• Stat. Pap. (IF 1.433) Pub Date : 2021-01-15
Xiaochao Xia

Model averaging has been demonstrated as a powerful tool in statistical prediction over the past decade. However, a majority of related works focus on the parametric model averaging. In this paper, we propose a model averaging estimation under nonparametric varying-coefficient models. Differing from existing works, our proposal concentrates on the development of the B-spline approximation to nonparametric

更新日期：2021-01-15
• Stat. Pap. (IF 1.433) Pub Date : 2021-01-15
Hongyi Li, Xingyou Huang, Huili Xue, Hong Qin

The methods of doubling and tripling have been used to construct two-level and three-level symmetrical fractional factorial designs with optimal properties. In this paper, the construction of symmetrical designs is generalized to an asymmetrical case, a novel construction method by amplifying is presented for constructing mixed two- and three-level uniform designs with large run sizes. The analytic

更新日期：2021-01-15
• Stat. Pap. (IF 1.433) Pub Date : 2021-01-11
Jan Pablo Burgard, Joscha Krause, Dennis Kreber, Domingo Morales

The connection between regularization and min–max robustification in the presence of unobservable covariate measurement errors in linear mixed models is addressed. We prove that regularized model parameter estimation is equivalent to robust loss minimization under a min–max approach. On the example of the LASSO, Ridge regression, and the Elastic Net, we derive uncertainty sets that characterize the

更新日期：2021-01-11
• Stat. Pap. (IF 1.433) Pub Date : 2021-01-04
Mingjing Chen

We propose herein a factor-augmented semi-varying coefficient model and discuss whether the extracted factors have significant explanatory power. We first use Principal Component Analysis (PCA) to estimate the model and then develop the PCA-based Wald test. We find that the PCA-based Wald test statistic is asymptotically chi-squared distributed with degrees of freedom equal to the unknown number of

更新日期：2021-01-04
• Stat. Pap. (IF 1.433) Pub Date : 2020-10-16
Jingwen Tu, Hu Yang, Chaohui Guo, Jing Lv

In this article, we propose a high dimensional semiparametric model average approach to predict the conditional quantile of the response variable. Firstly, we approximate the multivariate conditional quantile function by an affine combination of one-dimensional marginal conditional quantile functions which can be estimated by the local linear regression. Secondly, based on the estimated marginal quantile

更新日期：2020-10-17
• Stat. Pap. (IF 1.433) Pub Date : 2020-10-12
Li Liu, Hao Wang, Yanyan Liu, Jian Huang

In this paper, we propose a new semiparametric method to simultaneously select important variables, identify the model structure and estimate covariate effects in the additive AFT model, for which the dimension of covariates is allowed to increase with sample size. Instead of directly approximating the non-parametric effects as in most existing studies, we take a linear effect out to weak the condition

更新日期：2020-10-12
• Stat. Pap. (IF 1.433) Pub Date : 2020-10-02

In this paper, several characterizations of continuous symmetric distributions are provided. The results are based on the properties of some information measures of k-records. These include cumulative residual (past) entropy, Shannon entropy, Rényi entropy, Tsallis entropy, also some common Kerridge inaccuracy measures. It is proved that the equality of information in upper and lower k-records is a

更新日期：2020-10-02
• Stat. Pap. (IF 1.433) Pub Date : 2020-10-01
Li Cai, Suojin Wang

In two sample problems it is of interest to examine the difference between the two regression curves or to detect whether certain functions are adequate to describe the overall trend of the difference. In this paper, we propose a simultaneous confidence band (SCB) as a global inference method with asymptotically correct coverage probabilities for the difference curve based on the weighted local linear

更新日期：2020-10-02
• Stat. Pap. (IF 1.433) Pub Date : 2020-10-01
Rafael Kawka

We present limit theorems for locally stationary processes that have a one sided time-varying moving average representation. In particular, we prove a central limit theorem (CLT), a weak and a strong law of large numbers (WLLN, SLLN) and a law of the iterated logarithm (LIL) under mild assumptions using a time-varying Beveridge–Nelson decomposition.

