Statistica Sinica最新文献

Fisher's combined probability test for cross-sectional independence in panel data models with serial correlation. 具有序列相关性的面板数据模型中横截面独立性的Fisher联合概率检验。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2026-10-01 DOI: 10.5705/ss.202023.0348

Hongfei Wang, Binghui Liu, Long Feng, Yanyuan Ma

{"title":"Fisher's combined probability test for cross-sectional independence in panel data models with serial correlation.","authors":"Hongfei Wang, Binghui Liu, Long Feng, Yanyuan Ma","doi":"10.5705/ss.202023.0348","DOIUrl":"10.5705/ss.202023.0348","url":null,"abstract":"Testing cross-sectional independence in panel data models is of fundamental importance in econometric analysis with high-dimensional panels. Recently, econometricians began to turn their attention to the problem in the presence of serial dependence. The existing procedure for testing cross-sectional independence with serial correlation is based on the sum of the sample cross-sectional correlations, which generally performs well when the alternative has dense cross-sectional correlations, but suffers from low power against sparse alternatives. To deal with sparse alternatives, we propose a test based on the maximum of the squared sample cross-sectional correlations. Furthermore, we propose a combined test to combine the p-values of the max based and sum based tests, which performs well under both dense and sparse alternatives. The combined test relies on the asymptotic independence of the max based and sum based test statistics, which we show rigorously. We show that the proposed max based and combined tests have attractive theoretical properties and demonstrate the superior performance via extensive simulation results. We demonstrate the practicality of the proposed tests through two empirical applications.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"36 4","pages":"1585-1605"},"PeriodicalIF":1.2,"publicationDate":"2026-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13675089/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149217131","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

PROBIT TIME-TO-EVENT REGRESSION FOR MISCLASSIFIED GROUP TESTING DATA. 错误分类组测试数据的概率时间-事件回归。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2026-10-01 DOI: 10.5705/ss.202024.0099

Lijun Fang, Tao Hu, Shuwei Li, Lianming Wang, Christopher S McMahan, Joshua M Tebbs

{"title":"PROBIT TIME-TO-EVENT REGRESSION FOR MISCLASSIFIED GROUP TESTING DATA.","authors":"Lijun Fang, Tao Hu, Shuwei Li, Lianming Wang, Christopher S McMahan, Joshua M Tebbs","doi":"10.5705/ss.202024.0099","DOIUrl":"10.5705/ss.202024.0099","url":null,"abstract":"Group testing has been used extensively to reduce screening costs in epidemiological studies involving low-prevalence diseases. This testing strategy involves combining specimens (e.g., blood, urine, swabs, etc.) from several individuals to form a pool and then testing the pooled specimen for infection. When the endpoint of interest is a time-to-event outcome, for example, the time until infection or disease, and pools are measured only once, the resulting data are called group-tested current status data (Petito and Jewell, 2016). In this paper, we propose a new type of regression analysis for these data using a semi-parametric probit model, an alternative to the proportional hazards model in survival analysis. A sieve maximum likelihood estimation approach is developed that approximates the model's nonparametric nuisance function by using logarithmic monotone splines, and an efficient expectation-maximization algorithm is proposed. Asymptotic properties of the resulting estimators are investigated by using empirical process techniques and sieve estimation theory. Numerical results from simulation studies suggest our estimation methods perform nominally, even when pools are possibly misclassified due to assay error, and can outperform individual testing when the number of assays (tests) is fixed. We illustrate our work by estimating a time-to-event regression model for chlamydial infection using group testing data from a large public health laboratory in Iowa.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"36 4","pages":"1983-2001"},"PeriodicalIF":1.2,"publicationDate":"2026-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13675091/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149217110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

WIN RATIO FOR PARTIALLY ORDERED DATA. 部分有序数据的胜率。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2026-10-01 DOI: 10.5705/ss.202023.0321

