| 1. |
- Ahmad, M. Rauf, et al.
(författare)
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Some correlation tests for vectors of large dimension
- 2023
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 52:7, s. 2144-2160
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Tidskriftsartikel (refereegranskat)abstract
- For a random sample of n iid p-dimensional vectors, each partitioned into b sub-vectors of dimensions pi, i=1,…,b, tests for zero correlation of sub-vectors are presented when pi ≫ n and the distribution need not be normal. The test statistics are composed of U-statistics based estimators of the Frobenius norm measuring the distance between the null and alternative hypotheses. Asymptotic distributions of the tests are provided for n,pi → ∞, with their finite-sample performance demonstrated through simulations. Some related tests are discussed. A real data application is also given.
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| 2. |
- Ahmad, M. Rauf
(författare)
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Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- 2017
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Ingår i: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 46:8, s. 3738-3753
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Tidskriftsartikel (refereegranskat)abstract
- A test for homogeneity of g 2 covariance matrices is presented when the dimension, p, may exceed the sample size, n(i), i = 1, ..., g, and the populations may not be normal. Under some mild assumptions on covariance matrices, the asymptotic distribution of the test is shown to be normal when n(i), p . Under the null hypothesis, the test is extended for common covariance matrix to be of a specified structure, including sphericity. Theory of U-statistics is employed in constructing the tests and deriving their limits. Simulations are used to show the accuracy of tests.
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| 3. |
- Ahmad, M. Rauf, et al.
(författare)
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Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality
- 2015
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Ingår i: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 44:7, s. 1387-1398
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Tidskriftsartikel (refereegranskat)abstract
- Ahmad et al. (in press) presented test statistics for sphericity and identity of the covariance matrix of a multivariate normal distribution when the dimension, p, exceeds the sample size, n. In this note, we show that their statistics are robust to normality assumption, when normality is replaced with certain mild assumptions on the traces of the covariance matrix. Under such assumptions, the test statistics are shown to follow the same asymptotic normal distribution as under normality for large p, also whenp >> n. The asymptotic normality is proved using the theory of U-statistics, and is based on very general conditions, particularly avoiding any relationship between n and p.
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| 4. |
- Akram, Muhammad N., et al.
(författare)
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A new biased estimator for the gamma regression model : Some applications in medical sciences
- 2023
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 52:11, s. 3612-3632
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Tidskriftsartikel (refereegranskat)abstract
- The Gamma Regression Model (GRM) has a variety of applications in medical sciences and other disciplines. The results of the GRM may be misleading in the presence of multicollinearity. In this article, a new biased estimator called James-Stein estimator is proposed to reduce the impact of correlated regressors for the GRM. The mean squared error (MSE) properties of the proposed estimator are derived and compared with the existing estimators. We conducted a simulation study and employed the MSE and bias evaluation criterion to judge the proposed estimator’s performance. Finally, two medical dataset are considered to show the benefit of the proposed estimator over existing estimators.
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| 5. |
- Alam, Md Moudud, 1976-
(författare)
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Likelihood Prediction for Generalized Linear Mixed Models under Covariate Uncertainty
- 2014
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Ingår i: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 43:2, s. 219-234
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Tidskriftsartikel (refereegranskat)abstract
- This article presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction are explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. This article outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson errors-in-variable generalized linear model, it has been shown in certain cases that LP produces better results than already known methods.
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| 6. |
- Alfelt, Gustav, et al.
(författare)
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Goodness-of-fit tests for centralized Wishart processes
- 2020
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Ingår i: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 49:20, s. 5060-5090
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Tidskriftsartikel (refereegranskat)abstract
- In this paper we present several goodness-of-fit tests for the centralized Wishart process, a popular matrix-variate time series model used to capture the stochastic properties of realized covariance matrices. The new test procedures are based on the extended Bartlett decomposition derived from the properties of the Wishart distribution and allows to obtain sets of independently and standard normally distributed random variables under the null hypothesis. Several tests for normality and independence are then applied to these variables in order to support or to reject the underlying assumption of a centralized Wishart process. In order to investigate the influence of estimated parameters on the suggested testing procedures in the finite-sample case, a simulation study is conducted. Finally, the new test methods are applied to real data consisting of realized covariance matrices computed for the returns on six assets traded on the New York Stock Exchange.
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| 7. |
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| 8. |
- Alkhamisi, Mahdi A., et al.
(författare)
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Developing Ridge Parameters for SUR Model
- 2008
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Ingår i: Communication in Statistics, Theory and Methods. - 0361-0926 .- 1532-415X. ; 37:4, s. 544-564
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Tidskriftsartikel (populärvet., debatt m.m.)
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| 9. |
- Almasri, Abdullah, 1965-
(författare)
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A New Approach for testing Periodicity
- 2011
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 40:7, s. 1196-1217
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Tidskriftsartikel (refereegranskat)abstract
- This paper describes testing for periodicity in the presence of FD processes. Wepropose two approaches for testing the periodicity based on Fisher’s test. The firstone is performed using the periodogram which has been divided into different parts.The second one is based on the discrete wavelet transform. Properties of the tests areillustrated by means of Monte Carlo simulations.
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| 10. |
- Amin, Muhammad, et al.
(författare)
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Diagnostic techniques for the inverse Gaussian regression model
- 2022
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 51:8, s. 2552-2564
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Tidskriftsartikel (refereegranskat)abstract
- In this article, we propose some diagnostic techniques for the inverse Gaussian regression model (IGRM), which are appropriate for modeling the response variable that undertakes positively skewed continuous dataset. Moreover, two new diagnostic methods are mainly proposed for the IGRM, which named as covariance ratio (CVR) and Welsch?s distance (WD). The comparison of our proposed methods of influence diagnostics with the existing approaches has been made through Monte Carlo simulation under different factors. In addition, the benefit of the proposed methods is assessed using a real application. Based on the simulation and empirical application results, we observed that the performance of the proposed method is better than the existing methods for detection of influential observations.
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