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  • Accounting for model uncertainty in multiple imputation under complex sampling
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-06-03
    Gyuhyeong Goh; Jae Kwang Kim

    Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single‐best model selected from the candidate models. This single model selection approach ignores the uncertainty associated with the model selection and so leads to an underestimation of the variance of multiple

  • Models and inference for on‐off data via clipped Ornstein‐Uhlenbeck processes
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-31
    Emil Aas Stoltenberg; Nils Lid Hjort

    We introduce a model for recurrent event data subject to left‐, right‐, and intermittent‐censoring. The observations consist of binary sequences (along with covariates) for each individual under study. These sequences are modelled as generated by latent Ornstein‐Uhlenbeck processes being above or below certain thresholds. Features of the latent process and the thresholds are taken as functions of covariates

  • Schwartz Type Model Selection For Ergodic Stochastic Differential Equation Models
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-31
    Shoichi Eguchi; Yuma Uehara

    We study theoretical foundation of model comparison for ergodic stochastic differential equation (SDE) models and an extension of the applicable scope of the conventional Bayesian information criterion. Different from previous studies, we suppose that the candidate models are possibly misspecified models, and we consider both Wiener and a pure‐jump L´evy noise driven SDE. Based on the asymptotic behavior

  • Linear Censored Quantile Regression: A Novel Minimum‐Distance Approach
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-31
    Mickaël De Backer; Anouar El Ghouch; Ingrid Van Keilegom

    In this paper, we investigate a new procedure for the estimation of a linear quantile regression with possibly right‐censored responses. Contrary to the main literature on the subject, we propose in this context to circumvent the formulation of conditional quantiles through the socalled “check” loss function that stems from the influential work of Koenker and Bassett (1978). Instead, our suggestion

  • Failure time studies with intermittent observation and losses to followup
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-27
    Richard J. Cook; Jerald F. Lawless

    In health research interest often lies in modeling a failure time process but in many cohort studies failure status is only determined at scheduled assessment times. While the assessment times may be fixed upon study entry, individuals may become lost to followup and miss visits subsequent to the time of loss to followup. We consider a three‐state model to characterize a joint failure and loss to followup

  • A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-27
    Norbert Henze; M. Dolores Jiménez–Gamero

    Let X 1,X 2,… be independent and identically distributed random elements taking values in a separable Hilbert space ℍ . With applications for functional data in mind, ℍ may be regarded as a space of square‐integrable functions, defined on a compact interval. We propose and study a novel test of the hypothesis H 0 that X 1 has some unspecified non‐degenerate Gaussian distribution. The test statistic

  • Multiscale change point detection for dependent data
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-14
    Holger Dette; Theresa Eckle; Mathias Vetter

    In this paper we study the theoretical properties of the simultaneous multiscale change point estimator (SMUCE) in piecewise‐constant signal models with dependent error processes. Empirical studies suggest that in this case the change point estimate is inconsistent, but it is not known if alternatives suggested in the literature for correlated data are consistent. We propose a modification of SMUCE

  • Issue Information
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-10

    No abstract is available for this article.

  • Stratified proportional subdistribution hazards model with covariate‐adjusted censoring weight for case‐cohort studies
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-05-07
    Soyoung Kim; Yayun Xu; Mei‐Jie Zhang; Kwang‐Woo Ahn

    The case‐cohort study design is widely used to reduce cost when collecting expensive covariates in large cohort studies with survival or competing risks outcomes. A case‐cohort study dataset consists of two parts: (a) a random sample and (b) all cases or failures from a specific cause of interest. Clinicians often assess covariate effects on competing risks outcomes. The proportional subdistribution

  • Multivariate Extremes Over a Random Number of Observations
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-29
    Enkelejd Hashorva; Simone A. Padoan; Stefano Rizzelli

    The classical multivariate extreme‐value theory concerns the modelling of extremes in a multivariate random sample, suggesting the use of max‐stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as maxima of a random number of observations, are considered. We derive a limit theorem concerning the attractors for the distributions of the aggregated

  • Identifiability and estimation of recursive max‐linear models
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-28
    Nadine Gissibl; Claudia Klüppelberg; Steffen Lauritzen

