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Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models 错定遍历lsamy驱动随机微分方程模型的自举法
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-11-10 DOI: 10.1007/s10463-022-00854-2
Yuma Uehara
{"title":"Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models","authors":"Yuma Uehara","doi":"10.1007/s10463-022-00854-2","DOIUrl":"10.1007/s10463-022-00854-2","url":null,"abstract":"<div><p>In this paper, we consider possibly misspecified stochastic differential equation models driven by Lévy processes. Regardless of whether the driving noise is Gaussian or not, Gaussian quasi-likelihood estimator can estimate unknown parameters in the drift and scale coefficients. However, in the misspecified case, the asymptotic distribution of the estimator varies by the correction of the misspecification bias, and consistent estimators for the asymptotic variance proposed in the correctly specified case may lose theoretical validity. As one of its solutions, we propose a bootstrap method for approximating the asymptotic distribution. We show that our bootstrap method theoretically works in both correctly specified case and misspecified case without assuming the precise distribution of the driving noise.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 4","pages":"533 - 565"},"PeriodicalIF":1.0,"publicationDate":"2022-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42521981","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 the existence of group effects and interactions for two-way models with dependent errors 具有相依误差的双向模型的群效应和相互作用的存在性检验
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-10-31 DOI: 10.1007/s10463-022-00853-3
Yuichi Goto, Kotone Suzuki, Xiaofei Xu, Masanobu Taniguchi
{"title":"Tests for the existence of group effects and interactions for two-way models with dependent errors","authors":"Yuichi Goto,&nbsp;Kotone Suzuki,&nbsp;Xiaofei Xu,&nbsp;Masanobu Taniguchi","doi":"10.1007/s10463-022-00853-3","DOIUrl":"10.1007/s10463-022-00853-3","url":null,"abstract":"<div><p>In this paper, we propose tests for the existence of random effects and interactions for two-way models with dependent errors. We prove that the proposed tests are asymptotically distribution-free which have asymptotically size <span>({{tau }})</span> and are consistent. We elucidate the nontrivial power under the local alternative when a sample size tends to infinity and the number of groups is fixed. A simulation study is performed to investigate the finite-sample performance of the proposed tests. In the real data analysis, we apply our tests to the daily log-returns of 24 stock prices from six countries and four sectors. We find that there is no strong evidence to support the existence of substantial differences in the log-return across countries, nor to the existence of interactions between countries and sectors. However, there exists random effect differences in the daily log-return series across different sectors.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 3","pages":"511 - 532"},"PeriodicalIF":1.0,"publicationDate":"2022-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43124921","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
Robust estimation for nonrandomly distributed data 非随机分布数据的鲁棒估计
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-10-12 DOI: 10.1007/s10463-022-00852-4
Shaomin Li, Kangning Wang, Yong Xu
{"title":"Robust estimation for nonrandomly distributed data","authors":"Shaomin Li,&nbsp;Kangning Wang,&nbsp;Yong Xu","doi":"10.1007/s10463-022-00852-4","DOIUrl":"10.1007/s10463-022-00852-4","url":null,"abstract":"<div><p>In recent years, many methodologies for distributed data have been developed. However, there are two problems. First, most of these methods require the data to be randomly and uniformly distributed across different machines. Second, the methods are mainly not robust. To solve these problems, we propose a distributed pilot modal regression estimator, which achieves robustness and can adapt when the data are stored nonrandomly. First, we collect a random pilot sample from different machines; then, we approximate the global MR objective function by a communication-efficient surrogate that can be efficiently evaluated by the pilot sample and the local gradients. The final estimator is obtained by minimizing the surrogate function in the master machine, while the other machines only need to calculate their gradients. Theoretical results show the new estimator is asymptotically efficient as the global MR estimator. Simulation studies illustrate the utility of the proposed approach.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 3","pages":"493 - 509"},"PeriodicalIF":1.0,"publicationDate":"2022-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41284458","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 Feminization of Obese Male Mice Reduces Metabolic Syndrome. 肥胖雄性小鼠中枢女性化可减轻代谢综合征
IF 3.3 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-09-30 DOI: 10.3390/brainsci12101324
Katherine Blackmore, Colin N Young