更新日期：2020-10-02
• Stat. Pap. (IF 1.433) Pub Date : 2020-09-06
Fangfang Wang, Lu Lin, Lei Liu, Kangning Wang

In this paper, our goal is to estimate the homogeneous parameter and cluster the heterogeneous parameters in a partially heterogeneous single index model (PHSIM). To achieve the goal, the minimization criterion for such a single index model is first transformed into a least-squares optimization problem in the population form. Based on the least-squares objective function, we introduce an empirical

更新日期：2020-09-07
• Stat. Pap. (IF 1.433) Pub Date : 2020-09-01
Yuli Liang, Dietrich von Rosen, Tatjana von Rosen

Models that capture symmetries present in the data have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a random effects model focusing on the covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.

更新日期：2020-09-02
• Stat. Pap. (IF 1.433) Pub Date : 2020-08-07
Šárka Hudecová, Miroslav Šiman

The article shows how some common measures of association between two random vectors may be used to test multivariate symmetry around a subspace (possibly up to a shift), which also permits testing exchangeability, axial symmetry, halfspace symmetry, and certain goodness-of-fit and equality-of-scale hypotheses. The resulting (parametric, nonparametric, permutation, and asymptotic) tests of the symmetry

更新日期：2020-08-08
• Stat. Pap. (IF 1.433) Pub Date : 2020-08-05
Maria del Mar Rueda, Maria Giovanna Ranalli, Antonio Arcos, David Molina

Dual frame surveys are a device to reduce the costs derived from data collection in surveys and improve coverage for the whole target population. Since their introduction, in the 1960‘s, dual frame surveys have gained much attention and several estimators have been formulated based on a number of different approaches. In this work, we propose new dual frame estimators based on the population empirical

更新日期：2020-08-05
• Stat. Pap. (IF 1.433) Pub Date : 2020-07-13
Lijing Ma; Andrew J. Grant; Georgy Sofronov

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is modelled assuming each segment is an autoregressive time series with possibly different autoregressive parameters. This is achieved using two main steps. The first step

更新日期：2020-07-13
• Stat. Pap. (IF 1.433) Pub Date : 2020-07-09
Mozhgan Alirezaei Dizicheh, Nasrollah Iranpanah, Ehsan Zamanzade

It has been shown in the literature that judgment post stratification (JPS) sampling design often leads to more efficient statistical inference than what is possible to obtain in simple random sampling (SRS) design of comparable size. Since the JPS is a cost-efficient sampling design, a large enough sample size may not be available to use normal theory of the estimators. In this paper, we describe

更新日期：2020-07-09
• Stat. Pap. (IF 1.433) Pub Date : 2020-07-09
Qing Yang; Yu-Ning Li; Yi Zhang

In this article, we consider the estimation of the structural change point in the nonparametric model with dependent observations. We introduce a maximum-CUSUM-estimation procedure, where the CUSUM statistic is constructed based on the sum-of-squares aggregation of the difference of the two Nadaraya-Watson estimates using the observations before and after a specific time point. Under some mild conditions

更新日期：2020-07-09
• Stat. Pap. (IF 1.433) Pub Date : 2020-07-02
Zujun Ou, Hongyi Li

The foldover is a useful technique in construction of factorial designs. It is also a standard follow-up strategy discussed in many textbooks by adding a second fraction called a foldover design. In this paper uniformity criterion measured by the wrap-around $$L_2$$-discrepancy is used to further distinguish the optimal foldover plan for three-level designs. For three-level fractional factorials as

更新日期：2020-07-03
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-30
Lasanthi C. R. Pelawa Watagoda, David J. Olive

Consider the multiple linear regression model $$Y = \beta _1 + \beta _2 x_2 + \cdots + \beta _p x_p + e = {\varvec{x}}^T \varvec{\beta }+ e$$ with sample size n. This paper compares the six shrinkage estimators: forward selection, lasso, partial least squares, principal components regression, lasso variable selection, and ridge regression, with large sample theory and two new prediction intervals that

更新日期：2020-06-30
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-29
Yongxin Liu, Peng Zeng, Lu Lin

The ordinary least squares estimate for linear regression is sensitive to errors with large variance. It is not robust to heavy-tailed errors or outliers, which are commonly encountered in applications. In this paper, we propose to use a Huber loss function with a generalized penalty to achieve robustness in estimation and variable selection. The performance of estimation and variable selection can

