A phylogenetic regression model that incorporates the network structure allowing the reticulation event to study trait evolution is proposed. The parameter estimation is achieved through the maximum likelihood approach, where an algorithm is developed by taking a phylogenetic network in eNewick format as the input to build up the variance–covariance matrix. The model is applied to study the common sunflower, Helianthus annuus, by investigating its traits used to respond to drought conditions. Results show that our model provides acceptable estimates of the parameters, where most of the traits analyzed were found to have a significant correlation with drought tolerance.
{"title":"A Phylogenetic Regression Model for Studying Trait Evolution on Network","authors":"Dwueng-Chwuan Jhwueng","doi":"10.3390/stats6010028","DOIUrl":"https://doi.org/10.3390/stats6010028","url":null,"abstract":"A phylogenetic regression model that incorporates the network structure allowing the reticulation event to study trait evolution is proposed. The parameter estimation is achieved through the maximum likelihood approach, where an algorithm is developed by taking a phylogenetic network in eNewick format as the input to build up the variance–covariance matrix. The model is applied to study the common sunflower, Helianthus annuus, by investigating its traits used to respond to drought conditions. Results show that our model provides acceptable estimates of the parameters, where most of the traits analyzed were found to have a significant correlation with drought tolerance.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42084304","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In the present paper, we establish a new consecutive-type reliability model with a single change point. The proposed structure has two common failure criteria and consists of two different types of components. The general framework for constructing the so-called consecutive-k1 and k2-out-of-n: F system with a single change point is launched. In addition, the number of path sets of the proposed structure is determined with the aid of a combinatorial approach. Moreover, two crucial performance characteristics of the proposed model are studied. The numerical investigation carried out reveals that the behavior of the new structure is outperforming against its competitors.
{"title":"Consecutive-k1 and k2-out-of-n: F Structures with a Single Change Point","authors":"I. Triantafyllou, M. Chalikias","doi":"10.3390/stats6010027","DOIUrl":"https://doi.org/10.3390/stats6010027","url":null,"abstract":"In the present paper, we establish a new consecutive-type reliability model with a single change point. The proposed structure has two common failure criteria and consists of two different types of components. The general framework for constructing the so-called consecutive-k1 and k2-out-of-n: F system with a single change point is launched. In addition, the number of path sets of the proposed structure is determined with the aid of a combinatorial approach. Moreover, two crucial performance characteristics of the proposed model are studied. The numerical investigation carried out reveals that the behavior of the new structure is outperforming against its competitors.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46095423","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The COVID-19 outbreak has rapidly affected global economies and the parties involved. There was a need to ensure the sustainability of corporate finance and avoid bankruptcy. The reactions of individuals were not routine, but covered a wide range of approaches to surviving the crisis. A creative way of accounting was also adopted. This study is primarily concerned with the behavior of businesses in the Visegrad Four countries between 2019 and 2021. The pandemic era was the driving force behind the renaissance of manipulation. Thus, the purpose of the article is to explore how the behavior of enterprises changed during the ongoing pandemic. The Beneish model was applied to reveal creative manipulation in the analyzed samples. Its M-score was calculated for 6113 Slovak, 153 Czech, 585 Polish, and 155 Hungarian enterprises. Increasing numbers of handling enterprises were confirmed in the V4 region. The dependency between the size of the enterprise and the occurrence of creative accounting was also proven. However, the structure of manipulators has been changing. Correspondence analysis specifically showed behavioral changes over time. Correspondence maps demonstrate which enterprises already used creative accounting before the pandemic in 2019. Then, it was noted that enterprises were influenced to modify their patterns in 2020 and 2021. The coronavirus pandemic had a significant potency on the use of creative accounting, not only for individual units, but for businesses of all sizes. In addition, the methodology may be applied for the investigation of individual sectors post-COVID.
