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  Subjects -> MATHEMATICS (Total: 864 journals)
    - APPLIED MATHEMATICS (68 journals)
    - GEOMETRY AND TOPOLOGY (19 journals)
    - MATHEMATICS (643 journals)
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    - NUMERICAL ANALYSIS (19 journals)
    - PROBABILITIES AND MATH STATISTICS (75 journals)

MATHEMATICS (643 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 3)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 2)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 6)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 16)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 4)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 20)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 10)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2)
Acta Mathematica Scientia     Full-text available via subscription   (Followers: 5)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 5)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 4)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 7)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 15)
Advances in Decision Sciences     Open Access   (Followers: 4)
Advances in Difference Equations     Open Access   (Followers: 1)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 9)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 1)
Advances in Materials Sciences     Open Access   (Followers: 15)
Advances in Mathematical Physics     Open Access   (Followers: 6)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 3)
Advances in Operations Research     Open Access   (Followers: 11)
Advances in Porous Media     Full-text available via subscription   (Followers: 4)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 5)
Advances in Pure Mathematics     Open Access   (Followers: 4)
Advances in Science and Research (ASR)     Open Access   (Followers: 6)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 7)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Algebra and Logic     Hybrid Journal   (Followers: 2)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 9)
Algorithms Research     Open Access  
American Journal of Biostatistics     Open Access   (Followers: 9)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 3)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 7)
American Journal of Operations Research     Open Access   (Followers: 5)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 7)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis     Hybrid Journal   (Followers: 2)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 4)
Analysis Mathematica     Full-text available via subscription  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales UMCS, Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 8)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription  
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 6)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access  
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access  
Annuaire du Collège de France     Open Access   (Followers: 5)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 1)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 12)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 4)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 4)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Numerical Analysis & Computational Mathematics     Hybrid Journal   (Followers: 5)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 2)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 4)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 4)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 17)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Journal of Current Engineering & Maths     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 6)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 1)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access  
Baltic International Yearbook of Cognition, Logic and Communication     Open Access  
Basin Research     Hybrid Journal   (Followers: 3)
BIBECHANA     Open Access  
BIT Numerical Mathematics     Hybrid Journal  
BoEM - Boletim online de Educação Matemática     Open Access  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription   (Followers: 1)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 19)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 5)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 2)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 18)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CAUCHY     Open Access   (Followers: 1)
CEAS Space Journal     Hybrid Journal  
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 2)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 1)
COMBINATORICA     Hybrid Journal  
Combustion Theory and Modelling     Hybrid Journal   (Followers: 13)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 1)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 3)
Complex Analysis and its Synergies     Open Access   (Followers: 2)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Complexus     Full-text available via subscription  
Composite Materials Series     Full-text available via subscription   (Followers: 9)
Comptes Rendus Mathematique     Full-text available via subscription   (Followers: 1)
Computational and Applied Mathematics     Hybrid Journal   (Followers: 2)
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 4)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 4)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 5)
Concrete Operators     Open Access   (Followers: 4)
Confluentes Mathematici     Hybrid Journal  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 12)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 11)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 28)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 2)
Discrete Mathematics     Hybrid Journal   (Followers: 7)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Graph Theory and Applications     Open Access   (Followers: 2)
Electronic Notes in Discrete Mathematics     Full-text available via subscription   (Followers: 2)
Elemente der Mathematik     Full-text available via subscription   (Followers: 3)
Energy for Sustainable Development     Hybrid Journal   (Followers: 9)
Enseñanza de las Ciencias : Revista de Investigación y Experiencias Didácticas     Open Access  
Ensino da Matemática em Debate     Open Access  
Entropy     Open Access   (Followers: 4)
ESAIM: Control Optimisation and Calculus of Variations     Full-text available via subscription   (Followers: 1)
European Journal of Combinatorics     Full-text available via subscription   (Followers: 4)
European Journal of Mathematics     Hybrid Journal   (Followers: 1)
European Scientific Journal     Open Access   (Followers: 2)
Experimental Mathematics     Hybrid Journal   (Followers: 3)
Expositiones Mathematicae     Hybrid Journal   (Followers: 2)
Facta Universitatis, Series : Mathematics and Informatics     Open Access  
Fasciculi Mathematici     Open Access  
Finite Fields and Their Applications     Full-text available via subscription   (Followers: 4)
Fixed Point Theory and Applications     Open Access   (Followers: 1)
Formalized Mathematics     Open Access   (Followers: 2)