Lu Mao

{"title":"WIN RATIO FOR PARTIALLY ORDERED DATA.","authors":"Lu Mao","doi":"10.5705/ss.202023.0321","DOIUrl":"10.5705/ss.202023.0321","url":null,"abstract":"The win ratio, initially developed for time-to-event data, can be extended to any data type equipped with a partial order. We study this extension in both nonparametric inference and semiparametric regression. We begin by formulating the win ratio as an estimand of contrast between two populations with partially ordered responses, showing that it reduces to the familiar odds ratio in the case of binary data. For hypothesis testing, we prove that the empirical two-sample win ratio is consistent against stochastically ordered distributions and efficient against proportional odds alternatives under a total order. In regression, we model the conditional win ratio multiplicatively against covariates, extending logistic regression from binary to partially ordered responses. This model is implied by a generalized continuation-ratio logit model but requires fewer assumptions on the relationship between response levels. To make inference, we construct a class of weighted <math><mi>U</mi></math> -statistic estimating equations and derive pseudo-efficient weights to improve efficiency. Simulation studies demonstrate that the proposed procedures perform well in both testing and regression under finite samples. As illustrations, we analyze bivariate radiologic assessments in a recent liver disease study and subject smoking status in a youth tobacco use study, treating them both as partially ordered outcomes. The proposed methodology is implemented in the R package poset, publicly available on GitHub at https://lmaowisc.github.io/poset and on the Comprehensive R Archive Network (CRAN).","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"36 4","pages":"2077-2096"},"PeriodicalIF":1.2,"publicationDate":"2026-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13675090/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149217230","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Global Group Testing and Screening With Dynamic Effects. 具有动态效应的全球群体检测和筛选。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2026-07-01 DOI: 10.5705/ss.202023.0285

Ying Cui, Limin Peng

引用次数: 0

Longitudinal Modeling of Rank-based Global Outcome. 基于排名的全球结果纵向建模。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2026-04-01 DOI: 10.5705/ss.202023.0049

Maomao Ding, Jing Ning, Xuming He, Anne-Marie Wills, Ruosha Li

{"title":"Longitudinal Modeling of Rank-based Global Outcome.","authors":"Maomao Ding, Jing Ning, Xuming He, Anne-Marie Wills, Ruosha Li","doi":"10.5705/ss.202023.0049","DOIUrl":"10.5705/ss.202023.0049","url":null,"abstract":"Many chronic diseases exhibit multifaceted symptoms that cannot be comprehensively characterized by one outcome. To address this, researchers often adopt a global outcome to combine information from multiple individual outcomes. The global rank-sum facilitates robust integration of multiple outcomes and has been applied in many clinical studies. We consider longitudinal settings and devise a global percentile outcome for depicting patients' time-varying global disease burden. We develop useful regression strategies for the longitudinal global percentile outcome based on a flexible regression framework of the monotonic index model. Posing minimal restrictions, we propose a maximum rank correlation type estimator and show that it entails desirable asymptotic properties. The methods are also extended to accommodate the common missing at random dropout scenarios. We propose a computationally stable and efficient procedure for parameter estimation, as well as a perturbation scheme for consistent variance estimation. Numerical studies show that our method performs well under realistic settings. We apply the proposed method to data from a Parkinson's disease clinical trial to examine risk factors associated with elevated global disease burden and accelerated disease progression.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"36 2","pages":"649-668"},"PeriodicalIF":1.2,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13060656/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147647325","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

STATISTICAL INFERENCE FOR MEAN FUNCTIONS OF COMPLEX 3D OBJECTS. 复杂三维物体平均函数的统计推断。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2025-07-01 DOI: 10.5705/ss.202023.0071