{"title":"Renaissance of Creative Accounting Due to the Pandemic: New Patterns Explored by Correspondence Analysis","authors":"R. Blazek, P. Durana, Jakub Michulek","doi":"10.3390/stats6010025","DOIUrl":"https://doi.org/10.3390/stats6010025","url":null,"abstract":"The COVID-19 outbreak has rapidly affected global economies and the parties involved. There was a need to ensure the sustainability of corporate finance and avoid bankruptcy. The reactions of individuals were not routine, but covered a wide range of approaches to surviving the crisis. A creative way of accounting was also adopted. This study is primarily concerned with the behavior of businesses in the Visegrad Four countries between 2019 and 2021. The pandemic era was the driving force behind the renaissance of manipulation. Thus, the purpose of the article is to explore how the behavior of enterprises changed during the ongoing pandemic. The Beneish model was applied to reveal creative manipulation in the analyzed samples. Its M-score was calculated for 6113 Slovak, 153 Czech, 585 Polish, and 155 Hungarian enterprises. Increasing numbers of handling enterprises were confirmed in the V4 region. The dependency between the size of the enterprise and the occurrence of creative accounting was also proven. However, the structure of manipulators has been changing. Correspondence analysis specifically showed behavioral changes over time. Correspondence maps demonstrate which enterprises already used creative accounting before the pandemic in 2019. Then, it was noted that enterprises were influenced to modify their patterns in 2020 and 2021. The coronavirus pandemic had a significant potency on the use of creative accounting, not only for individual units, but for businesses of all sizes. In addition, the methodology may be applied for the investigation of individual sectors post-COVID.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47562439","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Using geometric considerations, we provided a clear derivation of the integral representation for the error function, known as the Craig formula. We calculated the corresponding power series expansion and proved the convergence. The same geometric means finally assisted in systematically deriving useful formulas that approximated the inverse error function. Our approach could be used for applications in high-speed Monte Carlo simulations, where this function is used extensively.
{"title":"Analytic Error Function and Numeric Inverse Obtained by Geometric Means","authors":"D. Martila, S. Groote","doi":"10.3390/stats6010026","DOIUrl":"https://doi.org/10.3390/stats6010026","url":null,"abstract":"Using geometric considerations, we provided a clear derivation of the integral representation for the error function, known as the Craig formula. We calculated the corresponding power series expansion and proved the convergence. The same geometric means finally assisted in systematically deriving useful formulas that approximated the inverse error function. Our approach could be used for applications in high-speed Monte Carlo simulations, where this function is used extensively.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45796659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The aim of this expository paper is to present the properties of the linear skew-t distribution, which is a specific example of a symmetry modulated-distribution. The skewing function remains the distribution function of Student’s t, but its argument is simpler than that used for the standard skew-t. The linear skew-t offers different insights, for example, different moments and tail behavior, and can be simpler to use for empirical work. It is shown that the distribution may be expressed as a hidden truncation model. The paper describes an extended version of the distribution that is analogous to the extended skew-t. For certain parameter values, the distribution is bimodal. The paper presents expressions for the moments of the distribution and shows that numerical integration methods are required. A multivariate version of the distribution is described. The bivariate version of the distribution may also be bimodal. The distribution is not closed under marginalization, and stochastic ordering is not satisfied. The properties of the distribution are illustrated with numerous examples of the density functions, table of moments and critical values. The results in this paper suggest that the linear skew-t may be useful for some applications, but that it should be used with care for methodological work.
{"title":"The Linear Skew-t Distribution and Its Properties","authors":"C. Adcock","doi":"10.3390/stats6010024","DOIUrl":"https://doi.org/10.3390/stats6010024","url":null,"abstract":"The aim of this expository paper is to present the properties of the linear skew-t distribution, which is a specific example of a symmetry modulated-distribution. The skewing function remains the distribution function of Student’s t, but its argument is simpler than that used for the standard skew-t. The linear skew-t offers different insights, for example, different moments and tail behavior, and can be simpler to use for empirical work. It is shown that the distribution may be expressed as a hidden truncation model. The paper describes an extended version of the distribution that is analogous to the extended skew-t. For certain parameter values, the distribution is bimodal. The paper presents expressions for the moments of the distribution and shows that numerical integration methods are required. A multivariate version of the distribution is described. The bivariate version of the distribution may also be bimodal. The distribution is not closed under marginalization, and stochastic ordering is not satisfied. The properties of the distribution are illustrated with numerous examples of the density functions, table of moments and critical values. The results in this paper suggest that the linear skew-t may be useful for some applications, but that it should be used with care for methodological work.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43915525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The purpose of this note is to provide a description of the weak convergence of the random resample size bootstrap empirical process. The principal results are used to estimate the sample rank correlation coefficients using Spearman’s and Kendall’s respective methods. In addition to this, we discuss how our findings can be applied to statistical testing.
