Journal of the Royal Statistical Society Series B-Statistical Methodology最新文献_第2页

Adaptive bootstrap tests for composite null hypotheses in the mediation pathway analysis 中介路径分析中复合零假设的自适应自举检验

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-11-14 DOI: 10.1093/jrsssb/qkad129

Yinqiu He, Peter X K Song, Gongjun Xu

引用次数: 1

Stratification pattern enumerator and its applications 分层模式枚举器及其应用

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-11-14 DOI: 10.1093/jrsssb/qkad125

Ye Tian, Hongquan Xu

{"title":"Stratification pattern enumerator and its applications","authors":"Ye Tian, Hongquan Xu","doi":"10.1093/jrsssb/qkad125","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad125","url":null,"abstract":"Abstract Space-filling designs are widely used in computer experiments. A minimum aberration-type space-filling criterion was recently proposed to rank and assess a family of space-filling designs including orthogonal array-based Latin hypercubes and strong orthogonal arrays. However, it is difficult to apply the criterion in practice because it requires intensive computation for determining the space-filling pattern, which measures the stratification properties of designs on various subregions. In this article, we propose a stratification pattern enumerator to characterise the stratification properties. The enumerator is easy to compute and can efficiently rank space-filling designs. We show that the stratification pattern enumerator is a linear combination of the space-filling pattern. Based on the connection, we develop efficient algorithms for calculating the space-filling pattern. In addition, we establish a lower bound for the stratification pattern enumerator and present construction methods for designs that achieve the lower bound using multiplication tables over Galois fields. The constructed designs have good space-filling properties in low-dimensional projections and are robust under various criteria.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"116 18","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134957609","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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

Proposer of the vote of thanks to Waudby-Smith and Ramdas and contribution to the Discussion of “Estimating the means of bounded random variables by betting” 对Waudby-Smith和Ramdas的感谢以及对“通过投注估计有界随机变量的均值”的讨论的贡献的提案者

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-11-09 DOI: 10.1093/jrsssb/qkad128

Peter Gürnwald

引用次数: 0

Dynamic synthetic control method for evaluating treatment effects in auto-regressive processes 评价自回归过程处理效果的动态综合控制方法

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-10-27 DOI: 10.1093/jrsssb/qkad103

Xiangyu Zheng, Song Xi Chen

引用次数: 0

Bayesian predictive decision synthesis 贝叶斯预测决策综合

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-10-24 DOI: 10.1093/jrsssb/qkad109

Emily Tallman, Mike West

引用次数: 0

Another look at bandwidth-free inference: a sample splitting approach 另一种无带宽推断方法:样本分割方法

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-10-20 DOI: 10.1093/jrsssb/qkad108

Yi Zhang, Xiaofeng Shao

{"title":"Another look at bandwidth-free inference: a sample splitting approach","authors":"Yi Zhang, Xiaofeng Shao","doi":"10.1093/jrsssb/qkad108","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad108","url":null,"abstract":"Abstract The bandwidth-free tests for a multi-dimensional parameter have attracted considerable attention in econometrics and statistics literature. These tests can be conveniently implemented due to their tuning-parameter free nature and possess more accurate size as compared to the traditional heteroskedasticity and autocorrelation consistent-based approaches. However, when sample size is small/medium, these bandwidth-free tests exhibit large size distortion when both the dimension of the parameter and the magnitude of temporal dependence are moderate, making them unreliable to use in practice. In this paper, we propose a sample splitting-based approach to reduce the dimension of the parameter to one for the subsequent bandwidth-free inference. Our SS–SN (sample splitting plus self-normalisation) idea is broadly applicable to many testing problems for time series, including mean testing, testing for zero autocorrelation, and testing for a change point in multivariate mean, among others. Specifically, we propose two types of SS–SN test statistics and derive their limiting distributions under both the null and alternatives and show their effectiveness in alleviating size distortion via simulations. In addition, we obtain the limiting distributions for both SS–SN test statistics in the multivariate mean testing problem when the dimension is allowed to diverge.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"5 7","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135567546","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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

Authors’ reply to the Discussion of “Estimating means of bounded random variables by betting” by Ian Waudby-Smith and Aaditya Ramdas 作者对Ian Waudby-Smith和Aaditya Ramdas关于“通过投注估计有界随机变量的均值”的讨论的回复

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-10-19 DOI: 10.1093/jrsssb/qkad127

Ian Waudby-Smith, Aaditya Ramdas

引用次数: 0

Art Owen's contribution to the Discussion of “Estimating means of bounded random variables by betting” by Ian Waudby-Smith and Aaditya Ramdas Art Owen对Ian Waudby-Smith和Aaditya Ramdas讨论的“通过投注估计有界随机变量的均值”的贡献

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-10-16 DOI: 10.1093/jrsssb/qkad116

Art B Owen

{"title":"Art Owen's contribution to the Discussion of “Estimating means of bounded random variables by betting” by Ian Waudby-Smith and Aaditya Ramdas","authors":"Art B Owen","doi":"10.1093/jrsssb/qkad116","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad116","url":null,"abstract":"I congratulate the authors on some very interesting work making connections between likelihood, betting and martingales. What caught my eye was the connection to the empirical likelihood (EL) (Owen, 2001) and the dual likelihood (Mykland, 1995). The hindsight optimal λ solves 0 = (cid:80) ti =1 ( x i − m ) / (1+ λ T ( x i − m )) = 0 corresponding to the observation weights w i ∝ 1 / (1 + λ T ( x i − m )) used in empirical likelihood. Two common alternatives use weights w i ∝ (cid:0) 1 − λ T ( x i − m ) (cid:1) and w i ∝ exp( − λ T ( x i − m )) arising from L 2 and entropy criteria, respectively (for different vectors λ ). The entropy weights connect to exponential tilting and logistic regression; see for instance Hainmueller (2012). The EL weights perform a kind of reciprocal tilting that gives them some special power properties. Kitamura (2003) shows that empirical likelihood tests cannot be dominated by other regular tests for moment restrictions, in a large deviations sense. His result is a nonparametric counterpart to the likelihood test optimality result of Hoeffding (1965) for multinomial distributions. Lazar and Mykland (1998) find that for true parametric models, empirical likelihood matches their power to second order and at third order either the empirical or the parametric tests could have greater power. In some overspecified moment models, empirical likelihood has such high power for detecting lack of fit that, under lack of fit, there cannot exist any pseudo-true value of the parameter for which the maximum EL estimate is root-n consistent (Schennach, 2007). We can now add that authors’ hindsight optimality to this list of power properties.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136079630","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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

David Siegmund's contribution to the Discussion of “Estimating the means of bounded random variables by betting” by Ian Waudby-Smith and Aaditya Ramdas David Siegmund对Ian Waudby-Smith和Aaditya Ramdas讨论的“通过投注估计有界随机变量的均值”的贡献

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-10-13 DOI: 10.1093/jrsssb/qkad117

David Siegmund

引用次数: 0

Davison and Rodionov's contribution to the discussion of “Estimating means of bounded random variables by betting” by Ian Waudby-Smith and Aaditya Ramdas Davison和Rodionov对Ian Waudby-Smith和Aaditya Ramdas讨论的“通过投注估计有界随机变量的均值”的贡献

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-10-11 DOI: 10.1093/jrsssb/qkad118

Anthony C Davison, Igor Rodionov

引用次数: 0