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A class of goodness-of-fit tests for circular distributions based on trigonometric moments 一类基于三角矩的圆形分布拟合优度检验
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2019-01-01 DOI: 10.2436/20.8080.02.37
S. Jammalamadaka, S. Meintanis, M. Jiménez-Gamero
{"title":"A class of goodness-of-fit tests for circular distributions based on trigonometric moments","authors":"S. Jammalamadaka, S. Meintanis, M. Jiménez-Gamero","doi":"10.2436/20.8080.02.37","DOIUrl":"https://doi.org/10.2436/20.8080.02.37","url":null,"abstract":"We propose a class of goodness–of–fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of the family being tested, and are shown to be consistent. We derive the asymptotic null distribution and suggest that the new method be implemented using a bootstrap resampling technique that approximates this distribution consistently. As an illustration, we then specialize this method to testing whether a given data set is from the von Mises distribution, a model that is commonly used and for which considerable theory has been developed. An extensive Monte Carlo study is carried out to compare the new tests with other existing omnibus tests for this model. An application involving five real data sets is provided in order to illustrate the new procedure.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75186946","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: 4
Tail risk measures using flexible parametric distributions 使用灵活参数分布的尾部风险度量
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2019-01-01 DOI: 10.2436/20.8080.02.86
J. M. S. Alegría, Montserrat Guillén, Helena Chuliá, Faustino Prieto Mendoza
{"title":"Tail risk measures using flexible parametric distributions","authors":"J. M. S. Alegría, Montserrat Guillén, Helena Chuliá, Faustino Prieto Mendoza","doi":"10.2436/20.8080.02.86","DOIUrl":"https://doi.org/10.2436/20.8080.02.86","url":null,"abstract":"We propose a new type of risk measure for non-negative random variables that focuses on the tail of the distribution. The measure is inspired in general parametric distributions that are well-known in the statistical analysis of the size of income. We derive simple expressions for the conditional moments of these distributions, and we show that they are suitable for analysis of tail risk. The proposed method can easily be implemented in practice because it provides a simple one-step way to compute value-at-risk and tail value-at-risk. We show an illustration with currency exchange data. The data and implementation are open access for reproducibility.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79779743","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: 1
Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment 互随机环境下两个1阶广义整值自回归过程的预测
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2019-01-01 DOI: 10.2436/20.8080.02.92
Predrag M. Popovic, P. Laketa, A. Nastic
{"title":"Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment","authors":"Predrag M. Popovic, P. Laketa, A. Nastic","doi":"10.2436/20.8080.02.92","DOIUrl":"https://doi.org/10.2436/20.8080.02.92","url":null,"abstract":"In this article, we consider two univariate random environment integer-valued autoregressive processes driven by the same hidden process. A model of this kind is capable of describing two correlated non-stationary counting time series using its marginal variable parameter values. The properties of the model are presented. Some parameter estimators are described and implemented on the simulated time series. The introduction of this bivariate integer-valued autoregressive model with a random environment is justified at the end of the paper, where its real-life data-fitting performance was checked and compared to some other appropriate models. The forecasting properties of the model are tested on a few data sets, and forecasting errors are discussed through the residual analysis of the components that comprise the model.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91150419","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
Poisson excess relative risk models: New implementations and software 泊松超额相对风险模型:新的实现和软件
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2018-12-21 DOI: 10.2436/20.8080.02.76
M. Higueras, A. Howes
{"title":"Poisson excess relative risk models: New implementations and software","authors":"M. Higueras, A. Howes","doi":"10.2436/20.8080.02.76","DOIUrl":"https://doi.org/10.2436/20.8080.02.76","url":null,"abstract":"Two new implementations for fitting Poisson excess relative risk methods are proposed for as- \u0000sumed simple models. This allows for estimation of the excess relative risk associated with a \u0000unique exposure, where the background risk is modelled by a unique categorical variable, for \u0000example gender or attained age levels. Additionally, it is shown how to fit general Poisson linear \u0000relative risk models in R. Both simple methods and the R fitting are illustrated in three examples. \u0000The first two examples are from the radiation epidemiology literature. Data in the third example \u0000are randomly generated with the purpose of sharing it jointly with the R scripts.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2018-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90514423","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