{"title":"Central Feminization of Obese Male Mice Reduces Metabolic Syndrome.","authors":"Katherine Blackmore, Colin N Young","doi":"10.3390/brainsci12101324","DOIUrl":"10.3390/brainsci12101324","url":null,"abstract":"<p><p>Metabolic syndrome encompasses a spectrum of conditions that increases the risk for cardiovascular and metabolic diseases. It is widely accepted that the sex hormone estrogen plays a protective metabolic role in premenopausal women, in part through central nervous system (CNS) mechanisms. However, most work to date has focused on the loss of estrogen in females (e.g., menopause). Interestingly, transgender individuals receiving feminizing gender affirming therapy (i.e., estrogen) are relatively protected from metabolic syndrome conditions, pointing to a role for CNS estrogen in the development of metabolic syndrome in men. Here, we show that estrogen signaling in the brain protects males from metabolic syndrome and obesity related complications. First, short-term CNS specific supplementation of low-dose 17-β-estradiol in diet-induced obese male mice resulted in a significant reduction in body weight in parallel with a decrease in food intake without alterations in energy expenditure. In conjunction, central supplementation of estrogen reduced visceral adiposity, including epididymal and abdominal regions, with slighter decreases in subcutaneous inguinal and thermogenic brown adipose tissue. Furthermore, central estrogen administration reduced the liver manifestation of metabolic syndrome including hepatomegaly and hepatic steatosis. Collectively, these findings indicate that a lack of estrogen action in the brain may predispose males to metabolic syndrome pathogenesis.</p>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"64 1","pages":""},"PeriodicalIF":3.3,"publicationDate":"2022-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9599293/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73865434","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}
引用次数: 0
Matrix completion under complex survey sampling 复杂调查抽样下的矩阵补全
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-09-19 DOI: 10.1007/s10463-022-00851-5
Xiaojun Mao, Zhonglei Wang, Shu Yang
{"title":"Matrix completion under complex survey sampling","authors":"Xiaojun Mao,&nbsp;Zhonglei Wang,&nbsp;Shu Yang","doi":"10.1007/s10463-022-00851-5","DOIUrl":"10.1007/s10463-022-00851-5","url":null,"abstract":"<div><p>Multivariate nonresponse is often encountered in complex survey sampling, and simply ignoring it leads to erroneous inference. In this paper, we propose a new matrix completion method for complex survey sampling. Different from existing works either conducting row-wise or column-wise imputation, the data matrix is treated as a whole which allows for exploiting both row and column patterns simultaneously. A column-space-decomposition model is adopted incorporating a low-rank structured matrix for the finite population with easy-to-obtain demographic information as covariates. Besides, we propose a computationally efficient projection strategy to identify the model parameters under complex survey sampling. Then, an augmented inverse probability weighting estimator is used to estimate the parameter of interest, and the corresponding asymptotic upper bound of the estimation error is derived. Simulation studies show that the proposed estimator has a smaller mean squared error than other competitors, and the corresponding variance estimator performs well. The proposed method is applied to assess the health status of the U.S. population.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 3","pages":"463 - 492"},"PeriodicalIF":1.0,"publicationDate":"2022-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10465119/pdf/nihms-1875523.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10127028","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}
引用次数: 1
Inhomogeneous hidden semi-Markov models for incompletely observed point processes 不完全观测点过程的非齐次隐半马尔可夫模型
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-09-18 DOI: 10.1007/s10463-022-00843-5
Amina Shahzadi, Ting Wang, Mark Bebbington, Matthew Parry
{"title":"Inhomogeneous hidden semi-Markov models for incompletely observed point processes","authors":"Amina Shahzadi,&nbsp;Ting Wang,&nbsp;Mark Bebbington,&nbsp;Matthew Parry","doi":"10.1007/s10463-022-00843-5","DOIUrl":"10.1007/s10463-022-00843-5","url":null,"abstract":"<div><p>A general class of inhomogeneous hidden semi-Markov models (IHSMMs) is proposed for modelling partially observed processes that do not necessarily behave in a stationary and memoryless manner. The key feature of the proposed model is that the sojourn times of the states in the semi-Markov chain are time-dependent, making it an inhomogeneous semi-Markov chain. Conjectured consistency of the parameter estimators is checked by simulation study using direct numerical optimization of the log-likelihood function. The proposed models are applied to a global volcanic eruption catalogue to investigate the time-dependent incompleteness of the record by introducing a particular case of IHSMMs with time-dependent shifted Poisson state durations and a renewal process as the observed process. The Akaike Information Criterion and residual analysis are used to choose the best model. The selected IHSMM provides useful insights into the completeness of the global record of volcanic eruptions, demonstrating the effectiveness of this method.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 2","pages":"253 - 280"},"PeriodicalIF":1.0,"publicationDate":"2022-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44617410","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
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample 有限总体条件下指数族数据的两阶段聚类回归分析
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-09-14 DOI: 10.1007/s10463-022-00850-6
Brajendra C. Sutradhar