更新日期：2020-06-29
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-28
Ryusei Shingaki, Hiroshi Kanda, Manabu Kuroki

We consider a situation where cause–effect relationships between variables can be described as a directed acyclic graph (DAG) and the corresponding linear structural equation model (linear SEM). When several pairs of instrumental variables (IVs) and covariates (IV-pairs; Pearl in: Proceedings of the 20th conference on uncertainty in artificial intelligence, AUAI Press, Arlington, Virginia, United States

更新日期：2020-06-28
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-21
Ji-Eun Choi, Dong Wan Shin

We construct a new test for correlation matrix break based on the self-normalization method. The self-normalization test has practical advantage over the existing test: easy and stable implementation; not having the singularity issue and the bandwidth selection issue of the existing test; remedying size distortion problem of the existing test under (near) singularity, serial dependence, conditional

更新日期：2020-06-23
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-12
Parisa Hasanalipour, Mostafa Razmkhah

The problem of testing skew-symmetry of a distribution is studied in a general model of skew distributions. Toward this end, an order statistic-based test is first introduced to test the null hypotheses of symmetry against the alternative of skew-symmetry of a distribution. Some properties of this test are also studied. Then, using the idea of ranked set sampling, some appropriate sampling schemes

更新日期：2020-06-12
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-10
Ricardo A. Maronna, Victor J. Yohai

Let $$F_{\theta }$$ be a family of distributions with support on the set of nonnegative integers $$Z_{0}$$. In this paper we derive the M-estimators with smallest gross error sensitivity (GES). We start by defining the uniform median of a distribution F with support on $$Z_{0}$$ (umed(F)) as the median of $$x+u,$$ where x and u are independent variables with distributions F and uniform in [-0.5,0.5]

更新日期：2020-06-10
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-10
Jean-François Quessy

A statistical procedure to determine if the dependence structure of a multivariate random vector belongs or not to the general class of elliptical copulas has been proposed by Jaser et al. (Depend Model 5:330–353, 2017). Their test exploits the fact that when the copula of a multivariate population is elliptical, the theoretical Kendall and Blomqvist dependence measures of each pair are the same. Under

更新日期：2020-06-10
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-10

In spatial data, especially in geostatistics data where measurements are often provided by satellite scanning, some parts of data may get missed. Due to spatial dependence in the data, these missing values probably are caused by some latent spatial random fields. In this case, ignoring missingness is not logical and may lead to invalid inferences. Thus incorporating the missingness process model into

更新日期：2020-06-10
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-05
Ji Hwan Cha, F. G. Badía

Until now, various acceptance reliability sampling plans have been developed based on different life tests. In most of the reliability sampling plans, the decision procedures are based on the lifetimes of the items observed on tests, or the number of failures observed during a pre-specified testing time. However, frequently, the items are subject to degradation phenomena and, in these cases, the observed

更新日期：2020-06-05
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-05
Ash Abebe, Huybrechts F. Bindele, Masego Otlaadisa, Boikanyo Makubate

A single-index regression model is considered, where some responses in the model are assumed to be missing at random. Local linear rank-based estimators of the single-index direction and the unknown link function are proposed. Asymptotic properties of the estimators are established under mild regularity conditions. Monte Carlo simulation experiments show that the proposed estimators are more efficient

更新日期：2020-06-05
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-03
Pavel V. Gapeev

We study the sequential hypothesis testing and quickest change-point (or disorder) detection problems with linear delay penalty costs for observable Wiener processes under (constantly) delayed detection times. The method of proof consists of the reduction of the associated delayed optimal stopping problems for one-dimensional diffusion processes to the equivalent free-boundary problems and solution

更新日期：2020-06-03
• Stat. Pap. (IF 1.433) Pub Date : 2020-06-03
Yi Wu, Xuejun Wang, Aiting Shen

In this paper, we establish a general result on complete moment convergence and the Marcinkiewicz–Zygmund-type strong law of large numbers for weighted sums of m-asymptotic negatively associated random variables, which improve and extend some existing ones. As applications of our main results, we present a result on complete consistency for the weighted estimator in a nonparametric regression model

更新日期：2020-06-03
• Stat. Pap. (IF 1.433) Pub Date : 2020-05-24
Matúš Maciak; Michal Pešta; Barbora Peštová

