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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
A simplified condition for quantile regression 分位数回归的简化条件
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-30 DOI: 10.1016/j.spl.2025.110444
Liang Peng , Yongcheng Qi
{"title":"A simplified condition for quantile regression","authors":"Liang Peng ,&nbsp;Yongcheng Qi","doi":"10.1016/j.spl.2025.110444","DOIUrl":"10.1016/j.spl.2025.110444","url":null,"abstract":"<div><div>Quantile regression is effective in modeling and inferring the conditional quantile given some predictors and has become popular in risk management due to wide applications of quantile-based risk measures. When forecasting risk for economic and financial variables, quantile regression has to account for heteroscedasticity, which raises the question of whether the identification condition on residuals in quantile regression is equivalent to one independent of heteroscedasticity. In this paper, we present some identification conditions under three probability models and use them to establish simplified conditions in quantile regression.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110444"},"PeriodicalIF":0.9,"publicationDate":"2025-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143899658","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
Inference for generalized additive mixed models via penalized marginal likelihood 基于惩罚边际似然的广义加性混合模型推理
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-26 DOI: 10.1016/j.spl.2025.110443
Alex Stringer
{"title":"Inference for generalized additive mixed models via penalized marginal likelihood","authors":"Alex Stringer","doi":"10.1016/j.spl.2025.110443","DOIUrl":"10.1016/j.spl.2025.110443","url":null,"abstract":"<div><div>The Laplace approximation is sometimes not sufficiently accurate for smoothing parameter estimation in generalized additive mixed models. A novel estimation strategy is proposed that solves this problem and leads to estimates exhibiting the correct statistical properties.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110443"},"PeriodicalIF":0.9,"publicationDate":"2025-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143888241","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
Exact simulation of the Marchenko–Pastur distribution Marchenko-Pastur分布的精确模拟
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-26 DOI: 10.1016/j.spl.2025.110440
Luc Devroye
{"title":"Exact simulation of the Marchenko–Pastur distribution","authors":"Luc Devroye","doi":"10.1016/j.spl.2025.110440","DOIUrl":"10.1016/j.spl.2025.110440","url":null,"abstract":"<div><div>The Marchenko–Pastur law (Marchenko and Pastur, 1967) describes the limit law of eigenvalues of large rectangular matrices. We give two efficient algorithms for simulating random variables from this distribution.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110440"},"PeriodicalIF":0.9,"publicationDate":"2025-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143881645","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
On reverse inequalities for Besov integral probability metrics between smooth densities 光滑密度间Besov积分概率度量的逆不等式
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-21 DOI: 10.1016/j.spl.2025.110437
Jeongjik Lee, Minwoo Chae
{"title":"On reverse inequalities for Besov integral probability metrics between smooth densities","authors":"Jeongjik Lee,&nbsp;Minwoo Chae","doi":"10.1016/j.spl.2025.110437","DOIUrl":"10.1016/j.spl.2025.110437","url":null,"abstract":"<div><div>For smooth probability densities, we prove certain reverse inequalities between Besov integral probability metrics with different orders of smoothness. Our results provide a substantial generalization and improvement of the existing results in the literature.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110437"},"PeriodicalIF":0.9,"publicationDate":"2025-04-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863515","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 note on the long time behavior of the elephant random walk with stops 关于大象随停随机行走的长时间行为的注释
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-19 DOI: 10.1016/j.spl.2025.110436
Tatsuya Akimoto , Masato Takei , Keisuke Taniguchi
{"title":"A note on the long time behavior of the elephant random walk with stops","authors":"Tatsuya Akimoto ,&nbsp;Masato Takei ,&nbsp;Keisuke Taniguchi","doi":"10.1016/j.spl.2025.110436","DOIUrl":"10.1016/j.spl.2025.110436","url":null,"abstract":"<div><div>We study the long time behavior of the elephant random walk with stops, introduced by Kumar, Harbola and Lindenberg (2010), and establish the phase transition of the number of visited points up to time <span><math><mi>n</mi></math></span>, and the correlation between the position at time <span><math><mi>n</mi></math></span> and the number of moves up to time <span><math><mi>n</mi></math></span>.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110436"},"PeriodicalIF":0.9,"publicationDate":"2025-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143864408","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
