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Asymptotic Behavior of the Maximum Likelihood Estimator for General Markov Switching Models 一般马尔可夫切换模型的极大似然估计量的渐近性
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202021.0336
C. Fuh, T. Pang
{"title":"Asymptotic Behavior of the Maximum Likelihood Estimator for General Markov Switching Models","authors":"C. Fuh, T. Pang","doi":"10.5705/ss.202021.0336","DOIUrl":"https://doi.org/10.5705/ss.202021.0336","url":null,"abstract":": Motivated by studying the asymptotic properties of the parameter estimator in switching linear state space models, switching GARCH models, switching stochastic volatility models, and recurrent neural networks, we investigate the maximum likelihood estimator for general Markov switching models. To this end, we first propose an innovative matrix-valued Markovian iterated function system (MIFS) representation for the likelihood function. Then, we express the derivatives of the MIFS as a composition of random matrices. To the best of our knowledge, this is a new method in the literature. Using this useful device, we establish the strong consistency and asymptotic normality of the maximum likelihood estimator under some regularity conditions. Furthermore, we characterize the Fisher information as the inverse of the asymptotic variance.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"23 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70937369","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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: 1
A Perturbation Subsampling for Large Scale Data 大规模数据的扰动子抽样
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202022.0020
Yujing Yao, Zhezhen Jin
{"title":"A Perturbation Subsampling for Large Scale Data","authors":"Yujing Yao, Zhezhen Jin","doi":"10.5705/ss.202022.0020","DOIUrl":"https://doi.org/10.5705/ss.202022.0020","url":null,"abstract":"Subsampling","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70937957","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
An Adaptive Weighted Component Test for High-Dimensional Means 高维均值的自适应加权分量检验
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202022.0143
Yidi Qu, L. Shu, Jinfeng Xu
{"title":"An Adaptive Weighted Component Test for High-Dimensional Means","authors":"Yidi Qu, L. Shu, Jinfeng Xu","doi":"10.5705/ss.202022.0143","DOIUrl":"https://doi.org/10.5705/ss.202022.0143","url":null,"abstract":"This supplementary materials provides detailed proofs of Theorem 1 and 2 and Proposition 1-3 as well as the power simulation results under the heteroscedastic condition.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70938686","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Threshold Estimation in Proportional Mean Residual Life Model 比例平均剩余寿命模型的阈值估计
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202022.0017
Bing Wang, Xinyuan Song
{"title":"Threshold Estimation in Proportional Mean Residual Life Model","authors":"Bing Wang, Xinyuan Song","doi":"10.5705/ss.202022.0017","DOIUrl":"https://doi.org/10.5705/ss.202022.0017","url":null,"abstract":"of the main","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70937929","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Homogeneity Tests for High-dimensional Mean Vectors and Covariance Matrices 高维均值向量和协方差矩阵的齐性检验
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202022.0048
Wenwen Guo, Xinyuan Song, H. Cui
{"title":"Homogeneity Tests for High-dimensional Mean Vectors and Covariance Matrices","authors":"Wenwen Guo, Xinyuan Song, H. Cui","doi":"10.5705/ss.202022.0048","DOIUrl":"https://doi.org/10.5705/ss.202022.0048","url":null,"abstract":"Homogeneity Tests","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70938322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Outlier Detection via a Minimum Ridge Covariance Determinant Estimator 基于最小脊协方差行列式估计的离群点检测
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202022.0142
Chikun Li, B. Jin, Yuehua Wu
{"title":"Outlier Detection via a Minimum Ridge Covariance Determinant Estimator","authors":"Chikun Li, B. Jin, Yuehua Wu","doi":"10.5705/ss.202022.0142","DOIUrl":"https://doi.org/10.5705/ss.202022.0142","url":null,"abstract":": In this paper, we propose an outlier detection procedure, based on a high-breakdown minimum ridge covariance determinant estimator that is especially useful for the large p/n scenario. The estimator is obtained from the subset of observations, after excluding potential outliers, by applying the so-called concentration steps. We explore the asymptotic distribution of the modified Mahalanobis distance related to the proposed estimator under certain moment conditions, and obtain a theoretical cutoff value for outlier identification. We also improve the outlier detection power by adding a one-step reweighting procedure. Lastly, we investigate the performance of the proposed methods using simulations and a real-data analysis.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70938675","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
SEMIPARAMETRIC REVERSED MEAN MODEL FOR RECURRENT EVENT PROCESS WITH INFORMATIVE TERMINAL EVENT. 具有信息终点事件的循环事件过程的半参数反均值模型。
IF 1.2 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202021.0353
Wen Su, Li Liu, Guosheng Yin, Xingqiu Zhao, Ying Zhang