    We address the identifiability and estimation of recursive max‐linear structural equation models represented by an edge‐weighted directed acyclic graph (DAG). Such models are generally unidentifiable and we identify the whole class of DAG s and edge weights corresponding to a given observational distribution. For estimation, standard likelihood theory cannot be applied because the corresponding families

  • Maximum Likelihood Estimation for Totally Positive Log‐Concave Densities
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-27
    Elina Robeva; Bernd Sturmfels; Ngoc Tran; Caroline Uhler

    We study nonparametric maximum likelihood estimation for two classes of multivariate distributions that imply strong forms of positive dependence; namely log‐supermodular (MTP2) distributions and log‐L♮‐concave (LLC) distributions. In both cases we also assume log‐concavity in order to ensure boundedness of the likelihood function. Given n independent and identically distributed random vectors from

  • On the identification of individual level pleiotropic, pure direct, and principal stratum direct effects without cross world assumptions
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-24
    Jaffer M. Zaidi; Tyler J. VanderWeele

    The analysis of natural direct and principal stratum direct effects has a controversial history in statistics and causal inference as these effects are commonly identified with either untestable cross world independence or graphical assumptions. This paper demonstrates that the presence of individual level natural direct and principal stratum direct effects can be identified without cross world independence

  • Issue Information
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-02-18

    No abstract is available for this article.

  • Constructing likelihood functions for interval‐valued random variables
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-05-21
    X. Zhang; B. Beranger; S. A. Sisson

    There is a growing need for flexible methods to analyze interval‐valued data, which can provide efficient data representations for very large data sets. However, the existing descriptive frameworks to achieve this ignore the process by which interval‐valued data are typically constructed, namely, by the aggregation of real‐valued data generated from some underlying process. In this paper, we develop

  • Confidence intervals for extreme Pareto‐type quantiles
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-06-25
    Sven Buitendag; Jan Beirlant; Tertius de Wet

    In this paper, we revisit the construction of confidence intervals for extreme quantiles of Pareto‐type distributions. A novel asymptotic pivotal quantity is proposed for these quantile estimators, which leads to new asymptotic confidence intervals that exhibit more accurate coverage probability. This pivotal quantity also allows for the construction of a saddle‐point approximation, from which a second

  • Estimation of the marginal expected shortfall under asymptotic independence
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-06-02
    Juan‐Juan Cai; Eni Musta

    We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positively associated, which is modeled by the so‐called tail dependent coefficient. We construct an estimator of the marginal expected shortfall, which is shown to be asymptotically normal. The finite sample performance of the estimator is investigated in a small simulation

  • Novel criteria to exclude the surrogate paradox and their optimalities
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-06-13
    Yunjian Yin; Lan Liu; Zhi Geng; Peng Luo

    When the primary outcome is hard to collect, a surrogate endpoint is typically used as a substitute. However, even when a treatment has a positive average causal effect (ACE) on a surrogate endpoint, which also has a positive ACE on the primary outcome, it is still possible that the treatment has a negative ACE on the primary outcome. Such a phenomenon is called the surrogate paradox and greatly challenges

  • Estimation of cyclic long‐memory parameters
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-08-25
    Huda Mohammed Alomari; Antoine Ayache; Myriam Fradon; Andriy Olenko

    This paper studies cyclic long‐memory processes with Gegenbauer‐type spectral densities. For a semiparametric statistical model, new simultaneous estimates for singularity location and long‐memory parameters are proposed. This generalized filtered method‐of‐moments approach is based on general filter transforms that include wavelet transformations as a particular case. It is proved that the estimates

  • Dimension reduction for the conditional mean and variance functions in time series
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-08-27
    Jin‐Hong Park; S. Yaser Samadi

    This paper deals with the nonparametric estimation of the mean and variance functions of univariate time series data. We propose a nonparametric dimension reduction technique for both mean and variance functions of time series. This method does not require any model specification and instead we seek directions in both the mean and variance functions such that the conditional distribution of the current

  • Degree‐based goodness‐of‐fit tests for heterogeneous random graph models: Independent and exchangeable cases
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-10-29
    Sarah Ouadah; Stéphane Robin; Pierre Latouche

    The degrees are a classical and relevant way to study the topology of a network. They can be used to assess the goodness of fit for a given random graph model. In this paper, we introduce goodness‐of‐fit tests for two classes of models. First, we consider the case of independent graph models such as the heterogeneous Erdös‐Rényi model in which the edges have different connection probabilities. Second

