Statistics & Probability Letters最新文献

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Spatial local linear quantile regression under association 关联下空间局部线性分位数回归

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-02-01 Epub Date: 2025-10-04 DOI: 10.1016/j.spl.2025.110573

Xin-Yi Xu , Jiang-Feng Wang , Kang Hu , Shan He , Yu Xia

This paper investigates the asymptotic properties of local linear quantile regression estimators for spatial data generated by strictly stationary and associated spatial processes

{(Y_{i}, X_{i}), i \in Z^{N}}

. We study local linear estimators for both the conditional quantile function

q_{p} (x)

and its first-order partial derivatives. Under appropriate regularity conditions, we derive the Bahadur representation for these estimators, which is utilized to establish their joint asymptotic normality. To assess finite-sample performance, we conduct Monte Carlo simulations in a two-dimensional space (

N = 2

). The results demonstrate the applicability of the proposed estimators and confirm the theoretical asymptotic properties.

本文研究了由严格平稳及其相关空间过程{(Yi,Xi)，i∈ZN}生成的空间数据的局部线性分位数回归估计的渐近性质。研究了条件分位数函数qp(x)及其一阶偏导数的局部线性估计。在适当的正则性条件下，我们导出了这些估计量的Bahadur表示，并利用该表示建立了它们的联合渐近正态性。为了评估有限样本性能，我们在二维空间（N=2）中进行蒙特卡罗模拟。结果证明了所提估计量的适用性，并证实了理论渐近性质。

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引用次数: 0

Communication-efficient distributed robust variable selection for heterogeneous massive data 面向异构海量数据的高效通信分布式鲁棒变量选择

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-02-01 Epub Date: 2025-09-17 DOI: 10.1016/j.spl.2025.110557

Hang Zou , Yunlu Jiang

We propose a communication-efficient distributed robust variable selection method using discounted exponential regression for massive data. Theoretical properties of the proposed method are demonstrated. Simulation studies and the application to flue gas emission data illustrate the effectiveness of our approach.

针对海量数据，提出了一种基于贴现指数回归的高效通信分布式鲁棒变量选择方法。论证了该方法的理论性质。模拟研究和对烟气排放数据的应用表明了我们方法的有效性。

引用次数: 0

A note on the structure of the filtering recursion for finite HMMs 有限hmm的滤波递归结构注记

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-02-01 Epub Date: 2025-09-22 DOI: 10.1016/j.spl.2025.110556

Dimitrios Katselis , Boris I. Godoy , Rodrigo Carvajal , Juan C. Agüero

The filter for a finite HMM at time

k

is expressed in terms of a stochastic matrix

F_{k}

. We relate arbitrary pairs of rows in

F_{k}

with the corresponding pairs of rows in the underlying

(k - 1)

-step transition matrix

P^{(k - 1)} = P^{k - 1}

有限HMM在k时刻的滤波器用随机矩阵Fk表示。我们将Fk中的任意行对与底层（k−1）阶跃变换矩阵P(k−1)=Pk−1中相应的行对联系起来。

引用次数: 0

Multiple imputation of censored bivariate event-times via inverse transform and nonparametric Gibbs sampling 基于反变换和非参数Gibbs抽样的截尾双变量事件时间的多次插值

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-02-01 Epub Date: 2025-09-26 DOI: 10.1016/j.spl.2025.110564

Daniela Angulo, Susan Murray

Bivariate time-to-event data, subject to right censoring, frequently arise in medical research. This paper introduces a novel nonparametric multiple imputation (MI) procedure for analyzing censored bivariate time-to-event data. Our methodology offers a straightforward, easy-to-implement inverse transform MI method that effectively captures the joint distribution of bivariate random variables through the imputation of censored event-times.

