

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Penalized functional regression using R package PFLR. 惩罚函数回归使用R包PFLR。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-28 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2025.2457011
Rob Cameron, Tianyu Guan, Haolun Shi, Zhenhua Lin
{"title":"Penalized functional regression using R package PFLR.","authors":"Rob Cameron, Tianyu Guan, Haolun Shi, Zhenhua Lin","doi":"10.1080/02664763.2025.2457011","DOIUrl":"10.1080/02664763.2025.2457011","url":null,"abstract":"<p><p>Penalized functional regression is a useful tool to estimate models for applications where the effect/coefficient function is assumed to be truncated. The truncated coefficient function occurs when the functional predictor does not influence the response after a certain cutoff point on the time domain. The R package <b>PFLR</b> offers an extensive suite of methods for advanced functional regression techniques with penalization. The package implements four distinct methods, each tailored to different models, effectively addressing a range of scenarios. This is demonstrated through simulations as well as an application to particulate matter emissions data. Generic S3 methods are also implemented for each model to help with summary, visualization and interpretation.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 11","pages":"2191-2205"},"PeriodicalIF":1.1,"publicationDate":"2025-01-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12424440/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145064707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Upper quantile-based CUSUM-type control chart for detecting small changes in image data. 基于上分位数的cusum型控制图,用于检测图像数据的微小变化。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-27 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2025.2456614
Anik Roy, Partha Sarathi Mukherjee
{"title":"Upper quantile-based CUSUM-type control chart for detecting small changes in image data.","authors":"Anik Roy, Partha Sarathi Mukherjee","doi":"10.1080/02664763.2025.2456614","DOIUrl":"10.1080/02664763.2025.2456614","url":null,"abstract":"<p><p>Image monitoring is an important research problem that has wide applications in various fields, including manufacturing industries, satellite imaging, medical diagnostics, and so forth. Traditional image monitoring control charts perform rather poorly when the changes occur at very small regions of the image, and when the changes of image intensity values are small in those regions. Their performances get worse if the images contain noise, and the changes occur near the edges of image objects. In applications such as manufacturing industries, the changes in the images are often too small to be detected by human eyes. In this article, we propose a CUSUM-type control chart for online monitoring of grayscale images. Depending on what kind of changes we wish to detect, big or small, we propose to use a certain upper quantile of the local CUSUM statistics. We incorporate a state-of-the-art jump preserving image smoothing technique in the proposed chart that ensures good performance even in presence of low to moderate noise. Theoretical justifications, and superior performance in numerical comparisons ensure that the proposed control chart can be useful to many researchers and practitioners.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 11","pages":"2156-2171"},"PeriodicalIF":1.1,"publicationDate":"2025-01-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12404064/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144992685","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Derivation of a multivariate longitudinal causal effects model. 多元纵向因果效应模型的推导。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-24 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2025.2457013
Halima S Twabi, Samuel O M Manda, Dylan S Small, Hans-Peter Kohler
{"title":"Derivation of a multivariate longitudinal causal effects model.","authors":"Halima S Twabi, Samuel O M Manda, Dylan S Small, Hans-Peter Kohler","doi":"10.1080/02664763.2025.2457013","DOIUrl":"10.1080/02664763.2025.2457013","url":null,"abstract":"<p><p>This paper presents a causal inference estimation method for longitudinal observational studies with multiple outcomes. The method uses marginal structural models with inverse probability treatment weights (MSM-IPTWs). In developing the proposed method, we re-define the weights as a product of inverse weights at each time point, accounting for time-varying confounders and treatment exposures and possible correlation between and within (serial) the multiple outcomes. The proposed method is evaluated by simulation studies and with an application to estimate the effect of HIV positivity awareness on condom use and multiple sexual partners using the Malawi Longitudinal Study of Families and Health (MLSFH) data. The simulation study shows that the joint MSM-IPTW performs well with