{"title":"On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size","authors":"S. Bouzebda","doi":"10.3390/stats6010023","DOIUrl":"https://doi.org/10.3390/stats6010023","url":null,"abstract":"The purpose of this note is to provide a description of the weak convergence of the random resample size bootstrap empirical process. The principal results are used to estimate the sample rank correlation coefficients using Spearman’s and Kendall’s respective methods. In addition to this, we discuss how our findings can be applied to statistical testing.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46123298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Researchers interested in the assessment of substance use trajectories, and predictors of change, have several data analysis options. These include, among others, generalized estimating equations and latent growth curve modeling. One difficulty in the assessment of substance use, however, is the nature of the variables studied. Although counting instances of use (e.g., the number of cigarettes smoked per day) would seem to be the best option, such data present difficulties in that the distribution of these variables is not likely normal. Count variables often follow a Poisson distribution, and when dealing with substance use in the general population, there is a preponderance of zeros (representing not using). As such, substance use counts may approximate a zero-inflated Poisson distribution. Unfortunately, analyses with zero-inflated Poisson random variables are not easily accommodated in many types of software and may be beyond access to most researchers. As such, an easier method would benefit researchers interested in assessing substance use change. The purpose of this study is to assess the area under the curve as an option when dealing with repeated measures data and contrast it to one popular method of longitudinal data analysis, latent growth curve modeling. Using a Monte Carlo simulation study with varying sample sizes, we found that the area under the curve performed well with different sample sizes and compared favorably to the performance of latent growth curve modeling, particularly when dealing with smaller sample sizes. The area under the curve may be a simpler alternative for researchers, especially when dealing with smaller sample sizes.
{"title":"Assessing Area under the Curve as an Alternative to Latent Growth Curve Modeling for Repeated Measures Zero-Inflated Poisson Data: A Simulation Study","authors":"Daniel Rodriguez","doi":"10.3390/stats6010022","DOIUrl":"https://doi.org/10.3390/stats6010022","url":null,"abstract":"Researchers interested in the assessment of substance use trajectories, and predictors of change, have several data analysis options. These include, among others, generalized estimating equations and latent growth curve modeling. One difficulty in the assessment of substance use, however, is the nature of the variables studied. Although counting instances of use (e.g., the number of cigarettes smoked per day) would seem to be the best option, such data present difficulties in that the distribution of these variables is not likely normal. Count variables often follow a Poisson distribution, and when dealing with substance use in the general population, there is a preponderance of zeros (representing not using). As such, substance use counts may approximate a zero-inflated Poisson distribution. Unfortunately, analyses with zero-inflated Poisson random variables are not easily accommodated in many types of software and may be beyond access to most researchers. As such, an easier method would benefit researchers interested in assessing substance use change. The purpose of this study is to assess the area under the curve as an option when dealing with repeated measures data and contrast it to one popular method of longitudinal data analysis, latent growth curve modeling. Using a Monte Carlo simulation study with varying sample sizes, we found that the area under the curve performed well with different sample sizes and compared favorably to the performance of latent growth curve modeling, particularly when dealing with smaller sample sizes. The area under the curve may be a simpler alternative for researchers, especially when dealing with smaller sample sizes.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44589134","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This work presents a brief review on the modern approaches to data modeling by the methods developed in the quantum physics during the last one hundred years. Quantum computers and computations have already been widely investigated theoretically and attempted in some practical implementations, but methods of quantum data modeling are not yet sufficiently established. A vast range of concepts and methods of quantum mechanics have been tried in many fields of information and behavior sciences, including communications and artificial intelligence, cognition and decision making, sociology and psychology, biology and economics, financial and political studies. The application of quantum methods in areas other than physics is called the quantum-like paradigm, meaning that such approaches may not be related to the physical processes but rather correspond to data modeling by the methods designed for operating in conditions of uncertainty. This review aims to attract attention to the possibilities of these methods of data modeling that can enrich theoretical consideration and be useful for practical purposes in various sciences and applications.
