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A special section honoring Nils Lid Hjort 纪念尼尔斯-利德-希约尔特的专栏
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-23 DOI: 10.1111/sjos.12745
Ørnulf Borgan, Ingrid K. Glad
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引用次数: 0
A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models 用于评估随机流行病模型中疾病传播同质性的经典假设检验
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-19 DOI: 10.1111/sjos.12743
Georgios Aristotelous, Theodore Kypraios, Philip D. O'Neill
{"title":"A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models","authors":"Georgios Aristotelous, Theodore Kypraios, Philip D. O'Neill","doi":"10.1111/sjos.12743","DOIUrl":"https://doi.org/10.1111/sjos.12743","url":null,"abstract":"This paper addresses the problem of assessing the homogeneity of the disease transmission process in stochastic epidemic models in populations that are partitioned into social groups. We develop a classical hypothesis test for completed epidemics which assesses whether or not there is significant within‐group transmission during an outbreak. The test is based on time‐ordered group labels of individuals. The null hypothesis is that of homogeneity of disease transmission among individuals, a hypothesis under which the discrete random vector of groups labels has a known sampling distribution that is independent of any model parameters. The test exhibits excellent performance when applied to various scenarios of simulated data and is also illustrated using two real‐life epidemic data sets. We develop some asymptotic theory including a central limit theorem. The test is practically very appealing, being computationally cheap and straightforward to implement, as well as being applicable to a wide range of real‐life outbreak settings and to related problems in other fields.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"61 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738111","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
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes 各向异性荷尔德类上与连续随机微分方程相关的不变量密度的最小估计率
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-11 DOI: 10.1111/sjos.12735
Chiara Amorino, Arnaud Gloter
{"title":"Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes","authors":"Chiara Amorino, Arnaud Gloter","doi":"10.1111/sjos.12735","DOIUrl":"https://doi.org/10.1111/sjos.12735","url":null,"abstract":"We study the problem of the nonparametric estimation for the density of the stationary distribution of a ‐dimensional stochastic differential equation . From the continuous observation of the sampling path on , we study the estimation of as goes to infinity. For , we characterize the minimax rate for the ‐risk in pointwise estimation over a class of anisotropic Hölder functions with regularity . For , our finding is that, having ordered the smoothness such that , the minimax rate depends on whether or . In the first case, this rate is , and in the second case, it is , where is an explicit exponent dependent on the dimension and , the harmonic mean of smoothness over the directions after excluding and , the smallest ones. We also demonstrate that kernel‐based estimators achieve the optimal minimax rate. Furthermore, we propose an adaptive procedure for both integrated and pointwise risk. In the two‐dimensional case, we show that kernel density estimators achieve the rate , which is optimal in the minimax sense. Finally we illustrate the validity of our theoretical findings by proposing numerical results.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"32 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141614551","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
Estimation of win, loss probabilities, and win ratio based on right‐censored event data 基于右删失事件数据的胜负概率和胜率估计
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-04 DOI: 10.1111/sjos.12734
Erik T. Parner, Morten Overgaard
{"title":"Estimation of win, loss probabilities, and win ratio based on right‐censored event data","authors":"Erik T. Parner, Morten Overgaard","doi":"10.1111/sjos.12734","DOIUrl":"https://doi.org/10.1111/sjos.12734","url":null,"abstract":"The win ratio has in the recent decade gained popularity for analyzing prioritized multiple event data in clinical cohort studies, in particular within cardiovascular research. The literature on estimation of the win ratio using censored event data is however sparse. The methods that have been suggested have either an insufficient adjustment of the censoring or by assuming the the win and loss probabilities are proportional over time. The assumption of proportional win and loss probabilities will often in practice not be satisfied. In this paper, we present estimates for the win ratio, and win and loss probabilities, under independent right‐censoring and derive the asymptotic distribution of the estimates. The proposed win ratio estimate does not require the assumption of proportional win and loss probabilities. The small sample properties of the proposed method are studied in a simulation study showing that the variance formula is accurate even for small samples. The method is applied on two data sets.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"19 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141548567","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
Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies” 关于 "业余回归的陷阱：荷兰新鲱鱼之争"
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-04 DOI: 10.1111/sjos.12741
Jan C. Van Ours, Ben Vollaard
{"title":"Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”","authors":"Jan C. Van Ours, Ben Vollaard","doi":"10.1111/sjos.12741","DOIUrl":"https://doi.org/10.1111/sjos.12741","url":null,"abstract":"","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"37 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141548566","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
Nonparametric estimation of densities on the hypersphere using a parametric guide 使用参数指南对超球面上的密度进行非参数估计
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-03 DOI: 10.1111/sjos.12737
María Alonso‐Pena, Gerda Claeskens, Irène Gijbels
