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Journal of Nonparametric Statistics最新文献

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Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data 针对超高频金融交易数据的复合不均匀泊松过程的贝叶斯半参数估计
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-03-12 DOI: 10.1080/10485252.2024.2324290
Masaru Hashimoto, Peter J. Lenk
{"title":"Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data","authors":"Masaru Hashimoto, Peter J. Lenk","doi":"10.1080/10485252.2024.2324290","DOIUrl":"https://doi.org/10.1080/10485252.2024.2324290","url":null,"abstract":"Marked point processes provide a flexible framework for studying ultra-high frequency financial data that records the time and price for each transaction. This paper estimates compound, inhomogeneo...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"43 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140127360","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 robust estimation based on penalised regularisation for the varying-coefficient additive model 基于惩罚正则化的变化系数加法模型稳健估算
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-03-07 DOI: 10.1080/10485252.2024.2320801
Yaxuan Zhao, Yuehan Yang
{"title":"A robust estimation based on penalised regularisation for the varying-coefficient additive model","authors":"Yaxuan Zhao, Yuehan Yang","doi":"10.1080/10485252.2024.2320801","DOIUrl":"https://doi.org/10.1080/10485252.2024.2320801","url":null,"abstract":"To effectively handle functional data and longitudinal data, we propose a robust estimation approach based on penalised regularisation with the framework of the varying-coefficient additive model. ...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"12 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140127056","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
Checking normality of model errors under additive distortion measurement errors 检查加性失真测量误差下模型误差的正态性
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-03-05 DOI: 10.1080/10485252.2024.2320798
Mengyao Li, Jiangshe Zhang, Jun Zhang, Yan Zhou
{"title":"Checking normality of model errors under additive distortion measurement errors","authors":"Mengyao Li, Jiangshe Zhang, Jun Zhang, Yan Zhou","doi":"10.1080/10485252.2024.2320798","DOIUrl":"https://doi.org/10.1080/10485252.2024.2320798","url":null,"abstract":"We study the goodness-of-fit tests for checking the normality of the model errors under the additive distortion measurement error settings. Neither the response variable nor the covariates can be d...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"104 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140033848","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 powerful nonparametric test of the effect of dementia duration on mortality 对痴呆症持续时间对死亡率的影响进行强有力的非参数检验
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-03-05 DOI: 10.1080/10485252.2024.2320128
Rafael Weißbach, Lucas Radloff, Constantin Reinke, G. Doblhammer
{"title":"A powerful nonparametric test of the effect of dementia duration on mortality","authors":"Rafael Weißbach, Lucas Radloff, Constantin Reinke, G. Doblhammer","doi":"10.1080/10485252.2024.2320128","DOIUrl":"https://doi.org/10.1080/10485252.2024.2320128","url":null,"abstract":"A continuous-time multi-state history is semi-Markovian, if an intensity to migrate from one state into a second, depends on the duration in the first state. Such duration can be formalised as mark...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"267 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140033868","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
Robust sufficient dimension reduction via α-distance covariance 通过α-距离协方差实现稳健的充分降维
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-02-19 DOI: 10.1080/10485252.2024.2313137
Hsin-Hsiung Huang, Feng Yu, Teng Zhang
{"title":"Robust sufficient dimension reduction via α-distance covariance","authors":"Hsin-Hsiung Huang, Feng Yu, Teng Zhang","doi":"10.1080/10485252.2024.2313137","DOIUrl":"https://doi.org/10.1080/10485252.2024.2313137","url":null,"abstract":"We introduce a novel sufficient dimension-reduction (SDR) method which is robust against outliers using α-distance covariance (dCov) in dimension-reduction problems. Under very mild conditions on t...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"10 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139911250","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
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions Good-bootstrap: 大字母分布的同步置信区间
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-02-12 DOI: 10.1080/10485252.2024.2313706
Daniel Marton, Amichai Painsky
{"title":"Good-bootstrap: simultaneous confidence intervals for large alphabet distributions","authors":"Daniel Marton, Amichai Painsky","doi":"10.1080/10485252.2024.2313706","DOIUrl":"https://doi.org/10.1080/10485252.2024.2313706","url":null,"abstract":"Simultaneous confidence intervals (SCI) for multinomial proportions are a corner stone in count data analysis and a key component in many applications. A variety of schemes were introduced over the...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"22 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139772953","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
Empirical likelihood based confidence regions for functional of copulas 基于经验似然法的共线函数置信区
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-02-05 DOI: 10.1080/10485252.2024.2312396
Salim Bouzebda, Amor Keziou
{"title":"Empirical likelihood based confidence regions for functional of copulas","authors":"Salim Bouzebda, Amor Keziou","doi":"10.1080/10485252.2024.2312396","DOIUrl":"https://doi.org/10.1080/10485252.2024.2312396","url":null,"abstract":"In the present paper, we are mainly concerned with the statistical inference for the functional of nonparametric copula models satisfying linear constraints. The asymptotic properties of the obtain...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"12 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139761605","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 Bayes multiresolution testing for high-dimensional rare events 针对高维罕见事件的非参数贝叶斯多分辨率测试
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-02-01 DOI: 10.1080/10485252.2024.2309978
Jyotishka Datta, Sayantan Banerjee, David B. Dunson
{"title":"Nonparametric Bayes multiresolution testing for high-dimensional rare events","authors":"Jyotishka Datta, Sayantan Banerjee, David B. Dunson","doi":"10.1080/10485252.2024.2309978","DOIUrl":"https://doi.org/10.1080/10485252.2024.2309978","url":null,"abstract":"In a variety of application areas, there is interest in assessing evidence of differences in the intensity of event realizations between groups. For example, in cancer genomic studies collecting da...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"112 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139761565","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 double exponential gamma-frailty model for clustered survival data 用于聚类生存数据的双指数伽玛-虚弱模型
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-01-25 DOI: 10.1080/10485252.2024.2304115
Mengqi Xie, Jie Zhou, Lei Liu
{"title":"A double exponential gamma-frailty model for clustered survival data","authors":"Mengqi Xie, Jie Zhou, Lei Liu","doi":"10.1080/10485252.2024.2304115","DOIUrl":"https://doi.org/10.1080/10485252.2024.2304115","url":null,"abstract":"We propose a double exponential gamma-frailty model for clustered survival data. This model addresses the limitation of shared gamma-frailty models, where the marginal effects of covariates diminis...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"12 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139581171","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 normality of kernel density estimation for mixing high-frequency data 混合高频数据核密度估计的渐近正态性
IF 1.2 4区 数学
Journal of Nonparametric Statistics Pub Date : 2024-01-25 DOI: 10.1080/10485252.2024.2307393
Shanchao Yang, Lanjiao Qin, Y. Wang, X. Yang
{"title":"Asymptotic normality of kernel density estimation for mixing high-frequency data","authors":"Shanchao Yang, Lanjiao Qin, Y. Wang, X. Yang","doi":"10.1080/10485252.2024.2307393","DOIUrl":"https://doi.org/10.1080/10485252.2024.2307393","url":null,"abstract":"High-frequency data is widely used and studied in many fields. In this paper, the asymptotic normality of kernel density estimator under ρ-mixing high-frequency data is studied. We first derive som...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"23 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139556771","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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