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Austrian Journal of Statistics最新文献

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Random Sieves and Generalized Leader-election Procedures 随机筛分与广义领导选举程序
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1750
Congzao Dong, A. Marynych, V. Melnykov
{"title":"Random Sieves and Generalized Leader-election Procedures","authors":"Congzao Dong, A. Marynych, V. Melnykov","doi":"10.17713/ajs.v52isi.1750","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1750","url":null,"abstract":"A random sieve of the set of positive integers N is an infinite sequence of nested subsets N = S0 ⊃ S1 ⊃ S2 ⊃ · · · such that Sk is obtained from Sk−1 by removing elements of Sk−1 with the indices outside Rk and enumerating the remaining elements inthe increasing order. Here R1 , R2 , . . . is a sequence of independent copies of an infinite random set R ⊂ N. We prove general limit theorems for Sn and related functionals, as n → ∞.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"37 17","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72366378","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Analytic Solutions of Equation for Random Evolution on a Complex Plane 复平面上随机演化方程的解析解
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1757
I. Samoilenko, G. Verovkina, T. Samoilenko
{"title":"Analytic Solutions of Equation for Random Evolution on a Complex Plane","authors":"I. Samoilenko, G. Verovkina, T. Samoilenko","doi":"10.17713/ajs.v52isi.1757","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1757","url":null,"abstract":"We discuss a generalization of Goldstein-Kac model on a complex plane and apply probabilistic approach to construct solutions of the corresponding Cauchy problem for complex-analytic initial conditions. The method is based on reconstruction of complex-analytic functions by combination of power functions, for which corresponding solutions are the moments of evolution process.As soon as in the hydrodynamic limit the equation for our model approximates a Schrödinger-type equation, the solutions constructed for pre-limit Cauchy problem may approximate solutions for corresponding Cauchy problem for a Schrödinger-type equation.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"49 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79784017","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Beta Upper Confidence Bound Policy for the Design of Clinical Trials 临床试验设计的上置信限策略
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1751
A. Dzhoha, I. Rozora
{"title":"Beta Upper Confidence Bound Policy for the Design of Clinical Trials","authors":"A. Dzhoha, I. Rozora","doi":"10.17713/ajs.v52isi.1751","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1751","url":null,"abstract":"The multi-armed bandit problem is a classic example of the exploration-exploitation trade-off well suited to model sequential resource allocation under uncertainty. One of its typical motivating applications is the adaptive designs in clinical trials which modify the trial's course in accordance with the pre-specified objective by utilizing results accumulating in the trial. Since the response to a procedure in clinical trials is not immediate, the multi-armed bandit policies require adaptation to delays to retain their theoretical guarantees. In this work, we show the importance of such adaptation by evaluating policies using the publicly available datasetThe International Stroke Trial of a randomized trial of aspirin and subcutaneous heparin among 19,435 patients with acute ischaemic stroke. In addition to adapted policies, we analyze the Upper Confidence Bound policy with the beta feedback to mitigate delays when the certainty evidence of successful treatment is available in a relatively short-term period after the procedure.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"49 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77736815","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Consistency of the LSE for Chirp Signal Parameters in the Models with Strongly and Weakly Dependent Noise 强、弱相关噪声模型中啁啾信号参数LSE的一致性
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1762
Alexander Ivanov, Viktor Hladun
{"title":"Consistency of the LSE for Chirp Signal Parameters in the Models with Strongly and Weakly Dependent Noise","authors":"Alexander Ivanov, Viktor Hladun","doi":"10.17713/ajs.v52isi.1762","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1762","url":null,"abstract":"A time continuous statistical model of multiple chirp signal observed against the background of strongly-dependent stationary Gaussian noise is considered in the paper. Strong consistency of the least squares estimates for such a trigonometric regression model parameters is proved.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"47 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79256819","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Supremum Distribution of Weighted Sum of Random Processes from Orlicz Spaces of Exponential Type with Continuous Deviation 具有连续偏差的指数型Orlicz空间随机过程加权和的最大分布
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1761
Dmytro Tykhonenko, R. Yamnenko
{"title":"Supremum Distribution of Weighted Sum of Random Processes from Orlicz Spaces of Exponential Type with Continuous Deviation","authors":"Dmytro Tykhonenko, R. Yamnenko","doi":"10.17713/ajs.v52isi.1761","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1761","url":null,"abstract":"The paper studies distribution of sum of random processes from Orlicz spaces of exponential type weighted by continuous functions, in particular, processes from spaces Subϕ (Ω), SSubϕ (Ω) and class V (ϕ, ψ) are considered. Such spaces and classes of random variables and corresponding stochastic processes provide generalizations of Gaussian and sub-Gaussian random variables and processes and are important for various applications, for example, in queuing theory and financial mathematics. We derive the estimates for the distribution of supremum of weighted sum of such processes deviated by a continuous monotone function using the entropy method. As examples, weighted sum of Wiener and weighted sum of fractional Brownian motion processes with different Hurst indices from classes V (ϕ, ψ) are considered. Corresponding estimates of the probability of exceeding by trajectories of such weighted sums a positive level determined by a linear function are obtained. In the insurance risk theory, such aproblem arises during estimating a ruin probability of the corresponding risk process with a constant premium income, and in the communications theory, it appears for the buffer overflow probability for a single server with a constant service rate.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"26 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84157469","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Limit Theorems for Additive Functionals of Continuous-Time Lattice Random Walks in a Stationary Random Environment 平稳随机环境下连续时间格随机漫步的加性泛函的极限定理
