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Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors 具有加性失真测量误差的相关系数的积弱经验似然法

IF 1.3 4区数学

Test Pub Date : 2024-09-04 DOI: 10.1007/s11749-024-00941-x

Da Chen, Linlin Dai, Yichuan Zhao

{"title":"Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors","authors":"Da Chen, Linlin Dai, Yichuan Zhao","doi":"10.1007/s11749-024-00941-x","DOIUrl":"https://doi.org/10.1007/s11749-024-00941-x","url":null,"abstract":"The correlation coefficient is fundamental in advanced statistical analysis. However, traditional methods of calculating correlation coefficients can be biased due to the existence of confounding variables. Such confounding variables could act in an additive or multiplicative fashion. To study the additive model, previous research has shown residual-based estimation of correlation coefficients. The powerful tool of empirical likelihood (EL) has been used to construct the confidence interval for the correlation coefficient. However, the methods so far only perform well when sample sizes are large. With small sample size situations, the coverage probability of EL, for instance, can be below 90% at confidence level 95%. On the basis of previous research, we propose new methods of interval estimation for the correlation coefficient using jackknife empirical likelihood, mean jackknife empirical likelihood and adjusted jackknife empirical likelihood. For better performance with small sample sizes, we also propose mean adjusted empirical likelihood. The simulation results show the best performance with mean adjusted jackknife empirical likelihood when the sample sizes are as small as 25. Real data analyses are used to illustrate the proposed approach.\u0000","PeriodicalId":51189,"journal":{"name":"Test","volume":"7 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142221443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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

Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates 带有多个协变量的非参数条件生存函数估计和插件带宽选择

IF 1.3 4区数学

Test Pub Date : 2024-08-31 DOI: 10.1007/s11749-024-00945-7

Dimitrios Bagkavos, Montserrat Guillen, Jens P. Nielsen

{"title":"Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates","authors":"Dimitrios Bagkavos, Montserrat Guillen, Jens P. Nielsen","doi":"10.1007/s11749-024-00945-7","DOIUrl":"https://doi.org/10.1007/s11749-024-00945-7","url":null,"abstract":"The present research provides two methodological advances, simulation evidence and a real data analysis, all contributing to the area of local linear survival function estimation and bandwidth selection. The first contribution is the development of a double smoothed local linear survival function estimator which admits an arbitrary number of covariates and the analytic establishment of its asymptotic properties. The second contribution is the efficient implementation of the estimator in practice. This is achieved by developing an automatic plug-in smoothing parameter selector which optimizes the estimator’s performance in all coordinate directions. The traditional problem of vectorization of higher-order derivatives which lead to increasingly intractable matrix algebraic expressions is addressed here by introducing an alternative vectorization that exploits the analytic relationships between the functionals involved. This yields simpler, tractable and efficient in terms of computing time expressions which greatly facilitate the implementation of the rule in practice. The analytic study of the rule’s rate of convergence shows that in contrast to the traditional cross validation approach, the proposed bandwidth selector is functional even for a large number of covariates. The benefits of all methodological advances are illustrated with the analysis of a motivating real-world dataset on credit risk.","PeriodicalId":51189,"journal":{"name":"Test","volume":"5 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142221448","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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

Higher-order spatial autoregressive varying coefficient model: estimation and specification test 高阶空间自回归变化系数模型：估计和规格检验

IF 1.3 4区数学

Test Pub Date : 2024-08-26 DOI: 10.1007/s11749-024-00944-8

Tizheng Li, Yuping Wang

引用次数: 0

Composite quantile estimation in partially functional linear regression model with randomly censored responses 具有随机删减响应的部分函数线性回归模型中的复合量值估计

IF 1.3 4区数学

Test Pub Date : 2024-08-24 DOI: 10.1007/s11749-024-00946-6

Chengxin Wu, Nengxiang Ling, Philippe Vieu, Guoliang Fan

{"title":"Composite quantile estimation in partially functional linear regression model with randomly censored responses","authors":"Chengxin Wu, Nengxiang Ling, Philippe Vieu, Guoliang Fan","doi":"10.1007/s11749-024-00946-6","DOIUrl":"https://doi.org/10.1007/s11749-024-00946-6","url":null,"abstract":"In this paper, we focus on the studying of composite quantile estimation for the partially functional linear regression model with randomly censored responses. Concretely, we adopt the approach of inverse probability weighting to estimate the weights by using the survival distribution function of the censoring variables with the methods of Kaplan–Meier and Breslow as well as local Kaplan-Meier respectively. Then, we construct the weighted composite quantile estimators for the slope function and the scalar parameters of the model. Furthermore, the large sample properties, such as the convergence rates of the estimators for the slope function and scalar parameters as well as the asymptotic distribution of the estimators for the scalar parameters are obtained under some mild conditions. In addition, we propose a computationally simple resampling technique to approximate the distribution of the parametric estimators of the model, and establish the interval estimations for the scalar parameters. Finally, the finite sample performances of the model and the estimation method are illustrated by some simulation studies and a real data analysis, which shows that both the model and the estimation methods are effective.\u0000","PeriodicalId":51189,"journal":{"name":"Test","volume":"62 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142221445","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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 and cure rate modeling for event history data 事件历史数据的贝叶斯推理和治愈率建模

