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Testing attributable effects hypotheses with an application to the Oregon Health Insurance Experiment 基于俄勒冈健康保险实验的归因效应假设检验
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/22-sii724
M. Fredrickson, Yuguo Chen
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引用次数: 0
Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations 具有可能无限方差创新的自回归移动平均模型的经验似然组合检验
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/22-sii761
Xiaohui Liu, Donghui Fan, Xu Zhang, C. Liu
{"title":"Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations","authors":"Xiaohui Liu, Donghui Fan, Xu Zhang, C. Liu","doi":"10.4310/22-sii761","DOIUrl":"https://doi.org/10.4310/22-sii761","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71152743","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
Testing threshold effect in single-index models 检验单指标模型的阈值效应
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/21-sii694
Zhaoxing Gao, Zichuan Mi, S. Ling
{"title":"Testing threshold effect in single-index models","authors":"Zhaoxing Gao, Zichuan Mi, S. Ling","doi":"10.4310/21-sii694","DOIUrl":"https://doi.org/10.4310/21-sii694","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71150962","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
Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots 纯单位根非平稳向量自回归时间序列模型的最小绝对偏差估计
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/21-sii721
Yao Zheng, Jianhong Wu, W. Li, Guodong Li
{"title":"Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots","authors":"Yao Zheng, Jianhong Wu, W. Li, Guodong Li","doi":"10.4310/21-sii721","DOIUrl":"https://doi.org/10.4310/21-sii721","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71152231","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
On dual-asymmetry linear double AR models 关于双不对称线性双AR模型
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/21-sii691
Song-ning Tan, Qianqian Zhu
{"title":"On dual-asymmetry linear double AR models","authors":"Song-ning Tan, Qianqian Zhu","doi":"10.4310/21-sii691","DOIUrl":"https://doi.org/10.4310/21-sii691","url":null,"abstract":"This paper introduces a dual-asymmetry linear double autoregressive (DA-LDAR) model that can allow for asymmetric effects in both the conditional location and volatility components of time series data. The strict stationarity is discussed for the new model, for which a sufficient condition is established. A self-weighted exponential quasi-maximum likelihood estimator (EQMLE) is proposed for the DA-LDAR model, and a mixed portmanteau test for goodness-of-fit is constructed based on the self-weighted EQMLE. It is noteworthy that all the asymptotic properties for estimation and testing are established without any moment condition on the data process, which makes the new model and its inference tools applicable for heavy-tailed data. Since all inference tools need to estimate the unknown density function of innovations, we employ a random-weighting bootstrap method to facilitate accurate inference and show its asymptotic validity. Simulation studies provide support for theoretical results, and an empirical application to NASDAQ Composite Index illustrates the usefulness of the new model.","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71150719","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
Fine-tuned sensitivity analysis for non-ignorable missing data mechanism in linear regression models 线性回归模型中不可忽略缺失数据机制的微调灵敏度分析
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/22-sii748
Rong Zhu, P. Yin, J. Shi
{"title":"Fine-tuned sensitivity analysis for non-ignorable missing data mechanism in linear regression models","authors":"Rong Zhu, P. Yin, J. Shi","doi":"10.4310/22-sii748","DOIUrl":"https://doi.org/10.4310/22-sii748","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71152717","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
Multivariate frailty models using survey weights with applications to twins infant mortality in Ethiopia 使用调查权重的多变量脆弱性模型与埃塞俄比亚双胞胎婴儿死亡率的应用
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/22-sii738
Yehenew G. Kifle, D. Chen, Mesfin Haileyesus
{"title":"Multivariate frailty models using survey weights with applications to twins infant mortality in Ethiopia","authors":"Yehenew G. Kifle, D. Chen, Mesfin Haileyesus","doi":"10.4310/22-sii738","DOIUrl":"https://doi.org/10.4310/22-sii738","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71152782","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: 1
Generalized Gaussian time series model for increments of EEG data 脑电数据增量的广义高斯时间序列模型
4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/sii.2023.v16.n1.a2
Nikolai N. Leonenko, Zeljka Salinger, Alla Sikorskii, Nenad Suvak, Michael Boivin
{"title":"Generalized Gaussian time series model for increments of EEG data","authors":"Nikolai N. Leonenko, Zeljka Salinger, Alla Sikorskii, Nenad Suvak, Michael Boivin","doi":"10.4310/sii.2023.v16.n1.a2","DOIUrl":"https://doi.org/10.4310/sii.2023.v16.n1.a2","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134955522","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: 1
Quantile recurrent forecasting in singular spectrum analysis for stock price monitoring 股票价格监测奇异谱分析的分位数循环预测
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/21-sii720
Atikur R. Khan, Hossein Hassani
{"title":"Quantile recurrent forecasting in singular spectrum analysis for stock price monitoring","authors":"Atikur R. Khan, Hossein Hassani","doi":"10.4310/21-sii720","DOIUrl":"https://doi.org/10.4310/21-sii720","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71152097","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
Modeling water table depth using singular spectrum analysis 利用奇异谱分析模拟地下水位深度
IF 0.8 4区 数学
Statistics and Its Interface Pub Date : 2023-01-01 DOI: 10.4310/22-sii734
R. Mahmoudvand, M. Barati, A. Seif, Sahar Ranjbaran, Paulo Canas Rodrigues
{"title":"Modeling water table depth using singular spectrum analysis","authors":"R. Mahmoudvand, M. Barati, A. Seif, Sahar Ranjbaran, Paulo Canas Rodrigues","doi":"10.4310/22-sii734","DOIUrl":"https://doi.org/10.4310/22-sii734","url":null,"abstract":"","PeriodicalId":51230,"journal":{"name":"Statistics and Its Interface","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71152765","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
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