  • Local Whittle likelihood approach for generalized divergence
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-11-15
    Yujie Xue; Masanobu Taniguchi

    There are many approaches in the estimation of spectral density. With regard to parametric approaches, different divergences are proposed in fitting a certain parametric family of spectral densities. Moreover, nonparametric approaches are also quite common considering the situation when we cannot specify the model of process. In this paper, we develop a local Whittle likelihood approach based on a

  • Exact dimensionality selection for Bayesian PCA
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-17
    Charles Bouveyron; Pierre Latouche; Pierre‐Alexandre Mattei

    We present a Bayesian model selection approach to estimate the intrinsic dimensionality of a high‐dimensional dataset. To this end, we introduce a novel formulation of the probabilisitic principal component analysis model based on a normal‐gamma prior distribution. In this context, we exhibit a closed‐form expression of the marginal likelihood which allows to infer an optimal number of components.

  • Inferactive data analysis
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-10
    Nan Bi; Jelena Markovic; Lucy Xia; Jonathan Taylor

    We describe inferactive data analysis, so‐named to denote an interactive approach to data analysis with an emphasis on inference after data analysis. Our approach is a compromise between Tukey's exploratory and confirmatory data analysis allowing also for Bayesian data analysis. We see this as a useful step in concrete providing tools (with statistical guarantees) for current data scientists. The basis

  • Multiple‐output quantile regression through optimal quantization
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-19
    Isabelle Charlier; Davy Paindaveine; Jérôme Saracco

    A new nonparametric quantile regression method based on the concept of optimal quantization was developed recently and was showed to provide estimators that often dominate their classical, kernel‐type, competitors. In the present work, we extend this method to multiple‐output regression problems. We show how quantization allows approximating population multiple‐output regression quantiles based on

  • Clustering with statistical error control
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-17
    Michael Vogt; Matthias Schmid

    This article presents a clustering approach that allows for rigorous statistical error control similar to a statistical test. We develop estimators for both the unknown number of clusters and the clusters themselves. The estimators depend on a tuning parameter α which is similar to the significance level of a statistical hypothesis test. By choosing α, one can control the probability of overestimating

  • Bayesian variable selection for multioutcome models through shared shrinkage
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-16
    Debamita Kundu; Riten Mitra; Jeremy T. Gaskins

    Variable selection over a potentially large set of covariates in a linear model is quite popular. In the Bayesian context, common prior choices can lead to a posterior expectation of the regression coefficients that is a sparse (or nearly sparse) vector with a few nonzero components, those covariates that are most important. This article extends the “global‐local” shrinkage idea to a scenario where

  • A framework for covariate balance using Bregman distances
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-07
    Kevin P. Josey; Elizabeth Juarez‐Colunga; Fan Yang; Debashis Ghosh

    A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear randomized. The propensity score is a natural quantity that arises in this setting. Propensity score weights have desirable asymptotic properties, but they often fail

  • Variable screening for survival data in the presence of heterogeneous censoring
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-05
    Jinfeng Xu; Wai Keung Li; Zhiliang Ying

    Variable screening for censored survival data is most challenging when both survival and censoring times are correlated with an ultrahigh‐dimensional vector of covariates. Existing approaches to handling censoring often make use of inverse probability weighting by assuming independent censoring with both survival time and covariates. This is a convenient but rather restrictive assumption which may

  • Statistical inference for multiple change‐point models
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-02
    Wu Wang; Xuming He; Zhongyi Zhu

    In this article, we propose a new technique for constructing confidence intervals for the mean of a noisy sequence with multiple change‐points. We use the weighted bootstrap to generalize the bootstrap aggregating or bagging estimator. A standard deviation formula for the bagging estimator is introduced, based on which smoothed confidence intervals are constructed. To further improve the performance

  • Computationally efficient familywise error rate control in genome‐wide association studies using score tests for generalized linear models
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-02
    Kari Krizak Halle; Øyvind Bakke; Srdjan Djurovic; Anja Bye; Einar Ryeng; Ulrik Wisløff; Ole A. Andreassen; Mette Langaas

