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Estimation of the generalized Laplace distribution and its projection onto the circle 广义拉普拉斯分布的估计及其在圆上的投影
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-06-01 DOI: 10.1016/j.spl.2025.110460
Marco Geraci
{"title":"Estimation of the generalized Laplace distribution and its projection onto the circle","authors":"Marco Geraci","doi":"10.1016/j.spl.2025.110460","DOIUrl":"10.1016/j.spl.2025.110460","url":null,"abstract":"<div><div>The generalized Laplace (GL) distribution, which falls in the larger family of generalized hyperbolic distributions, provides a versatile model to deal with a variety of applications thanks to its shape parameters. The elliptically symmetric GL admits a polar representation that can be used to yield a circular distribution, which we call <em>projected</em> GL distribution. The latter does not appear to have been considered yet in practical applications. In this article, we explore an easy-to-implement maximum likelihood estimation strategy based on Gaussian quadrature for the scale-mixture representation of the GL and its projection onto the circle. A simulation study is carried out to benchmark the fitting routine against alternative estimation methods to assess its feasibility, while the projected GL model is contrasted with other popular circular distributions. A real data example is given in Supplementary Materials.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"226 ","pages":"Article 110460"},"PeriodicalIF":0.9,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144213262","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Degree of balance in random signed graphs 随机符号图的平衡度
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-06-01 DOI: 10.1016/j.spl.2025.110459
Yaru Tian, Qunqiang Feng
{"title":"Degree of balance in random signed graphs","authors":"Yaru Tian,&nbsp;Qunqiang Feng","doi":"10.1016/j.spl.2025.110459","DOIUrl":"10.1016/j.spl.2025.110459","url":null,"abstract":"<div><div>The degree of balance, a simple topological index of structural balance, in a signed Erdős-Rényi random graph model is investigated in this paper. This index in such a graph model is shown to have the asymptotic normality as the graph size tends to infinity and the edge probability tends to zero. Our main result is derived through the application of the delta method, and is based on the joint asymptotic normality of the numbers of balanced and unbalanced triangles, where a dependency graph approach is also used.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"225 ","pages":"Article 110459"},"PeriodicalIF":0.9,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144195067","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Semistable distributions as marginals of operator stable laws 半稳定分布作为算子稳定律的边际
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-30 DOI: 10.1016/j.spl.2025.110458
P. Kern , H.-P. Scheffler
{"title":"Semistable distributions as marginals of operator stable laws","authors":"P. Kern ,&nbsp;H.-P. Scheffler","doi":"10.1016/j.spl.2025.110458","DOIUrl":"10.1016/j.spl.2025.110458","url":null,"abstract":"<div><div>An example of Meerschaert (1990) shows that univariate marginals of an operator stable distribution are not necessarily stable distributions, but turned out to be semistable as shown by Meerschaert and Scheffler (1999). We characterize all semistable distributions that can appear as an univariate marginal of an operator stable law in terms of the spectral measure.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"226 ","pages":"Article 110458"},"PeriodicalIF":0.9,"publicationDate":"2025-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144204528","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings 基于高阶重叠间距的拟合优度检验的渐近性质
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-29 DOI: 10.1016/j.spl.2025.110461
Sherzod M. Mirakhmedov
{"title":"Asymptotic properties of goodness of fit tests based on higher order overlapping spacings","authors":"Sherzod M. Mirakhmedov","doi":"10.1016/j.spl.2025.110461","DOIUrl":"10.1016/j.spl.2025.110461","url":null,"abstract":"<div><div>The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power and Pitman asymptotic relative efficiencies of these tests depend significantly on the asymptotic properties of the counterpart statistics based on disjoint spacings. The general results are applied to a family of tests based on power divergence statistics.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"225 ","pages":"Article 110461"},"PeriodicalIF":0.9,"publicationDate":"2025-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144190298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Simplified k-sample nonparametric hypothesis tests for quantile residual event times 分位数残差事件时间的简化k样本非参数假设检验
