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Data integration via analysis of subspaces (DIVAS) Test (IF 1.3) Pub Date : 2024-03-14 Jack Prothero, Meilei Jiang, Jan Hannig, Quoc Tran-Dinh, Andrew Ackerman, J. S. Marron
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Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model Test (IF 1.3) Pub Date : 2024-02-28
Abstract A hypothesis related to the block structure of a covariance matrix under the doubly multivariate normal model is studied. It is assumed that the block structure of the covariance matrix belongs to a quadratic subspace, and under the null hypothesis, each block of the covariance matrix also has a structure belonging to some quadratic subspace. The Rao score and the likelihood ratio test statistics
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The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering Test (IF 1.3) Pub Date : 2024-02-26 Ryan P. Browne, Jeffrey L. Andrews
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Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates Test (IF 1.3) Pub Date : 2024-02-14 Yang Liu, Yukun Liu, Pengfei Li, Riquan Zhang
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A copula formulation for multivariate latent Markov models Test (IF 1.3) Pub Date : 2024-02-07 Alfonso Russo, Alessio Farcomeni
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Change-point detection in a tensor regression model Test (IF 1.3) Pub Date : 2024-02-06 Mai Ghannam, Sévérien Nkurunziza
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Bayesian sample size determination for detecting heterogeneity in multi-site replication studies Test (IF 1.3) Pub Date : 2024-01-23 Konstantinos Bourazas, Guido Consonni, Laura Deldossi
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Comments on: Shape-based functional data analysis Test (IF 1.3) Pub Date : 2024-01-18 J. E. Borgert, J. S. Marron
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LRD spectral analysis of multifractional functional time series on manifolds Test (IF 1.3) Pub Date : 2024-01-12 Diana P. Ovalle–Muñoz, M. Dolores Ruiz–Medina
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On variability of the mean remaining lifetime at random age Test (IF 1.3) Pub Date : 2024-01-12 Majid Asadi, Maxim Finkelstein
In this short communication, we discuss the remaining lifetime and the mean remaining lifetime (MRL) of an item with a random age. We show that the MRL at random age is closely related to some well-known variability measures. First, we provide a decomposition result showing that the MRL at random age, similar to other variability measures, has a covariance representation. Under the proportional hazards
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A generalized Hosmer–Lemeshow goodness-of-fit test for a family of generalized linear models Test (IF 1.3) Pub Date : 2023-12-19
Abstract Generalized linear models (GLMs) are very widely used, but formal goodness-of-fit (GOF) tests for the overall fit of the model seem to be in wide use only for certain classes of GLMs. We develop and apply a new goodness-of-fit test, similar to the well-known and commonly used Hosmer–Lemeshow (HL) test, that can be used with a wide variety of GLMs. The test statistic is a variant of the HL
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Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models Test (IF 1.3) Pub Date : 2023-12-18 T. Tony Cai, Zijian Guo, Yin Xia
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Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data Test (IF 1.3) Pub Date : 2023-12-15 Simos G. Meintanis, John P. Nolan, Charl Pretorius
We consider goodness-of-fit methods for multivariate symmetric and asymmetric stable Paretian random vectors in arbitrary dimension. The methods are based on the empirical characteristic function and are implemented both in the i.i.d. context as well as for innovations in GARCH models. Asymptotic properties of the proposed procedures are discussed, while the finite-sample properties are illustrated
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An instrumental variable approach under dependent censoring Test (IF 1.3) Pub Date : 2023-12-14 Gilles Crommen, Jad Beyhum, Ingrid Van Keilegom
This paper considers the problem of inferring the causal effect of a variable Z on a dependently censored survival time T. We allow for unobserved confounding variables, such that the error term of the regression model for T is dependent on the confounded variable Z. Moreover, T is subject to dependent censoring. This means that T is right censored by a censoring time C, which is dependent on T (even
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Comments on: Shape-based functional data analysis Test (IF 1.3) Pub Date : 2023-12-13 Ian L. Dryden
The discussion focuses on the different choices that are made by the user in carrying out shape-based functional data analysis. First, there is the choice of an additional warping penalty that can be included in the procedure. An object-oriented data analysis approach can be useful for selecting such a warping penalty, and an example from monitoring peatland is given. Also, there is a choice to be
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Testing hypotheses about correlation matrices in general MANOVA designs Test (IF 1.3) Pub Date : 2023-12-12 Paavo Sattler, Markus Pauly