Yueying Wang, Guannan Wang, Brandon Klinedinst, Auriel Willette, Li Wang

{"title":"STATISTICAL INFERENCE FOR MEAN FUNCTIONS OF COMPLEX 3D OBJECTS.","authors":"Yueying Wang, Guannan Wang, Brandon Klinedinst, Auriel Willette, Li Wang","doi":"10.5705/ss.202023.0071","DOIUrl":"10.5705/ss.202023.0071","url":null,"abstract":"The use of complex three-dimensional (3D) objects is growing in various applications as data collection techniques continue to evolve. Identifying and locating significant effects within these objects is essential for making informed decisions based on the data. This article presents an advanced nonparametric method for learning and inferring complex 3D objects, enabling accurate estimation of the underlying signals and efficient detection and localization of significant effects. The proposed method addresses the problem of analyzing irregular-shaped 3D objects by modeling them as functional data and utilizing trivariate spline smoothing based on triangulations to estimate the underlying signals. We develop a highly efficient procedure that accurately estimates the mean and covariance functions, as well as the eigenvalues and eigenfunctions. Furthermore, we rigorously establish the asymptotic properties of these estimators. Additionally, a novel approach for constructing simultaneous confidence corridors to quantify estimation uncertainty is presented, and the procedure is extended to accommodate comparisons between two independent samples. The finite-sample performance of the proposed methods is illustrated through numerical experiments and a real-data application using the Alzheimer's Disease Neuroimaging Initiative database.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":"1451-1477"},"PeriodicalIF":1.2,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12419769/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70939966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

COMMUNITY EXTRACTION OF NETWORK DATA UNDER STOCHASTIC BLOCK MODELS. 随机块模型下网络数据的社区抽取。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2025-07-01 DOI: 10.5705/ss.202022.0372

Quan Yuan, Binghui Liu, Danning Li, Yanyuan Ma

{"title":"COMMUNITY EXTRACTION OF NETWORK DATA UNDER STOCHASTIC BLOCK MODELS.","authors":"Quan Yuan, Binghui Liu, Danning Li, Yanyuan Ma","doi":"10.5705/ss.202022.0372","DOIUrl":"10.5705/ss.202022.0372","url":null,"abstract":"Most existing community discovery methods focus on partitioning all nodes of the network into communities. However, many real networks contain background nodes that do not belong to any community. In such a situation, typical methods tend to artificially split the background nodes and group them together with communities with relatively stronger connection, hence lead to distorted results. To avoid this, some community extraction methods have been developed to achieve community discovery with background nodes, which are based on searching algorithms, hence have difficulties in handling large-scale networks due to high computational complexity. To this end, in this paper we propose some algorithms with polynomial complexity to achieve community extraction of large-scale networks. We rigorously show that the proposed algorithms have attractive theoretical properties. In particular, the estimators of the community labels using the proposed algorithms reaches the asymptotic minimax risk under the community extraction model, a specific stochastic block model. Then, we illustrate the advantages and feasibility of the proposed algorithms via extensive simulated networks and a political blog network.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"35 SI 2","pages":"1789-1809"},"PeriodicalIF":1.2,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13008304/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147516180","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

High-dimensional Subgroup Regression Analysis. 高维亚群回归分析。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2025-07-01 DOI: 10.5705/ss.202023.0075

Fei Jiang, Lu Tian, Jian Kang, Lexin Li

{"title":"High-dimensional Subgroup Regression Analysis.","authors":"Fei Jiang, Lu Tian, Jian Kang, Lexin Li","doi":"10.5705/ss.202023.0075","DOIUrl":"10.5705/ss.202023.0075","url":null,"abstract":"Classical regression generally assumes that all subjects follow a common model with the same set of parameters. With ever advancing capabilities of modern technologies to collect more subjects and more covariates, it has become increasingly common that there exist subgroups of subjects, and each group follows a different regression model with a different set of parameters. In this article, we propose a new approach for subgroup analysis in regression modeling. Specifically, we model the relation between a response and a set of primary predictors, while we explicitly model the heterogenous association given another set of auxiliary predictors, through the interaction between the primary and auxiliary variables. We introduce penalties to induce the sparsity and group structures within the regression coefficients, and to achieve simultaneous feature selection for both primary predictors that are significantly associated with the response, as well as the auxiliary predictors that define the subgroups. We establish the asymptotic guarantees in terms of parameter estimation consistency and cluster estimation consistency. We illustrate our method with an analysis of the functional magnetic resonance imaging data from the Adolescent Brain Cognitive Development Study.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"35 3","pages":"1713-1736"},"PeriodicalIF":1.2,"publicationDate":"2025-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12344502/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144849473","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A New Paradigm for Generative Adversarial Networks based on Randomized Decision Rules. 基于随机决策规则的生成对抗网络新范式。

