| 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. |
- 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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| 3. |
- 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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| 4. |
- 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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| 5. |
- Andersson, Per Gösta
(författare)
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A classroom approach to the construction of Bayesian credible intervals of a Poisson mean
- 2020
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Ingår i: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 49:22, s. 5493-5503
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Tidskriftsartikel (refereegranskat)abstract
- The Poisson distribution is here used to illustrate Bayesian inference concepts with the ultimate goal to construct credible intervals for a mean. The evaluation of the resulting intervals is in terms of mismatched priors and posteriors. The discussion is in the form of an imaginary dialog between a teacher and a student, who have met earlier, discussing and evaluating the Wald and score confidence intervals, as well as confidence intervals based on transformation and bootstrap techniques. From the perspective of the student the learning process is akin to a real research situation. The student is supposed to have studied mathematical statistics for at least two semesters.
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| 6. |
- Arnroth, Lukas, et al.
(författare)
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A robustness evaluation of Bayesian tests for longitudinal data
- 2022
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 51:24, s. 8754-8775
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Tidskriftsartikel (refereegranskat)abstract
- Linear mixed models are standard models to analyze repeated measures or longitudinal data under the assumption of normality for random components in the model. Although the mixed models are often used in both frequentist and Bayesian inference, their evaluation from robustness perspective has not received as much attention in Bayesian inference as in frequentist. The aim of this study is to evaluate Bayesian tests in mixed models for their robustness to normality. We use a general class of exponential power distributions, EPD, and particularly focus on testing fixed effects in longitudinal models. The EPD class contains both light and heavy tailed distributions, with normality as a special case. Further, we consider a new paradigm of Bayesian testing decision theory where the hypotheses are formulated as a mixture model, with subsequent testing based on the posterior distribution of the mixture weights. It is shown that the EPD class provides a flexible alternative to normality assumption, particularly in the presence of outliers. Real data applications are also demonstrated.
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| 7. |
- Björnham, Oscar, et al.
(författare)
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Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology
- 2022
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 51:19, s. 6601-6625
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Tidskriftsartikel (refereegranskat)abstract
- A new method for constructing absolutely continuous two-dimensional copulas by differential equations is presented. The copulas are symmetric with respect to reflection in the opposite diagonal. The support of the copula density may be prescribed to arbitrary opposite symmetric hypographs of invertible functions, containing the diagonal. The method is applied to toxicological probit modeling, where new compatibility conditions for the probit parameters are derived.
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| 8. |
- Cao, Chunzheng, et al.
(författare)
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Improved likelihood ratio tests in a measurement error model for multivariate replicated data
- 2020
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Ingår i: Communications in Statistics - Theory and Methods. - : TAYLOR & FRANCIS INC. - 0361-0926 .- 1532-415X. ; 49:5, s. 1025-1042
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Tidskriftsartikel (refereegranskat)abstract
- We present a measurement error model for multivariate replicated data and focus on the improved likelihood ratio tests for parameters of interest. By assuming that the random terms follow the scale mixtures of normal distributions, the model can bring robust inference and can target on both error-prone and error-free covariates. We derive modified versions from the original likelihood ratio statistics to achieve better asymptotic properties with high degree of accuracy. Simulation studies are conducted to display finite sample behavior as compared to the unmodified counterpart. The practical utility is illustrated through a root decomposition data.
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| 9. |
- Duras, Toni
(författare)
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The fixed effects PCA model in a common principal component environment
- 2022
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 51:6, s. 1653-1673
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Tidskriftsartikel (refereegranskat)abstract
- This paper explores multivariate data using principal component analysis (PCA). Traditionally, two different approaches to PCA have been considered, an algebraic descriptive one and a probabilistic one. Here, a third type of PCA approach, lying somewhere between the two traditional approaches, called the fixed effects PCA model, is considered. This model includes mainly geometrical, rather than probabilistic assumptions, such as the optimal choice of dimensionality and metric. The model is designed to account for any possible prior information about the noise in the data to yield better estimates. Parameters are estimated by minimizing a least-squares criterion with respect to a specified metric. A suggestion of how the fixed effects PCA estimates can be improved in a common principal component (CPC) environment is made. If the CPC assumption is fulfilled, then the fixed effects PCA model can consider more information by incorporating common principal component analysis (CPCA) theory into the estimation procedure.
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| 10. |
- Eralp, Anil, et al.
(författare)
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Maximum likelihood estimation of spatial lag models in the presence of the error-prone variables
- 2023
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Ingår i: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 52:10, s. 3229-3240
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Tidskriftsartikel (refereegranskat)abstract
- The literature has recently devoted close attention to error-prone variables. Nevertheless, only a small number of research have considered measurement error in spatial econometric models. The presence of measurement error in the spatial econometric models needs to be considered as a result of the rise in spatial data analysis, as the relationship between the spatial correlation and measurement error influences parameter estimation. Therefore, in this study, the impacts of classical measurement error on the parameter estimation of the spatial lag model are theoretically examined for both response and explanatory variables. Then, using simulation studies, finite sample properties are investigated for various situations. The major findings indicate that although error-prone response variable has an opposing bias effect on parameter estimations, error-prone explanatory variables have a significant influence effect on the bias of parameter estimations. As a result, it is occasionally possible to obtain unbiased estimates only in certain circumstances.
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