IF 1.3 4区数学

Test Pub Date : 2024-08-16 DOI: 10.1007/s11749-024-00942-w

Panagiotis Papastamoulis, Fotios S. Milienos

{"title":"Bayesian inference and cure rate modeling for event history data","authors":"Panagiotis Papastamoulis, Fotios S. Milienos","doi":"10.1007/s11749-024-00942-w","DOIUrl":"https://doi.org/10.1007/s11749-024-00942-w","url":null,"abstract":"Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these issues. Posterior inference is carried out by constructing a Metropolis-coupled Markov chain Monte Carlo (MCMC) sampler, which combines Gibbs sampling for the latent cure indicators and Metropolis–Hastings steps with Langevin diffusion dynamics for parameter updates. The main MCMC algorithm is embedded within a parallel tempering scheme by considering heated versions of the target posterior distribution. It is demonstrated that along the considered simulation study the proposed algorithm freely explores the multimodal posterior distribution and produces robust point estimates, while it outperforms maximum likelihood estimation via the Expectation–Maximization algorithm. A by-product of our Bayesian implementation is to control the False Discovery Rate when classifying items as cured or not. Finally, the proposed method is illustrated in a real dataset which refers to recidivism for offenders released from prison; the event of interest is whether the offender was re-incarcerated after probation or not.","PeriodicalId":51189,"journal":{"name":"Test","volume":"58 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-08-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142221446","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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

Extended Hotelling $$T^2$$ test in distributed frameworks 分布式框架中的扩展 Hotelling $$T^2$$ 检验

IF 1.3 4区数学

Test Pub Date : 2024-07-30 DOI: 10.1007/s11749-024-00939-5

Bin Du, Xiumin Liu, Junlong Zhao

引用次数: 0

Optimal subsampling for $$L_p$$ -quantile regression via decorrelated score 通过装饰相关分数实现 $$L_p$$ -quantile 回归的最优子采样

IF 1.3 4区数学

Test Pub Date : 2024-07-21 DOI: 10.1007/s11749-024-00940-y

Xing Li, Yujing Shao, Lei Wang

引用次数: 0

Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band 具有平滑同步置信带的单指数模型的 Oracle 高效 M 估计

IF 1.3 4区数学

Test Pub Date : 2024-07-12 DOI: 10.1007/s11749-024-00935-9

Li Cai, Lei Jin, Jiuzhou Miao, Suojin Wang

{"title":"Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band","authors":"Li Cai, Lei Jin, Jiuzhou Miao, Suojin Wang","doi":"10.1007/s11749-024-00935-9","DOIUrl":"https://doi.org/10.1007/s11749-024-00935-9","url":null,"abstract":"Single-index models are important and popular semiparametric models, as they can handle the problem of the “curse of dimensionality” and enjoy the flexibility of nonparametric modeling and the interpretability of parametric modeling. Most existing methods for single-index models are sensitive to outliers or heavy-tailed distributions because they use the least squares criterion. An oracle-efficient M-estimator is proposed for single-index models, and a smooth simultaneous confidence band is constructed by treating the index coefficients as nuisance parameters. Under general assumptions it is shown that the M-estimator for the nonparametric link function, based on any (sqrt{n})-consistent coefficient index parameter estimators, is oracle-efficient. This means that it is uniformly as efficient as the infeasible one obtained by M-regression using the true single-index coefficient parameters. As a result, the asymptotic distribution of the maximal deviation between the M-type kernel estimator and the true link function is derived, and an asymptotically accurate simultaneous confidence band is established as a global inference tool for the link function. The proposed method generalizes the desirable uniform convergence property of ordinary least squares to the M-estimation. Meanwhile, it is a general approach that allows any (sqrt{n})-consistent coefficient parameter estimators to be applied in the procedure to make global inferences for the link function. Simulation studies with commonly encountered sample sizes are reported to support the theoretical findings. These numerical results show certain desirable robustness properties against heavy-tailed errors and outliers. As an illustration, the proposed method is applied to the analysis of a car purchasing dataset.","PeriodicalId":51189,"journal":{"name":"Test","volume":"32 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141608523","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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

Specifications tests for count time series models with covariates 带有协变量的计数时间序列模型的规格检验

IF 1.3 4区数学

Test Pub Date : 2024-07-01 DOI: 10.1007/s11749-024-00933-x

Šárka Hudecová, Marie Hušková, Simos G. Meintanis

引用次数: 0

Marginal analysis of count time series in the presence of missing observations 对存在缺失观测数据的计数时间序列进行边际分析

IF 1.3 4区数学

Test Pub Date : 2024-06-28 DOI: 10.1007/s11749-024-00938-6

Simon Nik

引用次数: 0