IF 1.2 3区数学

Statistica Sinica Pub Date : 2025-04-01 DOI: 10.5705/ss.202022.0404

Sehwan Kim, Qifan Song, Faming Liang

{"title":"A New Paradigm for Generative Adversarial Networks based on Randomized Decision Rules.","authors":"Sehwan Kim, Qifan Song, Faming Liang","doi":"10.5705/ss.202022.0404","DOIUrl":"10.5705/ss.202022.0404","url":null,"abstract":"The Generative Adversarial Network (GAN) was recently introduced in the literature as a novel machine learning method for training generative models. It has many applications in statistics such as nonparametric clustering and nonparametric conditional independence tests. However, training the GAN is notoriously difficult due to the issue of mode collapse, which refers to the lack of diversity among generated data. In this paper, we identify the reasons why the GAN suffers from this issue, and to address it, we propose a new formulation for the GAN based on randomized decision rules. In the new formulation, the discriminator converges to a fixed point while the generator converges to a distribution at the Nash equilibrium. We propose to train the GAN by an empirical Bayes-like method by treating the discriminator as a hyper-parameter of the posterior distribution of the generator. Specifically, we simulate generators from its posterior distribution conditioned on the discriminator using a stochastic gradient Markov chain Monte Carlo (MCMC) algorithm, and update the discriminator using stochastic gradient descent along with simulations of the generators. We establish convergence of the proposed method to the Nash equilibrium. Apart from image generation, we apply the proposed method to nonparametric clustering and nonparametric conditional independence tests. A portion of the numerical results is presented in the supplementary material.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"35 2","pages":"897-918"},"PeriodicalIF":1.2,"publicationDate":"2025-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12017776/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144028320","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Multi-response Regression for Block-missing Multi-modal Data without Imputation. 针对块缺失多模态数据的多响应回归，无需估算。

IF 1.4 3区数学

Statistica Sinica Pub Date : 2024-04-01 DOI: 10.5705/ss.202021.0170

Haodong Wang, Quefeng Li, Yufeng Liu

{"title":"Multi-response Regression for Block-missing Multi-modal Data without Imputation.","authors":"Haodong Wang, Quefeng Li, Yufeng Liu","doi":"10.5705/ss.202021.0170","DOIUrl":"10.5705/ss.202021.0170","url":null,"abstract":"Multi-modal data are prevalent in many scientific fields. In this study, we consider the parameter estimation and variable selection for a multi-response regression using block-missing multi-modal data. Our method allows the dimensions of both the responses and the predictors to be large, and the responses to be incomplete and correlated, a common practical problem in high-dimensional settings. Our proposed method uses two steps to make a prediction from a multi-response linear regression model with block-missing multi-modal predictors. In the first step, without imputing missing data, we use all available data to estimate the covariance matrix of the predictors and the cross-covariance matrix between the predictors and the responses. In the second step, we use these matrices and a penalized method to simultaneously estimate the precision matrix of the response vector, given the predictors, and the sparse regression parameter matrix. Lastly, we demonstrate the effectiveness of the proposed method using theoretical studies, simulated examples, and an analysis of a multi-modal imaging data set from the Alzheimer's Disease Neuroimaging Initiative.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":"527-546"},"PeriodicalIF":1.4,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11035992/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70937715","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0