coverage within the expected 95% level for a large sample size (<i>n</i> = 1000) and moderate to strong between and within outcome correlation strength ( <math><msub><mi>ρ</mi> <mi>j</mi></msub> <mo>=</mo> <mn>0.3</mn></math> , 0.75, <math><msub><mi>ρ</mi> <mi>k</mi></msub> <mo>=</mo> <mn>0.4</mn></math> , 0.8) when the effects are similar. The joint MSM-IPTW performed relatively the same as the adjusted standard joint model when the treatment effect estimate was the same for the outcomes. In the application, HIV positivity awareness increased the usage of condoms and did not affect the number of sexual partners. We recommend using the proposed MSM-IPTWs to correctly control for time-varying treatment and confounders when estimating causal effects for longitudinal observational studies with multiple outcomes.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 12","pages":"2207-2225"},"PeriodicalIF":1.1,"publicationDate":"2025-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12416008/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145029929","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Causal effect estimation for competing risk data in randomized trial: adjusting covariates to gain efficiency. 随机试验中竞争风险数据的因果效应估计:调整协变量以获得效率。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-24 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2025.2455626
Youngjoo Cho, Cheng Zheng, Lihong Qi, Ross L Prentice, Mei-Jie Zhang
{"title":"Causal effect estimation for competing risk data in randomized trial: adjusting covariates to gain efficiency.","authors":"Youngjoo Cho, Cheng Zheng, Lihong Qi, Ross L Prentice, Mei-Jie Zhang","doi":"10.1080/02664763.2025.2455626","DOIUrl":"10.1080/02664763.2025.2455626","url":null,"abstract":"<p><p>The double-blinded randomized trial is considered the gold standard to estimate the average causal effect (ACE). The naive estimator without adjusting any covariate is consistent. However, incorporating the covariates that are strong predictors of the outcome could reduce the issue of unbalanced covariate distribution between the treated and controlled groups and can improve efficiency. Recent work has shown that thanks to randomization, for linear regression, an estimator under risk consistency (e.g. Random Forest) for the regression coefficients could maintain the convergence rate even when a nonparametric model is assumed for the effect of covariates. Also, such an adjusted estimator will always lead to efficiency gain compared to the naive unadjusted estimator. In this paper, we extend this result to the competing risk data setting and show that under similar assumptions, the augmented inverse probability censoring weighting (AIPCW) based adjusted estimator has the same convergence rate and efficiency gain. Extensive simulations were performed to show the efficiency gain in the finite sample setting. To illustrate our proposed method, we apply it to the Women's Health Initiative (WHI) dietary modification trial studying the effect of a low-fat diet on cardiovascular disease (CVD) related mortality among those who have prior CVD.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 11","pages":"2094-2112"},"PeriodicalIF":1.1,"publicationDate":"2025-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12404078/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144992709","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Integrative rank-based regression for multi-source high-dimensional data with multi-type responses. 多源高维数据多类型响应的综合秩回归。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-16 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2025.2452964
Fuzhi Xu, Shuangge Ma, Qingzhao Zhang
{"title":"Integrative rank-based regression for multi-source high-dimensional data with multi-type responses.","authors":"Fuzhi Xu, Shuangge Ma, Qingzhao Zhang","doi":"10.1080/02664763.2025.2452964","DOIUrl":"10.1080/02664763.2025.2452964","url":null,"abstract":"<p><p>Practical scenarios often present instances where the types of responses are different between multi-source different datasets, reflecting distinct attributes or characteristics. In this paper, an integrative rank-based regression is proposed to facilitate information sharing among varied datasets with multi-type responses. Taking advantage of the rank-based regression, our proposed approach adeptly tackles differences in the magnitude of loss functions. In addition, it can robustly handle outliers and data contamination, and effectively mitigate model misspecification. Extensive numerical simulations demonstrate the superior and competitive performance of the proposed approach in model estimation and variable selection. Analysis of genetic data on HNSC and LUAD yields results with biological explanations and confirms its practical usefulness.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 11","pages":"2011-2030"},"PeriodicalIF":1.1,"publicationDate":"2025-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12404076/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144992765","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The slashed Lomax distribution: new properties and Mellin-type statistical measures for inference. 割形洛马克斯分布:新的性质和梅林型推断的统计度量。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-15 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2025.2451977