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1758
G. Shevchenko, Andrii Yaroshevskiy
{"title":"Limit Theorems for Additive Functionals of Continuous-Time Lattice Random Walks in a Stationary Random Environment","authors":"G. Shevchenko, Andrii Yaroshevskiy","doi":"10.17713/ajs.v52isi.1758","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1758","url":null,"abstract":"For a continuous-time lattice random walk $X^Lambda=set{X^Lambda_t,tge 0}$ in a random environment $Lambda$, we study the asymptotic behavior, as $trightarrow infty$, of the normalized additive functional $c_tint_0^{t} f(X^Lambda_s)ds$, $tge 0$. We establish a limit theorem for it, which is similar to that in the non-lattice case, under less restrictive assumptions.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"20 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80783551","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimation in Linear-Rate Simple Survival Models with Measurement Errors and Censoring 具有测量误差和滤波的线性率简单生存模型的估计
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1771
S. Shklyar
{"title":"Estimation in Linear-Rate Simple Survival Models with Measurement Errors and Censoring","authors":"S. Shklyar","doi":"10.17713/ajs.v52isi.1771","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1771","url":null,"abstract":"A simple exponential regression model is considered where the rate parameter of the response variable linearly depends on the explanatory variable. We consider complications of the model: censoring of the response variable (either upper censoring or interval observations), the additive classical error or multiplicative Berkson error in the explanatory variable, or a combination of censoring with Berkson errors. We construct or use already-known estimators in the models, and verify their performance in simulations.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"2 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79835235","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic Normality of Parameter Estimators for~Mixed Fractional Brownian Motion with Trend 具有趋势的混合分数布朗运动参数估计的渐近正态性
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-08-15 DOI: 10.17713/ajs.v52isi.1770
K. Ralchenko, Mykyta Yakovliev
{"title":"Asymptotic Normality of Parameter Estimators for~Mixed Fractional Brownian Motion with Trend","authors":"K. Ralchenko, Mykyta Yakovliev","doi":"10.17713/ajs.v52isi.1770","DOIUrl":"https://doi.org/10.17713/ajs.v52isi.1770","url":null,"abstract":"We investigate the mixed fractional Brownian motion of the form Xt = θt+σWt +κBtH , driven by a standard Brownian motion W and a fractional Brownian motion B H with Hurst parameter H. We consider strongly consistent estimators of unknown model parameters (θ, H, σ, κ) based on the equidistant observations of a trajectory. Joint asymptotic normality of these estimators is proved for H ∈ (0, 12 ).","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"10 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73690498","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Modeling Dependence in Survival Times using Log-Skew Normal Shared Frailties 使用Log-Skew正态共享弱点的生存时间依赖性建模
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-07-19 DOI: 10.17713/ajs.v52i4.1481
Sukhmani Sidhu, Suresh K. Sharma, Kanchan Jain
{"title":"Modeling Dependence in Survival Times using Log-Skew Normal Shared Frailties","authors":"Sukhmani Sidhu, Suresh K. Sharma, Kanchan Jain","doi":"10.17713/ajs.v52i4.1481","DOIUrl":"https://doi.org/10.17713/ajs.v52i4.1481","url":null,"abstract":"In survival studies, event times under a common influence are often grouped together in clusters. The association between and within these clusters can be studied using frailty models where randomness in the data or heterogeneity arising due to unknown covariates is described using a frailty variable. In shared frailty models, frailty value is common or shared for all observations within a cluster while it is conditionally independent for different clusters. In this article, we consider a model whose baseline distribution is Weibull and shared frailties follow log skew-normal distribution. This distribution increases flexibility of the model as it allows the frailty term to be positively or negatively skewed and estimation of skewness parameter enables us to comment on dependence structure of the random component. A simulation study is performed and Bayesian estimates of treatment effects, variance and skewness of frailty term are obtained using Metropolis-Hastings algorithm. It is shown that while bias and expected loss for estimates of all parameters reduce as dataset size increases, frailty parameters are more efficiently estimated when the random component is considered to be skewed. The model is also applied to two real-life datasets where positive and negative skewness is observed in the frailty term.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"13 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87642460","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Detection and Localization of Faults in a Regional Power Grid 区域电网故障检测与定位
IF 0.6
Austrian Journal of Statistics Pub Date : 2023-07-19 DOI: 10.17713/ajs.v52i4.1511
P. Kokoszka, Mantautas Rimkus, Sanjay Hosur, Dongliang Duan, Haonan Wang
{"title":"Detection and Localization of Faults in a Regional Power Grid","authors":"P. Kokoszka, Mantautas Rimkus, Sanjay Hosur, Dongliang Duan, Haonan Wang","doi":"10.17713/ajs.v52i4.1511","DOIUrl":"https://doi.org/10.17713/ajs.v52i4.1511","url":null,"abstract":"The structure of power flows in transmission grids is evolving and is likelyto change significantly in the coming years due to the rapid growth ofrenewable energy generation that introduces randomness and bidirectionalpower flows. Another transformative aspect is the increasing penetrationof various smart-meter technologies. Inexpensive measurement devicescan be placed at practically any component of the grid. Using modeldata reflecting smart-meter measurements,we propose a two-stage procedure for detecting a fault in a regional powergrid. In the first stage, a fault is detected in real time. In the second stage,the faulted line is identified with a negligible delay. The approach uses onlythe voltage modulus measured at buses (nodes of the grid) as the input.Our method does not require prior knowledge of thefault type. The method is fully implemented in  R.Pseudo code and complete mathematical formulas are provided.","PeriodicalId":51761,"journal":{"name":"Austrian Journal of Statistics","volume":"51 1","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85165001","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","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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