Efficiency of propensity score adjustment and calibration on the estimation from non-probabilistic online surveys 倾向分数调整和校正对非概率在线调查估计的效率
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2018-12-21 DOI: 10.2436/20.8080.02.73
R. Ferri-García, M. Rueda
{"title":"Efficiency of propensity score adjustment and calibration on the estimation from non-probabilistic online surveys","authors":"R. Ferri-García, M. Rueda","doi":"10.2436/20.8080.02.73","DOIUrl":"https://doi.org/10.2436/20.8080.02.73","url":null,"abstract":"One of the main sources of inaccuracy in modern survey techniques, such as online and smartphone surveys, is the absence of an adequate sampling frame that could provide a probabilistic sampling. This kind of data collection leads to the presence of high amounts of bias in final estimates of the survey, specially if the estimated variables (also known as target variables) have some influence on the decision of the respondent to participate in the survey. Various correction techniques, such as calibration and propensity score adjustment or PSA, can be applied to remove the bias. This study attempts to analyse the efficiency of correction techniques in multiple situations, applying a combination of propensity score adjustment and calibration on both types of variables (correlated and not correlated with the missing data mechanism) and testing the use of a reference survey to get the population totals for calibration variables. The study was performed using a simulation of a fictitious population of potential voters and a real volunteer survey aimed to a population for which a complete census was available. Results showed that PSA combined with calibration results in a bias removal considerably larger when compared with calibration with no prior adjustment. Results also showed that using population totals from the estimates of a reference survey instead of the available population data does not make a difference in estimates accuracy, although it can contribute to slightly increment the variance of the estimator.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2018-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84529380","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: 13
Evidence functions: a compositional approach to information 证据功能:信息的合成方法
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2018-07-01 DOI: 10.2436/20.8080.02.71
J. Egozcue, V. Pawlowsky-Glahn
{"title":"Evidence functions: a compositional approach to information","authors":"J. Egozcue, V. Pawlowsky-Glahn","doi":"10.2436/20.8080.02.71","DOIUrl":"https://doi.org/10.2436/20.8080.02.71","url":null,"abstract":"The discrete case of Bayes’ formula is considered the paradigm of information acquisition. Prior and posterior probability functions, as well as likelihood functions, called evidence functions, are compositions following the Aitchison geometry of the simplex, and have thus vector character. Bayes’ formula becomes a vector addition. The Aitchison norm of an evidence function is introduced as a scalar measurement of information. A fictitious fire scenario serves as illustration. Two different inspections of affected houses are considered. Two questions are addressed: (a) which is the information provided by the outcomes of inspections, and (b) which is the most informative inspection.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2018-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90281210","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: 9
Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services 利用自回归贝叶斯变点统计模型研究公共卫生服务机构每月哮喘药物配药数量
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2018-06-19 DOI: 10.2436/20.8080.02.66
José André Mota de Queiroz, D. Aragon, L. Mello, I. Previdelli, E. Martinez
{"title":"Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services","authors":"José André Mota de Queiroz, D. Aragon, L. Mello, I. Previdelli, E. Martinez","doi":"10.2436/20.8080.02.66","DOIUrl":"https://doi.org/10.2436/20.8080.02.66","url":null,"abstract":"In this paper, it is proposed a Bayesian analysis of a time series in the presence of a random change-point and autoregressive terms. The development of this model was motivated by a data set related to the monthly number of asthma medications dispensed by the public health services of Ribeirao Preto, Southeast Brazil, from 1999 to 2011. A pronounced increase trend has been observed from 1999 to a specific change-point, with a posterior decrease until the end of the series. In order to obtain estimates for the parameters of interest, a Bayesian Markov Chain Monte Carlo (MCMC) simulation procedure using the Gibbs sampler algorithm was developed. The Bayesian model with autoregressive terms of order 1 fits well to the data, allowing to estimate the change-point at July 2007, and probably reflecting the results of the new health policies and previously adopted programs directed toward patients with asthma. The results imply that the present model is useful to analyse the monthly number of dispensed asthma medications and it can be used to describe a broad range of epidemiological time series data where a change-point is present.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2018-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74975661","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
