发布求助
文献互助 智能选刊 最新文献

Statistics & Probability Letters最新文献

筛选
英文 中文
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
Construction of mixed-level column-orthogonal strong orthogonal arrays of strength two plus 强度为2 +的混合级列正交强正交阵列的构造
IF 0.9 4区 数学
Statistics & Probability Letters Pub Date : 2025-05-06 DOI: 10.1016/j.spl.2025.110447
Chen Li, Yan Zhu, Shanqi Pang
{"title":"Construction of mixed-level column-orthogonal strong orthogonal arrays of strength two plus","authors":"Chen Li,&nbsp;Yan Zhu,&nbsp;Shanqi Pang","doi":"10.1016/j.spl.2025.110447","DOIUrl":"10.1016/j.spl.2025.110447","url":null,"abstract":"<div><div>Strong orthogonal arrays were introduced and studied as a class of space-filling designs for computer experiments. Column orthogonality is an important property in computer experiments. In this paper, using generalized multiplication, we introduce a new general method for obtaining mixed-level column-orthogonal strong orthogonal arrays (OSOAs) of strength two plus. We also use generator matrices and the expansive replacement method to obtain numerous new mixed-level OSOAs of strength two plus. The constructions offer convenience and flexibility in selecting factor levels and run sizes. As an application of these methods, the constructed OSOAs contain nearly all existing array classes as special cases. Some selective OSOAs are tabulated for practical uses.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"224 ","pages":"Article 110447"},"PeriodicalIF":0.9,"publicationDate":"2025-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143929513","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
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：604180095
Book学术官方微信