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Correction to: Hidden AR process and adaptive Kalman filter 修正：隐藏AR过程和自适应卡尔曼滤波
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-12-20 DOI: 10.1007/s10463-025-00974-5
Yury A. Kutoyants
{"title":"Correction to: Hidden AR process and adaptive Kalman filter","authors":"Yury A. Kutoyants","doi":"10.1007/s10463-025-00974-5","DOIUrl":"10.1007/s10463-025-00974-5","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"78 1","pages":"175 - 175"},"PeriodicalIF":0.6,"publicationDate":"2025-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146071355","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
Asymptotic normality of multivariate frequency polygons for stationary random fields 平稳随机场多变量频率多边形的渐近正态性
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-08-19 DOI: 10.1007/s10463-025-00952-x
Michel Carbon, Thierry Duchesne
{"title":"Asymptotic normality of multivariate frequency polygons for stationary random fields","authors":"Michel Carbon,&nbsp;Thierry Duchesne","doi":"10.1007/s10463-025-00952-x","DOIUrl":"10.1007/s10463-025-00952-x","url":null,"abstract":"<div><p>The purpose of this paper is to investigate the asymptotic normality of the multivariate frequency polygon as a density estimator of a stationary mixing random field indexed by multidimensional lattice points space <span>(mathbb {Z}^N)</span>. Results on weak convergence of the estimator are established, including a simple analytic form for its asymptotic variance. A consistent estimator is proposed for this variance. Simulations confirm the theoretical results. Bias correction and appropriate choices of the bandwidths are discussed. The results apply to many spatial random models, such as spatial autoregressive models, spatio-temporal geostatistical models, spatial epidemiology.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"78 2","pages":"297 - 326"},"PeriodicalIF":0.6,"publicationDate":"2025-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147352665","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
Discussion of “Mode-based estimation of the center of symmetry” 关于“基于模态的对称中心估计”的讨论
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-31 DOI: 10.1007/s10463-025-00944-x
Juan Carlos Pardo-Fernández
{"title":"Discussion of “Mode-based estimation of the center of symmetry”","authors":"Juan Carlos Pardo-Fernández","doi":"10.1007/s10463-025-00944-x","DOIUrl":"10.1007/s10463-025-00944-x","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"77 5","pages":"723 - 725"},"PeriodicalIF":0.6,"publicationDate":"2025-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144923353","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
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry” 对“基于模态的对称中心估计”讨论的回答
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-31 DOI: 10.1007/s10463-025-00945-w
José E. Chacón, Javier Fernández Serrano
{"title":"Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”","authors":"José E. Chacón,&nbsp;Javier Fernández Serrano","doi":"10.1007/s10463-025-00945-w","DOIUrl":"10.1007/s10463-025-00945-w","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"77 5","pages":"727 - 730"},"PeriodicalIF":0.6,"publicationDate":"2025-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144923354","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
Discussion of “Mode-based estimation of the center of symmetry” 关于“基于模态的对称中心估计”的讨论
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-31 DOI: 10.1007/s10463-025-00943-y
Hideitsu Hino
{"title":"Discussion of “Mode-based estimation of the center of symmetry”","authors":"Hideitsu Hino","doi":"10.1007/s10463-025-00943-y","DOIUrl":"10.1007/s10463-025-00943-y","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"77 5","pages":"719 - 721"},"PeriodicalIF":0.6,"publicationDate":"2025-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144923282","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
Mode-based estimation of the center of symmetry 基于模态的对称中心估计
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-31 DOI: 10.1007/s10463-025-00942-z
José E. Chacón, Javier Fernández Serrano
{"title":"Mode-based estimation of the center of symmetry","authors":"José E. Chacón,&nbsp;Javier Fernández Serrano","doi":"10.1007/s10463-025-00942-z","DOIUrl":"10.1007/s10463-025-00942-z","url":null,"abstract":"<div><p>In the mean-median-mode triad of univariate centrality measures, the mode has been overlooked for estimating the center of symmetry in continuous and unimodal settings. This paper expands on the connection between kernel mode estimators and M-estimators for location, bridging the gap between the nonparametrics and robust statistics communities. The variance of modal estimators is studied in terms of a bandwidth parameter, establishing conditions for an optimal solution that outperforms the household sample mean. A purely nonparametric approach is adopted, modeling heavy-tailedness through regular variation. The results lead to an estimator proposal that includes a novel one-parameter family of kernels with compact support, offering extra robustness and efficiency. The effectiveness and versatility of the new method are demonstrated in a real-world case study and a thorough simulation study, comparing favorably to traditional and more competitive alternatives. Several myths about the mode are clarified along the way, reopening the quest for flexible and efficient nonparametric estimators.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"77 5","pages":"685 - 717"},"PeriodicalIF":0.6,"publicationDate":"2025-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144923283","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
Tests for independence against regression and expectation dependence 针对回归和期望依赖的独立性测试
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-30 DOI: 10.1007/s10463-025-00949-6
Sudheesh K. Kattumannil, Deepesh Bhati, Isha Dewan
