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IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-05-17 DOI: 10.1111/sjos.12599
{"title":"Issue Information","authors":"","doi":"10.1111/sjos.12599","DOIUrl":"https://doi.org/10.1111/sjos.12599","url":null,"abstract":"","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48470654","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
Outlier detection based on extreme value theory and applications 基于极值理论的异常值检测及其应用
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-05-17 DOI: 10.1111/sjos.12665
Shrijita Bhattacharya, Francois Kamper, J. Beirlant
{"title":"Outlier detection based on extreme value theory and applications","authors":"Shrijita Bhattacharya, Francois Kamper, J. Beirlant","doi":"10.1111/sjos.12665","DOIUrl":"https://doi.org/10.1111/sjos.12665","url":null,"abstract":"Whether an extreme observation is an outlier or not depends strongly on the corresponding tail behavior of the underlying distribution. We develop an automatic, data‐driven method rooted in the mathematical theory of extremes to identify observations that deviate from the intermediate and central characteristics. The proposed algorithm is an extension of a method previously proposed in the literature for the specific case of heavy tailed Pareto‐type distributions to all max‐domains of attraction. We propose some applications such as a tail‐adjusted boxplot which yields a more accurate representation of possible outliers, and the identification of outliers in a multivariate context through an analysis of associated random variables such as local outlier factors. Several examples and simulation results illustrate the finite sample behavior of the algorithm and its applications.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"50 1","pages":"1466 - 1502"},"PeriodicalIF":1.0,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46062864","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 adaptive estimation for Interacting particle systems 相互作用粒子系统的非参数自适应估计
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-05-08 DOI: 10.1111/sjos.12661
F. Comte, V. Genon-Catalot
{"title":"Nonparametric adaptive estimation for Interacting particle systems","authors":"F. Comte, V. Genon-Catalot","doi":"10.1111/sjos.12661","DOIUrl":"https://doi.org/10.1111/sjos.12661","url":null,"abstract":". We consider a stochastic system of N interacting particles with constant di(cid:27)usion coe(cid:30)cient and drift linear in space, time-depending on two unknown deterministic functions. Our concern here is the nonparametric estimation of these functions from a continuous observation of the process on [0 , T ] for (cid:28)xed T and large N . We de(cid:28)ne two collections of projection estimators belonging to (cid:28)nite-dimensional subspaces of L 2 ([0 , T ]) . We study the L 2 -risks of these estimators, where the risk is de(cid:28)ned either by the expectation of an empirical norm or by the expectation of a deterministic norm. Afterwards, we propose a data-driven choice of the dimensions and study the risk of the adaptive estimators. The results are illustrated by numerical experiments on simulated data.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48367198","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
A robust model averaging approach for partially linear models with responses missing at random 随机响应缺失的部分线性模型的鲁棒模型平均方法
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-05-08 DOI: 10.1111/sjos.12659
Zhongqi Liang, Qihua Wang
{"title":"A robust model averaging approach for partially linear models with responses missing at random","authors":"Zhongqi Liang, Qihua Wang","doi":"10.1111/sjos.12659","DOIUrl":"https://doi.org/10.1111/sjos.12659","url":null,"abstract":"In this paper, with an assumed parametric model for the selection probability function, a robust model averaging estimation method is proposed for partially linear models with responses missing at random. The method is based on a weighted Mallows‐type criterion. The method is robust in the sense that the asymptotic optimality holds true as long as the true model of the selection probability function is some measurable function of its assumed model. The optimal weight vector for model averaging is obtained by minimizing the weighted Mallows‐type criterion. It is shown that the robust model averaging method achieves the lowest possible squared error asymptotically. Some simulation studies were conducted to evaluate the proposed method. An application to two real examples are provided as illustration.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49286763","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
Errata for “A framework for covariate balance using Bregman distances” “使用布雷格曼距离的协变量平衡框架”的勘误表
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-05-01 DOI: 10.1111/sjos.12657
{"title":"Errata for “A framework for covariate balance using Bregman distances”","authors":"","doi":"10.1111/sjos.12657","DOIUrl":"https://doi.org/10.1111/sjos.12657","url":null,"abstract":"This aligns with efficiency bound targeted in the proof within the online supplement. Second, in equation (26), there is an errant qi included into the right-hand side of the second constraint that should be removed. Finally, the description of the hdCBPS in Section 5.2 requires clarification. The itemized entry should instead state “An augmented version of CBPS that extends (34) by using regularized regression techniques to find debiased estimates of the potential outcome means.” The new wording better reflects the hdCBPS method versus the original description.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49009937","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
Efficient t 0 ‐year risk regression using the logistic model 使用逻辑模型的有效t 0年风险回归
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-04-26 DOI: 10.1111/sjos.12658
T. Martinussen, T. Scheike
{"title":"Efficient\u0000 t\u0000 0\u0000 ‐year risk regression using the logistic model","authors":"T. Martinussen, T. Scheike","doi":"10.1111/sjos.12658","DOIUrl":"https://doi.org/10.1111/sjos.12658","url":null,"abstract":"In some clinical studies patient survival beyond a specific point in time, t0$$ {t}_0 $$ , say, may be of special interest as it may for instance indicate patient cure. To analyze the t0$$ {t}_0 $$ ‐year risk for such patients may be accomplished using logistic regression with appropriate weights (IPWCC) that may further be augmented (AIPWCC) to improve efficiency. In this paper, we derive the most efficient estimator for this problem, which is different from the AIPWCC based on the full data efficient influence function. We first give the result for a survival endpoint and then generalize to the competing risk setting. The proposed estimators superior behavior is illustrated using simulations as well as applying it to some real data concerning the survival of blood and marrow transplanted patients.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45028261","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
