发布求助
文献互助 智能选刊 最新文献

Scandinavian Journal of Statistics最新文献

筛选
英文 中文
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":"124 1","pages":""},"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":"15 1","pages":""},"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
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":"170 1","pages":""},"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":"22 1","pages":""},"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
Estimation of treatment effect among treatment responders with a time-to-event endpoint 以时间为终点估算治疗应答者的治疗效果
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-01-18 DOI: 10.1111/sjos.12706
Andreas Nordland, Torben Martinussen
{"title":"Estimation of treatment effect among treatment responders with a time-to-event endpoint","authors":"Andreas Nordland, Torben Martinussen","doi":"10.1111/sjos.12706","DOIUrl":"https://doi.org/10.1111/sjos.12706","url":null,"abstract":"In a placebo-controlled clinical study one may calculate the average treatment effect to convey the effect of the active treatment on some outcome. However, if it is speculated that the treatment only has an effect if the patient responds to the treatment defined by a certain biomarker response, then it is arguably more relevant to estimate the treatment effect among such responders. We present such a causal parameter that is based on principal stratification and is identified under the exclusion of a treatment effect among the non-responders. We focus on time-;to-event outcomes allowing for right censoring, and construct a doubly robust and efficient estimator based on the associated efficient influence function. The properties of the estimator are showcased in a simulation study and the methodology is applied to the Leader trial investigating the effect of liraglutide on the occurrence of cardiovascular events.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"56 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139501684","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 plug-in classifier for multiclass classification of S.D.E. paths 用于 S.D.E. 路径多类分类的非参数插件分类器
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-01-15 DOI: 10.1111/sjos.12702
Christophe Denis, Charlotte Dion-Blanc, Eddy Ella-Mintsa, Viet Chi Tran
{"title":"Nonparametric plug-in classifier for multiclass classification of S.D.E. paths","authors":"Christophe Denis, Charlotte Dion-Blanc, Eddy Ella-Mintsa, Viet Chi Tran","doi":"10.1111/sjos.12702","DOIUrl":"https://doi.org/10.1111/sjos.12702","url":null,"abstract":"We study the multiclass classification problem where the features come from a mixture of time-homogeneous diffusion.Specifically, the classes are discriminated by their drift functions while the diffusion coefficient is common to all classes and unknown.In this framework, we build a plug-in classifier which relies on nonparamateric estimators of the drift and diffusion functions.We first establish the consistency of our classification procedure under mild assumptions and then provide rates of convergence under different setof assumptions. Finally, a numerical study supports our theoretical findings.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"33 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139475214","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 effect of the working correlation on fitting models to longitudinal data 工作相关性对纵向数据模型拟合的影响
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-01-02 DOI: 10.1111/sjos.12704
Samuel Muller, Suojin Wang, A. H. Welsh
{"title":"The effect of the working correlation on fitting models to longitudinal data","authors":"Samuel Muller, Suojin Wang, A. H. Welsh","doi":"10.1111/sjos.12704","DOIUrl":"https://doi.org/10.1111/sjos.12704","url":null,"abstract":"We present a detailed discussion of the theoretical properties of quadratic inference function estimators of the parameters in marginal linear regression models. We consider the effect of the choice of working correlation on fundamental questions including the existence of quadratic inference function estimators, their relationship with generalized estimating equations estimators, and the robustness and asymptotic relative efficiency of quadratic inference function and generalized estimating equations estimators. We show that the quadratic inference function estimators do not always exist and propose a way to handle this. We then show that they have unbounded influence functions and can be more or less asymptotically efficient than generalized estimating equations estimators. We also present empirical evidence to demonstrate these results. We conclude that the choice of working correlation can have surprisingly large effects.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"46 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139077716","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
Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods† 黎曼流形蒙特卡罗方法的对数密度梯度协方差和自动度量张量†。
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-12-26 DOI: 10.1111/sjos.12705
Tore Selland Kleppe
{"title":"Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods†","authors":"Tore Selland Kleppe","doi":"10.1111/sjos.12705","DOIUrl":"https://doi.org/10.1111/sjos.12705","url":null,"abstract":"A metric tensor for Riemann manifold Monte Carlo particularly suited for non-linear Bayesian hierarchical models is proposed. The metric tensor is built from symmetric positive semidefinite log-density gradient covariance (LGC) matrices, which are also proposed and further explored here. The LGCs generalize the Fisher information matrix by measuring the joint information content and dependence structure of both a random variable and the parameters of said variable. Consequently, positive definite Fisher/LGC-based metric tensors may be constructed not only from the observation likelihoods as is current practice, but also from arbitrarily complicated non-linear prior/latent variable structures, provided the LGC may be derived for each conditional distribution used to construct said structures. The proposed methodology is highly automatic and allows for exploitation of any sparsity associated with the model in question. When implemented in conjunction with a Riemann manifold variant of the recently proposed numerical generalized randomized Hamiltonian Monte Carlo processes, the proposed methodology is highly competitive, in particular for the more challenging target distributions associated with Bayesian hierarchical models.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"41 11 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-12-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139053743","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
Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction 极值分布及其最大吸引域表示的有效辅助函数的特征
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-12-26 DOI: 10.1111/sjos.12701
Miriam Isabel Seifert
{"title":"Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction","authors":"Miriam Isabel Seifert","doi":"10.1111/sjos.12701","DOIUrl":"https://doi.org/10.1111/sjos.12701","url":null,"abstract":"In this paper we study two important representations for extreme value distributions and their max-domains of attraction (MDA), namely von Mises representation (vMR) and variation representation (VR), which are convenient ways to gain limit results. Both VR and vMR are defined via so-called auxiliary functions <i>ψ</i>. Up to now, however, the set of valid auxiliary functions for vMR has neither been characterized completely nor separated from those for VR. We contribute to the current literature by introducing “universal” auxiliary functions which are valid for both VR and vMR representations for the entire MDA distribution families. Then we identify exactly the sets of valid auxiliary functions for both VR and vMR. Moreover, we propose a method for finding appropriate auxiliary functions with analytically simple structure and provide them for several important distributions.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"11 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-12-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139053691","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
Consistent covariances estimation for stratum imbalances under minimization method for covariate-adaptive randomization 协方差自适应随机化最小化方法下分层不平衡的一致协方差估计
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-12-26 DOI: 10.1111/sjos.12703
Zixuan Zhao, Yanglei Song, Wenyu Jiang, Dongsheng Tu
{"title":"Consistent covariances estimation for stratum imbalances under minimization method for covariate-adaptive randomization","authors":"Zixuan Zhao, Yanglei Song, Wenyu Jiang, Dongsheng Tu","doi":"10.1111/sjos.12703","DOIUrl":"https://doi.org/10.1111/sjos.12703","url":null,"abstract":"Pocock and Simon's minimization method is a popular approach for covariate-adaptive randomization in clinical trials. Valid statistical inference with data collected under the minimization method requires the knowledge of the limiting covariance matrix of within-stratum imbalances, whose existence is only recently established. In this work, we propose a bootstrap-based estimator for this limit and establish its consistency, in particular, by Le Cam's third lemma. As an application, we consider in simulation studies adjustments to existing robust tests for treatment effects with survival data by the proposed estimator. It shows that the adjusted tests achieve a size close to the nominal level, and unlike other designs, the robust tests without adjustment may have an asymptotic size inflation issue under the minimization method.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"30 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-12-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139053744","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
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：604180095
Book学术官方微信