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MATHEMATICS (651 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: 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: 21)
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: 7)
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: 10)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 1)
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: 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: 3)
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  
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: 19)
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  
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: 21)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 7)
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: 18)
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: 2)
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: 29)
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)
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: 4)
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)
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  [2353 journals]
  • On the identifiability of start-up demonstration mixture models
    • Authors: N. Balakrishnan; M. V. Koutras; F. S. Milienos
      Pages: 717 - 735
      Abstract: Abstract In start-up demonstration testing, the performance of the unit on successive start-ups is taken into account and several different types of decision criteria (most of them are inspired by the theory of runs and scans) for accepting or rejecting the unit have been introduced. Although the use of a start-up demonstration test assumes the existence of units of lower quality, when the estimation of the respective probability comes up, there is still much work to be done. Therefore, in this paper, we study binary start-up demonstration tests, assuming that we have at hand two different types of units with potentially different probabilities of successful start-up. In this case, the waiting time distributions are expressed as two-component mixture models and their identifiability is discussed. Finally, an estimation method based on the EM algorithm for the model parameters is described and some numerical examples are presented to illustrate the methods developed here.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0569-6
      Issue No: Vol. 69, No. 4 (2017)
  • Statistical estimation of composite risk functionals and risk optimization
    • Authors: Darinka Dentcheva; Spiridon Penev; Andrzej Ruszczyński
      Pages: 737 - 760
      Abstract: Abstract We address the statistical estimation of composite functionals which may be nonlinear in the probability measure. Our study is motivated by the need to estimate coherent measures of risk, which become increasingly popular in finance, insurance, and other areas associated with optimization under uncertainty and risk. We establish central limit theorems for composite risk functionals. Furthermore, we discuss the asymptotic behavior of optimization problems whose objectives are composite risk functionals and we establish a central limit formula of their optimal values when an estimator of the risk functional is used. While the mathematical structures accommodate commonly used coherent measures of risk, they have more general character, which may be of independent interest.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0559-8
      Issue No: Vol. 69, No. 4 (2017)
  • Quantile regression and variable selection of single-index coefficient
    • Authors: Weihua Zhao; Riquan Zhang; Yazhao Lv; Jicai Liu
      Pages: 761 - 789
      Abstract: Abstract In this paper, a minimizing average check loss estimation (MACLE) procedure is proposed for the single-index coefficient model (SICM) in the framework of quantile regression (QR). The resulting estimators have the asymptotic normality and achieve the best convergence rate. Furthermore, a variable selection method is investigated for the QRSICM by combining MACLE method with the adaptive LASSO penalty, and we also established the oracle property of the proposed variable selection method. Extensive simulations are conducted to assess the finite sample performance of the proposed estimation and variable selection procedure under various error settings. Finally, we present a real-data application of the proposed approach.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0558-9
      Issue No: Vol. 69, No. 4 (2017)
  • The degrees of freedom of partly smooth regularizers
    • Authors: Samuel Vaiter; Charles Deledalle; Jalal Fadili; Gabriel Peyré; Charles Dossal
      Pages: 791 - 832
      Abstract: Abstract We study regularized regression problems where the regularizer is a proper, lower-semicontinuous, convex and partly smooth function relative to a Riemannian submanifold. This encompasses several popular examples including the Lasso, the group Lasso, the max and nuclear norms, as well as their composition with linear operators (e.g., total variation or fused Lasso). Our main sensitivity analysis result shows that the predictor moves locally stably along the same active submanifold as the observations undergo small perturbations. This plays a pivotal role in getting a closed-form expression for the divergence of the predictor w.r.t. observations. We also show that, for many regularizers, including polyhedral ones or the analysis group Lasso, this divergence formula holds Lebesgue a.e. When the perturbation is random (with an appropriate continuous distribution), this allows us to derive an unbiased estimator of the degrees of freedom and the prediction risk. Our results unify and go beyond those already known in the literature.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0563-z
