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MATHEMATICS (656 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 3)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 8)
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: 22)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 11)
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: 8)
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: 5)
Advances in Difference Equations     Open Access   (Followers: 1)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 10)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 2)
Advances in Materials Sciences     Open Access   (Followers: 16)
Advances in Mathematical Physics     Open Access   (Followers: 5)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 4)
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: 6)
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: 8)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Algebra and Logic     Hybrid Journal   (Followers: 4)
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: 11)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Biostatistics     Open Access   (Followers: 9)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 4)
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: 3)
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: 9)
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 Network Science     Open Access   (Followers: 1)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
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: 20)
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: 7)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 2)
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: 5)
BIBECHANA     Open Access   (Followers: 1)
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: 20)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 8)
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: 1)
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: 20)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (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: 3)
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: 14)
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: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Dnipropetrovsk University Mathematics Bulletin     Open Access  
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: 5)
ESAIM: Control Optimisation and Calculus of Variations     Full-text available via subscription   (Followers: 1)
European Journal of Combinatorics     Full-text available via subscription   (Followers: 5)
European Journal of Mathematics     Hybrid Journal   (Followers: 1)
European Scientific Journal     Open Access   (Followers: 2)
Experimental Mathematics     Hybrid Journal   (Followers: 4)
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)

        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  [2352 journals]
  • Estimation of the tail exponent of multivariate regular variation
    • Authors: Moosup Kim; Sangyeol Lee
      Pages: 945 - 968
      Abstract: Abstract In this study, we consider the problem of estimating the tail exponent of multivariate regular variation. Since any convex combination of a random vector with a multivariate regularly varying tail has a univariate regularly varying tail with the same exponent under certain conditions, to estimate the tail exponent of the multivariate regular variation of a given random vector, we employ a weighted average of Hill’s estimators obtained for all of its convex combinations, designed to reduce the variability of estimation. We investigate the asymptotic properties and evaluate the finite sample performance of the weighted average of Hill’s estimators. A simulation study and real data analysis are provided for illustration.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0574-9
      Issue No: Vol. 69, No. 5 (2017)
  • The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics
           under fixed alternatives, with applications
    • Authors: L. Baringhaus; B. Ebner; N. Henze
      Pages: 969 - 995
      Abstract: Abstract We present a general result on the limit distribution of weighted one- and two-sample \(L^2\) -goodness-of-fit test statistics of some hypothesis \(H_0\) under fixed alternatives. Applications include an approximation of the power function of such tests, asymptotic confidence intervals of the distance of an underlying distribution with respect to the distributions under \(H_0\) , and an asymptotic equivalence test that is able to validate certain neighborhoods of \(H_0\) .
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0567-8
      Issue No: Vol. 69, No. 5 (2017)
  • A doubly sparse approach for group variable selection
    • Authors: Sunghoon Kwon; Jeongyoun Ahn; Woncheol Jang; Sangin Lee; Yongdai Kim
      Pages: 997 - 1025
      Abstract: Abstract We propose a new penalty called the doubly sparse (DS) penalty for variable selection in high-dimensional linear regression models when the covariates are naturally grouped. An advantage of the DS penalty over other penalties is that it provides a clear way of controlling sparsity between and within groups, separately. We prove that there exists a unique global minimizer of the DS penalized sum of squares of residuals and show how the DS penalty selects groups and variables within selected groups, even when the number of groups exceeds the sample size. An efficient optimization algorithm is introduced also. Results from simulation studies and real data analysis show that the DS penalty outperforms other existing penalties with finite samples.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0571-z
      Issue No: Vol. 69, No. 5 (2017)
  • Statistical inference with empty strata in judgment post stratified
    • Authors: Omer Ozturk
      Pages: 1029 - 1057
      Abstract: Abstract This article develops estimators for certain population characteristics using a judgment post stratified (JPS) sample. The paper first constructs a conditional JPS sample with a reduced set size K by conditioning on the ranks of the measured observations of the original JPS sample of set size \(H \ge K\) . The paper shows that the estimators of the population mean, median and distribution function based on this conditional JPS sample are consistent and have limiting normal distributions. It is shown that the proposed estimators, unlike the ratio and regression estimators, where they require a strong linearity assumption, only need a monotonic relationship between the response and auxiliary variable. For moderate sample sizes, the paper provides a bootstrap distribution to draw statistical inference. A small-scale simulation study shows that the proposed estimators based on a reduced set JPS sample perform better than the corresponding estimators based on a regular JPS sample.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0572-y