{"title":"Nonparametric estimation of densities on the hypersphere using a parametric guide","authors":"María Alonso‐Pena, Gerda Claeskens, Irène Gijbels","doi":"10.1111/sjos.12737","DOIUrl":"https://doi.org/10.1111/sjos.12737","url":null,"abstract":"Hyperspherical kernel density estimators (KDE), which use a parametric distribution as a guide, are studied in this paper. The main benefit is that these estimators improve the bias of nonguided kernel density estimators when the parametric guiding distribution is not too far from the true density, while preserving the variance. When using a von Mises‐Fisher density as guide, the proposal performs as well as the classical KDE, even when the guiding model is incorrect, and far from the true distribution. This benefit is particular for the hyperspherical setting given its compact support, and is in contrast to similar methods for real valued data. Moreover, we deal with the important issue of data‐driven selection of the smoothing parameter. Simulations and real data examples illustrate the finite‐sample performance of the proposed method, also in comparison with other recently proposed estimation methods.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"24 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141548569","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
Lancaster correlation: A new dependence measure linked to maximum correlation 兰开斯特相关性：与最大相关性相关联的一种新的依赖性测量方法
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-03 DOI: 10.1111/sjos.12733
Hajo Holzmann, Bernhard Klar
{"title":"Lancaster correlation: A new dependence measure linked to maximum correlation","authors":"Hajo Holzmann, Bernhard Klar","doi":"10.1111/sjos.12733","DOIUrl":"https://doi.org/10.1111/sjos.12733","url":null,"abstract":"We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In contrast to maximum correlation, however, our correlation coefficients allow for rank and moment‐based estimators which are simple to compute and have tractable asymptotic distributions. Confidence intervals resulting from these asymptotic approximations and the covariance bootstrap show good finite‐sample coverage. In a simulation, the power of asymptotic as well as permutation tests for independence based on our correlation measures compares favorably with competing methods based on distance correlation or rank coefficients for functional dependence, among others. Moreover, for the bivariate normal distribution, our correlation coefficients equal the absolute value of the Pearson correlation, an attractive feature for practitioners which is not shared by various competitors. We illustrate the practical usefulness of our methods in applications to two real data sets.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"56 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141548568","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
Validation of point process predictions with proper scoring rules 用适当的评分规则验证点流程预测
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-07-02 DOI: 10.1111/sjos.12736
Claudio Heinrich‐Mertsching, Thordis L. Thorarinsdottir, Peter Guttorp, Max Schneider
{"title":"Validation of point process predictions with proper scoring rules","authors":"Claudio Heinrich‐Mertsching, Thordis L. Thorarinsdottir, Peter Guttorp, Max Schneider","doi":"10.1111/sjos.12736","DOIUrl":"https://doi.org/10.1111/sjos.12736","url":null,"abstract":"We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte Carlo approximations of expectations and can therefore easily be evaluated for any point process model that can be simulated. In this regard, they are more flexible than the commonly used logarithmic score and other existing proper scores for point process predictions. The scoring rules allow for evaluating the calibration of a model to specific aspects of a point process, such as its spatial distribution or tendency toward clustering. Using simulations, we analyze the sensitivity of our scoring rules to different aspects of the forecasts and compare it to the logarithmic score. Applications to earthquake occurrences in northern California, United States and the spatial distribution of Pacific silver firs in Findley Lake Reserve in Washington highlight the usefulness of our scores for scientific model selection.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"57 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141504887","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
Inference for all variants of the multivariate coefficient of variation in factorial designs 因子设计中多元变异系数所有变量的推理
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-06-26 DOI: 10.1111/sjos.12740
Marc Ditzhaus, Łukasz Smaga
{"title":"Inference for all variants of the multivariate coefficient of variation in factorial designs","authors":"Marc Ditzhaus, Łukasz Smaga","doi":"10.1111/sjos.12740","DOIUrl":"https://doi.org/10.1111/sjos.12740","url":null,"abstract":"The multivariate coefficient of variation (MCV) is an attractive and easy‐to‐interpret effect size for the dispersion in multivariate data. Recently, the first inference methods for the MCV were proposed for general factorial designs. However, the inference methods are primarily derived for one special MCV variant while there are several reasonable proposals. Moreover, when rejecting a global null hypothesis, a more in‐depth analysis is of interest to find the significant contrasts of MCV. This paper concerns extending the nonparametric permutation procedure to the other MCV variants and a max‐type test for post hoc analysis. To improve the small sample performance of the latter, we suggest a novel bootstrap strategy and prove its asymptotic validity. The actual performance of all proposed tests is compared in an extensive simulation study and illustrated by real data analysis. All methods are implemented in the R package GFDmcv, available on CRAN.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"27 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141504888","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
A conversation with Nils Lid Hjort 与尼尔斯-利德-希约尔特的对话
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-06-20 DOI: 10.1111/sjos.12732
Ørnulf Borgan, Ingrid K. Glad
{"title":"A conversation with Nils Lid Hjort","authors":"Ørnulf Borgan, Ingrid K. Glad","doi":"10.1111/sjos.12732","DOIUrl":"https://doi.org/10.1111/sjos.12732","url":null,"abstract":"Professor (now emeritus) Nils Lid Hjort has through more than four decades been one of the most original and productive statisticians in Norway, contributing to a wide range of topics such as survival analysis, Bayesian nonparametrics, empirical likelihood, density estimation, focused inference, model selection, and confidence distributions. This conversation, which took place at the University of Oslo in December 2023, sheds light on how Nils Hjort's curious and open mind, coupled with a deep understanding, has enabled him to seamlessly navigate between different fields of statistics and its applications. Our aim is to encourage the statistics community to always be on the lookout for unexpected connections in statistical science and to embrace unexpected encounters with fellow statisticians from around the world.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"6 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141504889","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
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