Statistics & Probability Letters最新文献_第5页

Penalized composite likelihood estimation for hidden Markov models with unknown number of states 具有未知状态数的隐马尔可夫模型的惩罚性复合似然估计

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-17 DOI: 10.1016/j.spl.2024.110247

Yong Lin, Mian Huang

引用次数: 0

The Berry–Esseen bound in de Jong’s CLT 德容的 CLT 中的 Berry-Esseen 约束

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-13 DOI: 10.1016/j.spl.2024.110244

Christian Döbler

引用次数: 0

Methods for testing the random utility model 测试随机效用模型的方法

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-12 DOI: 10.1016/j.spl.2024.110230

Antonio Forcina , Valentino Dardanoni

引用次数: 0

Asymptotic coarse Ricci curvature of inhomogeneous random graph 非均质随机图的渐近粗里奇曲率

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-12 DOI: 10.1016/j.spl.2024.110245

Mingao Yuan

引用次数: 0

When is the discrete Weibull distribution infinitely divisible? 什么时候离散威布尔分布是无限可分的？

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-10 DOI: 10.1016/j.spl.2024.110238

Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

引用次数: 0

Stochastic comparison of parallel systems with heterogeneous dependent exponential components 具有异质依赖指数成分的并行系统的随机比较

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-10 DOI: 10.1016/j.spl.2024.110242

Ebrahim Amini-Seresht , Baha-Eldin Khaledi , Salman Izadkhah

引用次数: 0

Adapted Chatterjee correlation coefficient 经调整的查特吉相关系数

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-10 DOI: 10.1016/j.spl.2024.110241

Ya Wang , Linjiajie Fang , Bingyi Jing

{"title":"Adapted Chatterjee correlation coefficient","authors":"Ya Wang , Linjiajie Fang , Bingyi Jing","doi":"10.1016/j.spl.2024.110241","DOIUrl":"10.1016/j.spl.2024.110241","url":null,"abstract":"<div><p>The need to accurately quantify dependence between random variables is a growing concern across various academic disciplines. Current correlation coefficients are typically intended for one of two purposes: testing independence or measuring relationship strength. Despite some attempts to address both aspects, the performance of these measures is still easily affected by oscillation and local noise. To address these limitations, we propose a new coefficient of correlation called the Adapted Chatterjee Correlation Coefficient <span><math><mrow><mo>(</mo><mi>A</mi><msup><mrow><mi>C</mi></mrow><mrow><mn>3</mn></mrow></msup><mo>)</mo></mrow></math></span>. <span><math><mrow><mi>A</mi><msup><mrow><mi>C</mi></mrow><mrow><mn>3</mn></mrow></msup></mrow></math></span> is designed to accurately identify both independence and functional dependence between variables, even in the presence of noise. We establish the consistency and asymptotic theories of <span><math><mrow><mo>(</mo><mi>A</mi><msup><mrow><mi>C</mi></mrow><mrow><mn>3</mn></mrow></msup><mo>)</mo></mrow></math></span>. Additionally, we present a novel method, called Iterative Signal Detection Procedure (ISDP), for local signal identification. Our numerical studies and real data application demonstrate that <span><math><mrow><mi>A</mi><msup><mrow><mi>C</mi></mrow><mrow><mn>3</mn></mrow></msup></mrow></math></span> outperforms state-of-the-art methods in terms of general performance and detecting local signals.</p></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142011750","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

Replication in random translation designs 随机翻译设计中的复制

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-03 DOI: 10.1016/j.spl.2024.110229

Timothy W. Waite

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引用次数: 0

On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem 论多元单边问题似然比检验的无偏性

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-03 DOI: 10.1016/j.spl.2024.110231

Yining Wang , Michael P. McDermott

引用次数: 0

Population-level information for improving quantile regression efficiency 提高量化回归效率的人口信息

IF 0.9 4区数学

Statistics & Probability Letters Pub Date : 2024-08-03 DOI: 10.1016/j.spl.2024.110227

Yang Lv , Guoyou Qin , Zhongyi Zhu

引用次数: 0