Jaine de Moura Carvalho, Frank Gomes-Silva, Josimar M Vasconcelos, Gauss M Cordeiro
{"title":"The slashed Lomax distribution: new properties and Mellin-type statistical measures for inference.","authors":"Jaine de Moura Carvalho, Frank Gomes-Silva, Josimar M Vasconcelos, Gauss M Cordeiro","doi":"10.1080/02664763.2025.2451977","DOIUrl":"https://doi.org/10.1080/02664763.2025.2451977","url":null,"abstract":"<p><p>Several continuous distributions have been proposed recently to provide more flexibility in modeling lifetime data. Among these, the Slashed class of models, particularly the Slashed Lomax ( <math><mrow><mi>SL</mi></mrow> </math> ) distribution, has gained special attention. This asymmetric model has positive support and it is notable for its stochastic representation and ability to fit heavy-tailed datasets. Despite the increasing number of new continuous models catering to specific samples, there have been few statistical tools introduced to evaluate their goodness-of-fits. To address this deficit, we employ the methodology outlined in J.M. Nicolas [<i>Introduction aux statistiques de deuxième espèce: Applications des logs-moments et des logs-cumulants à l'analyse des lois d'images radar, TS</i>, Trait. Signal 19 (2002), pp. 139-167] derived from the Mellin Transform (MT) to provide new goodness-of-fit measures for the <math><mrow><mi>SL</mi></mrow> </math> distribution. These measures consider both qualitative and quantitative aspects. We derive the MT for the <math><mrow><mi>SL</mi></mrow> </math> distribution, calculate the log-cumulants, and construct the log-cumulant diagram. Further, we introduce a test statistic using a combination of Hotelling's <math><msup><mi>T</mi> <mn>2</mn></msup> </math> statistic and the multivariate Delta method to test hypotheses about the log-cumulants. We apply the new methodology to two real databases in the context of survival analysis to show its effectiveness in evaluating the fit criteria. We conduct bootstrap experiments to assess the power of the proposed test and to evaluate the performance of the estimators. The results revealed that the adjustment tools performed well and that the log-cumulant method proved to be an effective estimation criterion.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1984-2006"},"PeriodicalIF":1.1,"publicationDate":"2025-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320265/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144789266","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Inference under multivariate size-biased sampling. 多元规模偏差抽样下的推断。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-15 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2025.2451972
A Batsidis, G Tzavelas, P Economou
{"title":"Inference under multivariate size-biased sampling.","authors":"A Batsidis, G Tzavelas, P Economou","doi":"10.1080/02664763.2025.2451972","DOIUrl":"https://doi.org/10.1080/02664763.2025.2451972","url":null,"abstract":"<p><p>The present research deals with statistical inference for the expectation of a function of a random vector based on biased samples. After highlighting with the help of a motivating example the need for conducting this study, using the concept of multivariate weighted distributions, a consistent and asymptotically normally distributed estimator is proposed and utilized for developing statistical inference. A Monte Carlo study is carried out to examine the performance of the estimator proposed. Finally, the analysis of a real-world data set illustrates the benefits of using the proposed methods for statistical inference.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1968-1983"},"PeriodicalIF":1.1,"publicationDate":"2025-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320264/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144789263","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bayesian doubly robust estimation of causal effects for clustered observational data. 聚类观测数据因果效应的贝叶斯双稳健估计。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-09 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2024.2449396
Qi Zhou, Haonan He, Jie Zhao, Joon Jin Song