    In genetic association studies, detecting phenotype–genotype association is a primary goal. We assume that the relationship between the data—phenotype, genetic markers and environmental covariates—can be modeled by a generalized linear model. The number of markers is allowed to be far greater than the number of individuals of the study. A multivariate score statistic is used to test each marker for

  • Post hoc false positive control for structured hypotheses
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-01
    Guillermo Durand; Gilles Blanchard; Pierre Neuvial; Etienne Roquain

    In a high‐dimensional multiple testing framework, we present new confidence bounds on the false positives contained in subsets S of selected null hypotheses. These bounds are post hoc in the sense that the coverage probability holds simultaneously over all S, possibly chosen depending on the data. This article focuses on the common case of structured null hypotheses, for example, along a tree, a hierarchy

  • A study on the least squares estimator of multivariate isotonic regression function
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-04-01
    Pramita Bagchi; Subhra Sankar Dhar

    Consider the problem of pointwise estimation of f in a multivariate isotonic regression model Z=f(X1,…,Xd)+ϵ, where Z is the response variable, f is an unknown nonparametric regression function, which is isotonic with respect to each component, and ϵ is the error term. In this article, we investigate the behavior of the least squares estimator of f. We generalize the greatest convex minorant characterization

  • Boosting multiplicative model combination
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-03-31
    Paolo Vidoni

    In this article, we define a new boosting‐type algorithm for multiplicative model combination using as loss function the Hyvärinen scoring rule. In particular, we focus on density estimation problems and the aim is to define a suitable estimator, using a multiplicative combination of elementary density functions, which correspond to simplified or partially specified probability models for the interest

  • Grenander functionals and Cauchy's formula
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-03-31
    Piet Groeneboom

    Let f ^ n be the nonparametric maximum likelihood estimator of a decreasing density. Grenander characterized this as the left‐continuous slope of the least concave majorant of the empirical distribution function. For a sample from the uniform distribution, the asymptotic distribution of the L2‐distance of the Grenander estimator to the uniform density was derived in an article by Groeneboom and Pyke

  • Inference for longitudinal data from complex sampling surveys: An approach based on quadratic inference functions
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-02-28
    Laura Dumitrescu; Wei Qian; J. N. K. Rao

    We propose a survey weighted quadratic inference function method for the analysis of data collected from longitudinal surveys, as an alternative to the survey weighted generalized estimating equation method. The procedure yields estimators of model parameters, which are shown to be consistent and have a limiting normal distribution. Furthermore, based on the inference function, a pseudolikelihood ratio

  • Adaptive estimating function inference for nonstationary determinantal point processes
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-02-20
    Frédéric Lavancier; Arnaud Poinas; Rasmus Waagepetersen

    Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this article, we establish asymptotic normality of estimating function estimators in a very general setting of nonstationary point processes. We then adapt this result to the case of nonstationary determinantal point processes, which

  • Non‐Gaussian geostatistical modeling using (skew) t processes
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-02-17
    Moreno Bevilacqua; Christian Caamaño‐Carrillo; Reinaldo B. Arellano‐Valle; Víctor Morales‐Oñate

    We propose a new model for regression and dependence analysis when addressing spatial data with possibly heavy tails and an asymmetric marginal distribution. We first propose a stationary process with t marginals obtained through scale mixing of a Gaussian process with an inverse square root process with Gamma marginals. We then generalize this construction by considering a skew‐Gaussian process, thus

  • Fast tensorial JADE
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-02-11
    Joni Virta; Niko Lietzén; Pauliina Ilmonen; Klaus Nordhausen

    We propose a novel method for tensorial‐independent component analysis. Our approach is based on TJADE and k‐JADE, two recently proposed generalizations of the classical JADE algorithm. Our novel method achieves the consistency and the limiting distribution of TJADE under mild assumptions and at the same time offers notable improvement in computational speed. Detailed mathematical proofs of the statistical

  • An autoregressive model based on the generalized hyperbolic distribution
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-01-31
    Henri Karttunen

    We define a nonlinear autoregressive time series model based on the generalized hyperbolic distribution in an attempt to model time series with non‐Gaussian features such as skewness and heavy tails. We show that the resulting process has a simple condition for stationarity and it is also ergodic. An empirical example with a forecasting experiment is presented to illustrate the features of the proposed