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Comments on: Shape-based functional data analysis Test (IF 1.3) Pub Date : 2023-12-11 Pedro Delicado
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Complete asymptotic expansions and the high-dimensional Bingham distributions Test (IF 1.3) Pub Date : 2023-12-09 Armine Bagyan, Donald Richards
For \(d \ge 2\), let X be a random vector having a Bingham distribution on \({\mathcal {S}}^{d-1}\), the unit sphere centered at the origin in \({\mathbb {R}}^d\), and let \(\Sigma \) denote the symmetric matrix parameter of the distribution. Let \(\Psi (\Sigma )\) be the normalizing constant of the distribution and let \(\nabla \Psi _d(\Sigma )\) be the matrix of first-order partial derivatives of
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Change point detection in high dimensional data with U-statistics Test (IF 1.3) Pub Date : 2023-12-07 B. Cooper Boniece, Lajos Horváth, Peter M. Jacobs
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Comments on: shape-based functional data analysis Test (IF 1.3) Pub Date : 2023-11-28 Almond Stöcker, Lisa Steyer, Sonja Greven
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A statistical learning view of simple Kriging Test (IF 1.3) Pub Date : 2023-11-21 Emilia Siviero, Emilie Chautru, Stephan Clémençon
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Application of the Cramér–Wold theorem to testing for invariance under group actions Test (IF 1.3) Pub Date : 2023-11-18 Ricardo Fraiman, Leonardo Moreno, Thomas Ransford
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Bayesian joint quantile autoregression Test (IF 1.3) Pub Date : 2023-11-12 Jorge Castillo-Mateo, Alan E. Gelfand, Jesús Asín, Ana C. Cebrián, Jesús Abaurrea
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Model checking for generalized partially linear models Test (IF 1.3) Pub Date : 2023-11-06 Xinmin Li, Haozhe Liang, Wolfgang Härdle, Hua Liang
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Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models Test (IF 1.3) Pub Date : 2023-11-07 Ya’acov Ritov
We consider the estimation of a one-dimensional parameter in a linear model with an ultra-high number of independent variables. We argue that the standard assumptions on the design matrix are essentially technical and can be relaxed. Conversely, the assumptions on the sparsity of the nuisance parameters are unverifiable, too strong, and unavoidable.
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Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors Test (IF 1.3) Pub Date : 2023-10-30 Min Wang, Keying Ye, Zifei Han
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Estimation of stability index for symmetric $$\alpha $$ -stable distribution using quantile conditional variance ratios Test (IF 1.3) Pub Date : 2023-10-30 Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska
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Unit-Weibull autoregressive moving average models Test (IF 1.3) Pub Date : 2023-10-24 Guilherme Pumi, Taiane Schaedler Prass, Cleiton Guollo Taufemback
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Statistical analysis of measures of non-convexity Test (IF 1.3) Pub Date : 2023-10-12 Alejandro Cholaquidis, Ricardo Fraiman, Leonardo Moreno, Beatriz Pateiro-López
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Conditional tail moment and reinsurance premium estimation under random right censoring Test (IF 1.3) Pub Date : 2023-10-09 Yuri Goegebeur, Armelle Guillou, Jing Qin
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Testing Poissonity of a large number of populations Test (IF 1.3) Pub Date : 2023-09-29 M. D. Jiménez-Gamero, J. de Uña-Álvarez
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Power priors for replication studies Test (IF 1.3) Pub Date : 2023-09-21 Samuel Pawel, Frederik Aust, Leonhard Held, Eric-Jan Wagenmakers
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Gender wage difference estimation at quantile levels using sample survey data Test (IF 1.3) Pub Date : 2023-09-19 Mihaela-Cătălina Anastasiade-Guinand, Alina Matei, Yves Tillé
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Selective inference for false discovery proportion in a hidden Markov model Test (IF 1.3) Pub Date : 2023-09-14 Marie Perrot-Dockès, Gilles Blanchard, Pierre Neuvial, Etienne Roquain
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On the Randić index and its variants of network data Test (IF 1.3) Pub Date : 2023-09-15 Mingao Yuan
Summary statistics play an important role in network data analysis. They can provide us with meaningful insight into the structure of a network. The Randić index is one of the most popular network statistics that has been widely used for quantifying information of biological networks, chemical networks, pharmacologic networks, etc. A topic of current interest is to find bounds or limits of the Randić
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Analysis of conditional randomisation and permutation schemes with application to conditional independence testing Test (IF 1.3) Pub Date : 2023-09-12 Małgorzata Łazȩcka, Bartosz Kołodziejek, Jan Mielniczuk
