Statistical Papers最新文献_第10页

FDR control and power analysis for high-dimensional logistic regression via StabKoff 基于StabKoff的高维逻辑回归的FDR控制和功率分析

3区数学

Statistical Papers Pub Date : 2023-10-18 DOI: 10.1007/s00362-023-01501-5

Panxu Yuan, Yinfei Kong, Gaorong Li

引用次数: 1

A weighted average limited information maximum likelihood estimator 加权平均有限信息极大似然估计

3区数学

Statistical Papers Pub Date : 2023-10-07 DOI: 10.1007/s00362-023-01485-2

Muhammad Qasim

引用次数: 0

Space-filling designs with a Dirichlet distribution for mixture experiments 混合试验中Dirichlet分布的空间填充设计

3区数学

Statistical Papers Pub Date : 2023-10-07 DOI: 10.1007/s00362-023-01493-2

Astrid Jourdan

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引用次数: 0

On the test of covariance between two high-dimensional random vectors 关于两个高维随机向量间协方差的检验

3区数学

Statistical Papers Pub Date : 2023-10-07 DOI: 10.1007/s00362-023-01500-6

Yongshuai Chen, Wenwen Guo, Hengjian Cui

引用次数: 0

Professor Heinz Neudecker and matrix differential calculus Heinz Neudecker教授和矩阵微分学

3区数学

Statistical Papers Pub Date : 2023-10-03 DOI: 10.1007/s00362-023-01499-w

Shuangzhe Liu, Götz Trenkler, Tõnu Kollo, Dietrich von Rosen, Oskar Maria Baksalary

引用次数: 0

Maximum Likelihood With a Time Varying Parameter 具有时变参数的最大似然

3区数学

Statistical Papers Pub Date : 2023-09-29 DOI: 10.1007/s00362-023-01497-y

Alberto Lanconelli, Christopher S. A. Lauria

引用次数: 0

ROBOUT: a conditional outlier detection methodology for high-dimensional data ROBOUT:一种高维数据的条件离群值检测方法

3区数学

Statistical Papers Pub Date : 2023-09-29 DOI: 10.1007/s00362-023-01492-3

Matteo Farnè, Angelos Vouldis

{"title":"ROBOUT: a conditional outlier detection methodology for high-dimensional data","authors":"Matteo Farnè, Angelos Vouldis","doi":"10.1007/s00362-023-01492-3","DOIUrl":"https://doi.org/10.1007/s00362-023-01492-3","url":null,"abstract":"Abstract This paper presents a methodology, called ROBOUT, to identify outliers conditional on a high-dimensional noisy information set. In particular, ROBOUT is able to identify observations with outlying conditional mean or variance when the dataset contains multivariate outliers in or besides the predictors, multi-collinearity, and a large variable dimension compared to the sample size. ROBOUT entails a pre-processing step, a preliminary robust imputation procedure that prevents anomalous instances from corrupting predictor recovery, a selection stage of the statistically relevant predictors (through cross-validated LASSO-penalized Huber loss regression), the estimation of a robust regression model based on the selected predictors (via MM regression), and a criterion to identify conditional outliers. We conduct a comprehensive simulation study in which the proposed algorithm is tested under a wide range of perturbation scenarios. The combination formed by LASSO-penalized Huber loss and MM regression turns out to be the best in terms of conditional outlier detection under the above described perturbed conditions, also compared to existing integrated methodologies like Sparse Least Trimmed Squares and Robust Least Angle Regression. Furthermore, the proposed methodology is applied to a granular supervisory banking dataset collected by the European Central Bank, in order to model the total assets of euro area banks.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"64 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":"135199371","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}

引用次数: 0

Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data 随机截断数据的变系数部分非线性模型的分位数回归

3区数学

Statistical Papers Pub Date : 2023-09-29 DOI: 10.1007/s00362-023-01498-x

Hong-Xia Xu, Guo-Liang Fan, Han-Ying Liang

引用次数: 0

Variable selection in proportional odds model with informatively interval-censored data 具有信息间隔截尾数据的比例赔率模型中的变量选择

3区数学

Statistical Papers Pub Date : 2023-09-29 DOI: 10.1007/s00362-023-01486-1

Bo Zhao, Shuying Wang, Chunjie Wang

引用次数: 0

On strongly dependent zero-inflated INAR(1) processes 关于强相关零膨胀的INAR(1)过程

3区数学

Statistical Papers Pub Date : 2023-09-29 DOI: 10.1007/s00362-023-01496-z

Jan Beran, Frieder Droullier

引用次数: 0