Scandinavian Journal of Statistics最新文献_第10页

Variable selection for high‐dimensional generalized linear model with block‐missing data 具有块缺失数据的高维广义线性模型的变量选择

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2023-01-23 DOI: 10.1111/sjos.12632

Yifan He, Yang Feng, Xinyuan Song

引用次数: 0

Use of multiple imputation in supersampled nested case‐control and case‐cohort studies 在超样本嵌套病例对照和病例队列研究中使用多重输入

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-12-20 DOI: 10.1111/sjos.12624

Ørnulf Borgan, R. Keogh, A. Njøs

引用次数: 0

Divergence versus decision P‐values: A distinction worth making in theory and keeping in practice: Or, how divergence P‐values measure evidence even when decision P‐values do not 分歧与决策P值:一个值得在理论和实践中做出的区分;或者，分歧P值如何衡量证据，即使决策P值没有

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-12-11 DOI: 10.1111/sjos.12625

S. Greenland

{"title":"Divergence versus decision P‐values: A distinction worth making in theory and keeping in practice: Or, how divergence P‐values measure evidence even when decision P‐values do not","authors":"S. Greenland","doi":"10.1111/sjos.12625","DOIUrl":"https://doi.org/10.1111/sjos.12625","url":null,"abstract":"There are two distinct definitions of “P‐value” for evaluating a proposed hypothesis or model for the process generating an observed dataset. The original definition starts with a measure of the divergence of the dataset from what was expected under the model, such as a sum of squares or a deviance statistic. A P‐value is then the ordinal location of the measure in a reference distribution computed from the model and the data, and is treated as a unit‐scaled index of compatibility between the data and the model. In the other definition, a P‐value is a random variable on the unit interval whose realizations can be compared to a cutoff α to generate a decision rule with known error rates under the model and specific alternatives. It is commonly assumed that realizations of such decision P‐values always correspond to divergence P‐values. But this need not be so: Decision P‐values can violate intuitive single‐sample coherence criteria where divergence P‐values do not. It is thus argued that divergence and decision P‐values should be carefully distinguished in teaching, and that divergence P‐values are the relevant choice when the analysis goal is to summarize evidence rather than implement a decision rule.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"50 1","pages":"54 - 88"},"PeriodicalIF":1.0,"publicationDate":"2022-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42293279","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: 6

Robust quasi‐randomization‐based estimation with ensemble learning for missing data 缺失数据的基于集成学习的稳健准随机化估计

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-12-11 DOI: 10.1111/sjos.12626

Danhyang Lee, Li‐Chun Zhang, Sixia Chen

引用次数: 0

Selection of linear mixed‐effects models for clustered data 聚类数据线性混合效应模型的选择

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-12-08 DOI: 10.1111/sjos.12623

Chih‐Hao Chang, Hsin-Cheng Huang, C. Ing

{"title":"Selection of linear mixed‐effects models for clustered data","authors":"Chih‐Hao Chang, Hsin-Cheng Huang, C. Ing","doi":"10.1111/sjos.12623","DOIUrl":"https://doi.org/10.1111/sjos.12623","url":null,"abstract":"We consider model selection for linear mixed‐effects models with clustered structure, where conditional Kullback–Leibler (CKL) loss is applied to measure the efficiency of the selection. We estimate the CKL loss by substituting the empirical best linear unbiased predictors (EBLUPs) into random effects with model parameters estimated by maximum likelihood. Although the BLUP approach is commonly used in predicting random effects and future observations, selecting random effects to achieve asymptotic loss efficiency concerning CKL loss is challenging and has not been well studied. In this paper, we propose addressing this difficulty using a conditional generalized information criterion (CGIC) with two tuning parameters. We further consider a challenging but practically relevant situation where the number, m$$ m $$ , of clusters does not go to infinity with the sample size. Hence the random‐effects variances are not consistently estimable. We show that via a novel decomposition of the CKL risk, the CGIC achieves consistency and asymptotic loss efficiency, whether m$$ m $$ is fixed or increases to infinity with the sample size. We also conduct numerical experiments to illustrate the theoretical findings.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"50 1","pages":"875 - 897"},"PeriodicalIF":1.0,"publicationDate":"2022-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44731261","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

The Kendall and Spearman rank correlations of the bivariate skew normal distribution 二元偏斜正态分布的Kendall和Spearman秩相关性

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-12-01 DOI: 10.1111/sjos.12587

Andréas Heinen, Alfonso Valdesogo

引用次数: 2

Issue Information 问题信息

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-11-16 DOI: 10.1111/sjos.12536

引用次数: 0

Distributed inference for two‐sample U‐statistics in massive data analysis 海量数据分析中两样本U统计量的分布式推断

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-10-06 DOI: 10.1111/sjos.12620

Bingyao Huang, Yanyan Liu, Liuhua Peng

引用次数: 2

Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes 低维和高维非齐次吉布斯点过程的推论

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-09-30 DOI: 10.1111/sjos.12616

Ismaila Ba, Jean‐François Coeurjolly

引用次数: 2

On the robustness to outliers of the Student‐t process 关于Student - t过程对异常值的鲁棒性

IF 1 4区数学

Scandinavian Journal of Statistics Pub Date : 2022-09-06 DOI: 10.1111/sjos.12611

J. Andrade

{"title":"On the robustness to outliers of the Student‐t process","authors":"J. Andrade","doi":"10.1111/sjos.12611","DOIUrl":"https://doi.org/10.1111/sjos.12611","url":null,"abstract":"The theory of Bayesian robustness modeling uses heavy‐tailed distributions to resolve conflicts of information by rejecting automatically the outlying information in favor of the other sources of information. In particular, the Student's‐t process is a natural alternative to the Gaussian process when the data might carry atypical information. Several works attest to the robustness of the Student t$$ t $$ process, however, the studies are mostly guided by intuition and focused mostly on the computational aspects rather than the mathematical properties of the involved distributions. This work uses the theory of regular variation to address the robustness of the Student t$$ t $$ process in the context of nonlinear regression, that is, the behavior of the posterior distribution in the presence of outliers in the inputs, in the outputs, or in both sources of information. In all these cases, under certain conditions, it is shown that the posterior distribution tends to a quantity that does not depend on the atypical information, then, for every case, the limiting posterior distribution as the outliers tend to infinity is provided. The impact of outliers on the predictive posterior distribution is also addressed. The theory is illustrated with a few simulated examples.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"50 1","pages":"725 - 749"},"PeriodicalIF":1.0,"publicationDate":"2022-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47392318","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: 2