{"title":"Regression analysis for exponential family data in a finite population setup using two-stage cluster sample","authors":"Brajendra C. Sutradhar","doi":"10.1007/s10463-022-00850-6","DOIUrl":"10.1007/s10463-022-00850-6","url":null,"abstract":"<div><p>Over the last four decades, the cluster regression analysis in a finite population (FP) setup for an exponential family such as linear or binary data was done by using a two-stage cluster sample chosen from the FP but by treating the sample as though it is a single-stage cluster sample from a super-population (SP) which contains the FP as a hypothetical sample. Because the responses within a cluster in the FP are correlated, the aforementioned sample mis-specification makes the sample-based so-called GLS (generalized least square) estimators design biased and inconsistent. In this paper, we demonstrate for the exponential family data how to avoid the sampling mis-specification and accommodate the cluster correlations to obtain unbiased and consistent estimates for the FP parameters. The asymptotic normality of the regression estimators is also given for the construction of confidence intervals when needed.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 3","pages":"425 - 462"},"PeriodicalIF":1.0,"publicationDate":"2022-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46263827","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 theory in network models with covariates and a growing number of node parameters 具有协变和增长节点参数的网络模型的渐近理论
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-09-02 DOI: 10.1007/s10463-022-00848-0
Qiuping Wang, Yuan Zhang, Ting Yan
{"title":"Asymptotic theory in network models with covariates and a growing number of node parameters","authors":"Qiuping Wang,&nbsp;Yuan Zhang,&nbsp;Ting Yan","doi":"10.1007/s10463-022-00848-0","DOIUrl":"10.1007/s10463-022-00848-0","url":null,"abstract":"<div><p>We propose a general model that jointly characterizes degree heterogeneity and homophily in weighted, undirected networks. We present a moment estimation method using node degrees and homophily statistics. We establish consistency and asymptotic normality of our estimator using novel analysis. We apply our general framework to three applications, including both exponential family and non-exponential family models. Comprehensive numerical studies and a data example also demonstrate the usefulness of our method.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 2","pages":"369 - 392"},"PeriodicalIF":1.0,"publicationDate":"2022-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48524750","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
Quantitative robustness of instance ranking problems 实例排序问题的定量鲁棒性
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-08-30 DOI: 10.1007/s10463-022-00847-1
Tino Werner
{"title":"Quantitative robustness of instance ranking problems","authors":"Tino Werner","doi":"10.1007/s10463-022-00847-1","DOIUrl":"10.1007/s10463-022-00847-1","url":null,"abstract":"<div><p>Instance ranking problems intend to recover the ordering of the instances in a data set with applications in scientific, social and financial contexts. In this work, we concentrate on the global robustness of parametric instance ranking problems in terms of the breakdown point which measures the fraction of samples that need to be perturbed in order to let the estimator take unreasonable values. Existing breakdown point notions do not cover ranking problems so far. We propose to define a breakdown of the estimator as a sign-reversal of all components which causes the predicted ranking to be potentially completely inverted; therefore, we call it the order-inversal breakdown point (OIBDP). We will study the OIBDP, based on a linear model, for several different carefully distinguished ranking problems and provide least favorable outlier configurations, characterizations of the order-inversal breakdown point and sharp asymptotic upper bounds. We also compute empirical OIBDPs.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 2","pages":"335 - 368"},"PeriodicalIF":1.0,"publicationDate":"2022-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00847-1.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42157643","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}
引用次数: 2
Forward variable selection for ultra-high dimensional quantile regression models 超高维分位数回归模型的正向变量选择
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-08-29 DOI: 10.1007/s10463-022-00849-z
Toshio Honda, Chien-Tong Lin
{"title":"Forward variable selection for ultra-high dimensional quantile regression models","authors":"Toshio Honda,&nbsp;Chien-Tong Lin","doi":"10.1007/s10463-022-00849-z","DOIUrl":"10.1007/s10463-022-00849-z","url":null,"abstract":"<div><p>We propose forward variable selection procedures with a stopping rule for feature screening in ultra-high-dimensional quantile regression models. For such very large models, penalized methods do not work and some preliminary feature screening is necessary. We demonstrate the desirable theoretical properties of our forward procedures by taking care of uniformity w.r.t. subsets of covariates properly. The necessity of such uniformity is often overlooked in the literature. Our stopping rule suitably incorporates the model size at each stage. We also present the results of simulation studies and a real data application to show their good finite sample performances.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 3","pages":"393 - 424"},"PeriodicalIF":1.0,"publicationDate":"2022-08-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00849-z.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41794639","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}
引用次数: 1
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