Statistica Neerlandica最新文献_第6页

Stochastic comparisons of largest claim amounts from heterogeneous portfolios 异质投资组合中最大索赔金额的随机比较

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-04-20 DOI: 10.1111/stan.12296

Pradip Kundu, Amarjit Kundu, Biplab Hawlader

引用次数: 1

Analysis of cross‐over experiments with count data in the presence of carry‐over effects 对存在结转效应的计数数据进行交叉实验分析

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-04-16 DOI: 10.1111/stan.12295

Nelson Alirio Cruz, Luis Alberto López Pérez, Oscar Orlando Melo

{"title":"Analysis of cross‐over experiments with count data in the presence of carry‐over effects","authors":"Nelson Alirio Cruz, Luis Alberto López Pérez, Oscar Orlando Melo","doi":"10.1111/stan.12295","DOIUrl":"https://doi.org/10.1111/stan.12295","url":null,"abstract":"This paper presents an experimental cross‐over design whose response variable is a count that belongs to the Poisson distribution. The methodology is extended to data with overdispersion or subdispersion. We present the theoretical development for analysis of cases with few treatments and a few periods. In this case, we consider the log‐linear link for estimation effects and the Delta method for the asymptotic inference of the estimators. When the number of periods and sequences increases, we propose an extension of the previous methodology, using the generalized linear models. In this extension, cross‐over designs for count data include treatments, sequences, time effects, covariables, and any correlation structure. The most important result of the methodology is that it allows the detection of significant factors within the cross‐over design when the response variable belongs to the exponential family, especially the treatment effects. Finally, we present the analysis of data obtained in a student hydration study and a simulation study. We show a comparison between the usual methods of analysis and those obtained in the present work, demonstrating the advantage over the usual methods in situations with carry‐over presence.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"1 1","pages":"516 - 542"},"PeriodicalIF":1.5,"publicationDate":"2023-04-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89772271","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

Estimating function method for nonnegative autoregressive models 非负自回归模型的估计函数方法

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-03-31 DOI: 10.1111/stan.12294

E. Hari, Prasad N. Balakrishna, E. H. Prasad

引用次数: 0

A robust mixed‐effects parametric quantile regression model for continuous proportions: Quantifying the constraints to vitality in cushion plants 连续比例的鲁棒混合效应参数分位数回归模型:量化缓冲植物活力的约束

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-03-29 DOI: 10.1111/stan.12293

D. Burger, Sean van der Merwe, E. Lesaffre, P. C. le Roux, Morgan J. Raath‐Krüger

{"title":"A robust mixed‐effects parametric quantile regression model for continuous proportions: Quantifying the constraints to vitality in cushion plants","authors":"D. Burger, Sean van der Merwe, E. Lesaffre, P. C. le Roux, Morgan J. Raath‐Krüger","doi":"10.1111/stan.12293","DOIUrl":"https://doi.org/10.1111/stan.12293","url":null,"abstract":"There is no literature on outlier‐robust parametric mixed‐effects quantile regression models for continuous proportion data as an alternative to systematically identifying and eliminating outliers. To fill this gap, we formulate a robust method by extending the recently proposed fixed‐effects quantile regression model based on the heavy‐tailed Johnson‐ t$$ t $$ distribution for continuous proportion data to the mixed‐effects modeling context, using a Bayesian approach. Our proposed method is motivated by and used to model the extreme quantiles of the vitality of cushion plants to provide insights into the ecology of the system in which the plants are dominant. We conducted a simulation study to assess the new method's performance and robustness to outliers. We show that the new model has good accuracy and confidence interval coverage properties and is remarkably robust to outliers. In contrast, our study demonstrates that the current approach in the literature for modeling hierarchically structured bounded data's quantiles is susceptible to outliers, especially when modeling the extreme quantiles. We conclude that the proposed model is an appropriate robust alternative to the current approach for modeling the quantiles of correlated continuous proportions when outliers are present in the data.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"4 1","pages":"444 - 470"},"PeriodicalIF":1.5,"publicationDate":"2023-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90397245","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

A partial posterior p value test for multilevel mediation 多水平中介的部分后验p值检验

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-03-16 DOI: 10.1111/stan.12291

Kyle Cox, Ben Kelcey

引用次数: 0

A portmanteau test for the iid hypothesis iid假设的组合检验

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-02-28 DOI: 10.1111/stan.12290

Ricardo Bórquez

引用次数: 0

Bayesian solution to the monotone likelihood in the standard mixture cure model 标准混合固化模型单调似然的贝叶斯解

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-02-26 DOI: 10.1111/stan.12289

F. M. Almeida, V. D. Mayrink, E. Colosimo

{"title":"Bayesian solution to the monotone likelihood in the standard mixture cure model","authors":"F. M. Almeida, V. D. Mayrink, E. Colosimo","doi":"10.1111/stan.12289","DOIUrl":"https://doi.org/10.1111/stan.12289","url":null,"abstract":"An advantage of the standard mixture cure model over an usual survival model is how it accounts for the population heterogeneity. It allows a joint estimation for the distribution related to the susceptible and non‐susceptible subjects. The estimation algorithm may provide ±∞$$ pm infty $$ coefficients when the likelihood cannot be maximized. This phenomenon is known as Monotone Likelihood (ML), common in survival and logistic regressions. The ML tends to appear in situations with small sample size, many censored times, many binary or unbalanced covariates. Particularly, it occurs when all uncensored cases correspond to one level of a binary covariate. The existing frequentist solution is an adaptation of the Firth correction, originally proposed to reduce bias of maximum likelihood estimates. It prevents ±∞$$ pm infty $$ estimates by penalizing the likelihood, with the penalty interpreted as the Bayesian Jeffreys prior. In this paper, the penalized likelihood of the standard mixture cure model is considered with different penalties (Bayesian priors). A Monte Carlo simulation study indicates good inference results, especially for balanced data sets. Finally, a real application involving a melanoma data illustrates the approach.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"1 1","pages":"365 - 390"},"PeriodicalIF":1.5,"publicationDate":"2023-02-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73074811","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 the common risk difference of proportions for stratified uni‐ and bilateral correlated data 检验分层单侧和双侧相关数据的共同风险差异比例

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-02-16 DOI: 10.1111/stan.12288

Zhiming Li, Changxing Ma, Keyi Mou

引用次数: 1

Inference in the presence of likelihood monotonicity for proportional hazards regression 比例风险回归中存在似然单调性的推理

IF 1.5 3区数学

Statistica Neerlandica Pub Date : 2023-01-20 DOI: 10.1111/stan.12287

J. Kolassa, Juan Zhang

引用次数: 0

Discretized skew‐t mixture model for deconvoluting liquid chromatograph mass spectrometry data 反卷积液相色谱仪质谱数据的离散偏t混合模型