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Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers Test (IF 1.3) Pub Date : 2023-09-13 Rahul Ghosal, Arnab Maity
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A causal hidden Markov model for assessing effects of multiple direct mail campaigns Test (IF 1.3) Pub Date : 2023-09-07 Fulvia Pennoni, Leonard J. Paas, Francesco Bartolucci
We propose assessing the causal effects of a dynamic treatment in a longitudinal observational study, given observed confounders under suitable assumptions. The causal hidden Markov model is based on potential versions of discrete latent variables, and it accounts for the estimated propensity to be assigned to each treatment level over time using inverse probability weighting. Estimation of the model
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Statistical models and the Benford hypothesis: a unified framework Test (IF 1.3) Pub Date : 2023-09-05 Lucio Barabesi, Andrea Cerioli, Marco Di Marzio
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On new omnibus tests of uniformity on the hypersphere Test (IF 1.3) Pub Date : 2023-09-04 Alberto Fernández-de-Marcos, Eduardo García-Portugués
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Testing for trend in two-way crossed effects model under heteroscedasticity Test (IF 1.3) Pub Date : 2023-08-30 Anjana Mondal, Paavo Sattler, Somesh Kumar
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Shape-based functional data analysis Test (IF 1.3) Pub Date : 2023-08-22 Yuexuan Wu, Chao Huang, Anuj Srivastava
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Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data Test (IF 1.3) Pub Date : 2023-08-16 Zhaohan Hou, Wei Ma, Lei Wang
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Bump hunting through density curvature features Test (IF 1.3) Pub Date : 2023-08-11 José E. Chacón, Javier Fernández Serrano
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On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions Test (IF 1.3) Pub Date : 2023-08-05 Jorge Navarro, Jorge M Arevalillo
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High-order asymptotic approximations for improved inference under exceptionally low false positive error rates Test (IF 1.3) Pub Date : 2023-07-14 Basitha K. Hewa Wellalage, Igor Volobouev, A. Alexandre Trindade
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Rejoinder on: Nonparametric estimation in mixture cure models with covariates Test (IF 1.3) Pub Date : 2023-07-10 Ana López-Cheda, Yingwei Peng, María Amalia Jácome
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Statistical inference and large-scale multiple testing for high-dimensional regression models Test (IF 1.3) Pub Date : 2023-07-05 T. Tony Cai, Zijian Guo, Yin Xia
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A threshold modeling for nonlinear time series of counts: application to COVID-19 data Test (IF 1.3) Pub Date : 2023-06-14 Nisreen Shamma, Mehrnaz Mohammadpour, Masoumeh Shirozhan
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Nonparametric tests for semiparametric regression models Test (IF 1.3) Pub Date : 2023-06-07 Federico Ferraccioli, Laura M. Sangalli, Livio Finos
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A general class of shock models with dependent inter-arrival times Test (IF 1.3) Pub Date : 2023-05-28 Dheeraj Goyal, Nil Kamal Hazra, Maxim Finkelstein
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Nonparametric estimation in mixture cure models with covariates Test (IF 1.3) Pub Date : 2023-05-17 Ana López-Cheda, Yingwei Peng, María Amalia Jácome
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Comments on: Nonparametric estimation in mixture cure models with covariates Test (IF 1.3) Pub Date : 2023-05-17 Ricardo Cao
This paper discusses the invited paper by López-Cheda, Peng and Jácome on nonparametric mixture cure models with covariates. An alternative estimation procedure is proposed in this context. The situation when the two covariate vectors (the one in the incidence and in the latency parts) share some, but not all, their covariates is also considered. Some technical aspects in the assumptions, results and
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Comments on: Nonparametric estimation in mixture cure models with covariates Test (IF 1.3) Pub Date : 2023-05-17 Philippe Lambert
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Robust and efficient estimation of nonparametric generalized linear models Test (IF 1.3) Pub Date : 2023-05-16 Ioannis Kalogridis, Gerda Claeskens, Stefan Van Aelst
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Reliability and optimal replacement policy for a generalized mixed shock model Test (IF 1.3) Pub Date : 2023-05-14 Murat Ozkut
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Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling Test (IF 1.3) Pub Date : 2023-05-02 Dae Woong Ham, Jiaze Qiu
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Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence Test (IF 1.3) Pub Date : 2023-04-14 Laura Freijeiro-González, Manuel Febrero-Bande, Wenceslao González-Manteiga
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Multipartition model for multiple change point identification Test (IF 1.3) Pub Date : 2023-04-10 Ricardo C. Pedroso, Rosangela H. Loschi, Fernando Andrés Quintana