        1 2 3 4 | Last

Journal Cover Annals of the Institute of Statistical Mathematics
  [SJR: 0.931]   [H-I: 31]   [1 followers]  Follow
    
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1572-9052 - ISSN (Online) 0020-3157
   Published by Springer-Verlag Homepage  [2335 journals]
  • A consistent jackknife empirical likelihood test for distribution
           functions
    • Authors: Xiaohui Liu; Qihua Wang; Yi Liu
      Pages: 249 - 269
      Abstract: Abstract In this paper, a jackknife empirical likelihood based approach is developed to test whether the underlying distribution is equal to a specified one. The limiting distribution of the proposed testing statistic is derived under some mild conditions. It turns out that the proposed test is consistent and easy to be implemented. Some simulation studies are conducted to evaluate the finite sample behaviors by comparing the proposed method with the existing one. A real data example is also analyzed to illustrate the proposed test approach.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0550-9
      Issue No: Vol. 69, No. 2 (2017)
       
  • U-statistics with conditional kernels for incomplete data models
    • Authors: Ao Yuan; Mihai Giurcanu; George Luta; Ming T. Tan
      Pages: 271 - 302
      Abstract: Abstract For incomplete data models, the classical U-statistic estimator of a functional parameter of the underlying distribution cannot be computed directly since the data are not fully observed. To estimate such a functional parameter, we propose a U-statistic using a substitution estimator of the conditional kernel given the observed data. This kernel estimator is obtained by substituting the non-parametric maximum likelihood estimator for the underlying distribution function in the expression of the conditional kernel. We study the asymptotic properties of the proposed U-statistic for several incomplete data models, and in a simulation study, we assess the finite sample performance of the Mann–Whitney U-statistic with conditional kernel in the current status model. The analysis of a real-world data set illustrates the application of the proposed methods in practice.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0537-6
      Issue No: Vol. 69, No. 2 (2017)
       
  • Median-based estimation of the intensity of a spatial point process
    • Authors: Jean-François Coeurjolly
      Pages: 303 - 331
      Abstract: Abstract This paper is concerned with a robust estimator of the intensity of a stationary spatial point process. The estimator corresponds to the median of a jittered sample of the number of points, computed from a tessellation of the observation domain. We show that this median-based estimator satisfies a Bahadur representation from which we deduce its consistency and asymptotic normality under mild assumptions on the spatial point process. Through a simulation study, we compare the new estimator, in particular, with the standard one counting the mean number of points per unit volume. The empirical study confirms the asymptotic properties established in the theoretical part and shows that the median-based estimator is more robust to outliers than standard procedures.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0536-7
      Issue No: Vol. 69, No. 2 (2017)
       
  • An approximation to the information matrix of exponential family finite
           mixtures
    • Authors: Andrew M. Raim; Nagaraj K. Neerchal; Jorge G. Morel
      Pages: 333 - 364
      Abstract: Abstract A simple closed form of the Fisher information matrix (FIM) usually cannot be obtained under a finite mixture. Several authors have considered a block-diagonal FIM approximation for binomial and multinomial finite mixtures, used in scoring and in demonstrating relative efficiency of proposed estimators. Raim et al. (Stat Methodol 18:115–130, 2014a) noted that this approximation coincides with the complete data FIM of the observed data and latent mixing process jointly. It can, therefore, be formulated for a wide variety of missing data problems. Multinomial mixtures feature a number of trials, which, when taken to infinity, result in the FIM and approximation becoming arbitrarily close. This work considers a clustered sampling scheme which allows the convergence result to be extended significantly to the class of exponential family finite mixtures. A series of examples demonstrate the convergence result and suggest that it can be further generalized.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0542-9
      Issue No: Vol. 69, No. 2 (2017)
       
  • On testing the equality of high dimensional mean vectors with unequal
           covariance matrices
    • Authors: Jiang Hu; Zhidong Bai; Chen Wang; Wei Wang
      Pages: 365 - 387
      Abstract: Abstract In this article, we focus on the problem of testing the equality of several high dimensional mean vectors with unequal covariance matrices. This is one of the most important problems in multivariate statistical analysis and there have been various tests proposed in the literature. Motivated by Bai and Saranadasa (Stat Sin 6:311–329, 1996) and Chen and Qin (Ann Stat 38:808–835, 2010), we introduce a test statistic and derive the asymptotic distributions under the null and the alternative hypothesis. In addition, it is compared with a test statistic recently proposed by Srivastava and Kubokawa (J Multivar Anal 115:204–216, 2013). It is shown that our test statistic performs better especially in the large dimensional case.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0543-8
      Issue No: Vol. 69, No. 2 (2017)
       
