Statistical Papers最新文献_第5页

A trigamma-free approach for computing information matrices related to trigamma function 计算与三角函数相关的信息矩阵的无三角函数方法

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-20 DOI: 10.1007/s00362-024-01552-2

Zhou Yu, Niloufar Dousti Mousavi, Jie Yang

引用次数: 0

On some stable linear functional regression estimators based on random projections 基于随机投影的若干稳定线性函数回归估计器

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-17 DOI: 10.1007/s00362-024-01554-0

Asma Ben Saber, Abderrazek Karoui

{"title":"On some stable linear functional regression estimators based on random projections","authors":"Asma Ben Saber, Abderrazek Karoui","doi":"10.1007/s00362-024-01554-0","DOIUrl":"https://doi.org/10.1007/s00362-024-01554-0","url":null,"abstract":"In this work, we develop two stable estimators for solving linear functional regression problems. It is well known that such a problem is an ill-posed stochastic inverse problem. Hence, a special interest has to be devoted to the stability issue in the design of an estimator for solving such a problem. Our proposed estimators are based on combining a stable least-squares technique and a random projection of the slope function (beta _0(cdot )in L^2(J),) where J is a compact interval. Moreover, these estimators have the advantage of having a fairly good convergence rate with reasonable computational load, since the involved random projections are generally performed over a fairly small dimensional subspace of (L^2(J).) More precisely, the first estimator is given as a least-squares solution of a regularized minimization problem over a finite dimensional subspace of (L^2(J).) In particular, we give an upper bound for the empirical risk error as well as the convergence rate of this estimator. The second proposed stable LFR estimator is based on combining the least-squares technique with a dyadic decomposition of the i.i.d. samples of the stochastic process, associated with the LFR model. In particular, we provide an (L^2)-risk error of this second LFR estimator. Finally, we provide some numerical simulations on synthetic as well as on real data that illustrate the results of this work. These results indicate that our proposed estimators are competitive with some existing and popular LFR estimators.\u0000","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"14 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140612027","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

Testing practical relevance of treatment effects 测试治疗效果的实用性

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-17 DOI: 10.1007/s00362-024-01549-x

Andrea Ongaro, Sonia Migliorati, Roberto Ascari, Enrico Ripamonti

{"title":"Testing practical relevance of treatment effects","authors":"Andrea Ongaro, Sonia Migliorati, Roberto Ascari, Enrico Ripamonti","doi":"10.1007/s00362-024-01549-x","DOIUrl":"https://doi.org/10.1007/s00362-024-01549-x","url":null,"abstract":"Traditionally, common testing problems are formalized in terms of a precise null hypothesis representing an idealized situation such as absence of a certain “treatment effect”. However, in most applications the real purpose of the analysis is to assess evidence in favor of a practically relevant effect, rather than simply determining its presence/absence. This discrepancy leads to erroneous inferential conclusions, especially in case of moderate or large sample size. In particular, statistical significance, as commonly evaluated on the basis of a precise hypothesis low p value, bears little or no information on practical significance. This paper presents an innovative approach to the problem of testing the practical relevance of effects. This relies upon the proposal of a general method for modifying standard tests by making them suitable to deal with appropriate interval null hypotheses containing all practically irrelevant effect sizes. In addition, when it is difficult to specify exactly which effect sizes are irrelevant we provide the researcher with a benchmark value. Acceptance/rejection can be established purely by deciding on the (ir)relevance of this value. We illustrate our proposal in the context of many important testing setups, and we apply the proposed methods to two case studies in clinical medicine. First, we consider data on the evaluation of systolic blood pressure in a sample of adult participants at risk for nutritional deficit. Second, we focus on a study of the effects of remdesivir on patients hospitalized with COVID-19.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"190 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140612379","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

Supervised dimension reduction for functional time series 功能时间序列的监督降维

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-16 DOI: 10.1007/s00362-023-01505-1

Guochang Wang, Zengyao Wen, Shanming Jia, Shanshan Liang

{"title":"Supervised dimension reduction for functional time series","authors":"Guochang Wang, Zengyao Wen, Shanming Jia, Shanshan Liang","doi":"10.1007/s00362-023-01505-1","DOIUrl":"https://doi.org/10.1007/s00362-023-01505-1","url":null,"abstract":"Functional time series model has been the subject of the most research in recent years, and since functional data is infinite dimensional, dimension reduction is essential for functional time series. However, the majority of the existing dimension reduction methods such as the functional principal component and fixed basis expansion are unsupervised and typically result in information loss. Then, the functional time series model has an urgent need for a supervised dimension reduction method. The functional sufficient dimension reduction method is a supervised technique that adequately exploits the regression structure information, resulting in minimal information loss. Functional sliced inverse regression (FSIR) is the most popular functional sufficient dimension reduction method, but it cannot be applied directly to functional time series model. In this paper, we examine a functional time series model in which the response is a scalar time series and the explanatory variable is functional time series. We propose a novel supervised dimension reduction technique for the regression model by combining the FSIR and blind source separation methods. Furthermore, we propose innovative strategies for selecting the dimensionality of dimension reduction space and the lags of the functional time series. Numerical studies, including simulation studies and a real data analysis are show the effectiveness of the proposed methods.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"16 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140612442","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