  • A dynamic model for double‐bounded time series with chaotic‐driven conditional averages
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-01-27
    Guilherme Pumi; Taiane Schaedler Prass; Rafael Rigão Souza

    In this work, we introduce a class of dynamic models for time series taking values on the unit interval. The proposed model follows a generalized linear model approach where the random component, conditioned on the past information, follows a beta distribution, while the conditional mean specification may include covariates and also an extra additive term given by the iteration of a map that can present

  • Estimation of causal continuous‐time autoregressive moving average random fields
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-01-24
    Claudia Klüppelberg; Viet Son Pham

    We estimate model parameters of Lévy‐driven causal continuous‐time autoregressive moving average random fields by fitting the empirical variogram to the theoretical counterpart using a weighted least squares (WLS) approach. Subsequent to deriving asymptotic results for the variogram estimator, we show strong consistency and asymptotic normality of the parameter estimator. Furthermore, we conduct a

  • Inference under pivotal sampling: Properties, variance estimation, and application to tesselation for spatial sampling
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-01-14
    Guillaume Chauvet; Ronan Le Gleut

    Unequal probability sampling is commonly used for sample selection. In the context of spatial sampling, the variables of interest often present a positive spatial correlation, so that it is intuitively relevant to select spatially balanced samples. In this article, we study the properties of pivotal sampling and propose an application to tesselation for spatial sampling. We also propose a simple conservative

  • Hypothesis testing for quantitative trait locus effects in both location and scale in genetic backcross studies
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-01-14
    Guanfu Liu; Pengfei Li; Yukun Liu; Xiaolong Pu

    Testing the existence of a quantitative trait locus (QTL) effect is an important task in QTL mapping studies. Most studies concentrate on the case where the phenotype distributions of different QTL groups follow normal distributions with the same unknown variance. In this paper we make a more general assumption that the phenotype distributions come from a location‐scale distribution family. We derive

  • A generalized semiparametric regression and its efficient estimation
    Scand. J. Stat. (IF 1.017) Pub Date : 2020-01-03
    Lu Lin; Lili Liu; Xia Cui; Kangning Wang

    We investigate a generalized semiparametric regression. Such a model can avoid the risk of wrongly choosing the base measure function. We propose a profile likelihood to efficiently estimate both parameter and nonparametric function. The main difference from the classical profile likelihood is that the profile likelihood proposed is a functional of the base measure function, instead of a function of

  • The predictive distributions of thinning‐based count processes
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-26
    Yang Lu

    This paper shows that the term structure of conditional (i.e. predictive) distributions allows for closed form expression in a large family of (possibly higher order or infinite order) thinning‐based count processes such as INAR(p), INARCH(p), NBAR(p), and INGARCH(1,1). Such predictive distributions are currently often deemed intractable by the literature and existing approximation methods are usually

  • Conditional covariance penalties for mixed models
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-23
    Benjamin Säfken; Thomas Kneib

    The prediction error for mixed models can have a conditional or a marginal perspective depending on the research focus. We introduce a novel conditional version of the optimism theorem for mixed models linking the conditional prediction error to covariance penalties for mixed models. Different possibilities for estimating these conditional covariance penalties are introduced. These are bootstrap methods

  • Geometric consistency of principal component scores for high‐dimensional mixture models and its application
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-23
    Kazuyoshi Yata; Makoto Aoshima

    In this article, we consider clustering based on principal component analysis (PCA) for high‐dimensional mixture models. We present theoretical reasons why PCA is effective for clustering high‐dimensional data. First, we derive a geometric representation of high‐dimension, low‐sample‐size (HDLSS) data taken from a two‐class mixture model. With the help of the geometric representation, we give geometric

  • Asymptotic normality of generalized maximum spacing estimators for multivariate observations
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-23
    Kristi Kuljus; Bo Ranneby

    In this paper, the maximum spacing method is considered for multivariate observations. Nearest neighbor balls are used as a multidimensional analogue to univariate spacings. A class of information‐type measures is used to generalize the concept of maximum spacing estimators of model parameters. Asymptotic normality of these generalized maximum spacing estimators is proved when the assigned model class

  • Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-18
    Laurent Gardes; Stéphane Girard; Gilles Stupfler

    The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS)

  • Confidence intervals for variance component ratios in unbalanced linear mixed models
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-18
    Mahesh N. Fernando; Ronald W. Butler

