Statistical Methodology最新文献_第4页

Rank-based kernel estimation of the area under the ROC curve 基于秩的核估计在ROC曲线下的面积

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.04.001

Jingjing Yin, Yi Hao, Hani Samawi, Haresh Rochani

{"title":"Rank-based kernel estimation of the area under the ROC curve","authors":"Jingjing Yin, Yi Hao, Hani Samawi, Haresh Rochani","doi":"10.1016/j.stamet.2016.04.001","DOIUrl":"10.1016/j.stamet.2016.04.001","url":null,"abstract":"<div>In medical diagnostics, the ROC curve is the graph of sensitivity against 1-specificity as the diagnostic threshold runs through all possible values. The ROC curve and its associated summary indices are very useful for the evaluation of the discriminatory ability of biomarkers/diagnostic tests with continuous measurements. Among all summary indices, the area under the ROC curve (AUC) is the most popular diagnostic accuracy index, which has been extensively used by researchers for biomarker evaluation and selection. Sometimes, taking the actual measurements of a biomarker is difficult and expensive, whereas ranking them without actual measurements can be easy. In such cases, ranked set sampling based on judgment order statistics would provide more representative samples yielding more accurate estimation. In this study, Gaussian kernel is utilized to obtain a nonparametric estimate of the AUC. Asymptotic properties of the AUC estimates are derived based on the theory of U-statistics. Intensive simulation is conducted to compare the estimates using ranked set samples versus simple random samples. The simulation and theoretical derivation indicate that ranked set sampling is generally preferred with smaller variances and mean squared errors (MSE). The proposed method is illustrated via a real data analysis.</div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.04.001","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093373","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: 19

Latent class analysis of incomplete data via an entropy-based criterion 通过基于熵的标准对不完整数据进行潜在类分析

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.04.004

Chantal Larose , Ofer Harel , Katarzyna Kordas , Dipak K. Dey

引用次数: 28

Bayesian optimal cluster designs 贝叶斯最优聚类设计

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.02.002

Satya Prakash Singh, Siuli Mukhopadhyay

引用次数: 8

A note on domains of attraction of the limit laws of intermediate order statistics under power normalization 幂归一化下中阶统计量极限律的吸引域注记

Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.001

H.M. Barakat, A.R. Omar

引用次数: 1

A new skew integer valued time series process 一种新的斜整数值时间序列过程

Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.002

Marcelo Bourguignon , Klaus L.P. Vasconcellos

引用次数: 10

On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces 有限参数空间中贝叶斯可信区间覆盖的频率概率的一个较好的下界

Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.006

Ehssan Ghashim , Éric Marchand , William E. Strawderman

{"title":"On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces","authors":"Ehssan Ghashim , Éric Marchand , William E. Strawderman","doi":"10.1016/j.stamet.2016.01.006","DOIUrl":"10.1016/j.stamet.2016.01.006","url":null,"abstract":"<div>For estimating a lower restricted parametric function in the framework of Marchand and Strawderman (2006), we show how <math><mrow><mo>(</mo><mn>1</mn><mo>−</mo><mi>α</mi><mo>)</mo></mrow><mo>×</mo><mn>100</mn><mi>%</mi></math> Bayesian credible intervals can be constructed so that the frequentist probability of coverage is no less than <math><mn>1</mn><mo>−</mo><mfrac><mrow><mn>3</mn><mi>α</mi></mrow><mrow><mn>2</mn></mrow></mfrac></math>. As in Marchand and Strawderman (2013), the findings are achieved through the specification of the spending function of the Bayes credible interval and apply to an “equal-tails” modification of the HPD procedure among others. Our results require a logconcave assumption for the distribution of a pivot, and apply to estimating a lower bounded normal mean with known variance, and to further examples include lower bounded scale parameters from Gamma, Weibull, and Fisher distributions, with the latter also applicable to random effects analysis of variance.</div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.006","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093303","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: 4

On testing local hypotheses via local divergence 关于通过局部散度检验局部假设

Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.003

G. Avlogiaris , A. Micheas , K. Zografos

引用次数: 6

Autoregressive conditional negative binomial model applied to over-dispersed time series of counts 自回归条件负二项模型在过分散计数时间序列中的应用

Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.02.001

Cathy W.S. Chen , Mike K.P. So , Jessica C. Li , Songsak Sriboonchitta

{"title":"Autoregressive conditional negative binomial model applied to over-dispersed time series of counts","authors":"Cathy W.S. Chen , Mike K.P. So , Jessica C. Li , Songsak Sriboonchitta","doi":"10.1016/j.stamet.2016.02.001","DOIUrl":"10.1016/j.stamet.2016.02.001","url":null,"abstract":"<div>Integer-valued time series analysis offers various applications in biomedical, financial, and environmental research. However, existing works usually assume no or constant over-dispersion. In this paper, we propose a new model for time series of counts, the autoregressive conditional negative binomial model that has a time-varying conditional autoregressive mean function and heteroskedasticity. The location and scale parameters of the negative binomial distribution are flexible in the proposed set-up, inducing dynamic over-dispersion. We adopt Bayesian methods with a Markov chain Monte Carlo sampling scheme to estimate model parameters and utilize deviance information criterion for model comparison. We conduct simulations to investigate the estimation performance of this sampling scheme for the proposed negative binomial model. To demonstrate the proposed approach in modelling time-varying over-dispersion, we consider two types of criminal incidents recorded by New South Wales (NSW) Police Force in Australia. We also fit the autoregressive conditional Poisson model to these two datasets. Our results demonstrate that the proposed negative binomial model is preferable to the Poisson model.</div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.02.001","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093337","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: 26

Estimation of the stress–strength reliability for the two-parameter bathtub-shaped lifetime distribution based on upper record values 基于上记录值的双参数浴缸形寿命分布应力-强度可靠性估计

Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.005

Bahman Tarvirdizade, Mohammad Ahmadpour

{"title":"Estimation of the stress–strength reliability for the two-parameter bathtub-shaped lifetime distribution based on upper record values","authors":"Bahman Tarvirdizade, Mohammad Ahmadpour","doi":"10.1016/j.stamet.2016.01.005","DOIUrl":"10.1016/j.stamet.2016.01.005","url":null,"abstract":"<div>In this paper, the estimation of the stress–strength reliability <math><mo>Pr</mo><mrow><mo>(</mo><mi>X</mi><mo>></mo><mi>Y</mi><mo>)</mo></mrow></math> based on upper record values is considered when <math><mi>X</mi></math> and <math><mi>Y</mi></math> are independent random variables from a two-parameter bathtub-shaped lifetime distribution with the same shape but different scale parameters. The maximum likelihood estimator (MLE), the approximate Bayes estimator and the exact confidence intervals of stress–strength reliability are obtained when the shape parameter is known. When the shape parameter is unknown, we obtain the MLE, the asymptotic confidence interval and some bootstrap confidence intervals of stress–strength reliability. In this case, we also apply the Gibbs sampling technique to study the Bayesian estimation of stress–strength reliability and the corresponding credible interval. A Monte Carlo simulation study is conducted to investigate and compare the performance of the different proposed methods in this paper. Finally, analysis of a real data set is presented for illustrative purposes.</div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.005","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093296","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: 26

A family of association measures for 2×2 contingency tables based on the ϕ-divergence 基于ϕ-散度的2×2列联表的一系列关联度量

Statistical Methodology Pub Date : 2016-05-01 DOI: 10.1016/j.stamet.2015.12.002

Michael Espendiller, Maria Kateri

{"title":"A family of association measures for 2×2 contingency tables based on the ϕ-divergence","authors":"Michael Espendiller, Maria Kateri","doi":"10.1016/j.stamet.2015.12.002","DOIUrl":"10.1016/j.stamet.2015.12.002","url":null,"abstract":"<div>The odds ratio is the predominant measure of association in <math><mn>2</mn><mo>×</mo><mn>2</mn></math> contingency tables, which, for inferential purposes, is usually considered on the log-scale. Under an information theoretic set-up, it is connected to the Kullback–Leibler divergence. Considering a generalized family of divergences, the <math><mi>ϕ</mi></math> divergence, alternative association measures are derived for <math><mn>2</mn><mo>×</mo><mn>2</mn></math> contingency tables. Their properties are studied and asymptotic inference is developed. For some members of this family, the estimated association measures remain finite in the presence of a sampling zero while for a subset of these members the estimators of these measures have finite variance as well. Special attention is given to the power divergence, which is a parametric family. The role of its parameter <math><mi>λ</mi></math>, in terms of the asymptotic confidence intervals’ coverage probability and average relative length, is further discussed. In special probability table structures, for which the performance of the asymptotic confidence intervals for the classical log odds ratio is poor, the measure corresponding to <math><mi>λ</mi><mo>=</mo><mn>1</mn><mo>/</mo><mn>3</mn></math> is suggested as an alternative.</div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2015.12.002","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093214","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: 2