      Issue No: Vol. 69, No. 5 (2017)
  • Smoothed jackknife empirical likelihood for the difference of two
    • Authors: Hanfang Yang; Yichuan Zhao
      Pages: 1059 - 1073
      Abstract: Abstract In this paper, we propose a smoothed estimating equation for the difference of quantiles with two samples. Using the jackknife pseudo-sample technique for the estimating equation, we propose the jackknife empirical likelihood (JEL) ratio and establish the Wilk’s theorem. Due to avoiding estimating link variables, the simulation studies demonstrate that JEL method has computational efficiency compared with traditional normal approximation method. We carry out a simulation study in terms of coverage probability and average length of the proposed confidence intervals. A real data set is used to illustrate the JEL procedure.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0576-7
      Issue No: Vol. 69, No. 5 (2017)
  • Additional aspects of the generalized linear-fractional branching process
    • Authors: Nicolas Grosjean; Thierry Huillet
      Pages: 1075 - 1097
      Abstract: Abstract We derive some additional results on the Bienyamé–Galton–Watson-branching process with \(\theta \) -linear fractional branching mechanism, as studied by Sagitov and Lindo (Branching Processes and Their Applications. Lecture Notes in Statistics—Proceedings, 2016). This includes the explicit expression of the limit laws in both the subcritical cases and the supercritical cases with finite mean, and the long-run behavior of the population size in the critical case, limits laws in the supercritical cases with infinite mean when the \(\theta \) process is either regular or explosive, and results regarding the time to absorption, an expression of the probability law of the \(\theta \) -branching mechanism involving Bell polynomials, and the explicit computation of the stochastic transition matrix of the \(\theta \) process, together with its powers.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0573-x
      Issue No: Vol. 69, No. 5 (2017)
  • Efficient estimation of quasi-likelihood models using B -splines
    • Authors: Minggen Lu
      Pages: 1099 - 1127
      Abstract: Abstract We consider a simple yet flexible spline estimation method for quasi-likelihood models. We approximate the unknown function by B-splines and apply the Fisher scoring algorithm to compute the estimates. The spline estimate of the nonparametric component achieves the optimal rate of convergence under the smooth condition, and the estimate of the parametric part is shown to be asymptotically normal even if the variance function is misspecified. The semiparametric efficiency of the model can be established if the variance function is correctly specified. A direct and consistent variance estimation method based on the least-squares estimation is proposed. A simulation study is performed to evaluate the numerical performance of the spline estimate. The methodology is illustrated on a crab study.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0575-8
      Issue No: Vol. 69, No. 5 (2017)
  • On coupon collector’s and Dixie cup problems under fixed and random
           sample size sampling schemes
    • Authors: James C. Fu; Wan-Chen Lee
      Pages: 1129 - 1139
      Abstract: Abstract Suppose an urn contains m distinct coupons, labeled from 1 to m. A random sample of k coupons is drawn without replacement from the urn, numbers are recorded and the coupons are then returned to the urn. This procedure is done repeatedly and the sample sizes are independently identically distributed. Let W be the total number of random samples needed to see all coupons at least l times \((l \ge 1)\) . Recently, for \(l=1\) , the approximation for the first moment of the random variable W has been studied under random sample size sampling scheme by Sellke (Ann Appl Probab, 5:294–309, 1995). In this manuscript, we focus on studying the exact distributions of waiting times W for both fixed and random sample size sampling schemes given \(l \ge 1\) . The results are further extended to a combination of fixed and random sample size sampling procedures.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0578-5
      Issue No: Vol. 69, No. 5 (2017)
  • Moment convergence of regularized least-squares estimator for linear
           regression model
    • Authors: Yusuke Shimizu
      Pages: 1141 - 1154
      Abstract: Abstract In this paper, we study the uniform tail-probability estimates of a regularized least-squares estimator for the linear regression model. We make use of the polynomial type large deviation inequality for the associated statistical random fields, which may not be locally asymptotically quadratic. Our results enable us to verify various arguments requiring convergence of moments of estimator-dependent statistics, such as the mean squared prediction error and the bias correction for AIC-type information criterion.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0577-6
      Issue No: Vol. 69, No. 5 (2017)
  • Collapsibility of some association measures and survival models
    • Authors: P. Vellaisamy
      Pages: 1155 - 1176
      Abstract: Abstract Collapsibility deals with the conditions under which a conditional (on a covariate W) measure of association between two random variables Y and X equals the marginal measure of association. In this paper, we discuss the average collapsibility of certain well-known measures of association, and also with respect to a new measure of association. The concept of average collapsibility is more general than collapsibility, and requires that the conditional average of an association measure equals the corresponding marginal measure. Sufficient conditions for the average collapsibility of the association measures are obtained. Some interesting counterexamples are constructed and applications to linear, Poisson, logistic and negative binomial regression models are discussed. An extension to the case of multivariate covariate W is also analyzed. Finally, we discuss the collapsibility conditions of some dependence measures for survival models and illustrate them for the case of linear transformation models.
