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The proximal bootstrap for constrained estimators 受约束估计器的近似自举法
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-10-28 DOI: 10.1016/j.jspi.2024.106245
Jessie Li
We demonstrate how to conduct uniformly asymptotically valid inference for n-consistent estimators defined as the solution to a constrained optimization problem with a possibly nonsmooth or nonconvex sample objective function and a possibly nonconvex constraint set. We allow for the solution to the problem to be on the boundary of the constraint set or to drift towards the boundary of the constraint set as the sample size goes to infinity. We construct a confidence set by benchmarking a test statistic against critical values that can be obtained from a simple unconstrained quadratic programming problem. Monte Carlo simulations illustrate the uniformly correct coverage of our method in a boundary constrained maximum likelihood model, a boundary constrained nonsmooth GMM model, and a conditional logit model with capacity constraints.
我们演示了如何对 n 个一致估计器进行统一渐近有效推断,这些估计器被定义为一个约束优化问题的解,该问题具有可能是非光滑或非凸的样本目标函数和可能是非凸的约束集。我们允许问题的解处于约束集的边界上,或随着样本量的增加而向约束集的边界漂移。我们通过将测试统计量与临界值进行比对来构建置信集,这些临界值可以从一个简单的无约束二次编程问题中获得。蒙特卡罗模拟说明了我们的方法在边界约束最大似然模型、边界约束非光滑 GMM 模型和带容量约束的条件 logit 模型中的均匀正确覆盖率。
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引用次数: 0
Testing the equality of distributions using integrated maximum mean discrepancy 利用综合最大均值差异测试分布的相等性
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-10-25 DOI: 10.1016/j.jspi.2024.106246
Tianxuan Ding , Zhimei Li , Yaowu Zhang
Comparing and testing for the homogeneity of two independent random samples is a fundamental statistical problem with many applications across various fields. However, existing methods may not be effective when the data is complex or high-dimensional. We propose a new method that integrates the maximum mean discrepancy (MMD) with a Gaussian kernel over all one-dimensional projections of the data. We derive the closed-form expression of the integrated MMD and prove its validity as a distributional similarity metric. We estimate the integrated MMD with the U-statistic theory and study its asymptotic behaviors under the null and two kinds of alternative hypotheses. We demonstrate that our method has the benefits of the MMD, and outperforms existing methods on both synthetic and real datasets, especially when the data is complex and high-dimensional.
比较和检验两个独立随机样本的同质性是一个基本的统计问题,在各个领域都有很多应用。然而,当数据复杂或高维时,现有的方法可能无法奏效。我们提出了一种新方法,用高斯核对数据的所有一维投影进行最大均值差异(MMD)积分。我们推导出了集成 MMD 的闭式表达式,并证明了它作为分布相似度量的有效性。我们用 U 统计理论估计了综合 MMD,并研究了它在零假设和两种替代假设下的渐近行为。我们证明了我们的方法具有 MMD 的优点,并且在合成数据集和真实数据集上都优于现有方法,尤其是在数据复杂和高维的情况下。
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引用次数: 0
Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand 具有横截面依赖性的主函数系数面板数据模型的半参数估计及其在卷烟需求中的应用
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-10-05 DOI: 10.1016/j.jspi.2024.106244
Yan-Yong Zhao , Ling-Ling Ge , Kong-Sheng Zhang
In this paper, we consider the estimation of functional coefficient panel data models with cross-sectional dependence. Borrowing the principal component structure, the functional coefficient panel data models can be transformed into a semiparametric panel data model. Combining the local linear dummy variable technique and profile least squares method, we develop a semiparametric profile method to estimate the coefficient functions. A gradient-descent iterative algorithm is employed to enhance computation speed and estimation accuracy. The main results show that the resulting parameter estimator enjoys asymptotic normality with a NT convergence rate and the nonparametric estimator is asymptotically normal with a nonparametric convergence rate NTh when both the number of cross-sectional units N and the length of time series T go to infinity, under some regularity conditions. Monte Carlo simulations are carried out to evaluate the proposed methods, and an application to cigarette demand is investigated for illustration.
