Model Assisted Statistics and Applications最新文献_第2页

A validity test for a multivariate linear measurement error model 多元线性测量误差模型的有效性检验

Model Assisted Statistics and Applications Pub Date : 2024-03-14 DOI: 10.3233/mas-231494

Alexander Kukush, Igor Mandel

{"title":"A validity test for a multivariate linear measurement error model","authors":"Alexander Kukush, Igor Mandel","doi":"10.3233/mas-231494","DOIUrl":"https://doi.org/10.3233/mas-231494","url":null,"abstract":"A criterion is proposed for testing the hypothesis about the nature of the error variance in the dependent variable in a linear model, which separates correctly and incorrectly specified models. In the former one, only the measurement errors determine the variance (i.e., the dependent variable is correctly explained by the independent ones, up to measurement errors), while the latter model lacks some independent covariates (or has a nonlinear structure). The proposed MEMV (Measurement Error Model Validity) test checks the validity of the model when both dependent and independent covariates are measured with errors. The criterion has an asymptotic character, but numerical simulations outlined approximate boundaries where estimates make sense. A practical example of the test’s implementation is discussed in detail – it shows the test’s ability to detect wrong specifications even in seemingly perfect models. Estimations of the errors due to the omission of the variables in the model are provided in the simulation study. The relation between measurement errors and model specification has not been studied earlier, and the proposed criterion may stimulate future research in this important area.","PeriodicalId":35000,"journal":{"name":"Model Assisted Statistics and Applications","volume":"53 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140242742","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Random processes in modeling durability of building and structure 建筑物和结构耐久性建模中的随机过程

Model Assisted Statistics and Applications Pub Date : 2024-03-14 DOI: 10.3233/mas-231489

Boris I. Vilge

{"title":"Random processes in modeling durability of building and structure","authors":"Boris I. Vilge","doi":"10.3233/mas-231489","DOIUrl":"https://doi.org/10.3233/mas-231489","url":null,"abstract":"The problem of buildings and structures durability during their long-term operation in aggressive environments is discussed. It is closely connected with the problem of destruction of composite materials as a random process of birth, development, and death of defects at chemical corrosion. The content of the study is to analyze the influence of non-stationary chemical reactions occurring in real conditions on these processes. The analysis is carried out taking into account the incidental physical phenomena affecting corrosion, the most important of which is the diffusion of initial substances and reaction products occurring under different hydrodynamic conditions, i.e., the nature of fluid motion and its pressure which stimulates corrosion. The synthesis of three processes – chemical kinetics, diffusion, and hydrodynamics – allows us to study one of the possible scenarios of corrosion process development as a Markov process based on the statistical theory of the “weakest” link and the joint distribution of the random material and geometric parameters. Numerical analysis of changes in elastic and electrical properties of composite materials under these conditions allows us to substantiate the technology of non-destructive control of changes in the state of the structure. The research results are based on mathematical and statistical modeling.","PeriodicalId":35000,"journal":{"name":"Model Assisted Statistics and Applications","volume":"20 11","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140242177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Multiple conformity tests to assess deviations from the Newcomb-Benford Law (NBL): A replication of Koch and Okamura (2020) 评估纽科姆-本福德定律（NBL）偏差的多重一致性检验：对 Koch 和 Okamura（2020 年）的复制

Model Assisted Statistics and Applications Pub Date : 2024-03-14 DOI: 10.3233/mas-231459

Dalson Figueiredo, Lucas Silva

引用次数: 0

The Fourier approach and testing for cointegration in LSTAR model 傅立叶方法和 LSTAR 模型的协整检验

Model Assisted Statistics and Applications Pub Date : 2024-03-14 DOI: 10.3233/mas-231468

Gülşah Sedefoğlu, Burak Güriş

{"title":"The Fourier approach and testing for cointegration in LSTAR model","authors":"Gülşah Sedefoğlu, Burak Güriş","doi":"10.3233/mas-231468","DOIUrl":"https://doi.org/10.3233/mas-231468","url":null,"abstract":"This paper proposes a new logistic smooth transition autoregressive (LSTAR) cointegration test by combining the Fourier function to catch the structural changes that occur over time and the LSTAR model to consider the nonlinearity. Logistic and exponential functions are the main transition functions defining the nonlinearity in STAR models since the exponential smooth transition autoregressive (ESTAR) and LSTAR models can explain the different structures of economic variables. The Fourier approach is a simple and effective way to model the structural changes in time series as an alternative to dummy variables. The most significant advantage of the method is that it does not require prior knowledge about the date, number of breaks, or forms. Monte Carlo simulation results show that the proposed test has good size and power properties for different sample sizes and parameters. The results also revealed that the power performance of the proposed test and the Fourier ESTAR test offered by Güriş and Sedefoğlu (2022) are close to each other. The steps of the Fourier-based tests are illustrated by providing an empirical example of testing the validity of the purchasing power parity (PPP) hypothesis in Türkiye.","PeriodicalId":35000,"journal":{"name":"Model Assisted Statistics and Applications","volume":"12 10","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140244185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Parametric test based on the bootstrapping approach for the MANOVA under a Behrens-Fisher problem 贝伦斯-费舍尔问题下基于引导方法的 MANOVA 参数检验