      PubDate: 2017-10-01
      DOI: 10.1007/s10463-016-0580-y
      Issue No: Vol. 69, No. 5 (2017)
  • Semiparametric efficient estimators in heteroscedastic error models
    • Authors: Mijeong Kim; Yanyuan Ma
      Abstract: Abstract In the mean regression context, this study considers several frequently encountered heteroscedastic error models where the regression mean and variance functions are specified up to certain parameters. An important point we note through a series of analyses is that different assumptions on standardized regression errors yield quite different efficiency bounds for the corresponding estimators. Consequently, all aspects of the assumptions need to be specifically taken into account in constructing their corresponding efficient estimators. This study clarifies the relation between the regression error assumptions and their, respectively, efficiency bounds under the general regression framework with heteroscedastic errors. Our simulation results support our findings; we carry out a real data analysis using the proposed methods where the Cobb–Douglas cost model is the regression mean.
      PubDate: 2017-10-13
      DOI: 10.1007/s10463-017-0622-0
  • Purely sequential bounded-risk point estimation of the negative binomial
           mean under various loss functions: one-sample problem
    • Authors: Nitis Mukhopadhyay; Sudeep R. Bapat
      Abstract: Abstract A negative binomial (NB) distribution is useful to model over-dispersed count data arising from agriculture, health, and pest control. We design purely sequential bounded-risk methodologies to estimate an unknown NB mean \(\mu (>0)\) under different forms of loss functions including customary and modified Linex loss as well as squared error loss. We handle situations when the thatch parameter \(\tau (>0)\) may be assumed known or unknown. Our proposed methodologies are shown to satisfy properties including first-order asymptotic efficiency and first-order asymptotic risk efficiency. Summaries are provided from extensive sets of simulations showing encouraging performances of the proposed methodologies for small and moderate sample sizes. We follow with illustrations obtained by implementing estimation strategies using real data from statistical ecology: (1) weed count data of different species from a field in Netherlands and (2) count data of migrating woodlarks at the Hanko bird sanctuary in Finland.
      PubDate: 2017-10-13
      DOI: 10.1007/s10463-017-0620-2
  • A generalized partially linear framework for variance functions
    • Authors: Yixin Fang; Heng Lian; Hua Liang
      Abstract: Abstract When model the heteroscedasticity in a broad class of partially linear models, we allow the variance function to be a partial linear model as well and the parameters in the variance function to be different from those in the mean function. We develop a two-step estimation procedure, where in the first step some initial estimates of the parameters in both the mean and variance functions are obtained and then in the second step the estimates are updated using the weights calculated based on the initial estimates. The resulting weighted estimators of the linear coefficients in both the mean and variance functions are shown to be asymptotically normal, more efficient than the initial un-weighted estimators, and most efficient in the sense of semiparametric efficiency for some special cases. Simulation experiments are conducted to examine the numerical performance of the proposed procedure, which is also applied to data from an air pollution study in Mexico City.
      PubDate: 2017-10-04
      DOI: 10.1007/s10463-017-0619-8
  • General rank-based estimation for regression single index models
    • Authors: Huybrechts F. Bindele; Ash Abebe; Karlene N. Meyer
      Abstract: Abstract This study considers rank estimation of the regression coefficients of the single index regression model. Conditions needed for the consistency and asymptotic normality of the proposed estimator are established. Monte Carlo simulation experiments demonstrate the robustness and efficiency of the proposed estimator compared to the semiparametric least squares estimator. A real-life example illustrates that the rank regression procedure effectively corrects model nonlinearity even in the presence of outliers in the response space.
      PubDate: 2017-09-20
      DOI: 10.1007/s10463-017-0618-9
  • Hazard rate estimation for left truncated and right censored data
    • Authors: Sam Efromovich; Jufen Chu
      Abstract: Abstract Left truncation and right censoring (LTRC) presents a unique challenge for nonparametric estimation of the hazard rate of a continuous lifetime because consistent estimation over the support of the lifetime is impossible. To understand the problem and make practical recommendations, the paper explores how the LTRC affects a minimal (called sharp) constant of a minimax MISE convergence over a fixed interval. The corresponding theory of sharp minimax estimation of the hazard rate is presented, and it shows how right censoring, left truncation and interval of estimation affect the MISE. Obtained results are also new for classical cases of censoring or truncation and some even for the case of direct observations of the lifetime of interest. The theory allows us to propose a relatively simple data-driven estimator for small samples as well as the methodology of choosing an interval of estimation. The estimation methodology is tested numerically and on real data.