Evaluating the complexity of some families of functional data 评估一些函数数据族的复杂性
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2018-06-19 DOI: 10.2436/20.8080.02.67
E. Bongiorno, A. Goia, P. Vieu
{"title":"Evaluating the complexity of some families of functional data","authors":"E. Bongiorno, A. Goia, P. Vieu","doi":"10.2436/20.8080.02.67","DOIUrl":"https://doi.org/10.2436/20.8080.02.67","url":null,"abstract":"In this paper we study the complexity of a functional data set drawn from particular processes by means of a two-step approach. The first step considers a new graphical tool for assessing to which family the data belong: the main aim is to detect whether a sample comes from a monomial or an exponential family. This first tool is based on a nonparametric kNN estimation of small ball probability. Once the family is specified, the second step consists in evaluating the extent of complexity by estimating some specific indexes related to the assigned family. It turns out that the developed methodology is fully free from assumptions on model, distribution as well as dominating measure. Computational issues are carried out by means of simulations and finally the method is applied to analyse some financial real curves dataset.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2018-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79274721","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: 3
Horizontal collaboration in freight transport 货运的横向协作
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2017-12-19 DOI: 10.2436/20.8080.02.65
Adrian Serrano-Hernandez, A. Juan, J. Faulin, E. Pérez-Bernabeu
{"title":"Horizontal collaboration in freight transport","authors":"Adrian Serrano-Hernandez, A. Juan, J. Faulin, E. Pérez-Bernabeu","doi":"10.2436/20.8080.02.65","DOIUrl":"https://doi.org/10.2436/20.8080.02.65","url":null,"abstract":"Since its appearance in the 1990s, horizontal collaboration (HC) practices have revealed themselves as catalyzers for optimizing the distribution of goods in freight transport logistics. After introducing the main concepts related to HC, this paper offers a literature review on the topic and provides a classification of best practices in HC. Then, the paper analyses the main benefits and optimization challenges associated with the use of HC at the strategic, tactical, and operational levels. Emerging trends such as the concept of ‘green' or environmentally-friendly HC in freight transport logistics are also introduced. Finally, the paper discusses the need of using hybrid optimization methods, such as simheuristics and learnheuristics, in solving some of the previously identified challenges in real-life scenarios dominated by uncertainty and dynamic conditions.","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2017-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89552635","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: 11
Hierarchical models with normal and conjugate random effects: a review (invited article) 具有正态和共轭随机效应的层次模型:综述(特邀文章)
IF 1.6 4区 数学
Sort-Statistics and Operations Research Transactions Pub Date : 2017-12-19 DOI: 10.2436/20.8080.02.58
G. Molenberghs, G. Verbeke, C. Demétrio
{"title":"Hierarchical models with normal and conjugate random effects: a review (invited article)","authors":"G. Molenberghs, G. Verbeke, C. Demétrio","doi":"10.2436/20.8080.02.58","DOIUrl":"https://doi.org/10.2436/20.8080.02.58","url":null,"abstract":"Molenberghs, Verbeke, and Demetrio (2007) and Molenberghs et al. (2010) proposed a general framework to model hierarchical data subject to within-unit correlation and/or overdispersion. The framework extends classical overdispersion models as well as generalized linear mixed models. Subsequent work has examined various aspects that lead to the formulation of several extensions. A unified treatment of the model framework and key extensions is provided. Particular extensions discussed are: explicit calculation of correlation and other moment-based functions, joint modelling of several hierarchical sequences, versions with direct marginally interpretable parameters, zero-inflation in the count case, and influence diagnostics. The basic models and several extensions are illustrated using a set of key examples, one per data type (count, binary, multinomial, ordinal, and time-to-event).","PeriodicalId":49497,"journal":{"name":"Sort-Statistics and Operations Research Transactions","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2017-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80006123","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: 4
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