Model Assisted Statistics and Applications Pub Date : 2024-03-14 DOI: 10.3233/mas-231449

Jatsada Singthongchai, Noppakun Thongmual, Nirun Nitisuk

引用次数: 0

On two new modified tawn copulas 关于两个新的修正陶氏协方

Model Assisted Statistics and Applications Pub Date : 2024-03-14 DOI: 10.3233/mas-231451

Christophe Chesneau

{"title":"On two new modified tawn copulas","authors":"Christophe Chesneau","doi":"10.3233/mas-231451","DOIUrl":"https://doi.org/10.3233/mas-231451","url":null,"abstract":"At its core, copula theory focuses on constructing a copula function, which characterizes the structure of dependence between random variables. In particular, the creation of extreme value copulas is crucial because they allow accurate modeling of extreme dependence that traditional copulas can ignore. In this article, we propose theoretical developments on this subject by proposing two new extreme value copulas. They aim to extend the functionalities of the so-called Tawn copula. This is of interest because the Tawn copula is known to be a powerful tool in modeling joint distributions, particularly in capturing asymmetric and upper tail dependences, making it valuable for analyzing extreme events and tail risk. The proposed copulas are designed to go beyond these attractive features. On the mathematical side, they are derived from new Pickands dependence functions; one modifies the Pickands dependence function of the Tawn copula by using a polynomial-exponential function, and the other does the same but by introducing a power function. The proofs are based on diverse differentiation, arrangement, and inequality techniques. Overall, the created copulas are attractive because (i) they possess modulable levels of asymmetry, (ii) they depend on several tuning parameters, making them very flexible in terms of upper tail dependence in particular, and (iii) they benefit from interesting correlation ranges of values. Several figures and value tables support the theoretical findings.","PeriodicalId":35000,"journal":{"name":"Model Assisted Statistics and Applications","volume":"14 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140243916","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Classification of solid waste generation areas in the greater accra region using machine learning algorithms 使用机器学习算法对大阿克拉地区的固体废物产生区域进行分类

Model Assisted Statistics and Applications Pub Date : 2023-12-27 DOI: 10.3233/mas-231440

C. Chapman-Wardy, Eric Ocran, Samuel Iddi, L. Asiedu

{"title":"Classification of solid waste generation areas in the greater accra region using machine learning algorithms","authors":"C. Chapman-Wardy, Eric Ocran, Samuel Iddi, L. Asiedu","doi":"10.3233/mas-231440","DOIUrl":"https://doi.org/10.3233/mas-231440","url":null,"abstract":"Solid waste management has become a challenge for developing countries mainly because of surging economic activities, rapid urbanisation and rise in community living standards. Many researchers have identified its related problems and have recommended solutions while others have established models to forecast the amount of solid waste generated over a period. However, an efficient and effective management of solid waste requires adequate categorisation of solid waste generation areas to aid in the provision of area-specific or targeted solutions for each categorised area. In this study, we used primary data on some important socio-demographic variables (household size, house type, predominant religion of household, age and educational level of household head, residency type household waste disposal method, frequency of waste collection etc) and the amount of solid waste generated from 2102 households in Greater Accra Region, Ghana. We assessed the classification performances of a traditional statistical classifiers and some selected machine learning algorithms in classifying the surveyed areas in Greater Accra into low, medium, and high solid waste generation areas. The Support Vector Machine with the Cubic Kernel was found to be the best performing classifier with a Specificity of 86%, Sensitivity, Precision and Accuracy of 73% and Area under the curve (AUC) of 0.90. The Support Vector Machine with the Cubic Kernel is therefore recommended as a suitable algorithm for the categorisation of solid waste generation areas. Stakeholders responsible for solid waste management could leverage on the evidence from this study to categorise their waste generation areas and to proffer targeted community-based interventions.","PeriodicalId":35000,"journal":{"name":"Model Assisted Statistics and Applications","volume":"56 7","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139153193","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Bayesian inference of financial networks 金融网络的贝叶斯推断

Model Assisted Statistics and Applications Pub Date : 2023-12-27 DOI: 10.3233/mas-231456

Juan Sosa, Brenda Betancourt

引用次数: 0

Tests for skewness parameter of skew log Laplace distribution 倾斜对数拉普拉斯分布的倾斜参数测试

Model Assisted Statistics and Applications Pub Date : 2023-12-27 DOI: 10.3233/mas-221423

Pradnya P. Khandeparkar, Vaijayanti Dixit

引用次数: 0

Maximum likelihood estimation of a change point for Poisson distributed data 泊松分布数据变化点的最大似然估计

Model Assisted Statistics and Applications Pub Date : 2023-12-27 DOI: 10.3233/mas-231448

Alex Paparas, S. Fotopoulos, V. Jandhyala, Dimitris Paparas

引用次数: 0