      Issue No: Vol. 69, No. 4 (2017)
  • A change detection procedure for an ergodic diffusion process
    • Authors: Koji Tsukuda
      Pages: 833 - 864
      Abstract: Abstract A test procedure based on continuous observation to detect a change in drift parameters of an ergodic diffusion process is proposed. The asymptotic behavior of a random field relating to an estimating equation under the null hypothesis is established using weak convergence theory in separable Hilbert spaces. This result is applied to a change point detection test.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0564-y
      Issue No: Vol. 69, No. 4 (2017)
  • A simple approach to constructing quasi-Sudoku-based sliced space-filling
    • Authors: Diane Donovan; Benjamin Haaland; David J. Nott
      Pages: 865 - 878
      Abstract: Abstract Sliced Sudoku-based space-filling designs and, more generally, quasi-sliced orthogonal array-based space-filling designs are useful experimental designs in several contexts, including computer experiments with categorical in addition to quantitative inputs and cross-validation. Here, we provide a straightforward construction of doubly orthogonal quasi-Sudoku Latin squares which can be used to generate quasi-sliced orthogonal arrays and, in turn, sliced space-filling designs which achieve uniformity in one- and two-dimensional projections for the full design and uniformity in two-dimensional projections for each slice. These constructions are very practical to implement and yield a spectrum of design sizes and numbers of factors not currently broadly available.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0565-x
      Issue No: Vol. 69, No. 4 (2017)
  • The uniqueness of the Fisher metric as information metric
    • Authors: Hông Vân Lê
      Pages: 879 - 896
      Abstract: Abstract We define a mixed topology on the fiber space \(\cup _\mu \oplus ^n L^n(\mu )\) over the space \({\mathcal M}({\Omega })\) of all finite non-negative measures \(\mu \) on a separable metric space \({\Omega }\) provided with Borel \(\sigma \) -algebra. We define a notion of strong continuity of a covariant n-tensor field on \({\mathcal M}({\Omega })\) . Under the assumption of strong continuity of an information metric, we prove the uniqueness of the Fisher metric as information metric on statistical models associated with \({\Omega }\) . Our proof realizes a suggestion due to Amari and Nagaoka to derive the uniqueness of the Fisher metric from the special case proved by Chentsov by using a special kind of limiting procedure. The obtained result extends the monotonicity characterization of the Fisher metric on statistical models associated with finite sample spaces and complement the uniqueness theorem by Ay–Jost–Lê–Schwachhöfer that characterizes the Fisher metric by its invariance under sufficient statistics.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0562-0
      Issue No: Vol. 69, No. 4 (2017)
  • A unified penalized method for sparse additive quantile models: an RKHS
    • Authors: Shaogao Lv; Xin He; Junhui Wang
      Pages: 897 - 923
      Abstract: Abstract This paper focuses on the high-dimensional additive quantile model, allowing for both dimension and sparsity to increase with sample size. We propose a new sparsity-smoothness penalty over a reproducing kernel Hilbert space (RKHS), which includes linear function and spline-based nonlinear function as special cases. The combination of sparsity and smoothness is crucial for the asymptotic theory as well as the computational efficiency. Oracle inequalities on excess risk of the proposed method are established under weaker conditions than most existing results. Furthermore, we develop a majorize-minimization forward splitting iterative algorithm (MMFIA) for efficient computation and investigate its numerical convergence properties. Numerical experiments are conducted on the simulated and real data examples, which support the effectiveness of the proposed method.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0566-9
      Issue No: Vol. 69, No. 4 (2017)
  • On the coverage probabilities of parametric confidence bands for
           continuous distribution and quantile functions constructed via confidence
           regions for a location-scale parameter
    • Authors: Fabian Mies; Stefan Bedbur
      Pages: 925 - 944
      Abstract: Abstract In parametric statistics, confidence bands for continuous distribution (quantile) functions may be constructed by unifying the graphs of all distribution (quantile) functions corresponding to parameters lying in some confidence region. It is then desirable that the coverage probabilities of both, band and region, coincide, e.g., to prevent from wide and less informative bands or to transfer the property of unbiasedness; this is ensured if the confidence region is exhaustive. Properties and representations of exhaustive confidence regions are presented. In location-scale families, the property of some confidence region to be exhaustive depends on the boundedness of the supports of the distributions in the family. For unbounded, one-sided bounded and bounded supports, characterizations of exhaustive confidence regions are derived. The results are useful to decide whether the trapezoidal confidence regions based on the standard pivotal quantities are exhaustive and may serve to construct exhaustive confidence regions in (log-)location-scale models.