{"title":"Tests for independence against regression and expectation dependence","authors":"Sudheesh K. Kattumannil,&nbsp;Deepesh Bhati,&nbsp;Isha Dewan","doi":"10.1007/s10463-025-00949-6","DOIUrl":"10.1007/s10463-025-00949-6","url":null,"abstract":"<div><p>In this paper, we propose nonparametric tests based on <i>U</i>-statistics for testing independence against two different classes of alternatives: positive regression dependence and positive expectation dependence. We obtain the asymptotic distribution of the test statistics both under the null and the alternative hypothesis. An extensive Monte Carlo simulation study is done to assess the finite sample performance of the proposed tests. The test procedures are illustrated using two data sets.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"78 2","pages":"327 - 349"},"PeriodicalIF":0.6,"publicationDate":"2025-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147352845","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
Variable selection via penalized ridge regression with error-prone variables 变量选择通过惩罚岭回归与容易出错的变量
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-26 DOI: 10.1007/s10463-025-00940-1
Li-Pang Chen
{"title":"Variable selection via penalized ridge regression with error-prone variables","authors":"Li-Pang Chen","doi":"10.1007/s10463-025-00940-1","DOIUrl":"10.1007/s10463-025-00940-1","url":null,"abstract":"<div><p>Variable selection is a fundamental topic in statistical analysis and data science. Regularization methods have been widely employed to identify informative variables related to the response. However, challenges such as collinearity and measurement error often arise in real-world datasets. In this paper, we address variable selection and estimation for linear models and focus parameters. To simultaneously handle collinearity and measurement error, we propose a valid correction strategy for error-prone continuous, binary, and discrete covariates, and develop a penalized ridge regression method to perform variable selection and estimation. We establish the theoretical properties of the proposed method, including variable selection consistency and asymptotic normality. Numerical studies are conducted to evaluate its performance, and the results demonstrate that the proposed method outperforms existing approaches.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"78 2","pages":"225 - 261"},"PeriodicalIF":0.6,"publicationDate":"2025-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147352791","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
Quadratic functional estimation from observations with multiplicative measurement error 二次泛函估计从观测乘测量误差
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-23 DOI: 10.1007/s10463-025-00936-x
Fabienne Comte, Jan Johannes, Bianca Neubert
{"title":"Quadratic functional estimation from observations with multiplicative measurement error","authors":"Fabienne Comte,&nbsp;Jan Johannes,&nbsp;Bianca Neubert","doi":"10.1007/s10463-025-00936-x","DOIUrl":"10.1007/s10463-025-00936-x","url":null,"abstract":"<div><p>We consider the nonparametric estimation of the value of a quadratic functional evaluated at the density of a strictly positive random variable <i>X</i> based on an iid. sample from an observation <i>Y</i> of <i>X</i> corrupted by an independent multiplicative error <i>U</i>. Quadratic functionals of the density covered are the <span>({mathbb{L}^{2} })</span>-norm of the density and its derivatives or the survival function. We construct a fully data-driven estimator when the error density is known. The plug-in estimator is based on a density estimation combining the estimation of the Mellin transform of the <i>Y</i> density and a spectral cut-off regularized inversion of the Mellin transform of the error density. The main issue is the data-driven choice of the cut-off parameter using a Goldenshluger–Lepski-method. We discuss conditions under which the fully data-driven estimator attains oracle-rates up to logarithmic deteriorations. We compute convergence rates under classical smoothness assumptions and illustrate them by a simulation study.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"78 1","pages":"1 - 41"},"PeriodicalIF":0.6,"publicationDate":"2025-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146071379","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
Central limit theorems for vector-valued composite functionals with smoothing and applications 具有平滑的向量值复合泛函的中心极限定理及其应用
IF 0.6 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2025-07-21 DOI: 10.1007/s10463-025-00934-z
Huihui Chen, Darinka Dentcheva, Yang Lin, Gregory J. Stock
{"title":"Central limit theorems for vector-valued composite functionals with smoothing and applications","authors":"Huihui Chen,&nbsp;Darinka Dentcheva,&nbsp;Yang Lin,&nbsp;Gregory J. Stock","doi":"10.1007/s10463-025-00934-z","DOIUrl":"10.1007/s10463-025-00934-z","url":null,"abstract":"<div><p>This paper focuses on vector-valued composite functionals, which may be nonlinear in probability. Our goal is establishing central limit theorems for these functionals when employed by mixed estimators. Our study is relevant to the evaluation and comparison of risk in decision-making contexts and extends to functionals that arise in machine learning. A generalized family of composite risk functionals is presented, which encompasses coherent risk measures, including systemic risk. The paper makes two main contributions. First, we analyze vector-valued functionals and provide a framework for evaluating high-dimensional risks. This enables comparison of multiple risk measures and supports estimation and asymptotic analysis of systemic risk and its optimal value in decision-making. Second, we derive new central limit theorems for optimized composite functionals using mixed estimators, including empirical and smoothed types. We give verifiable conditions for central limit formulae and demonstrate their applicability to several risk measures.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"77 5","pages":"821 - 852"},"PeriodicalIF":0.6,"publicationDate":"2025-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144923247","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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