      PubDate: 2017-09-20
      DOI: 10.1007/s10463-017-0617-x
  • A constructive hypothesis test for the single-index models with two groups
    • Authors: Jun Zhang; Zhenghui Feng; Xiaoguang Wang
      Abstract: Abstract Comparison of two-sample heteroscedastic single-index models, where both the scale and location functions are modeled as single-index models, is studied in this paper. We propose a test for checking the equality of single-index parameters when dimensions of covariates of the two samples are equal. Further, we propose two test statistics based on Kolmogorov–Smirnov and Cramér–von Mises type functionals. These statistics evaluate the difference of the empirical residual processes to test the equality of mean functions of two single-index models. Asymptotic distributions of estimators and test statistics are derived. The Kolmogorov–Smirnov and Cramér–von Mises test statistics can detect local alternatives that converge to the null hypothesis at a parametric convergence rate. To calculate the critical values of Kolmogorov–Smirnov and Cramér–von Mises test statistics, a bootstrap procedure is proposed. Simulation studies and an empirical study demonstrate the performance of the proposed procedures.
      PubDate: 2017-09-13
      DOI: 10.1007/s10463-017-0616-y
  • Hybrid schemes for exact conditional inference in discrete exponential
    • Authors: David Kahle; Ruriko Yoshida; Luis Garcia-Puente
      Abstract: Abstract Exact conditional goodness-of-fit tests for discrete exponential family models can be conducted via Monte Carlo estimation of p values by sampling from the conditional distribution of multiway contingency tables. The two most popular methods for such sampling are Markov chain Monte Carlo (MCMC) and sequential importance sampling (SIS). In this work we consider various ways to hybridize the two schemes and propose one standout strategy as a good general purpose method for conducting inference. The proposed method runs many parallel chains initialized at SIS samples across the fiber. When a Markov basis is unavailable, the proposed scheme uses a lattice basis with intermittent SIS proposals to guarantee irreducibility and asymptotic unbiasedness. The scheme alleviates many of the challenges faced by the MCMC and SIS schemes individually while largely retaining their strengths. It also provides diagnostics that guide and lend credibility to the procedure. Simulations demonstrate the viability of the approach.
      PubDate: 2017-09-04
      DOI: 10.1007/s10463-017-0615-z
  • Smoothed nonparametric tests and approximations of p -values
    • Authors: Yoshihiko Maesono; Taku Moriyama; Mengxin Lu
      Abstract: Abstract We propose new smoothed sign and Wilcoxon’s signed rank tests that are based on kernel estimators of the underlying distribution function of the data. We discuss the approximations of the p-values and asymptotic properties of these tests. The new smoothed tests are equivalent to the ordinary sign and Wilcoxon’s tests in the sense of Pitman’s asymptotic relative efficiency, and the differences between the ordinary and new tests converge to zero in probability. Under the null hypothesis, the main terms of the asymptotic expectations and variances of the tests do not depend on the underlying distribution. Although the smoothed tests are not distribution-free, making use of the specific kernel enables us to obtain the Edgeworth expansions, being free of the underlying distribution.
      PubDate: 2017-08-23
      DOI: 10.1007/s10463-017-0614-0
  • Testing equality between several populations covariance operators
    • Authors: Graciela Boente; Daniela Rodriguez; Mariela Sued
      Abstract: Abstract In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study whether this assumption holds before making other inferences. In this paper, we develop a test for comparing covariance operators of several functional data samples. The proposed test is based on the Hilbert–Schmidt norm of the difference between estimated covariance operators. In particular, when dealing with two populations, the test statistic is just the squared norm of the difference between the two covariance operators estimators. The asymptotic behaviour of the test statistic under both the null hypothesis and local alternatives is obtained. The computation of the quantiles of the null asymptotic distribution is not feasible in practice. To overcome this problem, a bootstrap procedure is considered. The performance of the test statistic for small sample sizes is illustrated through a Monte Carlo study and on a real data set.
      PubDate: 2017-08-20
      DOI: 10.1007/s10463-017-0613-1
  • Erratum to: A doubly sparse approach for group variable selection
    • Authors: Sunghoon Kwon; Jeongyoun Ahn; Woncheol Jang; Sangin Lee; Yongdai Kim
      PubDate: 2017-07-25
      DOI: 10.1007/s10463-017-0612-2
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