Adaptive estimation of intensity in a doubly stochastic Poisson Process 双随机Poisson过程强度的自适应估计
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-04-18 DOI: 10.1111/sjos.12651
Thomas Deschatre
{"title":"Adaptive estimation of intensity in a doubly stochastic Poisson Process","authors":"Thomas Deschatre","doi":"10.1111/sjos.12651","DOIUrl":"https://doi.org/10.1111/sjos.12651","url":null,"abstract":"In this paper, I consider a doubly stochastic Poisson process with intensity λt=qXt$$ {lambda}_t=qleft({X}_tright) $$ where X$$ X $$ is a continuous Itô semi‐martingale. Both processes are observed continuously over a fixed period 0,1$$ left[0,1right] $$ . I propose a local polynomial estimator for the function q$$ q $$ on a given interval. Next, I propose a method to select the bandwidth in a nonasymptotic framework that leads to an oracle inequality. Considering the asymptotic n$$ n $$ , and q=nq˜$$ q=ntilde{q} $$ , the accuracy of the proposed estimator over the Hölder class of order β$$ beta $$ is n−β2β+1$$ {n}^{frac{-beta }{2beta +1}} $$ if the degree of the chosen polynomial is greater than ⌊β⌋$$ leftlfloor beta rightrfloor $$ and it is optimal in the minimax setting. I apply those results to data on French temperature and electricity spot prices from which I infer the intensity of electricity spot spikes as a function of the temperature.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47185773","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
Regularized t distribution: definition, properties and applications 正则化分布:定义、性质和应用。
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-04-14 DOI: 10.1111/sjos.12655
Zongliang Hu, Yiping Yang, Gaorong Li, T. Tong
{"title":"Regularized t distribution: definition, properties and applications","authors":"Zongliang Hu, Yiping Yang, Gaorong Li, T. Tong","doi":"10.1111/sjos.12655","DOIUrl":"https://doi.org/10.1111/sjos.12655","url":null,"abstract":"For gene expression data analysis, an important task is to identify genes that are differentially expressed between two or more groups. Nevertheless, as biological experiments are often measured with a relatively small number of samples, how to accurately estimate the variances of gene expression becomes a challenging issue. To tackle this problem, we introduce a regularized t$$ t $$ distribution and derive its statistical properties including the probability density function and the moment generating function. The noncentral regularized t$$ t $$ distribution is also introduced for computing the statistical power of hypothesis testing. For practical applications, we apply the regularized t$$ t $$ distribution to establish the null distribution of the regularized t$$ t $$ statistic, and then formulate it as a regularized t$$ t $$ ‐test for detecting the differentially expressed genes. Simulation studies and real data analysis show that our regularized t$$ t $$ ‐test performs much better than the Bayesian t$$ t $$ ‐test in the “limma” package, in particular when the sample sizes are small.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42701485","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
Discussion of “Divergence vs. Decision P$$ P $$ ‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P$$ P $$ ‐values Measure Evidence Even When Decision P$$ P $$ ‐values Do Not” by Sander Greenland 关于Sander Greenland的“Divergence vs. Decision P $$ P $$‐values:一个值得在理论和实践中做出的区分——或者，Divergence P $$ P $$‐values如何在决策P $$ P $$‐values不测量证据的情况下测量证据”的讨论
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-04-14 DOI: 10.1111/sjos.12656
K. Rice
{"title":"Discussion of “Divergence vs. Decision P$$ P $$ ‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P$$ P $$ ‐values Measure Evidence Even When Decision P$$ P $$ ‐values Do Not” by Sander Greenland","authors":"K. Rice","doi":"10.1111/sjos.12656","DOIUrl":"https://doi.org/10.1111/sjos.12656","url":null,"abstract":"I congratulate the author on a stimulating paper, that greatly clarifies important foundational issues. The paper’s utility should also go beyond mere academic interests: misuse of statistical tests and/or p -values is a major problem in practice, so clarity over what these methods provide (and what they do not) should help users connect the analyses they implement with the scientific questions they aim to answer.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"50 1","pages":"931 - 933"},"PeriodicalIF":1.0,"publicationDate":"2023-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45017986","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 with semiparametric nonignorable nonresponse models 半参数不可忽略非响应模型的统计推断
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2023-04-14 DOI: 10.1111/sjos.12652
Masatoshi Uehara, Danhyang Lee, Jae Kwang Kim
{"title":"Statistical Inference with semiparametric nonignorable nonresponse models","authors":"Masatoshi Uehara, Danhyang Lee, Jae Kwang Kim","doi":"10.1111/sjos.12652","DOIUrl":"https://doi.org/10.1111/sjos.12652","url":null,"abstract":"How to deal with nonignorable response is often a challenging problem encountered in statistical analysis with missing data. Parametric model assumption for the response mechanism is sensitive to model misspecification. We consider a semiparametric response model that relaxes the parametric model assumption in the response mechanism. Two types of efficient estimators, profile maximum likelihood estimator and profile calibration estimator, are proposed, and their asymptotic properties are investigated. Two extensive simulation studies are used to compare with some existing methods. We present an application of our method using data from the Korean Labor and Income Panel Survey.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":" ","pages":""},"PeriodicalIF":1.0,"publicationDate":"2023-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46853750","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
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