本文考虑了具有横截面依赖性的函数系数面板数据模型的估计。借用主成分结构,函数系数面板数据模型可以转化为半参数面板数据模型。结合局部线性虚拟变量技术和剖面最小二乘法,我们开发了一种估计系数函数的半参数剖面方法。我们采用梯度迭代算法来提高计算速度和估计精度。主要结果表明,在一些正则性条件下,当横截面单位数 N 和时间序列长度 T 都达到无穷大时,所得到的参数估计器具有渐近正态性和 NT 收敛率,而非参数估计器具有渐近正态性和非参数收敛率 NTh。为了评估所提出的方法,我们进行了蒙特卡罗模拟,并对卷烟需求的应用进行了研究以作说明。
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引用次数: 0
A family of discrete maximum-entropy distributions 离散最大熵分布系列
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-10-01 DOI: 10.1016/j.jspi.2024.106243
David J. Hessen
In this paper, a family of maximum-entropy distributions with general discrete support is derived. Members of the family are distinguished by the number of specified non-central moments. In addition, a subfamily of discrete symmetric distributions is defined. Attention is paid to maximum likelihood estimation of the parameters of any member of the general family. It is shown that the parameters of any special case with infinite support can be estimated using a conditional distribution given a finite subset of the total support. In an empirical data example, the procedures proposed are demonstrated.
本文导出了具有一般离散支持的最大熵分布族。该族成员根据指定的非中心矩的数量来区分。此外,还定义了离散对称分布子族。一般族成员参数的最大似然估计受到关注。结果表明,任何具有无限支持的特例的参数都可以使用给定总支持的有限子集的条件分布来估计。在一个经验数据示例中,演示了所提出的程序。
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引用次数: 0
Risk minimization using robust experimental or sampling designs and mixture of designs 利用稳健的实验或抽样设计以及混合设计最大限度地降低风险
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-09-29 DOI: 10.1016/j.jspi.2024.106241
Ejub Talovic, Yves Tillé
For both experimental and sampling designs, the efficiency or balance of designs has been extensively studied. There are many ways to incorporate auxiliary information into designs. However, when we use balanced designs to decrease the variance due to an auxiliary variable, the variance may increase due to an effect which we define as lack of robustness. This robustness can be written as the largest eigenvalue of the variance operator of a sampling or experimental design. If this eigenvalue is large, then it might induce a large variance in the Horvitz–Thompson estimator of the total. We calculate or estimate the largest eigenvalue of the most common designs. We determine lower, upper bounds and approximations of this eigenvalue for different designs. Then, we compare these results with simulations that show the trade-off between efficiency and robustness. Those results can be used to determine the proper choice of designs for experiments such as clinical trials or surveys. We also propose a new and simple method for mixing two sampling designs, which allows to use a tuning parameter between two sampling designs. This method is then compared to the Gram–Schmidt walk design, which also governs the trade-off between robustness and efficiency. A set of simulation studies shows that our method of mixture gives similar results to the Gram–Schmidt walk design while having an interpretable variance matrix.
对于实验设计和抽样设计而言,设计的效率或平衡性已得到广泛研究。将辅助信息纳入设计的方法有很多。然而,当我们使用平衡设计来减少由辅助变量引起的方差时,方差可能会由于我们定义为缺乏稳健性的效应而增大。这种稳健性可以写成抽样或实验设计的方差算子的最大特征值。如果该特征值较大,则可能会导致霍维兹-汤普森总估计值的方差较大。我们计算或估计最常见设计的最大特征值。我们为不同的设计确定该特征值的下限、上限和近似值。然后,我们将这些结果与模拟结果进行比较,以显示效率和稳健性之间的权衡。这些结果可用于确定临床试验或调查等实验设计的正确选择。我们还提出了一种简单的混合两种抽样设计的新方法,可以在两种抽样设计之间使用一个调整参数。然后,我们将这种方法与格拉姆-施密特行走设计进行了比较,后者也能在稳健性和效率之间做出权衡。一组模拟研究表明,我们的混合方法得出了与格拉姆-施密特行走设计相似的结果,同时具有可解释的方差矩阵。
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引用次数: 0
Optimal s-level fractional factorial designs under baseline parameterization 基线参数化条件下的最优 s 级分数因子设计
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-09-27 DOI: 10.1016/j.jspi.2024.106242
Zhaohui Yan, Shengli Zhao
In this paper, we explore the minimum aberration criterion for s-level designs under baseline parameterization, called BP-MA. We give a complete search method and an incomplete search method to obtain the BP-MA (or nearly BP-MA) designs. The methodology has no restriction on s, the levels of the factors. The catalogues of (nearly) BP-MA designs with s=2,3,4,5 levels are provided.
