Statistical Papers最新文献_第6页

A sequential feature selection approach to change point detection in mean-shift change point models 均值偏移变化点模型中变化点检测的顺序特征选择方法

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-03 DOI: 10.1007/s00362-024-01548-y

引用次数: 0

Hypothesis testing for varying coefficient models in tail index regression 尾部指数回归中不同系数模型的假设检验

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-04-02 DOI: 10.1007/s00362-024-01538-0

Koki Momoki, Takuma Yoshida

引用次数: 0

Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes 空间和时空点过程一阶强度估计的最小对比度

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-26 DOI: 10.1007/s00362-024-01541-5

Nicoletta D’Angelo, Giada Adelfio

{"title":"Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes","authors":"Nicoletta D’Angelo, Giada Adelfio","doi":"10.1007/s00362-024-01541-5","DOIUrl":"https://doi.org/10.1007/s00362-024-01541-5","url":null,"abstract":"In this paper, we harness a result in point process theory, specifically the expectation of the weighted K-function, where the weighting is done by the true first-order intensity function. This theoretical result can be employed as an estimation method to derive parameter estimates for a particular model assumed for the data. The underlying motivation is to avoid the difficulties associated with dealing with complex likelihoods in point process models and their maximization. The exploited result makes our method theoretically applicable to any model specification. In this paper, we restrict our study to Poisson models, whose likelihood represents the base for many more complex point process models. In this context, our proposed method can estimate the vector of local parameters that correspond to the points within the analyzed point pattern without introducing any additional complexity compared to the global estimation. We illustrate the method through simulation studies for both purely spatial and spatio-temporal point processes and show complex scenarios based on the Poisson model through the analysis of two real datasets concerning environmental problems.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"20 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140883224","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

The resampling method via representative points 通过代表点重新取样的方法

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-18 DOI: 10.1007/s00362-024-01536-2

Long-Hao Xu, Yinan Li, Kai-Tai Fang

{"title":"The resampling method via representative points","authors":"Long-Hao Xu, Yinan Li, Kai-Tai Fang","doi":"10.1007/s00362-024-01536-2","DOIUrl":"https://doi.org/10.1007/s00362-024-01536-2","url":null,"abstract":"The bootstrap method relies on resampling from the empirical distribution to provide inferences about the population with a distribution F. The empirical distribution serves as an approximation to the population. It is possible, however, to resample from another approximating distribution of F to conduct simulation-based inferences. In this paper, we utilize representative points to form an alternative approximating distribution of F for resampling. The representative points in terms of minimum mean squared error from F have been widely applied to numerical integration, simulation, and the problems of grouping, quantization, and classification. The method of resampling via representative points can be used to estimate the sampling distribution of a statistic of interest. A basic theory for the proposed method is established. We prove the convergence of higher-order moments of the new approximating distribution of F, and establish the consistency of sampling distribution approximation in the cases of the sample mean and sample variance under the Kolmogorov metric and Mallows–Wasserstein metric. Based on some numerical studies, it has been shown that the proposed resampling method improves the nonparametric bootstrap in terms of confidence intervals for mean and variance.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"84 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140147633","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

An heuristic scree plot criterion for the number of factors 因素数量的启发式克里图标准

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-18 DOI: 10.1007/s00362-023-01517-x

引用次数: 0

A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection 用于重叠群落检测的半正交非负矩阵三因子化算法

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-14 DOI: 10.1007/s00362-024-01537-1