Detection procedures for a change in means of panel data are proposed. Unlike classical inference tools used for the changepoint analysis in the panel data framework, we allow for mutually dependent and generally non-stationary panels with an extremely short follow-up period. Two competitive self-normalized test statistics are employed and their asymptotic properties are derived for a large number

更新日期：2020-05-24
• Stat. Pap. (IF 1.433) Pub Date : 2020-04-28
Zdeněk Hlávka; Marie Hušková; Simos G. Meintanis

We consider paired and two-sample break-detection procedures for vectorial observations and multivariate time series. The new methods involve L2-type criteria based on empirical characteristic functions and are easy to compute regardless of dimension. We obtain asymptotic results that allow for application of the methods to a wide range of settings involving on-line as well as retrospective circumstances

更新日期：2020-04-28
• Stat. Pap. (IF 1.433) Pub Date : 2020-04-24
Eric Nyarko

In psychological research often paired comparisons are used in which either full or partial profiles of the alternatives described by a common set of two-level attributes are presented. For this situation the problem of finding optimal designs is considered in the presence of third-order interactions.

更新日期：2020-04-24
• Stat. Pap. (IF 1.433) Pub Date : 2020-04-07
Hassan Sharghi Ghale-Joogh, S. Mohammad E. Hosseini-Nasab

Derivative estimation of the mean of longitudinal and functional data is useful, because it provides a quantitative measure of changes in the mean function that can be used for modeling of the data. We propose a general method for estimation of the derivative of the mean function that allows us to make inference about both longitudinal and functional data regardless of the sparsity of data. The $$L^2$$

更新日期：2020-04-23
• Stat. Pap. (IF 1.433) Pub Date : 2020-04-06
Hao Chen, Yan Zhang, Xue Yang

Computer experiments usually involve many factors, but only a few of them are active. In such a case, it is desirable to construct designs with good projection properties. Maximum projection designs and uniform projection designs have been developed for common experimental situations, however, there has been little study on constructing projection designs for high-accuracy computer experiments (HEs)

更新日期：2020-04-23
• Stat. Pap. (IF 1.433) Pub Date : 2020-03-21
Krzysztof J. Szajowski

We will analyze the importance of elements of a complex structure on the availability of the system. The basis for the element assessment are the importance measures for multi-state systems introduced by Birnbaum (in: Krishaiah, Econometrics, principal components, reliability, and applications, Academic Press, New York, 1969) and Barlow and Proshan (Stoch Process Appl 3:153–173, 1975). The availability

更新日期：2020-03-21
• Stat. Pap. (IF 1.433) Pub Date : 2020-03-20
Christoph Bandt

Order patterns and permutation entropy have become useful tools for studying biomedical, geophysical or climate time series. Here we study day-to-day market data, and Brownian motion which is a good model for their order patterns. A crucial point is that for small lags (1 up to 6 days), pattern frequencies in financial data remain essentially constant. The two most important order parameters of a time

更新日期：2020-03-20
• Stat. Pap. (IF 1.433) Pub Date : 2020-01-29
Alfredas Račkauskas; Martin Wendler

To detect a changed segment (so called epidemic changes) in a time series, variants of the CUSUM statistic are frequently used. However, they are sensitive to outliers in the data and do not perform well for heavy tailed data, especially when short segments get a high weight in the test statistic. We will present a robust test statistic for epidemic changes based on the Wilcoxon statistic. To study

更新日期：2020-01-29
• Stat. Pap. (IF 1.433) Pub Date : 2020-01-27
Maria Mohr; Leonie Selk

In this paper we consider a regression model that allows for time series covariates as well as heteroscedasticity with a regression function that is modelled nonparametrically. We assume that the regression function changes at some unknown time $$\lfloor ns_0\rfloor$$, $$s_0\in (0,1)$$, and our aim is to estimate the (rescaled) change point $$s_0$$. The considered estimator is based on a Kolmogorov-Smirnov

更新日期：2020-01-27
• Stat. Pap. (IF 1.433) Pub Date : 2019-09-12

Unfortunately, due to a technical error, the articles published in issues 60:2 and 60:3 received incorrect pagination. Please find here the corrected Tables of Contents. We apologize to the authors of the articles and the readers.