本文探讨了基线参数化条件下 s 级设计的最小畸变准则,称为 BP-MA。我们给出了一种完全搜索方法和一种不完全搜索方法来获得 BP-MA(或近似 BP-MA)设计。该方法对因子水平 s 没有限制。我们提供了 s=2,3,4,5 级的(近似)BP-MA 设计目录。
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引用次数: 0
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives 在对相关常模的均值进行双侧替代多重检验时控制误发现率的偏移 BH 方法
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-09-21 DOI: 10.1016/j.jspi.2024.106238
Sanat K. Sarkar, Shiyu Zhang
For simultaneous testing of multivariate normal means with known correlation matrix against two-sided alternatives, this paper introduces new methods with proven finite-sample control of false discovery rate. The methods are obtained by shifting each p-value to the left and considering a Benjamini–Hochberg-type linear step-up procedure based on these shifted p-values. The amount of shift for each p-value is appropriately determined from the correlation matrix to achieve the desired false discovery rate control. Simulation studies and real-data application show favorable performances of the proposed methods when compared with relevant competitors.
针对已知相关矩阵的多元正态均值与双侧替代值的同步检验,本文介绍了经证实可对误差发现率进行有限样本控制的新方法。这些方法是通过将每个 p 值向左移动,并根据这些移动的 p 值考虑 Benjamini-Hochberg 型线性阶跃过程而得到的。每个 p 值的移动量可根据相关矩阵适当确定,以实现所需的误发现率控制。模拟研究和实际数据应用表明,与相关竞争者相比,所提出的方法具有良好的性能。
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引用次数: 0
On schematic orthogonal arrays of high strength 高强度正交阵列示意图
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-09-04 DOI: 10.1016/j.jspi.2024.106230
Rong Yan, Shanqi Pang, Jing Wang, Mengqian Chen

Schematic orthogonal arrays are closely related to association schemes. And which orthogonal arrays are schematic orthogonal arrays and how to classify them is an open problem proposed by Hedayat et al. (1999). By using the Hamming distances, this paper presents some general methods for constructing schematic symmetric and mixed orthogonal arrays of high strength. As applications of these methods, we construct association schemes and many new schematic orthogonal arrays including several infinite classes of such arrays. Some examples are provided to illustrate the construction methods. The paper gives the partial solution of the problem by Hedayat et al. (1999) for symmetric and mixed orthogonal arrays of high strength.

示意正交阵列与关联方案密切相关。而哪些正交阵列属于示意正交阵列以及如何对它们进行分类是 Hedayat 等人(1999 年)提出的一个未决问题。通过使用汉明距离,本文提出了一些构建高强度示意对称阵列和混合正交阵列的一般方法。作为这些方法的应用,我们构建了关联方案和许多新的示意正交阵列,包括此类阵列的几个无限类。本文提供了一些示例来说明构建方法。本文给出了 Hedayat 等人(1999 年)提出的高强度对称和混合正交阵列问题的部分解决方案。
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引用次数: 0
Zero-inflated multivariate tobit regression modeling 零膨胀多元托比特回归建模
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-09-03 DOI: 10.1016/j.jspi.2024.106229
Becky Tang , Henry A. Frye , John A. Silander Jr. , Alan E. Gelfand

A frequent challenge encountered in real-world applications is data having a high proportion of zeros. Focusing on ecological abundance data, much attention has been given to zero-inflated count data. Models for non-negative continuous abundance data with an excess of zeros are rarely discussed. Work presented here considers the creation of a point mass at zero through a left-censoring approach or through a hurdle approach. We incorporate both mechanisms to capture the analog of zero-inflation for count data. Additionally, primary attention has been given to univariate zero-inflated modeling (e.g., single species), whereas data often arise jointly (e.g., a collection of species). With multivariate abundance data, a key issue is to capture dependence among the species at a site, both in terms of positive abundance as well as absence. Therefore, our contribution is a model for multivariate zero-inflated continuous data that are non-negative. Working in a Bayesian framework, we discuss the issue of separating the two sources of zeros and offer model comparison metrics for multivariate zero-inflated data. In an application, we model the total biomass for five tree species obtained from plots established in the Forest Inventory Analysis database in the Northeast region of the United States.

