Australian & New Zealand Journal of Statistics最新文献

{"title":"Space-Time Autoregressive Hilbertian Models and Their Application for Wind Speed","authors":"Maryam Hashemi,&nbsp;Atefeh Zamani,&nbsp;Roya Nasirzadeh","doi":"10.1111/anzs.70020","DOIUrl":"https://doi.org/10.1111/anzs.70020","url":null,"abstract":"<div>\u0000 \u0000 <p>We propose a novel approach for space-time functional data analysis based on a space-time autoregressive Hilbertian model. This model can capture the dynamic and spatial dependence of functional data over time and space. We provide sufficient conditions for the existence and uniqueness of the model and establish its asymptotic properties, such as the strong law of large numbers and the central limit theorem. We also develop a consistent estimator for the model parameters and evaluate its performance through simulations and a real example on wind speed data.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 3","pages":"385-400"},"PeriodicalIF":0.8,"publicationDate":"2025-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145110679","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}

{"title":"Adjusted Maximum Likelihood Method Based on Shrinkage Factor Bias Reduction for Multivariate Fay–Herriot Model","authors":"Annop Angkunsit,&nbsp;Jiraphan Suntornchost","doi":"10.1111/anzs.70021","DOIUrl":"https://doi.org/10.1111/anzs.70021","url":null,"abstract":"<div>\u0000 \u0000 <p>One problem encountered in small-area estimation is the zero estimate of the variance component in the Fay–Herriot model. This problem affects the accuracy of the empirical best linear unbiased prediction (EBLUP) estimator. The zero estimate of the variance component causes zero weight of the direct estimates in EBLUPs. Several methods have been investigated to solve this problem by focusing on reducing the bias of the variance component estimator. However, an unbiased estimator of the variance component might not yield an unbiased estimator of the small-area mean. Therefore, Yoshimori and Lahiri [Journal of Multivariate Analysis, <b>124</b>, 281–294 (2014)] proposed a variance component estimation method by reducing the bias of the shrinkage factor of EBLUP for the Fay–Herriot model. In this study, we extend their method to propose two new adjusted likelihood methods based on shrinkage factor bias reduction for the multivariate Fay–Herriot model. Moreover, we perform a simulation study to investigate the performance of the proposed methods comparing them with existing methods such as the residual likelihood method and the adjusted residual likelihood method of Angkunsit and Suntornchost [Journal of Statistical Planning and Inference, <b>219</b>, 231–249 (2022)]. Simulation results show that the two proposed methods perform better than the existing methods. Finally, we apply the proposed methods to the bivariate Fay–Herriot model of the average household income and the average household expenditure in Thailand.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 3","pages":"349-366"},"PeriodicalIF":0.8,"publicationDate":"2025-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145111044","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}

{"title":"Normalising Transformation of the Hill Estimator","authors":"Rikako Nomura,&nbsp;Yan Liu","doi":"10.1111/anzs.70016","DOIUrl":"https://doi.org/10.1111/anzs.70016","url":null,"abstract":"<p>We present a normalising transformation of the Hill estimator to improve the convergence rate in finite-sample performance. Our proposal for the normalising transformation is based on the higher order asymptotic expansion of the Hill estimator. The transformation is automatic and simple in computation. The resulting transformation theoretically improves the approximation to the standard normal distribution, achieving a lower error rate compared with the variance stabilisation or the Wilson and Hilferty approximation. The numerical results of simulations also align with our theoretical findings.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 3","pages":"367-372"},"PeriodicalIF":0.8,"publicationDate":"2025-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.70016","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145110755","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Clemens William Pratt, 2 July 1936–16 January 2025","authors":"Dennis Trewin","doi":"10.1111/anzs.70012","DOIUrl":"https://doi.org/10.1111/anzs.70012","url":null,"abstract":"<p>Clem Pratt was born in Brisbane in 1936 and died in Melbourne in 2025, aged 88 years. He is survived by his three children, grandchildren and great-grandchildren. He was President of the Statistical Society of Australia (SSA) from 1969 to 1971.</p><p>Clem was educated in Brisbane and was dux of Brisbane High School in 1954. At the age of 18, he enrolled in engineering studies at the University of Queensland, and then pursued postgraduate studies there and at the University of London, being awarded the degrees of BSc (Qld), BEng (Hons) (Qld), MEngSc (Qld) and PhD (London).