更新日期：2019-09-12
• Stat. Pap. (IF 1.433) Pub Date : 2019-03-12
Shengqi Tian,Dehui Wang,Shuai Cui

Correction to: Statistical Papers 10.1007/s00362-018-1060-7.

更新日期：2019-03-12
• Stat. Pap. (IF 1.433) Pub Date : 2019-02-28
Sergey Tarima; Nancy Flournoy

Consider an experiment in which the primary objective is to determine the significance of a treatment effect at a predetermined type I error and statistical power. Assume that the sample size required to maintain these type I error and power will be re-estimated at an interim analysis. A secondary objective is to estimate the treatment effect. Our main finding is that the asymptotic distributions of

更新日期：2019-02-28
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-23
R. A. Bailey; Peter J. Cameron

We consider designs for cancer trials which allow each medical centre to treat only a limited number of cancer types with only a limited number of drugs. We specify desirable properties of these designs, and prove some consequences. Then we give several different constructions. Finally we generalize this to three or more factors, such as biomarkers.

更新日期：2019-01-23
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-16
Luc Pronzato; Henry P. Wynn; Anatoly Zhigljavsky

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is embedded in the wider theory of divergences and distances between distributions which includes Kullback–Leibler, Jensen–Shannon, Jeffreys–Bregman divergence and Bhattacharyya

更新日期：2019-01-16
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-10
Andrej Pázman

The aim of the paper is to develop further the approach presented in Pázman (Nonlinear Stat Model, Kluwer, Dordrecht, 1993a) for the computation of the probability density of a least squares estimator for moderate size samples in nonlinear regression. We consider here cases when the variance matrix of observations is not known, hence, it can not be used for the definition of the parameter estimator

更新日期：2019-01-10
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-07

In this paper we extend the results of Radloff and Schwabe (arXiv:1806.00275, 2018), which could be applied for example to Poisson regression, negative binomial regression and proportional hazard models with censoring, to a wider class of non-linear multiple regression models. This includes the binary response models with logit and probit link besides others. For this class of models we derive (locally)

更新日期：2019-01-07
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-02
Katarzyna Filipiak; Razieh Khodsiani; Augustyn Markiewicz

In this paper optimal properties of some circular balanced block designs under the model with circular autoregression of order one are studied. Universal optimality of some balanced block designs with equal block sizes is proven and E-optimality of complete balanced block designs with the number of blocks equal to the number of treatments or the number of treatments reduced by two is shown.

更新日期：2019-01-02
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-02

Objectives in Phase II drug combination studies are to estimate the efficacy response surface for the combination of doses of different drugs and to select the most efficient combination for the final Phase III clinical trial. One problem is to find an optimal design that allocates subjects to the dose-combinations which will maximize the information obtained in the trial. Adaptive designs help in

更新日期：2019-01-02
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-02

We treat optimal equidistant and optimal non-equidistant inspection times for interval censoring of exponential distributions. We provide in particular a new approach for determining the optimal non-equidistant inspection times. The resulting recursive formula is related to a formula for optimal spacing of quantiles for asymptotically best linear estimates based on order statistics and to a formula

更新日期：2019-01-02
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-02
Belmiro P. M. Duarte, Guillaume Sagnol

Model-based optimal designs of experiments (M-bODE) for nonlinear models are typically hard to compute. The literature on the computation of M-bODE for nonlinear models when the covariates are categorical variables, i.e. factorial experiments, is scarce. We propose second order cone programming (SOCP) and Mixed Integer Second Order Programming (MISOCP) formulations to find, respectively, approximate

更新日期：2019-01-02
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-01
Yu-Ye Zou, Han-Ying Liang

A popular stochastic measure of the distance between the density of the lifetimes and its estimator is the integrated square error (ISE) and Hellinger distance (HD). In this paper, we focus on the right-censored model when the censoring indicators are missing at random. Based on two density estimators defined by Wang et al.(J Multivar Anal 100:835–850, 2009), and another new kernel estimator of the

更新日期：2019-01-01
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-01
Ruiyuan Cao, Jiang Du, Jianjun Zhou, Tianfa Xie

In real data analysis, practitioners frequently come across the case that a discrete response will be related to both a function-valued random variable and a vector-value random variable as the predictor variables. In this paper, we consider the generalized functional partially linear models (GFPLM). The infinite slope function in the GFPLM is estimated by the principal component basis function approximations

更新日期：2019-01-01
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-01
Maryna Prus

We consider minimax-optimal designs for the prediction of individual parameters in random coefficient regression models. We focus on the minimax-criterion, which minimizes the “worst case” for the basic criterion with respect to the covariance matrix of random effects. We discuss particular models: linear and quadratic regression, in detail.

