{"title":"Two-piece distribution based semi-parametric quantile regression for right censored data","authors":"Worku Biyadgie Ewnetu, Irène Gijbels, Anneleen Verhasselt","doi":"10.1007/s00362-023-01475-4","DOIUrl":"https://doi.org/10.1007/s00362-023-01475-4","url":null,"abstract":"","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"122 44","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135138334","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data","authors":"Yang Liu, Rong Kuang, Guanfu Liu","doi":"10.1007/s00362-023-01503-3","DOIUrl":"https://doi.org/10.1007/s00362-023-01503-3","url":null,"abstract":"","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"123 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135818669","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"FDR control and power analysis for high-dimensional logistic regression via StabKoff","authors":"Panxu Yuan, Yinfei Kong, Gaorong Li","doi":"10.1007/s00362-023-01501-5","DOIUrl":"https://doi.org/10.1007/s00362-023-01501-5","url":null,"abstract":"","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135883996","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A weighted average limited information maximum likelihood estimator","authors":"Muhammad Qasim","doi":"10.1007/s00362-023-01485-2","DOIUrl":"https://doi.org/10.1007/s00362-023-01485-2","url":null,"abstract":"Abstract In this article, a Stein-type weighted limited information maximum likelihood (LIML) estimator is proposed. It is based on a weighted average of the ordinary least squares (OLS) and LIML estimators, with weights inversely proportional to the Hausman test statistic. The asymptotic distribution of the proposed estimator is derived by means of local-to-exogenous asymptotic theory. In addition, the asymptotic risk of the Stein-type LIML estimator is calculated, and it is shown that the risk is strictly smaller than the risk of the LIML under certain conditions. A Monte Carlo simulation and an empirical application of a green patent dataset from Nordic countries are used to demonstrate the superiority of the Stein-type LIML estimator to the OLS, two-stage least squares, LIML and combined estimators when the number of instruments is large.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135254336","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Space-filling designs with a Dirichlet distribution for mixture experiments","authors":"Astrid Jourdan","doi":"10.1007/s00362-023-01493-2","DOIUrl":"https://doi.org/10.1007/s00362-023-01493-2","url":null,"abstract":"Uniform designs are widely used for experiments with mixtures. The uniformity of the design points is usually evaluated with a discrepancy criterion. In this paper, we propose a new criterion to measure the deviation between the design point distribution and a Dirichlet distribution. The support of the Dirichlet distribution, is defined by the set of d-dimensional vectors whose entries are real numbers in the interval [0,1] such that the sum of the coordinates is equal to 1. This support is suitable for mixture experiments. Depending on its parameters, the Dirichlet distribution allows symmetric or asymmetric, uniform or more concentrated point distribution. The difference between the empirical and the target distributions is evaluated with the Kullback–Leibler divergence. We use two methods to estimate the divergence: the plug-in estimate and the nearest-neighbor estimate. The resulting two criteria are used to build space-filling designs for mixture experiments. In the particular case of the flat Dirichlet distribution, both criteria lead to uniform designs. They are compared to existing uniformity criteria. The advantage of the new criteria is that they allow other distributions than uniformity and they are fast to compute.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135252055","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the test of covariance between two high-dimensional random vectors","authors":"Yongshuai Chen, Wenwen Guo, Hengjian Cui","doi":"10.1007/s00362-023-01500-6","DOIUrl":"https://doi.org/10.1007/s00362-023-01500-6","url":null,"abstract":"","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135254337","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Shuangzhe Liu, Götz Trenkler, Tõnu Kollo, Dietrich von Rosen, Oskar Maria Baksalary
{"title":"Professor Heinz Neudecker and matrix differential calculus","authors":"Shuangzhe Liu, Götz Trenkler, Tõnu Kollo, Dietrich von Rosen, Oskar Maria Baksalary","doi":"10.1007/s00362-023-01499-w","DOIUrl":"https://doi.org/10.1007/s00362-023-01499-w","url":null,"abstract":"","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135696549","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Maximum Likelihood With a Time Varying Parameter","authors":"Alberto Lanconelli, Christopher S. A. Lauria","doi":"10.1007/s00362-023-01497-y","DOIUrl":"https://doi.org/10.1007/s00362-023-01497-y","url":null,"abstract":"Abstract We consider the problem of tracking an unknown time varying parameter that characterizes the probabilistic evolution of a sequence of independent observations. To this aim, we propose a stochastic gradient descent-based recursive scheme in which the log-likelihood of the observations acts as time varying gain function. We prove convergence in mean-square error in a suitable neighbourhood of the unknown time varying parameter and illustrate the details of our findings in the case where data are generated from distributions belonging to the exponential family.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135244210","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}