</p><p>His background was primarily in queueing and congestion theory but also operations research more generally. He studied for his PhD (1961–1963) at Birkbeck College, University of London, under the direction of Professor (later Sir) David Cox; the topic for his dissertation was ‘<i>Congestion Problems In Automatic And Semi-automatic Telephone Exchanges</i>’.</p><p>In the 1960s, as an external part-time lecturer, he taught ‘Statistical Methods for Research Workers’ and ‘Operations Research’ at Melbourne University as part of the third-year Statistics course. I was fortunate to be one of his students and found his lectures inspiring. It was an early experience of the practical use of statistical theory.</p><p>Pratt helped set up the Victorian Branch of the SSA and was an early President of the Branch; it was during his tenure as President that the annual Belz Lecture was established in 1969. There were only three Branches of the SSA at that time (initially NSW, followed by Canberra and then Victoria).</p><p>Pratt had a 38-year career with Telstra (previously the PMG and then Telecom Australia), initially specialising in telephone traffic engineering, and later working in information systems planning and development, network operations, quality management and network planning. During this period, he represented Australia on several international bodies (including the International Telecommunication Union in Geneva and the Economic Commission for Asia &amp; the Far East in Bangkok) and was on the governing body of the International Teletraffic Congresses. He also chaired the Board at the Teletraffic Research Centre at the University of Adelaide in the late 1990s. The Centre, incorporating the Centre for Defence Communications and Information Networks, conducted research and development for both the commercial and defence sectors.</p><p>In retirement, he lived in Melbourne where he enjoyed music, theatre, amateur astronomy and the company of his grandchildren and great-grandchildren. He became non-verbal in the latter years of his life because of a throat surgery but I was fortunate to have several email exchanges with him in late 2023 as part of my research for the SSA History Standing Committee.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 2","pages":"339-340"},"PeriodicalIF":0.8,"publicationDate":"2025-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.70012","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144615478","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Duncan Standon Ironmonger AM FASSA, 12 October 1931–3 September 2024","authors":"Dennis Trewin,&nbsp;Len Cook","doi":"10.1111/anzs.70011","DOIUrl":"https://doi.org/10.1111/anzs.70011","url":null,"abstract":"&lt;p&gt;Duncan Standon Ironmonger was a key leader in transforming economic statistics so that the contribution of the household economy could be measured, compared and contrasted with that of the market economy. This was a fundamental shift in economic thinking. The centrepiece of a country's economic statistics, the UN System of National Accounts, provided the foundation to capture the non-market production of goods and services not measured by conventional national accounts. Because of this work, these accounts now recognise that the household economy is a major pillar of the ‘standard of living’, providing not only subsistence in many countries on the globe but also a high standard of living in advanced economies. Ironmonger was also an innovator in the application of time-use surveys to policy questions.&lt;/p&gt;&lt;p&gt;Duncan Ironmonger was born in Orange, NSW, in 1931 and died in Melbourne on 3 September 2024, aged 92. He is described as a household economist, but he started his career as a statistician and was a lifelong significant and innovative user of statistics. He was a long-term member of the Statistical Society of Australia. One of his colleagues said he never considered himself disconnected from the Australian Bureau of Statistics (ABS).&lt;/p&gt;&lt;p&gt;Prior to his starting school, Duncan's family moved to Yass to open a stock-and- station agent business. Duncan went to school locally but finished his schooling at Canberra Grammar School. At the time he commenced university studies, there was a branch of the University of Melbourne in Canberra (later to become ANU). He undertook part-time studies in economics there, supported by a Commonwealth Scholarship, and graduated with a Master of Commerce degree. He also received a scholarship to study at Cambridge University, where he was awarded a PhD in economics (on the Theory of Consumer Behaviour).&lt;/p&gt;&lt;p&gt;His economic and statistical career really began around 1960 in Canberra at the Commonwealth Bureau of Census and Statistics (CBCS), now the ABS, although he first started work at the CBCS, around 1950, prior to undertaking his university studies.