更新日期：2019-01-01
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-01
Roberto Fontana; Fabio Rapallo

Given an orthogonal array we analyze the aberrations of the sub-fractions which are obtained by the deletion of some of its points. We provide formulae to compute the Generalized Word-Length Pattern of any sub-fraction. In the case of the deletion of one single point, we provide a simple methodology to find which the best sub-fractions are according to the Generalized Minimum Aberration criterion.

更新日期：2019-01-01
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-01
Yanying Wang; William F. Rosenberger; Diane Uschner

In testing the significance of treatment effects in randomized clinical trials (RCTs), randomization-based inference is distinguished from population-based parametric and nonparametric inference, such as the t-test or permutation tests, taking into account three properties: preservation of type I error rate, relation of power to the randomization procedure, and flexibility in choosing the test statistic

更新日期：2019-01-01
• Stat. Pap. (IF 1.433) Pub Date : 2019-01-01
Aiting Shen, Huiling Tao, Xuejun Wang

In this paper, the consistency for the estimators of the survival function and failure rate function in reliability theory is investigated. The strong consistency and the convergence rate for the estimators of the survival function and failure rate function based on widely orthant dependent (WOD, in short) samples are established. Our results established in the paper generalize the corresponding ones

更新日期：2019-01-01
• Stat. Pap. (IF 1.433) Pub Date : 2018-12-18
Yaqiong Yao; HaiYing Wang

To meet the challenge of massive data, Wang et al. (J Am Stat Assoc 113(522):829–844, 2018b) developed an optimal subsampling method for logistic regression. The purpose of this paper is to extend their method to softmax regression, which is also called multinomial logistic regression and is commonly used to model data with multiple categorical responses. We first derive the asymptotic distribution

更新日期：2018-12-18
• Stat. Pap. (IF 1.433) Pub Date : 2018-12-17
Fritjof Freise; Rainer Schwabe

We develop D-optimal designs for linear models with first-order interactions on a subset of the $$2^K$$ full factorial design region, when both the number of factors set to the higher level and the number of factors set to the lower level are simultaneously bounded by the same threshold. It turns out that in the case of narrow margins the optimal design is concentrated only on those design points,

更新日期：2018-12-17
• Stat. Pap. (IF 1.433) Pub Date : 2018-12-13

Finite mixtures of multivariate skew distributions have become increasingly popular in recent years due to their flexibility and robustness in modeling heterogeneity, asymmetry and leptokurticness of the data. This paper introduces a novel finite mixture of multivariate scale-shape mixtures of skew-normal distributions to enhance strength and flexibility when modeling heterogeneous multivariate data

更新日期：2018-12-13
• Stat. Pap. (IF 1.433) Pub Date : 2018-12-13
Guillaume Sagnol; Edouard Pauwels

We show that the A-optimal design optimization problem over m design points in $${\mathbb {R}}^n$$ is equivalent to minimizing a quadratic function plus a group lasso sparsity inducing term over $$n\times m$$ real matrices. This observation allows to describe several new algorithms for A-optimal design based on splitting and block coordinate decomposition. These techniques are well known and proved

更新日期：2018-12-13
• Stat. Pap. (IF 1.433) Pub Date : 2018-11-27
Nataliya Chukhrova, Arne Johannssen

This paper is concerned with fuzzy hypothesis testing in the framework of the randomized and non-randomized hypergeometric test for a proportion. Moreover, we differentiate between a test of significance and an alternative test to control the type I error or both error types simultaneously. In contrast to classical (non-)randomized hypothesis testing, fuzzy hypothesis testing provides an additional

更新日期：2018-11-27
Contents have been reproduced by permission of the publishers.

down
wechat
bug