  • Is the Brownian bridge a good noise model on the boundary of a circle?
    • Authors: Giacomo Aletti; Matteo Ruffini
      Pages: 389 - 416
      Abstract: Abstract In this paper, we study periodical stochastic processes, and we define the conditions that are needed by a model to be a good noise model on the circumference. The classes of processes that fit the required conditions are studied together with their expansion in random Fourier series to provide results about their path regularity. Finally, we discuss a simple and flexible parametric model with prescribed regularity that is used in applications, and we prove the asymptotic properties of the maximum likelihood estimates of model parameters.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0546-5
      Issue No: Vol. 69, No. 2 (2017)
       
  • Lower and upper bounds on the variances of spacings
    • Authors: Paweł Marcin Kozyra; Tomasz Rychlik
      Pages: 417 - 428
      Abstract: Abstract For classic i.i.d. samples with an arbitrary nondegenerate and finite variance distribution, Papadatos (1995, Annals of the Institute of Statistical Mathematics, 47, 185–193) presented sharp lower and upper bounds on the variances of order statistics, expressed in population variance units. We provide here analogous results for spacings. Also, we describe the parent distributions which attain the bounds.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0545-6
      Issue No: Vol. 69, No. 2 (2017)
       
  • Measuring asymmetry and testing symmetry
    • Authors: Christopher Partlett; Prakash Patil
      Pages: 429 - 460
      Abstract: Abstract In this paper, we show that some of the most commonly used tests of symmetry do not have power which is reflective of the size of asymmetry. This is because the primary rationale for the test statistics that are proposed in the literature to test for symmetry is to detect the departure from symmetry, rather than the quantification of the asymmetry. As a result, tests of symmetry based upon these statistics do not necessarily generate power that is representative of the departure from the null hypothesis of symmetry. Recent research has produced new measures of asymmetry, which have been shown to do an admirable job of quantifying the amount of asymmetry. We propose several new tests based upon one such measure. We derive the asymptotic distribution of the test statistics and analyse the performance of these proposed tests through the use of a simulation study.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0547-4
      Issue No: Vol. 69, No. 2 (2017)
       
  • A class of new tail index estimators
    • Authors: Vygantas Paulauskas; Marijus Vaičiulis
      Pages: 461 - 487
      Abstract: Abstract In the paper, we propose a new class of functions which is used to construct tail index estimators. Functions from this new class are non-monotone in general, but they are the product of two monotone functions: the power function and the logarithmic function, which play essential role in the classical Hill estimator. The newly introduced generalized moment ratio estimator and generalized Hill estimator have a better asymptotic performance compared with the corresponding classical estimators over the whole range of the parameters that appear in the second-order regular variation condition. Asymptotic normality of the introduced estimators is proved, and comparison (using asymptotic mean square error) with other estimators of the tail index is provided. Some preliminary simulation results are presented.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0548-3
      Issue No: Vol. 69, No. 2 (2017)
       
  • Number of appearances of events in random sequences: a new generating
           function approach to Type II and Type III runs
    • Authors: Yong Kong
      Pages: 489 - 495
      Abstract: Abstract Distributions of runs of length at least k (Type II runs) and overlapping runs of length k (Type III runs) are derived in a unified way using a new generating function approach. A new and more compact formula is obtained for the probability mass function of the Type III runs.
      PubDate: 2017-04-01
      DOI: 10.1007/s10463-015-0549-2
      Issue No: Vol. 69, No. 2 (2017)
       
  • Efficient and robust tests for semiparametric models
    • Authors: Jingjing Wu; Rohana J. Karunamuni
      Abstract: Abstract In this paper, we investigate a hypothesis testing problem in regular semiparametric models using the Hellinger distance approach. Specifically, given a sample from a semiparametric family of \(\nu \) -densities of the form \(\{f_{\theta ,\eta }:\theta \in \Theta ,\eta \in \Gamma \},\) we consider the problem of testing a null hypothesis \(H_{0}:\theta \in \Theta _{0}\) against an alternative hypothesis \(H_{1}:\theta \in \Theta _{1},\) where \(\eta \) is a nuisance parameter (possibly of infinite dimensional), \(\nu \) is a \(\sigma \) -finite measure, \(\Theta \) is a bounded open subset of \(\mathbb {R}^{p}\) , and \(\Gamma \) is a subset of some Banach or Hilbert space. We employ the Hellinger distance to construct a test statistic. The proposed method results in an explicit form of the test statistic. We show that the proposed test is asymptotically optimal (i.e., locally uniformly most powerful) and has some desirable robustness properties, such as resistance to deviations from the postulated model and in the presence of outliers.
      PubDate: 2017-03-11
      DOI: 10.1007/s10463-017-0608-y
       