    Methods for constructing confidence intervals for variance component ratios in general unbalanced mixed models are developed. The methods are based on inverting the distribution of the signed root of the log‐likelihood ratio statistic constructed from either the restricted maximum likelihood or the full likelihood. As this distribution is intractable, the inversion is rather based on using a saddlepoint

  • Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-17
    Shu Yang; Jae Kwang Kim

    Predictive mean matching imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the predictive mean matching estimator for finite‐population inference using a superpopulation model framework. We also clarify conditions for its robustness. For variance estimation, the conventional bootstrap inference is invalid for matching estimators

  • Implementing Monte Carlo tests with p‐value buckets
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-17
    Axel Gandy; Georg Hahn; Dong Ding

    Software packages usually report the results of statistical tests using p‐values. Users often interpret these values by comparing them with standard thresholds, for example, 0.1, 1, and 5%, which is sometimes reinforced by a star rating (***, **, and *, respectively). We consider an arbitrary statistical test whose p‐value p is not available explicitly, but can be approximated by Monte Carlo samples

  • Efficient volatility estimation in a two‐factor model
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-17
    Olivier Féron; Pierre Gruet; Marc Hoffmann

    We statistically analyze a multivariate Heath‐Jarrow‐Morton diffusion model with stochastic volatility. The volatility process of the first factor is left totally unspecified while the volatility of the second factor is the product of an unknown process and an exponential function of time to maturity. This exponential term includes some real parameter measuring the rate of increase of the second factor

  • Combined multiple testing of multivariate survival times by censored empirical likelihood
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-17
    Judith H. Parkinson

    In each study testing the survival experience of one or more populations, one must not only choose an appropriate class of tests, but further an appropriate weight function. As the optimal choice depends on the true shape of the hazard ratio, one is often not capable of getting the best results with respect to a specific dataset. For the univariate case several methods were proposed to conquer this

  • Stochastic functional estimates in longitudinal models with interval‐censored anchoring events
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-15
    Chenghao Chu; Ying Zhang; Wanzhu Tu

    Timelines of longitudinal studies are often anchored by specific events. In the absence of the fully observed anchoring event times, the study timeline becomes undefined, and the traditional longitudinal analysis loses its temporal reference. In this paper, we considered an analytical situation where the anchoring events are interval censored. We demonstrated that by expressing the regression parameter

  • On aggregation of strongly dependent time series
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-13
    Jan Beran; Haiyan Liu; Sucharita Ghosh

    We consider cross‐sectional aggregation of time series with long‐range dependence. This question arises for instance from the statistical analysis of networks where aggregation is defined via routing matrices. Asymptotically, aggregation turns out to increase dependence substantially, transforming a hyperbolic decay of autocorrelations to a slowly varying rate. This effect has direct consequences for

  • The null hypothesis of (common) jumps in case of irregular and asynchronous observations
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-12
    Ole Martin; Mathias Vetter

    This paper proposes novel tests for the absence of jumps in a univariate semimartingale and for the absence of common jumps in a bivariate semimartingale. Our methods rely on ratio statistics of power variations based on irregular observations, sampled at different frequencies. We develop central limit theorems for the statistics under the respective null hypotheses and apply bootstrap procedures to

  • Concordance‐based estimation approaches for the optimal sufficient dimension reduction score
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-11
    Shao‐Hsuan Wang; Chin‐Tsang Chiang

    To characterize the dependence of a response on covariates of interest, a monotonic structure is linked to a multivariate polynomial transformation of the central subspace (CS) directions with unknown structural degree and dimension. Under a very general semiparametric model formulation, such a sufficient dimension reduction (SDR) score is shown to enjoy the existence, optimality, and uniqueness up

  • A calibrated imputation method for secondary data analysis of survey data
    Scand. J. Stat. (IF 1.017) Pub Date : 2019-12-08
    Damião N. Da Silva; Li‐Chun Zhang

    In practical survey sampling, missing data are unavoidable due to nonresponse, rejected observations by editing, disclosure control, or outlier suppression. We propose a calibrated imputation approach so that valid point and variance estimates of the population (or domain) totals can be computed by the secondary users using simple complete‐sample formulae. This is especially helpful for variance estimation

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