Limit theorems for a critical branching process with immigration at zero in a random environment 随机环境下具有零迁移的临界分支过程的极限定理
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-19 DOI: 10.1016/j.spl.2025.110435
Yinxuan Zhao, Mei Zhang
{"title":"Limit theorems for a critical branching process with immigration at zero in a random environment","authors":"Yinxuan Zhao,&nbsp;Mei Zhang","doi":"10.1016/j.spl.2025.110435","DOIUrl":"10.1016/j.spl.2025.110435","url":null,"abstract":"<div><div>In this paper, we study a critical branching process with immigration at zero in a random environment <span><math><mi>Z</mi></math></span>, where the immigration is allowed entering a generation iff the previous generation is empty. Firstly, we analyze the asymptotic behavior of the survival probability at generation <span><math><mi>n</mi></math></span> of <span><math><mover><mrow><mi>Z</mi></mrow><mrow><mo>̃</mo></mrow></mover></math></span>, a critical branching process in a random environment with random initial number of particles. Then, the convergence rate of the transition probabilities <span><math><msubsup><mrow><mi>p</mi></mrow><mrow><mi>k</mi><mo>,</mo><mn>0</mn></mrow><mrow><mrow><mo>(</mo><mi>n</mi><mo>)</mo></mrow></mrow></msubsup></math></span> (<span><math><mrow><mi>k</mi><mo>≥</mo><mn>0</mn></mrow></math></span>) of <span><math><mi>Z</mi></math></span> are obtained, which can be compared with the corresponding results for non-random case in literatures.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110435"},"PeriodicalIF":0.9,"publicationDate":"2025-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143859787","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
Preferential attachment with choice-based edge step 优先附件与选择为基础的边缘步骤
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-19 DOI: 10.1016/j.spl.2025.110438
Y.A. Malyshkin
{"title":"Preferential attachment with choice-based edge step","authors":"Y.A. Malyshkin","doi":"10.1016/j.spl.2025.110438","DOIUrl":"10.1016/j.spl.2025.110438","url":null,"abstract":"<div><div>We study the asymptotic behavior of the maximum degree in the preferential attachment model with a choice-based edge step. We add vertex type to the model and prove, among others types of behavior, the effect of condensation on multiple vertices with different types.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110438"},"PeriodicalIF":0.9,"publicationDate":"2025-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863514","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
Approximate formulas for renewal-reward process with dependent components and normally distributed interference of chance 具有相关分量和机会正态分布干扰的更新奖励过程的近似公式
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-18 DOI: 10.1016/j.spl.2025.110439
Aynura Poladova , Salih Tekin , Tahir Khaniyev
{"title":"Approximate formulas for renewal-reward process with dependent components and normally distributed interference of chance","authors":"Aynura Poladova ,&nbsp;Salih Tekin ,&nbsp;Tahir Khaniyev","doi":"10.1016/j.spl.2025.110439","DOIUrl":"10.1016/j.spl.2025.110439","url":null,"abstract":"<div><div>In this study a modification of renewal-reward process with dependent components and normally distributed interference of chance are investigated. The approximate formulas for the ergodic distribution of the process and its moments are proposed.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110439"},"PeriodicalIF":0.9,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143873939","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
Complete convergence with regularly varying moments and norming constants 具有正则变矩和赋范常数的完全收敛
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-04-17 DOI: 10.1016/j.spl.2025.110434
George Stoica , Deli Li
{"title":"Complete convergence with regularly varying moments and norming constants","authors":"George Stoica ,&nbsp;Deli Li","doi":"10.1016/j.spl.2025.110434","DOIUrl":"10.1016/j.spl.2025.110434","url":null,"abstract":"<div><div>We prove an extension of the Heyde–Rohatgi theorem on complete convergence of partial sums of i.i.d. random variables with general regularly varying moments and norming constants.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"223 ","pages":"Article 110434"},"PeriodicalIF":0.9,"publicationDate":"2025-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143844101","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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