医学研究中经常出现经过正确审查的双变量事件时间数据。本文介绍了一种新的非参数多重插值（MI）方法，用于分析截尾双变量时间事件数据。我们的方法提供了一种简单、易于实现的逆变换MI方法，该方法通过截除事件时间的插入有效地捕获二元随机变量的联合分布。

引用次数: 0

Optimal sub-Gaussian variance proxy for truncated Gaussian and exponential random variables 截断高斯和指数随机变量的最优亚高斯方差代理

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-02-01 Epub Date: 2025-09-22 DOI: 10.1016/j.spl.2025.110555

Mathias Barreto , Olivier Marchal , Julyan Arbel

This paper establishes the optimal sub-Gaussian variance proxy for truncated Gaussian and truncated exponential random variables. The proofs are based initially on reducing each distribution to their standardized versions. Geometrically, for the normal distribution, our argument consists of fitting a parabola to another parabola-looking function, which emerges from its moment generating function. For the exponential case, we show that the optimal variance proxy is the unique solution to a pair of equations and then provide this solution explicitly. Moreover, we demonstrate that truncated Gaussian variables exhibit strict sub-Gaussian behavior if and only if they are symmetric, meaning their truncation is symmetric with respect to the mean. Conversely, truncated exponential variables are shown to never exhibit strict sub-Gaussianity.

本文建立了截断高斯和截断指数随机变量的最优亚高斯方差代理。这些证明最初是基于将每个发行版简化为它们的标准化版本。几何上，对于正态分布，我们的论证包括将抛物线拟合到另一个抛物线状的函数，该函数从其力矩生成函数中出现。对于指数情况，我们证明了最优方差代理是一对方程的唯一解，然后明确地给出了这个解。此外，我们证明截断的高斯变量表现出严格的亚高斯行为当且仅当它们是对称的，这意味着它们的截断相对于均值是对称的。相反，截断的指数变量显示永远不会表现出严格的次高斯性。

引用次数: 0

The eschewed sinh-arcsinh t distribution 避开了sinh-arcsinh - t分布

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-02-01 Epub Date: 2025-09-24 DOI: 10.1016/j.spl.2025.110560

M.C. Jones , Arthur Pewsey

Rosco et al. (2011) introduced and studied the sinh-arcsinh

t

(SAS-

t

) distribution. In this article, we introduce a modified version of that distribution which we call the eschewed sinh-arcsinh

t

(ESAS-

t

) distribution. The new proposal proves to be somewhat simpler than the former and, on balance, given the pros and cons listed in the article, we now recommend the ESAS-

t

distribution over the SAS-

t

distribution as the preferable version of a sinh-arcsinh

t

distribution.

Rosco et al.（2011）介绍并研究了sinh-arcsinh t （SAS-t）分布。在本文中，我们将介绍该分布的一个修改版本，我们将其称为回避的sinh-arcsinh t （esa -t）分布。事实证明，新提案比前一个提案要简单一些，总的来说，考虑到本文中列出的优点和缺点，我们现在推荐ESAS-t发行版，而不是SAS-t发行版，作为sinh-arcsinh -t发行版的首选版本。

引用次数: 0

Random bridges in spaces of growing dimension 在不断增长的维度空间中的随机桥

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-01 Epub Date: 2025-08-16 DOI: 10.1016/j.spl.2025.110530

Bochen Jin

We investigate the limiting behaviour of the path of random bridges treated as random sets in

R^{d}

with the Euclidean metric and the dimension

d

increasing to infinity. The main result states that, in the square integrable case, the limit (in the Gromov–Hausdorff sense) is deterministic, namely, it is

[0, 1]

equipped with the pseudo-metric

\sqrt{| t - s | (1 - | t - s |)}

. We also show that, in the heavy-tailed case with summands regularly varying of order

α \in (0, 1)

, the limiting metric space has a random metric derived from the bridge variant of a subordinator.

