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Asymptotic properties of nonparametric quantile estimation with spatial dependency 具有空间相关性的非参数分位数估计的渐近性质
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-11-10 DOI: 10.1111/stan.12284
Serge-Hippolyte Arnaud Kanga, O. Hili, S. Dabo‐Niang, Assi N'Guessan
{"title":"Asymptotic properties of nonparametric quantile estimation with spatial dependency","authors":"Serge-Hippolyte Arnaud Kanga, O. Hili, S. Dabo‐Niang, Assi N'Guessan","doi":"10.1111/stan.12284","DOIUrl":"https://doi.org/10.1111/stan.12284","url":null,"abstract":"The purpose of this work is to nonparametrically estimate the conditional quantile for a locally stationary multivariate spatial process. The new kernel quantile estimate derived from the one of conditional distribution function (CDF). The originality in the paper is based on the ability to take into account some local spatial dependency in estimate CDF form. Consistency and asymptotic normality of the estimates are obtained under α$$ alpha $$ ‐mixing condition. Numerical study and application to real data are given in order to illustrate the performance of our methodology.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"1 1","pages":"254 - 283"},"PeriodicalIF":1.5,"publicationDate":"2022-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88768370","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
Prior effective sample size in phase II clinical trials with mixed binary and continuous responses 具有混合二元和连续反应的II期临床试验的先前有效样本量
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-11-07 DOI: 10.1111/stan.12283
Meghna Bose, J. Angers, A. Biswas
{"title":"Prior effective sample size in phase II clinical trials with mixed binary and continuous responses","authors":"Meghna Bose, J. Angers, A. Biswas","doi":"10.1111/stan.12283","DOIUrl":"https://doi.org/10.1111/stan.12283","url":null,"abstract":"The problem of finding Effective Sample Size (ESS) in Phase II clinical trials where toxicity and efficacy are the two components of the treatment response vector is considered. In particular, one of the components is assumed to be binary and the other is assumed to be continuous. The case of binary safety and continuous efficacy is studied for different prior distributions under different set up. Theoretical expressions are obtained in various situations. The methods are evaluated and compared by simulation studies. The proposed method is then illustrated by using some real life data on a phase II vaccine trial for Covid‐19.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"30 1","pages":"233 - 248"},"PeriodicalIF":1.5,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91225677","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
Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data 基于渐进式I型区间截尾数据的竞争风险下对数-位置-尺度分布族的推断
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-11-02 DOI: 10.1111/stan.12282
Soumya Roy, B. Pradhan
{"title":"Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data","authors":"Soumya Roy, B. Pradhan","doi":"10.1111/stan.12282","DOIUrl":"https://doi.org/10.1111/stan.12282","url":null,"abstract":"In this article, we present statistical inference of unknown lifetime parameters based on a progressive Type‐I interval censored dataset in presence of independent competing risks. A progressive Type‐I interval censoring scheme is a generalization of an interval censoring scheme, allowing intermediate withdrawals of test units at the inspection points. We assume that the lifetime distribution corresponding to a failure mode belongs to a log‐location‐scale family of distributions. Subsequently, we present the maximum likelihood analysis for unknown model parameters. We observe that the numerical computation of the maximum likelihood estimates can be significantly eased by developing an expectation‐maximization algorithm. We demonstrate the same for three popular choices of the log‐location‐scale family of distributions. We then provide Bayesian inference of the unknown lifetime parameters via Gibbs Sampling and a related data augmentation scheme. We compare the performance of the maximum likelihood estimators and Bayesian estimators using a detailed simulation study. We also illustrate the developed methods using a progressive Type‐I interval censored dataset.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"40 1","pages":"208 - 232"},"PeriodicalIF":1.5,"publicationDate":"2022-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73790831","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
Bayesian inference for a mixture double autoregressive model 混合双自回归模型的贝叶斯推理
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-10-28 DOI: 10.1111/stan.12281
Kai Yang, Qingqing Zhang, Xinyang Yu, Xiaogang Dong