  • Asymptotic theory for varying coefficient regression models with dependent
           data
    • Authors: Soutir Bandyopadhyay; Arnab Maity
      Abstract: Abstract The varying coefficient models (VCMs) are extremely important tools in the statistical literature and are widely used in many subject areas for data modeling and exploration. In linear VCMs, typically the errors are assumed to be independent. However, in many situations, especially in spatial or spatiotemporal settings, this is not a viable assumption. In this article, we consider nonparametric VCMs with a general dependent error structure which allows for both spatially autoregressive and spatial moving average models as special cases. We investigate asymptotic properties of local polynomial estimators of the model components. Specifically, we show that the estimates of the unknown functions and their derivatives are consistent and asymptotically normally distributed. We show that the rate of convergence and the asymptotic covariance matrix depend on the error dependence structure and we derive the explicit formula for the convergence results.
      PubDate: 2017-03-11
      DOI: 10.1007/s10463-017-0607-z
       
  • A more powerful test identifying the change in mean of functional data
    • Authors: Buddhananda Banerjee; Satyaki Mazumder
      Abstract: Abstract An existence of change point in a sequence of temporally ordered functional data demands more attention in its statistical analysis to make a better use of it. Introducing a dynamic estimator of covariance kernel, we propose a new methodology for testing an existence of change in the mean of temporally ordered functional data. Though a similar estimator is used for the covariance in finite dimension, we introduce it for the independent and weakly dependent functional data in this context for the first time. From this viewpoint, the proposed estimator of covariance kernel is more natural one when the sequence of functional data may possess a change point. We prove that the proposed test statistics are asymptotically pivotal under the null hypothesis and consistent under the alternative. It is shown that our testing procedures outperform the existing ones in terms of power and provide satisfactory results when applied to real data.
      PubDate: 2017-03-09
      DOI: 10.1007/s10463-017-0606-0
       
  • Bootstrap inference for misspecified moment condition models
    • Authors: Mihai Giurcanu; Brett Presnell
      Abstract: Abstract We study the standard-bootstrap, the centered-bootstrap, and the empirical-likelihood bootstrap tests of hypotheses used in conjunction with generalized method of moments inference in correctly specified and misspecified moment condition models. We show that, under correct specification, the standard-bootstrap estimator of the null distribution of the J-test converges in distribution to a random distribution, verifying its inconsistency, while the centered and the empirical-likelihood bootstrap estimators are consistent. We provide higher-order expansions of the size distortions of the analytic and the bootstrap tests. We show that the standard-bootstrap parameter-tests are consistent under misspecification, while the centered-bootstrap parameter-tests are inconsistent. We propose a general bootstrap methodology which is highly accurate under correct specification and consistent under misspecification. In a simulation study, we explore the finite sample behavior of the analytic and the bootstrap tests for a panel data model and we apply our methodology on a real-world data set.
      PubDate: 2017-03-07
      DOI: 10.1007/s10463-017-0604-2
       
  • Statistical inferences based on INID progressively type II censored
           order statistics
    • Authors: M. Razmkhah; S. Simriz
      Abstract: Abstract Suppose that the failure times of the units placed on a life-testing experiment are independent but nonidentically distributed random variables. Under progressively type II censoring scheme, distributional properties of the proposed random variables are presented and some inferences are made. Assuming that the random variables come from a proportional hazard rate model, the formulas are simplified and also the amount of Fisher information about the common parameters of this family is calculated. The results are also extended to a fixed covariates model. The performance of the proposed procedure is investigated via a real data set. Some numerical computations are also presented to study the effect of the proportionality rates in view of the Fisher information criterion. Finally, some concluding remarks are stated.
      PubDate: 2017-02-28
      DOI: 10.1007/s10463-017-0598-9
       
