Canadian Journal of Statistics-Revue Canadienne De Statistique最新文献

We develop two joint tests for the parametric drift and volatility functions of a diffusion model based on empirical processes. One key feature of our joint tests is that they account for different convergence rates of parameter estimators. The tests are of classical Kolmogorov–Smirnov and Cramér–von Mises types, and are asymptotically distribution free. The proposed tests have nontrivial power against a class of local alternatives with different convergence rates for the drift and volatility terms. Monte Carlo simulations show that the tests perform quite well in finite samples and outperform the nonparametric test of Hong and Li. The new tests are applied to EUR/USD exchange rate data and generate some interesting empirical findings that are consistent with our theoretical results and simulation studies.

Quantile regression for right- or left-censored outcomes has attracted attention due to its ability to accommodate heterogeneity in regression analysis of survival times. Rank-based inferential methods have desirable properties for quantile regression analysis, but censored data poses challenges to the general concept of ranking. In this article, we propose a notion of censored quantile regression rank scores, which enables us to construct rank-based tests for quantile regression coefficients at a single quantile or over a quantile region. A model-based bootstrap algorithm is proposed to implement the tests. We also illustrate the advantage of focusing on a quantile region instead of a single quantile level when testing the effect of certain covariates in a quantile regression framework.

Several procedures have been recently proposed to test the simplifying assumption for conditional copulas. Instead of considering pointwise conditioning events, we study the constancy of the conditional dependence structure when some covariates belong to general Borel conditioning subsets. We introduce several test statistics based on the equality of conditional Kendall's taus and derive their asymptotic distributions under the null hypothesis. In settings where such conditioning events are not fixed ex ante, we propose a data-driven procedure to recursively build such relevant subsets. This procedure is based on decision trees that maximize the differences between the conditional Kendall's taus, which correspond to the leaves of the trees. Empirical results for such tests are illustrated in the Supplementary Material. Moreover, a study of the conditional dependence between financial stock returns is presented and highlights specific contagion effects of past returns. The last application deals with conditional dependence between coverage amounts in an insurance dataset.

Three-level fractional factorial split-plot (FFSP) designs with the whole plot (WP) factors being more important than the subplot factors are considered in the article. An aliased component-number pattern of type WP (WP-ACNP) is introduced for ranking such designs. The criterion of general minimum lower-order confounding of type WP (WP-GMC) is proposed based on WP-ACNP. The expressions of the key components in WP-ACNP are given via complementary sets. Some necessary conditions for FFSP designs to be WP-GMC FFSP designs are given and some three-level WP-GMC FFSP designs are constructed and tabulated.

This article focuses on the importance of collaboration in statistics by Canadian researchers and highlights the contributions that Canadian statisticians have made to many research areas in environmetrics. We provide a discussion about different vehicles that have been developed for collaboration by Canadians in the environmetrics context as well as specific scientific areas that are focused on environmetrics research in Canada including climate science, forestry, and fisheries, which are areas of importance for natural resources in Canada.

Semiparametric models hold promise to address many challenges to statistical inference that arise from real-world applications, but their novelty and theoretical complexity create challenges for estimation. Taking advantage of the broad applicability of semiparametric models, we propose some novel and improved methods to estimate the regression coefficients of generalized partially linear models (GPLM). This model extends the generalized linear model by adding a nonparametric component. Like in parametric models, variable selection is important in the GPLM to single out the inactive covariates for the response. Instead of deleting inactive covariates, our approach uses them as auxiliary information in the estimation procedure. We then define two models, one that includes all the covariates and another that includes the active covariates only. We then combine these two model estimators optimally to form the pretest and shrinkage estimators. Asymptotic properties are studied to derive the asymptotic biases and risks of the proposed estimators. We show that if the shrinkage dimension exceeds two, the asymptotic risks of the shrinkage estimators are strictly less than those of the full model estimators. Extensive Monte Carlo simulation studies are conducted to examine the finite-sample performance of the proposed estimation methods. We then apply our proposed methods to two real data sets. Our simulation and real data results show that the proposed estimators perform with higher accuracy and lower variability in the estimation of regression parameters for GPLM compared with competing estimation methods.

Molecular sequence data are a primary source of information about evolutionary relationships. Over the past few decades, there have been dramatic increases in the sizes of data available. Consequently, focus has shifted towards increasingly complex models that are less prone to the biases that are a consequence of model misspecification. At the same time, the computational challenges, which were always substantial, have become greater due to these increasingly complex models and larger data sizes. In this article, we review phylogenetic inference using sequence data and some recent advances in phylogenetic modelling. We discuss strategies for dealing with complex models, future challenges and paths forward.

The conventional historical functional linear model relates the current value of the functional response at time $��t�$ to all past values of the functional covariate up to time $��t�$. Motivated by situations where it is more reasonable to assume that only recent, instead of all, past values of the functional covariate have an impact on the functional response, in this work we investigate the historical functional linear model with an unknown forward time lag into the history. In addition to estimating the bivariate regression coefficient function, we also aim to identify the historical time lag from the data, which is important in many applications. To this end, we propose an estimation procedure that uses the finite element method to conform naturally to the trapezoidal domain of the bivariate coefficient function. We use a nested group bridge penalty to facilitate simultaneous estimation of the bivariate coefficient function and the historical lag, and show that our proposed estimators are consistent. We demonstrate this method of estimation in a real data example investigating the effect of muscle activation recorded via the noninvasive electromyography (EMG) method on lip acceleration during speech production. In addition, we examine the finite sample performance of our proposed method in comparison with the conventional approach to estimation via simulation studies.

Affiliation networks contain a set of actors and a set of events, where edges denote the affiliation relationships between actors and events. Here, we introduce a class of affiliation network models for modelling the degree heterogeneity, where two sets of degree parameters are used to measure the activeness of actors and the popularity of events, respectively. We develop the moment method to infer these degree parameters. We establish a unified theoretical framework in which the consistency and asymptotic normality of the moment estimator hold as the numbers of actors and events both go to infinity. We apply our results to several popular models with weighted edges, including generalized $��\beta �$-, Poisson and Rayleigh models. Simulation studies and a realistic example that involves the Poisson model provide concrete evidence that supports our theoretical findings.

A new classification method for functional data is proposed in this article. This work is motivated by the need to identify features that discriminate between neurological conditions on which local field potentials (LFPs) were recorded. Regardless of the condition, these LFPs have zero mean, and thus the first moments of these random processes do not have discriminating power. We propose the variation pattern classification (VPC) method which employs the second-moment structure as the discriminating feature and uses the Hilbert–Schmidt norm to measure the discrepancy between the second-moment structure of different groups. The proposed VPC method is demonstrated to be sensitive to the discrepancy, potentially leading to a higher rate of classification. One important innovation lies in the dimension reduction where the VPC method adaptively determines the basis functions (discriminative feature functions) that account for the major discrepancy. In addition, the selected discriminative feature functions provide insights into the discrepancy between different groups because they reveal the features of variation pattern that differentiate groups. Consistency properties are established and, furthermore, simulation studies and the analysis of rat brain LFP trajectories empirically demonstrate the advantages and effectiveness of the proposed method.