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A critical note on the exponentiated EWMA chart 关于指数化 EWMA 图表的重要说明

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-08-23 DOI: 10.1007/s00362-024-01601-w

Abdul Haq, William H. Woodall

引用次数: 0

Hadamard matrices, quaternions, and the Pearson chi-square statistic 哈达玛矩阵、四元数和皮尔逊卡方统计量

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-08-21 DOI: 10.1007/s00362-024-01602-9

Abbas Alhakim

引用次数: 0

Exceedance statistics based on bottom- $$k$$ -lists 基于底部 $$k$$ 列表的超标统计数据

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-25 DOI: 10.1007/s00362-024-01581-x

Agah Kozan, Burak Uyar, Halil Tanil

引用次数: 0

General classes of bivariate distributions for modeling data with common observations 为具有共同观测数据建模的二元分布的一般类别

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-20 DOI: 10.1007/s00362-024-01589-3

Na Young Yoo, Ji Hwan Cha

{"title":"General classes of bivariate distributions for modeling data with common observations","authors":"Na Young Yoo, Ji Hwan Cha","doi":"10.1007/s00362-024-01589-3","DOIUrl":"https://doi.org/10.1007/s00362-024-01589-3","url":null,"abstract":"In analyzing bivariate data sets, data with common observations are frequently encountered and, in this case, existing absolutely continuous bivariate distributions are not applicable. Only a few models, such as the bivariate distribution proposed by Marshall and Olkin (J Am Stat Assoc 62(317):30–44, 1967), have been developed to model such data sets and the choice of models to fit data sets having common observations is very limited. In this paper, three general classes of bivariate distributions for modeling data with common observations are developed. To develop the bivariate distributions, we employ a probability model in reliability. Considering a system with two components, it is assumed that, when the first failure of the components occurs, with some probability, it immediately causes the failure of the remaining component, and, with complementary probability, the residual lifetime of the remaining component is shortened according to some stochastic order. It will be shown that, by specifying the underlying distributions contained in the joint distribution, numerous families of bivariate distributions can be generated. Therefore, this work provides substantially increased flexibility in modeling data sets with common observations. The developed models are fitted to two real-life data sets and it is shown that these models outperform the existing models in terms of fitting performance and their performances are satisfactory.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"43 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141744105","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

Hotelling $$T^2$$ test in high dimensions with application to Wilks outlier method 高维度 Hotelling $$T^2$ 检验与 Wilks 离群值方法的应用

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-19 DOI: 10.1007/s00362-024-01587-5

Reza Modarres

引用次数: 0

On the functional regression model and its finite-dimensional approximations 关于函数回归模型及其有限维近似值

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-10 DOI: 10.1007/s00362-024-01567-9

José R. Berrendero, Alejandro Cholaquidis, Antonio Cuevas

{"title":"On the functional regression model and its finite-dimensional approximations","authors":"José R. Berrendero, Alejandro Cholaquidis, Antonio Cuevas","doi":"10.1007/s00362-024-01567-9","DOIUrl":"https://doi.org/10.1007/s00362-024-01567-9","url":null,"abstract":"The problem of linearly predicting a scalar response Y from a functional (random) explanatory variable (X=X(t), tin I) is considered. It is argued that the term “linearly” can be interpreted in several meaningful ways. Thus, one could interpret that (up to a random noise) Y could be expressed as a linear combination of a finite family of marginals (X(t_i)) of the process X, or a limit of a sequence of such linear combinations. This simple point of view (which has some precedents in the literature) leads to a formulation of the linear model in terms of the RKHS space generated by the covariance function of the process X(t). It turns out that such RKHS-based formulation includes the standard functional linear model, based on the inner product in the space (L^2[0,1]), as a particular case. It includes as well all models in which Y is assumed to be (up to an additive noise) a linear combination of a finite number of linear projections of X. Some consistency results are proved which, in particular, lead to an asymptotic approximation of the predictions derived from the general (functional) linear model in terms of finite-dimensional models based on a finite family of marginals (X(t_i)), for an increasing grid of points (t_j) in I. We also include a discussion on the crucial notion of coefficient of determination (aimed at assessing the fit of the model) in this setting. A few experimental results are given.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"18 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141566634","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

Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases 具有自回归对称误差的加性偏线性模型及其在呼吸系统疾病住院治疗中的应用

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-09 DOI: 10.1007/s00362-024-01590-w

Shu Wei Chou-Chen, Rodrigo A. Oliveira, Irina Raicher, Gilberto A. Paula

{"title":"Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases","authors":"Shu Wei Chou-Chen, Rodrigo A. Oliveira, Irina Raicher, Gilberto A. Paula","doi":"10.1007/s00362-024-01590-w","DOIUrl":"https://doi.org/10.1007/s00362-024-01590-w","url":null,"abstract":"Additive partial linear models with symmetric autoregressive errors of order p are proposed in this paper for modeling time series data. Specifically, we apply this model class to explain the weekly hospitalization for respiratory diseases in Sorocaba, São Paulo, Brazil, by incorporating climate and pollution as covariates, trend and seasonality. The main feature of this model class is its capability of considering a set of explanatory variables with linear and nonlinear structures, which allows, for example, to model jointly trend and seasonality of a time series with additive functions for the nonlinear explanatory variables and a predictor to accommodate discrete and linear explanatory variables. Additionally, the conditional symmetric errors allow the possibility of fitting data with high correlation order, as well as error distributions with heavier or lighter tails than the normal ones. We present the model class and a novel iterative process is derived by combining a P-GAM type algorithm with a quasi-Newton procedure for the parameter estimation. The inferential results, diagnostic procedures, including conditional quantile residual analysis and local influence analysis for sensitivity, are discussed. Simulation studies are performed to assess finite sample properties of parametric and nonparametric estimators. Finally, the data set analysis and concluding remarks are given.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"11 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141566875","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

Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects 具有固定效应的半参数变化系数空间自回归面板模型的轮廓准极大似然估计

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-08 DOI: 10.1007/s00362-024-01586-6

Ruiqin Tian, Miaojie Xia, Dengke Xu

引用次数: 0

Estimation of multicomponent system reliability for inverse Weibull distribution using survival signature 利用生存特征估算逆 Weibull 分布的多组件系统可靠性

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-05 DOI: 10.1007/s00362-024-01588-4

Nabakumar Jana, Samadrita Bera

引用次数: 0

Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test 利用恒定应力部分加速寿命试验，推断渐进式首次失效普查下的 Weibull 倒指数分布

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-07-02 DOI: 10.1007/s00362-024-01583-9

Abdullah Fathi, Al-Wageh A. Farghal, Ahmed A. Soliman

{"title":"Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test","authors":"Abdullah Fathi, Al-Wageh A. Farghal, Ahmed A. Soliman","doi":"10.1007/s00362-024-01583-9","DOIUrl":"https://doi.org/10.1007/s00362-024-01583-9","url":null,"abstract":"Accelerated life tests (ALTs) play a pivotal role in life testing experiments as they significantly reduce costs and testing time. Hence, this paper investigates the statistical inference issue for the Weibull inverted exponential distribution (WIED) under the progressive first-failure censoring (PFFC) data with the constant-stress partially ALT (CSPALT) under progressive first-failure censoring (PFFC) data for Weibull inverted exponential distribution (WIED). For classical inference, maximum likelihood (ML) estimates for both the parameters and the acceleration factor are derived. Making use of the Fisher information matrix (FIM), asymptotic confidence intervals (ACIs) are constructed for all parameters. Besides, two parametric bootstrap techniques are implemented. For Bayesian inference based on a proposed technique for eliciting the hyperparameters, the Markov chain Monte Carlo (MCMC) technique is provided to acquire Bayesian estimates. In this context, the Bayesian estimates are obtained under symmetric and asymmetric loss functions, and the corresponding credible intervals (CRIs) are constructed. A simulation study is carried out to assay the performance of the ML, bootstrap, and Bayesian estimates, as well as to compare the performance of the corresponding confidence intervals (CIs). Finally, real-life engineering data is analyzed for illustrative purposes.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"31 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141517788","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