&lt;/p&gt;&lt;p&gt;On his return to the ABS after finishing his PhD studies, he contributed to the creation of a new system for reporting the national accounts. This was a period of rapid development for the national accounts. At that time, only annual national accounts were published, but during the 1960s, quarterly national accounts were produced (dating back to 1958), constant price estimates were developed, and the first national input–output tables were produced.&lt;/p&gt;&lt;p&gt;Duncan would have contributed to all these developments, helped by his exposure to Richard Stone, the father of national accounts, while at Cambridge.&lt;/p&gt;&lt;p&gt;Duncan left the CBCS (now the ABS) in 1966 for the Institute of Applied Economic and Social Research (now known as the Melbourne Institute) at the University of Melbourne, where he spent 18 years. He was recruited as a Senior Research Fellow and then be","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 2","pages":"337-338"},"PeriodicalIF":0.8,"publicationDate":"2025-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.70011","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144615475","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Using R-Indicators to Address Response Bias: Evidence From the Longitudinal Surveys of Australian Youth","authors":"Somayeh Parvazian,&nbsp;Ronnie Semo","doi":"10.1111/anzs.70009","DOIUrl":"https://doi.org/10.1111/anzs.70009","url":null,"abstract":"<div>\u0000 \u0000 <p>This study uses representative indicators or ‘R-indicators’ as survey quality measures to investigate the possible risk of biased estimators in the latest Longitudinal Surveys of Australian Youth (LSAY) cohort. Using data from the first four waves of the cohort, R-indicators are used to measure how the response composition differs from that of the original sample. We present R-indicators for each survey wave, providing a comparable measure to investigate the quality and level of representativeness of the data over time. We also compute partial R-indicators for a range of auxiliary variables, including state, sector, location, sex, Indigenous status, socio-economic status (SES), mathematics and reading achievement scores and immigration status, to identify groups requiring further targeting in the sampling process. The effects of other activities undertaken to increase the sample size and improve the quality of the data are also explored. These include recruiting a top-up sample and re-engaging with non-respondents using additional efforts such as offering incentives. The article concludes by identifying respondent subgroups that need to be targeted or prioritised for follow-up in future waves. Examples of strategies we have used to engage the identified subgroups are also discussed.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 3","pages":"416-431"},"PeriodicalIF":0.8,"publicationDate":"2025-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145111409","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}

{"title":"A Divide and Conquer Algorithm of Bayesian Density Estimation","authors":"Ya Su","doi":"10.1111/anzs.70008","DOIUrl":"https://doi.org/10.1111/anzs.70008","url":null,"abstract":"<p>Datasets for statistical analysis become extremely large even when stored on one single machine with some difficulty. Even when the data can be stored in one machine, the computational cost would still be intimidating. We propose a divide and conquer solution to density estimation using Bayesian mixture modelling, including the infinite mixture case. The methodology can be generalised to other application problems where a Bayesian mixture model is adopted. The proposed prior on each machine or subgroup modifies the original prior on both mixing probabilities and the rest of parameters in the distributions being mixed. The ultimate estimator is obtained by taking the average of the posterior samples corresponding to the proposed prior on each subset. Despite the tremendous reduction in time thanks to data splitting, the posterior contraction rate of the proposed estimator stays the same (up to a <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>log</mi>\u0000 </mrow>\u0000 <annotation>$$ log $$</annotation>\u0000 </semantics></math> factor) as that using the original prior when the data is analysed as a whole. Simulation studies also justify the competency of the proposed method compared to the established WASP estimator in the finite-dimension case. In addition, one of our simulations is performed in a shape-constrained deconvolution context and reveals promising results. The application to a GWAS dataset reveals the advantage over a naive divide and conquer method that uses the original prior.