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Empirical likelihood M‐estimation for the varying‐coefficient model with functional response 带功能响应的变化系数模型的经验似然 M 近似算法
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-04-22 DOI: 10.1111/sjos.12717
Xingcai Zhou, Dehan Kong, Matthew Pietrosanu, Linglong Kong, R. Karunamuni
{"title":"Empirical likelihood M‐estimation for the varying‐coefficient model with functional response","authors":"Xingcai Zhou, Dehan Kong, Matthew Pietrosanu, Linglong Kong, R. Karunamuni","doi":"10.1111/sjos.12717","DOIUrl":"https://doi.org/10.1111/sjos.12717","url":null,"abstract":"This work is motivated by a gap in the functional data analysis literature, particularly in the context of neuroimaging, regarding the ability of functional models to robustly accommodate intra‐observation dependence. In response, we propose an M‐estimator based on generalized empirical likelihood for the varying‐coefficient model with a functional response. We develop statistical inference procedures, simultaneous confidence regions, and a global general linear hypothesis test for the model's functional coefficient. Our theoretical results establish the weak convergence of the log‐likelihood ratio process, a nonparametric version of Wilks' theorem for the log‐likelihood ratio, and asymptotic properties of the proposed estimator. Through a simulation study, we show that the proposed confidence sets have close‐to‐nominal coverage probabilities. In a real‐world application to a neuroimaging dataset, we show that mini‐mental state examination score and apolipoprotein E genotype have significant associations with fractional anisotropy, while associations with gender and age are only present at high quantile levels.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140675173","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
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62 对发表于《斯堪的纳维亚统计杂志》（2013 年）第 40 卷第 42-62 页的 "多变量斜椭圆分布的香农熵和互信息 "的更正
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-04-22 DOI: 10.1111/sjos.12718
R. Arellano-Valle, Javier E. Contreras‐Reyes, M. Genton
{"title":"Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62","authors":"R. Arellano-Valle, Javier E. Contreras‐Reyes, M. Genton","doi":"10.1111/sjos.12718","DOIUrl":"https://doi.org/10.1111/sjos.12718","url":null,"abstract":"","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140674230","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 two‐step estimation procedure for semiparametric mixture cure models 半参数混合治愈模型的两步估计程序
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-04-19 DOI: 10.1111/sjos.12713
Eni Musta, Valentin Patilea, Ingrid Van Keilegom
{"title":"A two‐step estimation procedure for semiparametric mixture cure models","authors":"Eni Musta, Valentin Patilea, Ingrid Van Keilegom","doi":"10.1111/sjos.12713","DOIUrl":"https://doi.org/10.1111/sjos.12713","url":null,"abstract":"In survival analysis, cure models have been developed to account for the presence of cured subjects that will never experience the event of interest. Mixture cure models with a parametric model for the incidence and a semiparametric model for the survival of the susceptibles are particularly common in practice. Because of the latent cure status, maximum likelihood estimation is performed via the iterative EM algorithm. Here, we focus on the cure probabilities and propose a two‐step procedure to improve upon the maximum likelihood estimator when the sample size is not large. The new method is based on presmoothing by first constructing a nonparametric estimator and then projecting it on the desired parametric class. We investigate the theoretical properties of the resulting estimator and show through an extensive simulation study for the logistic‐Cox model that it outperforms the existing method. Practical use of the method is illustrated through two melanoma datasets.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140624872","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
Martingale posterior distributions for cumulative hazard functions 累积危害函数的马丁格尔后验分布
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-04-07 DOI: 10.1111/sjos.12712
Stephen G. Walker
{"title":"Martingale posterior distributions for cumulative hazard functions","authors":"Stephen G. Walker","doi":"10.1111/sjos.12712","DOIUrl":"https://doi.org/10.1111/sjos.12712","url":null,"abstract":"This paper is about the modeling of cumulative hazard functions using martingale posterior distributions. The focus is on uncertainty quantification from a nonparametric perspective. The foundational Bayesian model in this case is the beta process and the classic estimator is the Nelson–Aalen. We use a sequence of estimators which form a martingale in order to obtain a random cumulative hazard function from the martingale posterior. The connection with the beta process is established and a number of illustrations is presented.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140591815","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
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE 关于分数 SDE 中漂移参数的可计算斯科罗霍德积分估计器
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-03-23 DOI: 10.1111/sjos.12711
Nicolas Marie
{"title":"On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE","authors":"Nicolas Marie","doi":"10.1111/sjos.12711","DOIUrl":"https://doi.org/10.1111/sjos.12711","url":null,"abstract":"This paper deals with a Skorokhod's integral‐based least squares‐ (LS) type estimator of the drift parameter computed from multiple (possibly dependent) copies of the solution of a stochastic differential equation (SDE) driven by a fractional Brownian motion of Hurst index . On the one hand, some convergence results are established on our LS estimator when . On the other hand, when , Skorokhod's integral‐based estimators cannot be computed from data, but in this paper some convergence results are established on a computable approximation of our LS estimator.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-03-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140197324","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
Statistical inference for generative adversarial networks and other minimax problems 生成式对抗网络和其他最小问题的统计推理
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-03-21 DOI: 10.1111/sjos.12710
Mika Meitz