{"title":"Bayesian inference for a mixture double autoregressive model","authors":"Kai Yang, Qingqing Zhang, Xinyang Yu, Xiaogang Dong","doi":"10.1111/stan.12281","DOIUrl":"https://doi.org/10.1111/stan.12281","url":null,"abstract":"This paper considers a mixture double autoregressive model with two components, which can flexibly capture the features usually exhibited by many financial returns such as heteroscedasticity, large kurtosis and multimodal marginals. Bayesian method based on modern Markov Chain Monte Carlo (MCMC) technology is used to estimate the model parameters. The heteroscedasticity test problem for the underlying process is also addressed by means of Bayes factor. The performances of the proposed methods are evaluated via some simulations. It is shown that the MCMC algorithm is an effective tool to deal with the mixture model. Finally, the proposed model is applied to the S&P500 index data.set.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"101 1","pages":"188 - 207"},"PeriodicalIF":1.5,"publicationDate":"2022-10-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77185832","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: 1
Editorial Statistics 编辑数据
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-10-05 DOI: 10.1111/stan.12279
M. Ristić, M. Duijn, Nan Geloven
{"title":"Editorial Statistics","authors":"M. Ristić, M. Duijn, Nan Geloven","doi":"10.1111/stan.12279","DOIUrl":"https://doi.org/10.1111/stan.12279","url":null,"abstract":"","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"62 4 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2022-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90696401","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 phenomenological model for COVID-19 data taking into account neighboring-provinces effect and random noise. 考虑到邻省效应和随机噪声的 COVID-19 数据现象学模型。
IF 1.4 3区 数学
Statistica Neerlandica Pub Date : 2022-10-05 DOI: 10.1111/stan.12278
Julia Calatayud, Marc Jornet, Jorge Mateu
{"title":"A phenomenological model for COVID-19 data taking into account neighboring-provinces effect and random noise.","authors":"Julia Calatayud, Marc Jornet, Jorge Mateu","doi":"10.1111/stan.12278","DOIUrl":"10.1111/stan.12278","url":null,"abstract":"<p><p>We model the incidence of the COVID-19 disease during the first wave of the epidemic in Castilla-Leon (Spain). Within-province dynamics may be governed by a generalized logistic map, but this lacks of spatial structure. To couple the provinces, we relate the daily new infections through a density-independent parameter that entails positive spatial correlation. Pointwise values of the input parameters are fitted by an optimization procedure. To accommodate the significant variability in the daily data, with abruptly increasing and decreasing magnitudes, a random noise is incorporated into the model, whose parameters are calibrated by maximum likelihood estimation. The calculated paths of the stochastic response and the probabilistic regions are in good agreement with the data.</p>","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2022-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9538456/pdf/STAN-9999-0.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"33514323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A discrete truncated Zipf distribution 一个离散的截断Zipf分布
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-09-26 DOI: 10.1111/stan.12280
Kwame Boamah-Addo, T. Kozubowski, A. Panorska
{"title":"A discrete truncated Zipf distribution","authors":"Kwame Boamah-Addo, T. Kozubowski, A. Panorska","doi":"10.1111/stan.12280","DOIUrl":"https://doi.org/10.1111/stan.12280","url":null,"abstract":"We provide a comprehensive account of fundamental properties of a truncated discrete Zipf distribution, complementing the results available in the literature. In particular, we obtain results on existence and uniqueness of maximum likelihood parameter estimators and propose new testing methodology for the shape parameter. We also include data examples illustrating applicability of this stochastic model.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"1 1","pages":"156 - 187"},"PeriodicalIF":1.5,"publicationDate":"2022-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77005196","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
Rank correlation inferences for clustered data with small sample size. 小样本量聚类数据的秩相关推断。
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-08-01 Epub Date: 2022-01-12 DOI: 10.1111/stan.12261
Sally Hunsberger, Lori Long, Sarah E Reese, Gloria H Hong, Ian A Myles, Christa S Zerbe, Pleonchan Chetchotisakd, Joanna H Shih