{"title":"Quantum-like Data Modeling in Applied Sciences: Review","authors":"S. Lipovetsky","doi":"10.3390/stats6010021","DOIUrl":"https://doi.org/10.3390/stats6010021","url":null,"abstract":"This work presents a brief review on the modern approaches to data modeling by the methods developed in the quantum physics during the last one hundred years. Quantum computers and computations have already been widely investigated theoretically and attempted in some practical implementations, but methods of quantum data modeling are not yet sufficiently established. A vast range of concepts and methods of quantum mechanics have been tried in many fields of information and behavior sciences, including communications and artificial intelligence, cognition and decision making, sociology and psychology, biology and economics, financial and political studies. The application of quantum methods in areas other than physics is called the quantum-like paradigm, meaning that such approaches may not be related to the physical processes but rather correspond to data modeling by the methods designed for operating in conditions of uncertainty. This review aims to attract attention to the possibilities of these methods of data modeling that can enrich theoretical consideration and be useful for practical purposes in various sciences and applications.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42785084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
To what extent do high school students’ course grades align with their scores on standardized college admission tests? People sometimes make the argument that grades are “inflated”, but many school districts only use outcome-based descriptive methods for school evaluation. In order to answer that question, this paper proposes econometric models for panel data, which are less well-known in educational evaluation. In particular, fixed-effects and random-effects models are proposed for assessing student performance in university entrance examinations. School-level panel data analysis allows one knowing if results in college admission tests vary more between high schools than within a high school in different academic years. Another advantage of using panel data includes the ability to control for school-specific unobserved heterogeneity. For empirical implementation, official transcript data and university entrance test scores of Spanish secondary schools are used.
{"title":"Panel Data Models for School Evaluation: The Case of High Schools’ Results in University Entrance Examinations","authors":"Manuel Salas‐Velasco","doi":"10.3390/stats6010019","DOIUrl":"https://doi.org/10.3390/stats6010019","url":null,"abstract":"To what extent do high school students’ course grades align with their scores on standardized college admission tests? People sometimes make the argument that grades are “inflated”, but many school districts only use outcome-based descriptive methods for school evaluation. In order to answer that question, this paper proposes econometric models for panel data, which are less well-known in educational evaluation. In particular, fixed-effects and random-effects models are proposed for assessing student performance in university entrance examinations. School-level panel data analysis allows one knowing if results in college admission tests vary more between high schools than within a high school in different academic years. Another advantage of using panel data includes the ability to control for school-specific unobserved heterogeneity. For empirical implementation, official transcript data and university entrance test scores of Spanish secondary schools are used.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43724277","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we develop a novel soft-clipping discrete beta GARCH (ScDBGARCH) model that provides an available method to model bounded time series with under-dispersion, equi-dispersion or over-dispersion. The new model not only allows positive dependence, but also negative dependence. The stochastic properties of the models are established, and these results are, in turn, used in the analysis of the asymptotic properties of the conditional maximum likelihood (CML) estimator of the new model. In addition, we apply the new model to measles infection to show its improved performance.
{"title":"A New Soft-Clipping Discrete Beta GARCH Model and Its Application on Measles Infection","authors":"Huaping Chen","doi":"10.3390/stats6010018","DOIUrl":"https://doi.org/10.3390/stats6010018","url":null,"abstract":"In this paper, we develop a novel soft-clipping discrete beta GARCH (ScDBGARCH) model that provides an available method to model bounded time series with under-dispersion, equi-dispersion or over-dispersion. The new model not only allows positive dependence, but also negative dependence. The stochastic properties of the models are established, and these results are, in turn, used in the analysis of the asymptotic properties of the conditional maximum likelihood (CML) estimator of the new model. In addition, we apply the new model to measles infection to show its improved performance.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45415435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","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：