Pub Date : 2024-03-12DOI: 10.1080/10485252.2024.2324290
Masaru Hashimoto, Peter J. Lenk
Marked point processes provide a flexible framework for studying ultra-high frequency financial data that records the time and price for each transaction. This paper estimates compound, inhomogeneo...
{"title":"Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data","authors":"Masaru Hashimoto, Peter J. Lenk","doi":"10.1080/10485252.2024.2324290","DOIUrl":"https://doi.org/10.1080/10485252.2024.2324290","url":null,"abstract":"Marked point processes provide a flexible framework for studying ultra-high frequency financial data that records the time and price for each transaction. This paper estimates compound, inhomogeneo...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"43 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140127360","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-07DOI: 10.1080/10485252.2024.2320801
Yaxuan Zhao, Yuehan Yang
To effectively handle functional data and longitudinal data, we propose a robust estimation approach based on penalised regularisation with the framework of the varying-coefficient additive model. ...
{"title":"A robust estimation based on penalised regularisation for the varying-coefficient additive model","authors":"Yaxuan Zhao, Yuehan Yang","doi":"10.1080/10485252.2024.2320801","DOIUrl":"https://doi.org/10.1080/10485252.2024.2320801","url":null,"abstract":"To effectively handle functional data and longitudinal data, we propose a robust estimation approach based on penalised regularisation with the framework of the varying-coefficient additive model. ...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"12 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140127056","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-05DOI: 10.1080/10485252.2024.2320798
Mengyao Li, Jiangshe Zhang, Jun Zhang, Yan Zhou
We study the goodness-of-fit tests for checking the normality of the model errors under the additive distortion measurement error settings. Neither the response variable nor the covariates can be d...
{"title":"Checking normality of model errors under additive distortion measurement errors","authors":"Mengyao Li, Jiangshe Zhang, Jun Zhang, Yan Zhou","doi":"10.1080/10485252.2024.2320798","DOIUrl":"https://doi.org/10.1080/10485252.2024.2320798","url":null,"abstract":"We study the goodness-of-fit tests for checking the normality of the model errors under the additive distortion measurement error settings. Neither the response variable nor the covariates can be d...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"104 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140033848","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-05DOI: 10.1080/10485252.2024.2320128
Rafael Weißbach, Lucas Radloff, Constantin Reinke, G. Doblhammer
A continuous-time multi-state history is semi-Markovian, if an intensity to migrate from one state into a second, depends on the duration in the first state. Such duration can be formalised as mark...
{"title":"A powerful nonparametric test of the effect of dementia duration on mortality","authors":"Rafael Weißbach, Lucas Radloff, Constantin Reinke, G. Doblhammer","doi":"10.1080/10485252.2024.2320128","DOIUrl":"https://doi.org/10.1080/10485252.2024.2320128","url":null,"abstract":"A continuous-time multi-state history is semi-Markovian, if an intensity to migrate from one state into a second, depends on the duration in the first state. Such duration can be formalised as mark...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"267 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140033868","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-19DOI: 10.1080/10485252.2024.2313137
Hsin-Hsiung Huang, Feng Yu, Teng Zhang
We introduce a novel sufficient dimension-reduction (SDR) method which is robust against outliers using α-distance covariance (dCov) in dimension-reduction problems. Under very mild conditions on t...
{"title":"Robust sufficient dimension reduction via α-distance covariance","authors":"Hsin-Hsiung Huang, Feng Yu, Teng Zhang","doi":"10.1080/10485252.2024.2313137","DOIUrl":"https://doi.org/10.1080/10485252.2024.2313137","url":null,"abstract":"We introduce a novel sufficient dimension-reduction (SDR) method which is robust against outliers using α-distance covariance (dCov) in dimension-reduction problems. Under very mild conditions on t...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"10 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139911250","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-12DOI: 10.1080/10485252.2024.2313706
Daniel Marton, Amichai Painsky
Simultaneous confidence intervals (SCI) for multinomial proportions are a corner stone in count data analysis and a key component in many applications. A variety of schemes were introduced over the...
{"title":"Good-bootstrap: simultaneous confidence intervals for large alphabet distributions","authors":"Daniel Marton, Amichai Painsky","doi":"10.1080/10485252.2024.2313706","DOIUrl":"https://doi.org/10.1080/10485252.2024.2313706","url":null,"abstract":"Simultaneous confidence intervals (SCI) for multinomial proportions are a corner stone in count data analysis and a key component in many applications. A variety of schemes were introduced over the...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"22 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139772953","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/10485252.2024.2312396
Salim Bouzebda, Amor Keziou
In the present paper, we are mainly concerned with the statistical inference for the functional of nonparametric copula models satisfying linear constraints. The asymptotic properties of the obtain...
本文主要关注满足线性约束的非参数 copula 模型函数的统计推断。得到的函数的渐近性质...
{"title":"Empirical likelihood based confidence regions for functional of copulas","authors":"Salim Bouzebda, Amor Keziou","doi":"10.1080/10485252.2024.2312396","DOIUrl":"https://doi.org/10.1080/10485252.2024.2312396","url":null,"abstract":"In the present paper, we are mainly concerned with the statistical inference for the functional of nonparametric copula models satisfying linear constraints. The asymptotic properties of the obtain...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"12 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139761605","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-01DOI: 10.1080/10485252.2024.2309978
Jyotishka Datta, Sayantan Banerjee, David B. Dunson
In a variety of application areas, there is interest in assessing evidence of differences in the intensity of event realizations between groups. For example, in cancer genomic studies collecting da...
{"title":"Nonparametric Bayes multiresolution testing for high-dimensional rare events","authors":"Jyotishka Datta, Sayantan Banerjee, David B. Dunson","doi":"10.1080/10485252.2024.2309978","DOIUrl":"https://doi.org/10.1080/10485252.2024.2309978","url":null,"abstract":"In a variety of application areas, there is interest in assessing evidence of differences in the intensity of event realizations between groups. For example, in cancer genomic studies collecting da...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"112 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139761565","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-25DOI: 10.1080/10485252.2024.2304115
Mengqi Xie, Jie Zhou, Lei Liu
We propose a double exponential gamma-frailty model for clustered survival data. This model addresses the limitation of shared gamma-frailty models, where the marginal effects of covariates diminis...
{"title":"A double exponential gamma-frailty model for clustered survival data","authors":"Mengqi Xie, Jie Zhou, Lei Liu","doi":"10.1080/10485252.2024.2304115","DOIUrl":"https://doi.org/10.1080/10485252.2024.2304115","url":null,"abstract":"We propose a double exponential gamma-frailty model for clustered survival data. This model addresses the limitation of shared gamma-frailty models, where the marginal effects of covariates diminis...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"12 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139581171","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-25DOI: 10.1080/10485252.2024.2307393
Shanchao Yang, Lanjiao Qin, Y. Wang, X. Yang
High-frequency data is widely used and studied in many fields. In this paper, the asymptotic normality of kernel density estimator under ρ-mixing high-frequency data is studied. We first derive som...
{"title":"Asymptotic normality of kernel density estimation for mixing high-frequency data","authors":"Shanchao Yang, Lanjiao Qin, Y. Wang, X. Yang","doi":"10.1080/10485252.2024.2307393","DOIUrl":"https://doi.org/10.1080/10485252.2024.2307393","url":null,"abstract":"High-frequency data is widely used and studied in many fields. In this paper, the asymptotic normality of kernel density estimator under ρ-mixing high-frequency data is studied. We first derive som...","PeriodicalId":50112,"journal":{"name":"Journal of Nonparametric Statistics","volume":"23 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139556771","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：