Zhaoyang Li, Yuehan Yang

{"title":"A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection","authors":"Zhaoyang Li, Yuehan Yang","doi":"10.1007/s00362-024-01537-1","DOIUrl":"https://doi.org/10.1007/s00362-024-01537-1","url":null,"abstract":"In this paper, we focus on overlapping community detection and propose an efficient semi-orthogonal nonnegative matrix tri-factorization (semi-ONMTF) algorithm. This method factorizes a matrix X into an orthogonal matrix U, a nonnegative matrix B, and a transposed matrix (U^mathrm {scriptscriptstyle T} ). We use the Cayley Transformation to maintain strict orthogonality of U that each iteration stays on the Stiefel Manifold. This algorithm is computationally efficient because the solutions of U and B are simplified into a matrix-wise update algorithm. Applying this method, we detect overlapping communities by the belonging coefficient vector and analyse associations between communities by the unweighted network of communities. We conduct simulations and applications to show that the proposed method has wide applicability. In a real data example, we apply the semi-ONMTF to a stock data set and construct a directed association network of companies. Based on the modularity for directed and overlapping communities, we obtain five overlapping communities, 17 overlapping nodes, and five outlier nodes in the network. We also discuss the associations between communities, providing insights into the overlapping community detection on the stock market network.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"395 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140147637","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 simulations with LR random fuzzy numbers 使用 LR 随机模糊数进行统计模拟

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-08 DOI: 10.1007/s00362-024-01533-5

Abbas Parchami, Przemyslaw Grzegorzewski, Maciej Romaniuk

引用次数: 0

Minimax weight learning for absorbing MDPs 吸收型 MDP 的最小权重学习

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-06 DOI: 10.1007/s00362-023-01491-4

Fengying Li, Yuqiang Li, Xianyi Wu

引用次数: 0

Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data 分层双边和单边相关数据的同质性检验和风险差异区间估计

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-04 DOI: 10.1007/s00362-024-01532-6

Shuyi Liang, Kai-Tai Fang, Xin-Wei Huang, Yijing Xin, Chang-Xing Ma

{"title":"Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data","authors":"Shuyi Liang, Kai-Tai Fang, Xin-Wei Huang, Yijing Xin, Chang-Xing Ma","doi":"10.1007/s00362-024-01532-6","DOIUrl":"https://doi.org/10.1007/s00362-024-01532-6","url":null,"abstract":"In clinical trials studying paired parts of a subject with binary outcomes, it is expected to collect measurements bilaterally. However, there are cases where subjects contribute measurements for only one part. By utilizing combined data, it is possible to gain additional information compared to using bilateral or unilateral data alone. With the combined data, this article investigates homogeneity tests of risk differences with the presence of stratification effects and proposes interval estimations of a common risk difference if stratification does not introduce underlying dissimilarities. Under Dallal’s model (Biometrics 44:253–257, 1988), we propose three test statistics and evaluate their performances regarding type I error controls and powers. Confidence intervals of a common risk difference with satisfactory coverage probabilities and interval length are constructed. Our simulation results show that the score test is the most robust and the profile likelihood confidence interval outperforms other methods proposed. Data from a study of acute otitis media is used to illustrate our proposed procedures.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"55 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140033154","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

Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either 韦尔奇 t 检验比学生 t 检验对现实世界中违反分布假设的情况更敏感，但逻辑回归比两者都更稳健。

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-03-04 DOI: 10.1007/s00362-024-01531-7

David Curtis

{"title":"Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either","authors":"David Curtis","doi":"10.1007/s00362-024-01531-7","DOIUrl":"https://doi.org/10.1007/s00362-024-01531-7","url":null,"abstract":"It has previously been pointed out that Student’s t test, which assumes that samples are drawn from populations with equal standard deviations, can have an inflated Type I error rate if this assumption is violated. Hence it has been recommended that Welch’s t test should be preferred. In the context of carrying out gene-wise weighted burden tests for detecting association of rare variants with psoriasis we observe that Welch’s test performs unsatisfactorily. We show that if the assumption of normality is violated and observations follow a Poisson distribution, then with unequal sample sizes Welch’s t test has an inflated Type I error rate, is systematically biased and is prone to produce extremely low p values. We argue that such data can arise in a variety of real world situations and believe that researchers should be aware of this issue. Student’s t test performs much better in this scenario but a likelihood ratio test based on logistic regression models performs better still and we suggest that this might generally be a preferable method to test for a difference in distributions between two samples.This research has been conducted using the UK Biobank Resource.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"239 ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140037982","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