实际应用中经常遇到的一个难题是数据中零的比例很高。以生态丰度数据为重点,零膨胀计数数据受到了广泛关注。而针对零过多的非负连续丰度数据的模型却鲜有讨论。本文介绍的工作考虑了通过左删减法或障碍法在零点处创建一个点质量。我们将这两种机制结合起来,以捕捉计数数据的零膨胀模拟。此外,人们主要关注的是单变量零膨胀建模(如单一物种),而数据往往是共同产生的(如物种集合)。对于多变量丰度数据,一个关键问题是捕捉一个地点物种之间的依赖性,包括正丰度和缺失。因此,我们的贡献是建立了一个非负的多变量零膨胀连续数据模型。在贝叶斯框架下,我们讨论了分离两个零源的问题,并提供了多元零膨胀数据的模型比较指标。在一个应用中,我们对从美国东北部地区森林资源清查分析数据库建立的地块中获得的五个树种的总生物量进行了建模。
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引用次数: 0
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood 利用集成偏似然法对一般多变量相关虚弱模型进行估计的收敛随机算法
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-08-31 DOI: 10.1016/j.jspi.2024.106231
Ajmal Oodally , Luc Duchateau , Estelle Kuhn

The Cox model with unspecified baseline hazard is often used to model survival data. In the case of correlated event times, this model can be extended by introducing random effects, also called frailty terms, leading to the frailty model. Few methods have been put forward to estimate parameters of such frailty models, and they often consider only a particular distribution for the frailty terms and specific correlation structures. In this paper, a new efficient method is introduced to perform parameter estimation by maximizing the integrated partial likelihood. The proposed stochastic estimation procedure can deal with frailty models with a broad choice of distributions for the frailty terms and with any kind of correlation structure between the frailty components, also allowing random interaction terms between the covariates and the frailty components. The almost sure convergence of the stochastic estimation algorithm towards a critical point of the integrated partial likelihood is proved. Numerical convergence properties are evaluated through simulation studies and comparison with existing methods is performed. In particular, the robustness of the proposed method with respect to different parametric baseline hazards and misspecified frailty distributions is demonstrated through simulation. Finally, the method is applied to a mastitis and a bladder cancer dataset.

具有未指定基线危险的 Cox 模型常用于建立生存数据模型。在事件时间相关的情况下,可以通过引入随机效应(也称为虚弱项)来扩展该模型,从而形成虚弱模型。目前很少有方法能估算出这种虚弱模型的参数,而且这些方法往往只考虑虚弱项的特定分布和特定的相关结构。本文引入了一种新的高效方法,通过最大化集成偏似然来进行参数估计。所提出的随机估计程序可以处理脆性项分布选择广泛的脆性模型,以及脆性成分之间任何类型的相关结构,还允许协变量和脆性成分之间的随机交互项。证明了随机估计算法几乎肯定会收敛到集成偏似然法的临界点。通过模拟研究评估了数值收敛特性,并与现有方法进行了比较。特别是,通过仿真证明了所提出的方法对于不同参数基线危险性和错误指定的虚弱分布的鲁棒性。最后,将该方法应用于乳腺炎和膀胱癌数据集。
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引用次数: 0
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Journal of Statistical Planning and Inference
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