  • Flexible sliced designs for computer experiments
    • Authors: Xiangshun Kong; Mingyao Ai; Kwok Leung Tsui
      Abstract: Abstract Sliced Latin hypercube designs are popularly adopted for computer experiments with qualitative factors. Previous constructions require the sizes of different slices to be identical. Here we construct sliced designs with flexible sizes of slices. Besides achieving desirable one-dimensional uniformity, flexible sliced designs (FSDs) constructed in this paper accommodate arbitrary sizes for different slices and cover ordinary sliced Latin hypercube designs as special cases. The sampling properties of FSDs are derived and a central limit theorem is established. It shows that any linear combination of the sample means from different models on slices follows an asymptotic normal distribution. Some simulations compare FSDs with other sliced designs in collective evaluations of multiple computer models.
      PubDate: 2017-02-25
      DOI: 10.1007/s10463-017-0603-3
       
  • Robust variable selection for finite mixture regression models
    • Authors: Qingguo Tang; R. J. Karunamuni
      Abstract: Abstract Finite mixture regression (FMR) models are frequently used in statistical modeling, often with many covariates with low significance. Variable selection techniques can be employed to identify the covariates with little influence on the response. The problem of variable selection in FMR models is studied here. Penalized likelihood-based approaches are sensitive to data contamination, and their efficiency may be significantly reduced when the model is slightly misspecified. We propose a new robust variable selection procedure for FMR models. The proposed method is based on minimum-distance techniques, which seem to have some automatic robustness to model misspecification. We show that the proposed estimator has the variable selection consistency and oracle property. The finite-sample breakdown point of the estimator is established to demonstrate its robustness. We examine small-sample and robustness properties of the estimator using a Monte Carlo study. We also analyze a real data set.
      PubDate: 2017-02-25
      DOI: 10.1007/s10463-017-0602-4
       
  • Multiscale inference for a multivariate density with applications to X-ray
           astronomy
    • Authors: Konstantin Eckle; Nicolai Bissantz; Holger Dette; Katharina Proksch; Sabrina Einecke
      Abstract: Abstract In this paper, we propose methods for inference of the geometric features of a multivariate density. Our approach uses multiscale tests for the monotonicity of the density at arbitrary points in arbitrary directions. In particular, a significance test for a mode at a specific point is constructed. Moreover, we develop multiscale methods for identifying regions of monotonicity and a general procedure for detecting the modes of a multivariate density. It is shown that the latter method localizes the modes with an effectively optimal rate. The theoretical results are illustrated by means of a simulation study and a data example. The new method is applied to and motivated by the determination and verification of the position of high-energy sources from X-ray observations by the Swift satellite which is important for a multiwavelength analysis of objects such as Active Galactic Nuclei.
      PubDate: 2017-02-24
      DOI: 10.1007/s10463-017-0605-1
       
  • Adaptive varying-coefficient linear quantile model: a profiled estimating
           equations approach
    • Authors: Weihua Zhao; Jianbo Li; Heng Lian
      Abstract: Abstract We consider an estimating equations approach to parameter estimation in adaptive varying-coefficient linear quantile model. We propose estimating equations for the index vector of the model in which the unknown nonparametric functions are estimated by minimizing the check loss function, resulting in a profiled approach. The estimating equations have a bias-corrected form that makes undersmoothing of the nonparametric part unnecessary. The estimating equations approach makes it possible to obtain the estimates using a simple fixed-point algorithm. We establish asymptotic properties of the estimator using empirical process theory, with additional complication due to the nuisance nonparametric part. The finite sample performance of the new model is illustrated using simulation studies and a forest fire dataset.
      PubDate: 2017-02-20
      DOI: 10.1007/s10463-017-0599-8
       
  • Asymptotic moving average representation of high-frequency sampled
           multivariate CARMA processes
    • Authors: Péter Kevei
      Abstract: Abstract High-frequency sampled multivariate continuous time autoregressive moving average processes are investigated. We obtain asymptotic expansion for the spectral density of the sampled MCARMA process \((Y_{n\varDelta })_{n \in {\mathbb {Z}}}\) as \(\varDelta \downarrow 0\) , where \((Y_t)_{t \in {\mathbb {R}}}\) is an MCARMA process. We show that the properly filtered process is a vector moving average process, and determine the asymptotic moving average representation of it, thus generalizing the univariate results to the multivariate model. The determination of the moving average representation of the filtered process, important for the analysis of high-frequency data, is difficult for any fixed positive \(\varDelta \) . However, the results established here provide a useful and insightful approximation when \(\varDelta \) is very small.
      PubDate: 2017-02-20
      DOI: 10.1007/s10463-017-0601-5
       
 
 
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