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-27 DOI: 10.1016/j.spl.2025.110463
Nathan T. Provost, Abdus S. Wahed
{"title":"Simplified k-sample nonparametric hypothesis tests for quantile residual event times","authors":"Nathan T. Provost,&nbsp;Abdus S. Wahed","doi":"10.1016/j.spl.2025.110463","DOIUrl":"10.1016/j.spl.2025.110463","url":null,"abstract":"<div><div>We present an approachable multi-sample hypothesis testing procedure for examining potential differences in quantile residual event times across an arbitrary number of groups. Moreover, an ancillary testing procedure that allows for the identification of group-specific significance with respect to a prespecified baseline group is also provided. Our simulations yield desirable power and type I error results when the chosen sample sizes accommodate the extremity of selected baseline values and quantiles of interest.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"225 ","pages":"Article 110463"},"PeriodicalIF":0.9,"publicationDate":"2025-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144178553","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Superquantile function of order n and their applications in reliability and entropy n阶上分位数函数及其在可靠性和熵中的应用
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-24 DOI: 10.1016/j.spl.2025.110457
N. Unnikrishnan Nair , S.M. Sunoj , Silpa Subhash
{"title":"Superquantile function of order n and their applications in reliability and entropy","authors":"N. Unnikrishnan Nair ,&nbsp;S.M. Sunoj ,&nbsp;Silpa Subhash","doi":"10.1016/j.spl.2025.110457","DOIUrl":"10.1016/j.spl.2025.110457","url":null,"abstract":"<div><div>The superquantile function enjoys many more desirable properties than the conventional quantile function and as such may be considered as an alternative to the distribution function in probability calculus. It is expressed in terms of the mean life function and is used iteratively to construct a hierarchy of quantile functions. The sequence of the quantile function so obtained is used to develop the characterization results. The implications of the superquantile function in the context of explaining the vitality of an organism or unit are exploited to find the application to reliability analysis. Some applications to analysing cumulative residual entropy are also discussed.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"225 ","pages":"Article 110457"},"PeriodicalIF":0.9,"publicationDate":"2025-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144167409","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Submersion of a Markov process 马尔可夫过程的淹没
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-22 DOI: 10.1016/j.spl.2025.110456
Paul Nekoranik
{"title":"Submersion of a Markov process","authors":"Paul Nekoranik","doi":"10.1016/j.spl.2025.110456","DOIUrl":"10.1016/j.spl.2025.110456","url":null,"abstract":"<div><div>This note describes the transformation of a particular Gaussian process in <span><math><msup><mrow><mi>R</mi></mrow><mrow><mn>3</mn></mrow></msup></math></span> by a submersion to <span><math><msup><mrow><mi>R</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span>. The resulting process <span><math><mrow><mo>(</mo><mi>x</mi><mo>,</mo><mi>y</mi><mo>)</mo></mrow></math></span> is a time-homogeneous Markovian martingale for which <span><math><mrow><mo>(</mo><msub><mrow><mi>x</mi></mrow><mrow><mi>t</mi></mrow></msub><mo>,</mo><msub><mrow><mi>y</mi></mrow><mrow><mi>t</mi></mrow></msub><mo>)</mo></mrow></math></span> is Gaussian for every <span><math><mrow><mi>t</mi><mo>&gt;</mo><mn>0</mn></mrow></math></span> and the covariance matrix of <span><math><mrow><mo>(</mo><msub><mrow><mi>x</mi></mrow><mrow><mi>t</mi></mrow></msub><mo>,</mo><msub><mrow><mi>y</mi></mrow><mrow><mi>t</mi></mrow></msub><mo>)</mo></mrow></math></span> is exponentially increasing in <span><math><mi>t</mi></math></span>.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"225 ","pages":"Article 110456"},"PeriodicalIF":0.9,"publicationDate":"2025-05-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144134956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330] 对“基于检验统计量和非局部矩先验密度的贝叶斯因子函数”的修正[Statist.]Probab。左219 (2025)110330]
