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A scale-invariant test for linear hypothesis of means in high dimensions 高维度均值线性假设的标度不变检验

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-02-29 DOI: 10.1007/s00362-024-01530-8

引用次数: 0

A unified approach to goodness-of-fit testing for spherical and hyperspherical data 球形和超球形数据拟合优度测试的统一方法

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-02-26 DOI: 10.1007/s00362-024-01529-1

Bruno Ebner, Norbert Henze, Simos Meintanis

引用次数: 0

Is Fisher inference inferior to Neyman inference for policy analysis? 在政策分析中，费雪推断是否不如奈曼推断？

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-02-20 DOI: 10.1007/s00362-024-01528-2

Rauf Ahmad, Per Johansson, Mårten Schultzberg

{"title":"Is Fisher inference inferior to Neyman inference for policy analysis?","authors":"Rauf Ahmad, Per Johansson, Mårten Schultzberg","doi":"10.1007/s00362-024-01528-2","DOIUrl":"https://doi.org/10.1007/s00362-024-01528-2","url":null,"abstract":"The increasing computational power has led to an increasing interest in Fisher’s test in social science. As the Fisher and Neyman inference are based on different principles there is also an increasing interest in understanding the differential features of the two procedures. For example, Young (2018) found that the Fisher test has better size properties than the Neyman test in the situation with influential observations. Ding (2017), on the other hand, showed that the asymptotic variance of the mean-difference estimator (MDE) under Fisher inference is larger than that under Neyman inference, and that the asymptotic Fisher test is less powerful than the t-test even for the simplest case of homogeneous effect. Since MDE plays an important role for policy evaluation, these latter results are a concern for using Fisher’s test as argued in Young (2018). With the aim of providing an understanding of the usefulness of the exact Fisher test for inference to the sample and to the population, this paper clarifies the results in Ding (2017). Using a novel Monte Carlo simulation following the same data generating processes as in Ding (2017), we demonstrate that the Fisher test has no worse power properties than the t-test even with heterogeneous effects.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"70 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139921756","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 effect of correlated errors on the performance of local linear estimation of regression function based on random functional design 相关误差对基于随机函数设计的回归函数局部线性估计性能的影响

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-02-14 DOI: 10.1007/s00362-023-01523-z

Karim Benhenni, Ali Hajj Hassan, Yingcai Su

引用次数: 0

Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples 广泛正交依存样本下尾部风险价值估计器的强一致性及相应的一般结果

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-01-17 DOI: 10.1007/s00362-023-01525-x

Jinyu Zhou, Jigao Yan, Dongya Cheng

引用次数: 0

Subgroup analysis with concave pairwise fusion penalty for ordinal response 采用凹面成对融合惩罚对序数反应进行分组分析

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-01-13 DOI: 10.1007/s00362-023-01526-w

Weirong Li, Wensheng Zhu

{"title":"Subgroup analysis with concave pairwise fusion penalty for ordinal response","authors":"Weirong Li, Wensheng Zhu","doi":"10.1007/s00362-023-01526-w","DOIUrl":"https://doi.org/10.1007/s00362-023-01526-w","url":null,"abstract":"The growing popularity of data heterogeneity motivates people to identify homogeneous subgroups with identical parameters. Meanwhile, in many fields of recent data science for some applications, such as personalized education and personalized marketing, the massive data are usually recorded as categorical or ordinal variables, which highlights the importance of performing subgroup analysis on those ordinal outcomes. In this paper, we propose a cumulative link model with subject-specific intercepts to detect and identify homogeneous subgroups through concave pairwise fusion penalty for ordinal response, where heterogeneity arises from some unknown or unobserved latent factors. The concave fusion method can simultaneously determine the number of subgroups, identify the group membership, and estimate the regression coefficients. An alternating direction method of multipliers algorithm with concave penalties for the generalized linear regression model with logit link is developed and its convergence property is studied. We also establish the oracle property of the proposed penalized estimator under some mild conditions. Our simulation studies show that the proposed method could recover the heterogeneous subgroup structure effectively when the response of interest is ordinal. Further, the advantages of our method are illustrated by the analysis on a Mathematics Student Performance Data Set of two public schools from the Alentejo region of Portugal.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"46 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139460088","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

Some additional remarks on statistical properties of Cohen’s d in the presence of covariates 关于存在协变量时 Cohen's d 统计特性的一些补充说明

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-01-12 DOI: 10.1007/s00362-023-01527-9

Jürgen Groß, Annette Möller

引用次数: 0

Deficiency bounds for the multivariate inverse hypergeometric distribution 多元反超几何分布的缺陷边界

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-01-09 DOI: 10.1007/s00362-023-01524-y

Frédéric Ouimet

引用次数: 0

Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates 混合频率模型的改进 Breitung 和 Roling 估计器在预测通货膨胀率中的应用

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-01-04 DOI: 10.1007/s00362-023-01520-2

{"title":"Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates","authors":"","doi":"10.1007/s00362-023-01520-2","DOIUrl":"https://doi.org/10.1007/s00362-023-01520-2","url":null,"abstract":"<h3>Abstract</h3> Instead of applying the commonly used parametric Almon or Beta lag distribution of MIDAS, Breitung and Roling (J Forecast 34:588–603, 2015) suggested a nonparametric smoothed least-squares shrinkage estimator (henceforth ({SLS}_{1}) ) for estimating mixed-frequency models. This ({SLS}_{1}) approach ensures a flexible smooth trending lag distribution. However, even if the biasing parameter in ({SLS}_{1}) solves the overparameterization problem, the cost is a decreased goodness-of-fit. Therefore, we suggest a modification of this shrinkage regression into a two-parameter smoothed least-squares estimator ( ({SLS}_{2}) ). This estimator solves the overparameterization problem, and it has superior properties since it ensures that the orthogonality assumption between residuals and the predicted dependent variable holds, which leads to an increased goodness-of-fit. Our theoretical comparisons, supported by simulations, demonstrate that the increase in goodness-of-fit of the proposed two-parameter estimator also leads to a decrease in the mean square error of ({SLS}_{2},) compared to that of ({SLS}_{1}) . Empirical results, where the inflation rate is forecasted based on the oil returns, demonstrate that our proposed ({SLS}_{2}) estimator for mixed-frequency models provides better estimates in terms of decreased MSE and improved R2, which in turn leads to better forecasts.","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"15 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139104723","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

Optimal dichotomization of bimodal Gaussian mixtures 双峰高斯混合物的最佳二分法

IF 1.3 3区数学

Statistical Papers Pub Date : 2024-01-02 DOI: 10.1007/s00362-023-01521-1

Yan-ni Jhan, Wan-cen Li, Shin-hui Ruan, Jia-jyun Sie, Iebin Lian

引用次数: 0