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Compound Sequential Change-point Detection in Parallel Data Streams 并行数据流中的复合顺序变更点检测
3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202020.0508
Yunxiao Chen, Xiaoou Li
{"title":"Compound Sequential Change-point Detection in Parallel Data Streams","authors":"Yunxiao Chen, Xiaoou Li","doi":"10.5705/ss.202020.0508","DOIUrl":"https://doi.org/10.5705/ss.202020.0508","url":null,"abstract":"We consider sequential change-point detection in parallel data streams, where each stream has its own change point. Once a change is detected in a data stream, this stream is deactivated permanently. The goal is to maximize the normal operation of the pre-change streams, while controlling the proportion of post-change streams among the active streams at all time points. Taking a Bayesian formulation, we develop a compound decision framework for this problem. A procedure is proposed that is uniformly optimal among all sequential procedures which control the expected proportion of post-change streams at all time points. We also investigate the asymptotic behavior of the proposed method when the number of data streams grows large. Numerical examples are provided to illustrate the use and performance of the proposed method.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136297313","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
Mean Tests For High-dimensional Time Series 高维时间序列的均值检验
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202022.0147
Shuyi Zhang, Songxi Chen, Yumou Qiu
{"title":"Mean Tests For High-dimensional Time Series","authors":"Shuyi Zhang, Songxi Chen, Yumou Qiu","doi":"10.5705/ss.202022.0147","DOIUrl":"https://doi.org/10.5705/ss.202022.0147","url":null,"abstract":": This paper considers testing for two-sample mean difference with high-dimensional temporally dependent data, which is later extended to the one-sample situation. To eliminate the bias caused by the temporal dependence among the time series observations, a band-excluded U-statistic (BEU) is proposed to estimate the squared Euclidean distance between the two means, which excludes cross-products of data vectors among temporally close time points. The asymptotic normality of the BEU statistic is derived under the high-dimensional setting with “spatial” (column-wise) and temporal dependence. An estimator built on the kernel smoothed cross-time covariances is developed to estimate the variance of the BEU-statistic, which facilitates a test procedure based on the standardized BEU-statistic. The proposed test is nonparametric and adaptive to a wide range of dependence and dimensionality, and has attractive power properties relative to a self-normalized test. Numerical simulation and a real data analysis on the return and volatility of S&P 500 stocks before and after the 2008 financial crisis are conducted to demonstrate the performance and utility of the proposed test.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70938742","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
Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order 似然比阶下的非参数最大似然估计
3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202020.0207
Ted Westling, Kevin J. Downes, Dylan S. Small
{"title":"Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order","authors":"Ted Westling, Kevin J. Downes, Dylan S. Small","doi":"10.5705/ss.202020.0207","DOIUrl":"https://doi.org/10.5705/ss.202020.0207","url":null,"abstract":"Comparison of two univariate distributions based on independent samples from them is a fundamental problem in statistics, with applications in a wide variety of scientific disciplines. In many situations, we might hypothesize that the two distributions are stochastically ordered, meaning intuitively that samples from one distribution tend to be larger than those from the other. One type of stochastic order that arises in economics, biomedicine, and elsewhere is the likelihood ratio order, also known as the density ratio order, in which the ratio of the density functions of the two distributions is monotone non-decreasing. In this article, we derive and study the nonparametric maximum likelihood estimator of the individual distributions and the ratio of their densities under the likelihood ratio order. Our work applies to discrete distributions, continuous distributions, and mixed continuous-discrete distributions. We demonstrate convergence in distribution of the estimator in certain cases, and we illustrate our results using numerical experiments and an analysis of a biomarker for predicting bacterial infection in children with systemic inflammatory response syndrome.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136008744","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: 4
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation 小面积估计中二项样本比例的Arc-Sin变换
3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202020.0446
Masayo Hirose, Malay Ghosh, Tamal Ghosh