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-19 DOI: 10.1016/j.spl.2025.110446
Saptati Datta, Riana Guha, Rachael Shudde, Valen E. Johnson
{"title":"Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]","authors":"Saptati Datta,&nbsp;Riana Guha,&nbsp;Rachael Shudde,&nbsp;Valen E. Johnson","doi":"10.1016/j.spl.2025.110446","DOIUrl":"10.1016/j.spl.2025.110446","url":null,"abstract":"<div><div>We provide a correction to an equation in Table 1 of Datta et al. (2025) for two-sided t tests, as well as to the corresponding equation in the supplement that led to the error.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110446"},"PeriodicalIF":0.9,"publicationDate":"2025-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144138924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
3 × 3 optimal ranked set sampling design with k cycles and best linear invariant estimators of the parameters for normal distribution 具有k个周期的3 × 3最优排序集抽样设计和正态分布参数的最佳线性不变估计
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-14 DOI: 10.1016/j.spl.2025.110455
Minmin Li, Wangxue Chen
{"title":"3 × 3 optimal ranked set sampling design with k cycles and best linear invariant estimators of the parameters for normal distribution","authors":"Minmin Li,&nbsp;Wangxue Chen","doi":"10.1016/j.spl.2025.110455","DOIUrl":"10.1016/j.spl.2025.110455","url":null,"abstract":"<div><div>In statistical parameter estimation problems, how well the parameters are estimated largely depends on the sampling design used. Cost effective sampling will be an important research problem. In this article, we find a 3 × 3 optimal ranked set sampling (RSS) design with <span><math><mi>k</mi></math></span> cycles for the normal distribution <span><math><mrow><mi>N</mi><mrow><mo>(</mo><mi>μ</mi><mo>,</mo><msup><mrow><mi>σ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>)</mo></mrow></mrow></math></span> in which the location parameter <span><math><mi>μ</mi></math></span> and the scale parameter <span><math><mi>σ</mi></math></span> are both unknown based on the D–optimal criterion in the experimental design. Then, the best linear invariant estimates (BLIEs) of <span><math><mi>μ</mi></math></span> and <span><math><mi>σ</mi></math></span> from <span><math><mrow><mi>N</mi><mrow><mo>(</mo><mi>μ</mi><mo>,</mo><msup><mrow><mi>σ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>)</mo></mrow></mrow></math></span> and their properties are studied under this RSS design. The efficiency is compared by the determinant of the mean square error matrix. The theoretical results and numerical results show that the BLIEs under the optimal RSS are more effective than the BLIEs under the balanced RSS.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110455"},"PeriodicalIF":0.9,"publicationDate":"2025-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143948240","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A simple bootstrap method for large entropy unequal probability sampling designs 大熵不等概率抽样设计的简单自举方法
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-09 DOI: 10.1016/j.spl.2025.110442
Yves Tillé
{"title":"A simple bootstrap method for large entropy unequal probability sampling designs","authors":"Yves Tillé","doi":"10.1016/j.spl.2025.110442","DOIUrl":"10.1016/j.spl.2025.110442","url":null,"abstract":"<div><div>We propose a simple bootstrap method for large entropy unequal probability sampling designs for finite populations. The method belongs to the class of bootstrap techniques that generate replication weights directly for the sampled units. It produces integer replication weights and is applicable to both equal and unequal probability designs characterized by high entropy, such as randomized systematic, pivotal, and maximum entropy designs. Our approach relies on the Dirichlet-Multinomial distribution to generate bootstrap samples while ensuring desirable statistical properties. We provide an efficient implementation in <span>R</span> and validate the method through simulations using real-world data. Results show that the proposed bootstrap estimator performs comparably to established variance estimation techniques while offering greater flexibility for non-linear estimators.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110442"},"PeriodicalIF":0.9,"publicationDate":"2025-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143931544","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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