      PubDate: 2017-08-01
      DOI: 10.1007/s10463-016-0570-0
      Issue No: Vol. 69, No. 4 (2017)
  • The m th longest runs of multivariate random sequences
    • Authors: Yong Kong
      Pages: 497 - 512
      Abstract: Abstract The distributions of the mth longest runs of multivariate random sequences are considered. For random sequences made up of k kinds of letters, the lengths of the runs are sorted in two ways to give two definitions of run length ordering. In one definition, the lengths of the runs are sorted separately for each letter type. In the second definition, the lengths of all the runs are sorted together. Exact formulas are developed for the distributions of the mth longest runs for both definitions. The derivations are based on a two-step method that is applicable to various other runs-related distributions, such as joint distributions of several letter types and multiple run lengths of a single letter type.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-015-0551-8
      Issue No: Vol. 69, No. 3 (2017)
  • Two-step estimation procedures for inhomogeneous shot-noise Cox processes
    • Authors: Michaela Prokešová; Jiří Dvořák; Eva B. Vedel Jensen
      Pages: 513 - 542
      Abstract: Abstract In the present paper, we discuss and compare several two-step estimation procedures for inhomogeneous shot-noise Cox processes. The intensity function is parametrized by the inhomogeneity parameters while the pair-correlation function is parametrized by the interaction parameters. The suggested procedures are based on a combination of Poisson likelihood estimation of the inhomogeneity parameters in the first step and an adaptation of a method from the homogeneous case for estimation of the interaction parameters in the second step. The adapted methods, based on minimum contrast estimation, composite likelihood and Palm likelihood, are compared both theoretically and by means of a simulation study. The general conclusion from the simulation study is that the three estimation methods have similar performance. Two-step estimation with Palm likelihood has not been considered before and is motivated by the superior performance of the Palm likelihood in the stationary case for estimation of certain parameters of interest. Asymptotic normality of the two-step estimator with Palm likelihood is proved.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0556-y
      Issue No: Vol. 69, No. 3 (2017)
  • A Bayes minimax result for spherically symmetric unimodal distributions
    • Authors: Dominique Fourdrinier; Fatiha Mezoued; William E. Strawderman
      Pages: 543 - 570
      Abstract: Abstract We consider Bayesian estimation of the location parameter \(\theta \) of a random vector X having a unimodal spherically symmetric density \(f(\Vert x - \theta \Vert ^2)\) for a spherically symmetric prior density \(\pi (\Vert \theta \Vert ^2)\) . In particular, we consider minimaxity of the Bayes estimator \(\delta _\pi (X)\) under quadratic loss. When the distribution belongs to the Berger class, we show that minimaxity of \(\delta _\pi (X)\) is linked to the superharmonicity of a power of a marginal associated to a primitive of f. This leads to proper Bayes minimax estimators for certain densities \(f(\Vert x - \theta \Vert ^2)\) .
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0553-1
      Issue No: Vol. 69, No. 3 (2017)
  • Improving the convergence rate and speed of Fisher-scoring algorithm:
           ridge and anti-ridge methods in structural equation modeling
    • Authors: Ke-Hai Yuan; Peter M. Bentler
      Pages: 571 - 597
      Abstract: Abstract In structural equation modeling (SEM), parameter estimates are typically computed by the Fisher-scoring algorithm, which often has difficulty in obtaining converged solutions. Even for simulated data with a correctly specified model, non-converged replications have been repeatedly reported in the literature. In particular, in Monte Carlo studies it has been found that larger factor loadings or smaller error variances in a confirmatory factor model correspond to a higher rate of convergence. However, studies of a ridge method in SEM indicate that adding a diagonal matrix to the sample covariance matrix also increases the rate of convergence for the Fisher-scoring algorithm. This article addresses these two seemingly contradictory phenomena. Using statistical and numerical analyses, the article clarifies why both approaches increase the rate of convergence in SEM. Monte Carlo results confirm the analytical results. Recommendations are provided on how to increase both the speed and rate of convergence in parameter estimation.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0552-2
      Issue No: Vol. 69, No. 3 (2017)
  • New non-parametric inferences for low-income proportions
    • Authors: Shan Luo; Gengsheng Qin
      Pages: 599 - 626
      Abstract: Abstract Low-income proportion is an important index in describing the inequality of an income distribution. It has been widely used by governments in measuring social stability around the world. Established inferential methods for this index are based on the empirical estimator of the index. It may have poor finite sample performances when the real income data are skewed or has outliers. In this paper, based on a smooth estimator for the low-income proportion, we propose a smoothed jackknife empirical likelihood approach for inferences of the low-income proportion. Wilks theorem is obtained for the proposed jackknife empirical likelihood ratio statistic. Various confidence intervals based on the smooth estimator are constructed. Extensive simulation studies are conducted to compare the finite sample performances of the proposed intervals with some existing intervals. Finally, the proposed methods are illustrated by a public income dataset of the professors in University System of Georgia.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0554-0