{"title":"Statistical inference for generative adversarial networks and other minimax problems","authors":"Mika Meitz","doi":"10.1111/sjos.12710","DOIUrl":"https://doi.org/10.1111/sjos.12710","url":null,"abstract":"This paper studies generative adversarial networks (GANs) from the perspective of statistical inference. A GAN is a popular machine learning method in which the parameters of two neural networks, a generator and a discriminator, are estimated to solve a particular minimax problem. This minimax problem typically has a multitude of solutions and the focus of this paper are the statistical properties of these solutions. We address two key statistical issues for the generator and discriminator network parameters, consistent estimation and confidence sets. We first show that the set of solutions to the sample GAN problem is a (Hausdorff) consistent estimator of the set of solutions to the corresponding population GAN problem. We then devise a computationally intensive procedure to form confidence sets and show that these sets contain the population GAN solutions with the desired coverage probability. Small numerical experiments and a Monte Carlo study illustrate our results and verify our theoretical findings. We also show that our results apply in general minimax problems that may be nonconvex, nonconcave, and have multiple solutions.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140197717","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
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables. 在工具变量存在的情况下，检验广义线性模型的随机缺失假设
IF 0.8 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-03-01 Epub Date: 2023-08-07 DOI: 10.1111/sjos.12685
Rui Duan, C Jason Liang, Pamela A Shaw, Cheng Yong Tang, Yong Chen
{"title":"Testing the missing at random assumption in generalized linear models in the presence of instrumental variables.","authors":"Rui Duan, C Jason Liang, Pamela A Shaw, Cheng Yong Tang, Yong Chen","doi":"10.1111/sjos.12685","DOIUrl":"10.1111/sjos.12685","url":null,"abstract":"<p><p>Practical problems with missing data are common, and many methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism governing data missingness, and correctly deciding the appropriate mechanism is crucially relevant for conducting proper practical investigations. In this paper, we present a new hypothesis testing approach for deciding between the conventional notions of missing at random and missing not at random in generalized linear models in the presence of instrumental variables. The foundational idea is to develop appropriate discrepancy measures between estimators whose properties significantly differ only when missing at random does not hold. We show that our testing approach achieves an objective data-oriented choice between missing at random or not. We demonstrate the feasibility, validity, and efficacy of the new test by theoretical analysis, simulation studies, and a real data analysis.</p>","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10871667/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46657247","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Efficient drift parameter estimation for ergodic solutions of backward SDEs 后向 SDE 的遍历解的高效漂移参数估计
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-02-27 DOI: 10.1111/sjos.12709
Teppei Ogihara, Mitja Stadje
{"title":"Efficient drift parameter estimation for ergodic solutions of backward SDEs","authors":"Teppei Ogihara, Mitja Stadje","doi":"10.1111/sjos.12709","DOIUrl":"https://doi.org/10.1111/sjos.12709","url":null,"abstract":"We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our analysis is that the stochastic integral part is unobserved and nonparametric. Additionally, the drift may depend on the (unknown and unobserved) stochastic integrand. Our results hold for ergodic semi-parametric diffusions and backward SDEs. Simulation studies confirm that the methods proposed yield good convergence results.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140001947","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
Asymptotic inference of the ARMA model with time-functional variance noises 具有时间函数方差噪声的 ARMA 模型的渐近推论
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-02-05 DOI: 10.1111/sjos.12708
Bibi Cai, Enwen Zhu, Shiqing Ling
{"title":"Asymptotic inference of the ARMA model with time-functional variance noises","authors":"Bibi Cai, Enwen Zhu, Shiqing Ling","doi":"10.1111/sjos.12708","DOIUrl":"https://doi.org/10.1111/sjos.12708","url":null,"abstract":"This paper studies the autoregressive and moving average (ARMA) model with time-functional variance (TFV) noises, called the ARMA-TFV model. We first establish the consistency and asymptotic normality of its least squares estimator (LSE). The Wald tests and portmanteau tests are constructed based on the theory for variable selection and model checking. A simulation study is carried out to assess the performance of our approach in finite samples, and two real examples are given. It should be mentioned that the process generated from the ARMA-TFV model is not stationary, and the technique in this paper is nonstandard and may provide insights for future research in this area.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139759892","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
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices 论 Wishart 矩阵和逆 Wishart 矩阵的等变矩阵值函数的期望值
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-01-30 DOI: 10.1111/sjos.12707
Grant Hillier, Raymond M. Kan
{"title":"On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices","authors":"Grant Hillier, Raymond M. Kan","doi":"10.1111/sjos.12707","DOIUrl":"https://doi.org/10.1111/sjos.12707","url":null,"abstract":"Many matrix‐valued functions of an Wishart matrix , , say, are homogeneous of degree in , and are equivariant under the conjugate action of the orthogonal group , that is, , . It is easy to see that the expectation of such a function is itself homogeneous of degree in , the covariance matrix, and are also equivariant under the action of on . The space of such homogeneous, equivariant, matrix‐valued functions is spanned by elements of the type , where and, for each , varies over the partitions of , and denotes the power‐sum symmetric function indexed by . In the analogous case where is replaced by , these elements are replaced by . In this paper, we derive recurrence relations and analytical expressions for the expectations of such functions. Our results provide highly efficient methods for the computation of all such moments.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2024-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140483369","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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