Statistical inferences for missing response problems based on modified empirical likelihood 基于修正的经验似然法的缺失响应问题统计推断

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-16 DOI: 10.1007/s00362-024-01553-1

Sima Sharghi, Kevin Stoll, Wei Ning

引用次数: 0

A high-dimensional single-index regression for interactions between treatment and covariates 治疗与协变因素之间交互作用的高维单指数回归

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-13 DOI: 10.1007/s00362-024-01546-0

Hyung Park, Thaddeus Tarpey, Eva Petkova, R. Todd Ogden

引用次数: 0

Flexible-dimensional L-statistic for mean estimation of symmetric distributions 用于对称分布均值估计的灵活维度 L 统计量

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-06 DOI: 10.1007/s00362-024-01547-z

Juan Baz, Diego García-Zamora, Irene Díaz, Susana Montes, Luis Martínez

{"title":"Flexible-dimensional L-statistic for mean estimation of symmetric distributions","authors":"Juan Baz, Diego García-Zamora, Irene Díaz, Susana Montes, Luis Martínez","doi":"10.1007/s00362-024-01547-z","DOIUrl":"https://doi.org/10.1007/s00362-024-01547-z","url":null,"abstract":"Estimating the mean of a population is a recurrent topic in statistics because of its multiple applications. If previous data is available, or the distribution of the deviation between the measurements and the mean is known, it is possible to perform such estimation by using L-statistics, whose optimal linear coefficients, typically referred to as weights, are derived from a minimization of the mean squared error. However, such optimal weights can only manage sample sizes equal to the one used to derive them, while in real-world scenarios this size might slightly change. Therefore, this paper proposes a method to overcome such a limitation and derive approximations of flexible-dimensional optimal weights. To do so, a parametric family of functions based on extreme value reductions and amplifications is proposed to be adjusted to the cumulative optimal weights of a given sample from a symmetric distribution. Then, the application of Yager’s method to derive weights for ordered weighted average (OWA) operators allows computing the approximate optimal weights for sample sizes close to the original one. This method is justified from the theoretical point of view by proving a convergence result regarding the cumulative weights obtained for different sample sizes. Finally, the practical performance of the theoretical results is shown for several classical symmetric distributions.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"7 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140573737","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

Matrix-variate generalized linear model with measurement error 带测量误差的矩阵变量广义线性模型

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-06 DOI: 10.1007/s00362-024-01540-6

Tianqi Sun, Weiyu Li, Lu Lin

引用次数: 0

Some practical and theoretical issues related to the quantile estimators 与量化估计器有关的一些实践和理论问题

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-05 DOI: 10.1007/s00362-024-01543-3

Dagmara Dudek, Anna Kuczmaszewska

引用次数: 0

The exponentiated exponentially weighted moving average control chart 指数加权移动平均控制图

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-03 DOI: 10.1007/s00362-024-01544-2

Vasileios Alevizakos, Arpita Chatterjee, Kashinath Chatterjee, Christos Koukouvinos

{"title":"The exponentiated exponentially weighted moving average control chart","authors":"Vasileios Alevizakos, Arpita Chatterjee, Kashinath Chatterjee, Christos Koukouvinos","doi":"10.1007/s00362-024-01544-2","DOIUrl":"https://doi.org/10.1007/s00362-024-01544-2","url":null,"abstract":"Memory-type control charts are widely used for monitoring small to moderate shifts in the process parameter(s). In the present article, we present an exponentiated exponentially weighted moving average (Exp-EWMA) control chart that weights the past observations of a process using an exponentiated function. We evaluated the run-length characteristics of the Exp-EWMA chart via Monte Carlo simulations. A comparison study versus the CUSUM, EWMA and extended EWMA (EEWMA) charts under similar in-control (IC) run-length properties demonstrates that the Exp-EWMA chart is more effective for detecting small and, under certain circumstances, moderate shifts for both the zero-state and steady-state cases. Moreover, the Exp-EWMA chart has better zero-state out-of-control (OOC) performance than an EWMA chart with smoothing parameter equal to the limit to the infinity of the exponentiated function, while the two charts perform similarly for the steady-state case. Finally, it is shown that the Exp-EWMA chart is more IC robust than its competitors under several non-normal distributions. Two examples are provided to explain the implementation of the proposed chart","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"40 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140573634","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