{"title":"Rank correlation inferences for clustered data with small sample size.","authors":"Sally Hunsberger,&nbsp;Lori Long,&nbsp;Sarah E Reese,&nbsp;Gloria H Hong,&nbsp;Ian A Myles,&nbsp;Christa S Zerbe,&nbsp;Pleonchan Chetchotisakd,&nbsp;Joanna H Shih","doi":"10.1111/stan.12261","DOIUrl":"https://doi.org/10.1111/stan.12261","url":null,"abstract":"<p><p>This paper develops methods to test for associations between two variables with clustered data using a <i>U</i>-Statistic approach with a second-order approximation to the variance of the parameter estimate for the test statistic. The tests that are presented are for clustered versions of: Pearsons <i>χ</i> <sup>2</sup> test, the Spearman rank correlation and Kendall's <i>τ</i> for continuous data or ordinal data and for alternative measures of Kendall's <i>τ</i> that allow for ties in the data. Shih and Fay use the <i>U</i>-Statistic approach but only consider a first-order approximation. The first-order approximation has inflated significance level in scenarios with small sample sizes. We derive the test statistics using the second-order approximations aiming to improve the type I error rates. The method applies to data where clusters have the same number of measurements for each variable or where one of the variables may be measured once per cluster while the other variable may be measured multiple times. We evaluate the performance of the test statistics through simulation with small sample sizes. The methods are all available in the R package cluscor.</p>","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"76 3","pages":"309-330"},"PeriodicalIF":1.5,"publicationDate":"2022-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9355045/pdf/nihms-1774814.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"40590090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Testing for differences in chain equating 检验链等式的差异
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-07-22 DOI: 10.1111/stan.12277
Michela Battauz
{"title":"Testing for differences in chain equating","authors":"Michela Battauz","doi":"10.1111/stan.12277","DOIUrl":"https://doi.org/10.1111/stan.12277","url":null,"abstract":"The comparability of the scores obtained in different forms of a test is certainly an essential requirement. This paper proposes a statistical test for the detection of noncomparable scores based on item response theory (IRT) methods. When the IRT model is fit separately for different forms of a test, the item parameter estimates are expressed on different measurement scales. The first step to obtain comparable scores is to convert the item parameters to a common metric using two constants, called equating coefficients. The equating coefficients can be estimated for two forms with common items, or derived through a chain of forms. The proposal of this paper is a statistical test to verify whether the scale conversions provided by the equating coefficients are as expected when the assumptions of the model are satisfied, hence leading to comparable scores. The method is illustrated through simulation studies and a real‐data example.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"2 1","pages":"134 - 145"},"PeriodicalIF":1.5,"publicationDate":"2022-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86429443","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: 1
Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables 从非相关分布随机变量得到的样本最大值的通常随机排序
IF 1.5 3区 数学
Statistica Neerlandica Pub Date : 2022-07-21 DOI: 10.1111/stan.12275
Longxiang Fang, N. Balakrishnan, Wenyu Huang, Shuai Zhang
{"title":"Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables","authors":"Longxiang Fang, N. Balakrishnan, Wenyu Huang, Shuai Zhang","doi":"10.1111/stan.12275","DOIUrl":"https://doi.org/10.1111/stan.12275","url":null,"abstract":"In this paper, we discuss stochastic comparison of the largest order statistics arising from two sets of dependent distribution‐free random variables with respect to multivariate chain majorization, where the dependency structure can be defined by Archimedean copulas. When a distribution‐free model with possibly two parameter vectors has its matrix of parameters changing to another matrix of parameters in a certain mathematical sense, we obtain the first sample maxima is larger than the second sample maxima with respect to the usual stochastic order, based on certain conditions. Applications of our results for scale proportional reverse hazards model, exponentiated gamma distribution, Gompertz–Makeham distribution, and location‐scale model, are also given. Meanwhile, we provide two numerical examples to illustrate the results established here.","PeriodicalId":51178,"journal":{"name":"Statistica Neerlandica","volume":"76 1","pages":"112 - 99"},"PeriodicalIF":1.5,"publicationDate":"2022-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89908645","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
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