{"title":"SEMIPARAMETRIC REVERSED MEAN MODEL FOR RECURRENT EVENT PROCESS WITH INFORMATIVE TERMINAL EVENT.","authors":"Wen Su, Li Liu, Guosheng Yin, Xingqiu Zhao, Ying Zhang","doi":"10.5705/ss.202021.0353","DOIUrl":"10.5705/ss.202021.0353","url":null,"abstract":"<p><p>We study semiparametric regression for a recurrent event process with an informative terminal event, where observations are taken only at discrete time points, rather than continuously over time. To account for the effect of a terminal event on the recurrent event process, we propose a semiparametric reversed mean model, for which we develop a two-stage sieve likelihood-based method to estimate the baseline mean function and the covariate effects. Our approach overcomes the computational difficulties arising from the nuisance functional parameter in the assumption that the likelihood is based on a Poisson process. We establish the consistency, convergence rate, and asymptotic normality of the proposed two-stage estimator, which is robust against the assumption of an underlying Poisson process. The proposed method is evaluated using extensive simulation studies, and demonstrated using panel count data from a longitudinal healthy longevity study and data from a bladder tumor study.</p>","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":"1843-1862"},"PeriodicalIF":1.2,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12291165/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70937462","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
On the Efficiency of Composite Likelihood Estimation for Gaussian Spatial Processes 高斯空间过程的复合似然估计效率研究
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202020.0311
N. Chua, Francis K. C. Hui, A. Welsh
{"title":"On the Efficiency of Composite Likelihood Estimation for Gaussian Spatial Processes","authors":"N. Chua, Francis K. C. Hui, A. Welsh","doi":"10.5705/ss.202020.0311","DOIUrl":"https://doi.org/10.5705/ss.202020.0311","url":null,"abstract":"the Efficiency of Composite Likelihood","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70936712","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Adaptive Randomization via Mahalanobis Distance 基于马氏距离的自适应随机化
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202020.0440
Yichen Qin, Y. Li, Wei Ma, Haoyu Yang, F. Hu
{"title":"Adaptive Randomization via Mahalanobis Distance","authors":"Yichen Qin, Y. Li, Wei Ma, Haoyu Yang, F. Hu","doi":"10.5705/ss.202020.0440","DOIUrl":"https://doi.org/10.5705/ss.202020.0440","url":null,"abstract":": In comparative studies, researchers often seek an optimal covariate balance. However, chance imbalance still exists in randomized experiments, and becomes more serious as the number of covariates increases. To address this issue, we introduce a new randomization procedure, called adaptive randomization via the Mahalanobis distance (ARM). The proposed method allocates units sequentially and adaptively, using information on the current level of imbalance and the incoming unit’s covariate. Theoretical results and numerical comparison show that with a large number of covariates or a large number of units, the proposed method shows substantial advantages over traditional methods in terms of the covariate balance, estimation accuracy, hypothesis testing power, and computational time. The proposed method attains the optimal covariate balance, in the sense that the estimated treatment effect attains its minimum variance asymptotically, and can be applied in both causal inference and clinical trials. Lastly, numerical stud-1","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70936861","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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: 2
Regression Analysis of Spatially Correlated Event Durations With Missing Origins Annotated by Longitudinal Measures 纵向测量中缺失起源的空间相关事件持续时间回归分析
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2024-01-01 DOI: 10.5705/ss.202021.0118
Y. Xiong, W. J. Braun, T. Duchesne, X. J. Hu
{"title":"Regression Analysis of Spatially Correlated Event Durations With Missing Origins Annotated by Longitudinal Measures","authors":"Y. Xiong, W. J. Braun, T. Duchesne, X. J. Hu","doi":"10.5705/ss.202021.0118","DOIUrl":"https://doi.org/10.5705/ss.202021.0118","url":null,"abstract":"This paper is concerned with event durations in situations where the study units may be spatially correlated and the time origins of the events are missing. We develop regression models based on the partly observed durations with the aid of available longitudinal information. The first-hitting-time model (e.g. Lee and Whitmore, 2006) is employed to link the data of event durations and the associated longitudinal measures with shared random effects. We present procedures for estimating the model parameters and an induced estimator of the conditional distribution of the event duration. We apply the EM algorithm and Monte Carlo methods to compute the proposed estimators. We establish consistency and asymptotic normality of the estimators, and present their variance estimation. The proposed approach is illustrated with a collection of wildfire records from Alberta, Canada. Its performance is examined numerically and compared with two competitors via simulation.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"24 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70937179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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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