{"title":"Bayesian doubly robust estimation of causal effects for clustered observational data.","authors":"Qi Zhou, Haonan He, Jie Zhao, Joon Jin Song","doi":"10.1080/02664763.2024.2449396","DOIUrl":"https://doi.org/10.1080/02664763.2024.2449396","url":null,"abstract":"<p><p>Observational data often exhibit clustered structure, which leads to inaccurate estimates of exposure effect if such structure is ignored. To overcome the challenges of modelling the complex confounder effects in clustered data, we propose a Bayesian doubly robust estimator of causal effects with random intercept BART to enhance the robustness against model misspecification. The proposed approach incorporates the uncertainty in the estimation of the propensity score, potential outcomes and the distribution of individual-level and cluster-level confounders into the exposure effect estimation, thereby improving the coverage probability of interval estimation. We evaluate the proposed method in the simulation study compared with frequentist doubly robust estimators with parametric and nonparametric multilevel modelling strategies. The proposed method is applied to estimate the effect of limited food access on the mortality of cardiovascular disease in the senior population.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1931-1949"},"PeriodicalIF":1.1,"publicationDate":"2025-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320258/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144789262","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. 用于检验相关数据中零自相关的加权组合统计。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-08 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2024.2449413
N Muriel
{"title":"Weighted portmanteau statistics for testing for zero autocorrelation in dependent data.","authors":"N Muriel","doi":"10.1080/02664763.2024.2449413","DOIUrl":"https://doi.org/10.1080/02664763.2024.2449413","url":null,"abstract":"<p><p>Zero autocorrelation test statistics of the portmanteau type are studied under dependence. The asymptotic distribution of statistics formed with weighted averages of the autocorrelation and partial autocorrelation functions is theoretically obtained and its accuracy is then analyzed via simulation and in an empirical application. In the simulation study, we find that the proposed statistics provide test with sizes quite close to their nominal, intended sizes and with power functions which show high sensitivity to deviations from the null. It also reveals, for all the lags studied, that the tests are increasingly precise as the sample size increases. An application to financial time series modeling is given where the importance of using robust portmanteau statistics is illustrated. Specifically, we show that traditional tests incur in large deviations from their nominal size, whereas robust tests do not.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1950-1967"},"PeriodicalIF":1.1,"publicationDate":"2025-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320263/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144789267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Statistical inference for dependent competing risks data under adaptive Type-II progressive hybrid censoring. 自适应ii型渐进式混合滤波下依赖竞争风险数据的统计推断。
IF 1.1 4区 数学
Journal of Applied Statistics Pub Date : 2025-01-04 eCollection Date: 2025-01-01 DOI: 10.1080/02664763.2024.2445237
Subhankar Dutta, Suchandan Kayal
{"title":"Statistical inference for dependent competing risks data under adaptive Type-II progressive hybrid censoring.","authors":"Subhankar Dutta, Suchandan Kayal","doi":"10.1080/02664763.2024.2445237","DOIUrl":"https://doi.org/10.1080/02664763.2024.2445237","url":null,"abstract":"<p><p>In this article, we consider statistical inference based on dependent competing risks data from Marshall-Olkin bivariate Weibull distribution. The maximum likelihood estimates of the unknown model parameters have been computed by using Newton-Raphson method under adaptive Type II progressive hybrid censoring with partially observed failure causes. Existence and uniqueness of maximum likelihood estimates are derived. Approximate confidence intervals have been constructed via the observed Fisher information matrix using asymptotic normality property of the maximum likelihood estimates. Bayes estimates and highest posterior density credible intervals have been calculated under gamma-Dirichlet prior distribution by using Markov chain Monte Carlo technique. Convergence of Markov chain Monte Carlo samples is tested. In addition, a Monte Carlo simulation is carried out to compare the effectiveness of the proposed methods. Further, three different optimality criteria have been taken into account to obtain the most effective censoring plans. From these simulation study results it has been concluded that Bayesian technique produces superior outcomes. Finally, a real-life data set has been analyzed to illustrate the operability and applicability of the proposed methods.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1871-1903"},"PeriodicalIF":1.1,"publicationDate":"2025-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320270/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144789265","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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