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 2","pages":"250-264"},"PeriodicalIF":0.8,"publicationDate":"2025-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.70008","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144615485","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Forecasting Density-Valued Functional Panel Data","authors":"Cristian F. Jiménez-Varón,&nbsp;Ying Sun,&nbsp;Han Lin Shang","doi":"10.1111/anzs.70013","DOIUrl":"https://doi.org/10.1111/anzs.70013","url":null,"abstract":"<div>\u0000 \u0000 <p>We introduce a statistical method for modelling and forecasting functional panel data represented by multiple densities. Density functions are non-negative and have a constrained integral, and thus do not constitute a linear vector space. We implement a centre log-ratio transformation to transform densities into unconstrained functions. These functions exhibit cross-sectional correlation and temporal dependence. Via a functional analysis-of-variance decomposition, we decompose the unconstrained functional panel data into a deterministic trend component and a time-varying residual component. To produce forecasts for the time-varying component, a functional time series forecasting method, based on the estimation of the long-run covariance, is implemented. By combining the forecasts of the time-varying residual component with the deterministic trend component, we obtain <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>h</mi>\u0000 </mrow>\u0000 <annotation>$$ h $$</annotation>\u0000 </semantics></math>-step-ahead forecast curves for multiple populations. Illustrated by age- and sex-specific life-table death counts in the United States, we apply our proposed method to generate forecasts of the life-table death counts for 51 states.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 3","pages":"401-415"},"PeriodicalIF":0.8,"publicationDate":"2025-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145110846","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}

{"title":"Distance Measures for Unweighted Undirected Networks: A Comparison Study","authors":"Anna Simonetto,&nbsp;Matteo Ventura","doi":"10.1111/anzs.70015","DOIUrl":"https://doi.org/10.1111/anzs.70015","url":null,"abstract":"<p>Networks are mathematical structures that allow the representation of complex systems by jointly modelling the elements of the system and the relationships that exist among them. To analyse different contexts or systems, methodological tools are necessary to allow for the quantitative estimation of the differences existing between two or more networks. For this purpose, various tools have been proposed in the literature. This study is an exploratory analysis of the impacts that different methods (distances and spectral methods) have on the comparative evaluation of two networks. The analyses were conducted through a simulation study that considered three different perturbation schemes to investigate the behaviour of each method with increasing randomness in the perturbation scheme (i.e., edge removal). Results show that the distances between adjacency matrices are sensitive only to changes in the network density, while spectral methods are sensitive to changes in both the network density and the degree of the nodes.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 3","pages":"373-384"},"PeriodicalIF":0.8,"publicationDate":"2025-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.70015","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145110885","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Population Size Estimation Using Covariates Having Missing Values and Measurement Error: Estimating Ethnic Group Sizes in New Zealand","authors":"Paul A. Smith,&nbsp;Peter G.M. van der Heijden,&nbsp;Maarten Cruyff,&nbsp;Francesco Pantalone,&nbsp;Hannes Diener,&nbsp;Kim Dunstan","doi":"10.1111/anzs.70014","DOIUrl":"https://doi.org/10.1111/anzs.70014","url":null,"abstract":"<p>We investigate the use of multiple linked lists for population size estimation and to estimate the relationships between covariates appearing on the lists. Over the lists, the covariates aim to measure the same concept. The relationships between the covariates are not fully known because of missing values on the covariates: some cases do not appear in some lists; some cases are on one or more of the lists but have missing covariate values on some of the lists; and some cases are not observed in any list. In earlier work, multiple system estimation has been combined with latent class analysis to give a consensus estimate where an underlying dichotomous categorical covariate is measured differently in different lists. This was applied to ethnicity covariates in New Zealand with two levels, Māori and non-Māori. In this paper, we apply this approach to ethnicity covariates with a larger number of categories, and find that it produces satisfactory results with four categories. We assess the purity of the latent classes using entropy and conditional probability measures. We also examine the evolution of annual estimates from multiple lists (where one list is the population census) over 2013–2020, finding that the estimated latent class proportions are very stable. We assess the impact of disclosure control measures on the outputs.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"67 3","pages":"432-453"},"PeriodicalIF":0.8,"publicationDate":"2025-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.70014","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145110886","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}