{"title":"Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation","authors":"Masayo Hirose, Malay Ghosh, Tamal Ghosh","doi":"10.5705/ss.202020.0446","DOIUrl":"https://doi.org/10.5705/ss.202020.0446","url":null,"abstract":"","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"68 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136092626","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: 3
Orthogonal Minimally Aliased Response Surface Designs for Three-Level Quantitative Factors and Two-Level Categorical Factors 三水平定量因子和两水平分类因子的正交最小混叠响应面设计
3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202020.0347
José Núñez Ares, Eric Schoen, Peter Goos
{"title":"Orthogonal Minimally Aliased Response Surface Designs for Three-Level Quantitative Factors and Two-Level Categorical Factors","authors":"José Núñez Ares, Eric Schoen, Peter Goos","doi":"10.5705/ss.202020.0347","DOIUrl":"https://doi.org/10.5705/ss.202020.0347","url":null,"abstract":"","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136092736","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: 3
Poisson Regression With Error Corrupted High Dimensional Features 误差破坏高维特征的泊松回归
3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202020.0251
Fei Jiang, Yanyuan Ma
{"title":"Poisson Regression With Error Corrupted High Dimensional Features","authors":"Fei Jiang, Yanyuan Ma","doi":"10.5705/ss.202020.0251","DOIUrl":"https://doi.org/10.5705/ss.202020.0251","url":null,"abstract":"","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"109 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135182928","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
Test for Conditional Variance of Integer-Valued Time Series 整数值时间序列条件方差的检验
3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202020.0357
Yuichi Goto, Kou Fujimori
{"title":"Test for Conditional Variance of Integer-Valued Time Series","authors":"Yuichi Goto, Kou Fujimori","doi":"10.5705/ss.202020.0357","DOIUrl":"https://doi.org/10.5705/ss.202020.0357","url":null,"abstract":"","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135182951","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
Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares 基于copula的主成分与偏最小二乘泛函贝叶斯分类
3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202020.0214
Wentian Huang, David Ruppert
{"title":"Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares","authors":"Wentian Huang, David Ruppert","doi":"10.5705/ss.202020.0214","DOIUrl":"https://doi.org/10.5705/ss.202020.0214","url":null,"abstract":"We present a new functional Bayes classifier that uses principal component (PC) or partial least squares (PLS) scores from the common covariance function, that is, the covariance function marginalized over groups. When the groups have different covariance functions, the PC or PLS scores need not be independent or even uncorrelated. We use copulas to model the dependence. Our method is semiparametric; the marginal densities are estimated nonparametrically by kernel smoothing and the copula is modeled parametrically. We focus on Gaussian and t-copulas, but other copulas could be used. The strong performance of our methodology is demonstrated through simulation, real data examples, and asymptotic properties.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"167 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135783353","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
Weighted Nonlinear Regression With Nonstationary Time Series 非平稳时间序列的加权非线性回归
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202021.0426
Chunlei Jin, Qiying Wang
{"title":"Weighted Nonlinear Regression With Nonstationary Time Series","authors":"Chunlei Jin, Qiying Wang","doi":"10.5705/ss.202021.0426","DOIUrl":"https://doi.org/10.5705/ss.202021.0426","url":null,"abstract":": This study investigates a weighted least squares (WLS) estimation in a nonlinear cointegrating regression. In a nonlinear regression model, where the regressors include nearly integrated arrays and stationary processes, we show that the WLS estimator has a mixed Gaussian limit, and the corresponding Studentized statistic converges to a standard normal distribution. The WLS estimator is free of the memory parameter, even when a fractional process is included in the regressors. We also consider an ordinary least squares estimation in a nonlinear cointegrating regression. Compared with the WLS estimator, the limit distribution of the ordinary least squares estimator is non-Gaussian, and depends on the nuisance parameters from the regressors when the regression function is non-integrable.","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70938308","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
Asymptotic Analysis of Mis-Classified Linear Mixed Models 误分类线性混合模型的渐近分析
IF 1.4 3区 数学
Statistica Sinica Pub Date : 2023-01-01 DOI: 10.5705/ss.202023.0082
Haiqiang Ma, Jiming Jiang
{"title":"Asymptotic Analysis of Mis-Classified Linear Mixed Models","authors":"Haiqiang Ma, Jiming Jiang","doi":"10.5705/ss.202023.0082","DOIUrl":"https://doi.org/10.5705/ss.202023.0082","url":null,"abstract":"Analysis of Mis-Classified Linear Mixed Models","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70939976","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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