      Issue No: Vol. 69, No. 3 (2017)
  • New variable selection for linear mixed-effects models
    • Authors: Ping Wu; Xinchao Luo; Peirong Xu; Lixing Zhu
      Pages: 627 - 646
      Abstract: Abstract In this paper, we consider how to select both the fixed effects and the random effects in linear mixed models. To make variable selection more efficient for such models in which there are high correlations between covariates associated with fixed and random effects, a novel approach is proposed, which orthogonalizes fixed and random effects such that the two sets of effects can be separately selected with less influence on one another. Also, unlike most of existing methods with parametric assumptions, the new method only needs fourth order moments of involved random variables. The oracle property is proved. the performance of our method is examined by a simulation study.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0555-z
      Issue No: Vol. 69, No. 3 (2017)
  • Goodness of fit for log-linear network models: dynamic Markov bases using
    • Authors: Elizabeth Gross; Sonja Petrović; Despina Stasi
      Pages: 673 - 704
      Abstract: Abstract Social networks and other sparse data sets pose significant challenges for statistical inference, since many standard statistical methods for testing model/data fit are not applicable in such settings. Algebraic statistics offers a theoretically justified approach to goodness-of-fit testing that relies on the theory of Markov bases. Most current practices require the computation of the entire basis, which is infeasible in many practical settings. We present a dynamic approach to explore the fiber of a model, which bypasses this issue, and is based on the combinatorics of hypergraphs arising from the toric algebra structure of log-linear models. We demonstrate the approach on the Holland–Leinhardt \(p_1\) model for random directed graphs that allows for reciprocation effects.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0560-2
      Issue No: Vol. 69, No. 3 (2017)
  • Estimating population sizes with the Rasch model
    • Authors: Chang Xuan Mao; Cuiying Yang; Yitong Yang; Wei Zhuang
      Pages: 705 - 716
      Abstract: Abstract The Rasch model has been used to estimate the unknown size of a population from multi-list data. It can take both the list effectiveness and individual heterogeneity into account. Estimating the population size is shown to be equivalent to estimating the odds that an individual is unseen. The odds parameter is nonidentifiable. We propose a sequence of estimable lower bounds, including the greatest one, for the odds parameter. We show that a lower bound can be calculated by linear programming. Estimating a lower bound of the odds leads to an estimator for a lower bound of the population size. A simulation experiment is performed and three real examples are studied.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0561-1
      Issue No: Vol. 69, No. 3 (2017)
  • 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
  • A generalized Sibuya distribution
    • Authors: Tomasz J. Kozubowski; Krzysztof Podgórski
      Abstract: Abstract The Sibuya distribution arises as the distribution of the waiting time for the first success in Bernoulli trials, where the probabilities of success are inversely proportional to the number of a trial. We study a generalization that can be viewed as the distribution of the excess random variable \(N-k\) given \(N>k\) , where N has the Sibuya distribution and k is an integer. We summarize basic facts regarding this distribution and provide several new results and characterizations, shedding more light on its origin and possible applications. In particular, we emphasize the role Sibuya distribution plays in the extreme value theory and point out its invariance property with respect to random thinning operation.
      PubDate: 2017-06-22
      DOI: 10.1007/s10463-017-0611-3
  • Inference for a change-point problem under a generalised
           Ornstein–Uhlenbeck setting
    • Authors: Fuqi Chen; Rogemar Mamon; Sévérien Nkurunziza
      Abstract: Abstract Determining accurately when regime and structural changes occur in various time-series data is critical in many social and natural sciences. We develop and show further the equivalence of two consistent estimation techniques in locating the change point under the framework of a generalised version of the one-dimensional Ornstein–Uhlenbeck process. Our methods are based on the least sum of squared error and the maximum log-likelihood approaches. The case where both the existence and the location of the change point are unknown is investigated and an informational methodology is employed to address these issues. Numerical illustrations are presented to assess the methods’ performance.
      PubDate: 2017-06-19
      DOI: 10.1007/s10463-017-0610-4
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