我们研究了在Rd中作为随机集的随机桥的路径的极限行为，其欧几里得度规和维数d增加到无穷。主要结果表明，在平方可积情况下，极限（在Gromov-Hausdorff意义下）是确定性的，即[1,1]具有伪度量|t−s|（1−|t−s|）。我们还证明了，在求和项为α∈(0,1)阶正则变化的重尾情况下，极限度量空间有一个从从属子的桥变派生的随机度量。

引用次数: 0

Quasi-likelihood estimation for stochastic fractional heat equation 随机分数阶热方程的拟似然估计

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-01 Epub Date: 2025-09-09 DOI: 10.1016/j.spl.2025.110549

Yaqin Sun , Jingqi Han , Litan Yan

By the quasi-likelihood method, in this note we consider parameter estimation of the fractional heat equation

\frac{\partial}{\partial t} u (t, x) = Δ_{α} u (t, x) d t + σ \dot{W} (t, x), t \geq 0, x \in R

with initial condition

u (0, x) = 0

, where

\dot{W} (t, x)

is a space–time white noise and

Δ_{α} = - {(- Δ)}^{α / 2}

is the fractional Laplacian with

α \in (1, 2]

. By using the quasi-likelihood method we obtain the estimator of

σ^{2}

and give the asymptotic behaviors of the estimator provided that the spatial process

x \mapsto u (t, x)

can be observed at some discrete points

{x_{j} = j h, j = 0, 1, 2, \dots, n}

with

h = h (n) \to 0

n h^{1 + γ} \to R \neq 0

for some

0 \leq γ < 1

, as

n \to \infty

本文利用拟似然方法，考虑分数阶热方程∂∂tu(t,x)=Δαu(t,x)dt+σẆ（t,x），t≥0，x∈r的参数估计，初始条件为u(0,x)=0，其中Ẇ（t,x）为时空白噪声，Δα=−（−Δ）α/2为分数阶拉普拉斯算子，α∈(1,2)。利用拟似然方法得到了σ2的估计量，并给出了在若干离散点{xj=jh,j=0,1,2，…，n}上，当h=h(n)→0，nh1+γ→R≠0时，当n→∞时，空间过程x∈u（t,x）可以被观测到的渐近性质。

引用次数: 0

Limit theorems for renewal processes with infinite mean interarrival time under random inspection 随机检查下具有无限平均到达间隔时间的更新过程的极限定理

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-01 Epub Date: 2025-08-18 DOI: 10.1016/j.spl.2025.110527

Diana Rauwolf

Analogues to fundamental asymptotic relations in renewal theory are considered under the assumption that the time is a random variable and that the interarrival times have infinite mean. Limits are given for interarrival times with regularly varying tail and for sequences of parameters of the respective random-time distribution under mild conditions. An application to alternating renewal processes is shown.

在假设时间为随机变量且到达间隔时间有无穷均值的情况下，研究了类似于更新理论中基本渐近关系的问题。给出了尾部有规律变化的到达间隔时间和相应的随机时间分布的参数序列在温和条件下的极限。给出了交替更新过程的一个应用。

引用次数: 0

Dispersive and hazard rate orderings of parallel systems with exponential dependent components 具有指数相关分量的平行系统的色散和危险率排序

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters

Pub Date : 2026-01-01 Epub Date: 2025-08-05 DOI: 10.1016/j.spl.2025.110514

Ghadah Alomani , Anfal A. Alqefari , Mohamed Kayid

Based on dispersive and hazard rate orders, sharp lower bounds for the maximum order statistic of heterogeneous dependent exponential random variables whose joint distribution is modeled via an Archimedean copula are found. Our results extend and refine a recent contribution by Amini-Seresht, Khaledi, and Izadkhah (Statist. Probab. Lett. 215 (2024), 110242), by providing tighter bounds under convenient conditions on the generator function of the Archimedean copula.

基于弥散阶数和危险率阶数，找到了用阿基米德联结模型建立其联合分布的异质相关指数随机变量的最大阶统计量的明显下界。我们的研究结果扩展并完善了Amini-Seresht、Khaledi和Izadkhah（统计学家）最近的一项贡献。Probab。Lett. 215(2024), 110242)，通过在方便的条件下对阿基米德copula的生成函数提供更严格的界。

引用次数: 0

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