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  Subjects -> MATHEMATICS (Total: 874 journals)
    - APPLIED MATHEMATICS (71 journals)
    - GEOMETRY AND TOPOLOGY (19 journals)
    - MATHEMATICS (647 journals)
    - MATHEMATICS (GENERAL) (41 journals)
    - NUMERICAL ANALYSIS (19 journals)
    - PROBABILITIES AND MATH STATISTICS (77 journals)

MATHEMATICS (647 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: 7)
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: 5)
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: 6)
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: 9)
Algorithms Research     Open Access   (Followers: 1)
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 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: 18)
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: 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: 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: 17)
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: 12)
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)
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: 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)
Foundations and Trends® in Econometrics     Full-text available via subscription   (Followers: 4)

        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  [2345 journals]
  • The m th longest runs of multivariate random sequences
    • Authors: Yong Kong
      Pages: 497 - 512
      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: 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: 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: 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: 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: 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)
       
  • Distributions of topological tree metrics between a species tree and a
           gene tree
    • Authors: Jing Xi; Jin Xie; Ruriko Yoshida
      Pages: 647 - 671
      Abstract: In order to conduct a statistical analysis on a given set of phylogenetic gene trees, we often use a distance measure between two trees. In a statistical distance-based method to analyze discordance between gene trees, it is a key to decide “biologically meaningful” and “statistically well-distributed” distance between trees. Thus, in this paper, we study the distributions of the three tree distance metrics: the edge difference, the path difference, and the precise K interval cospeciation distance, between two trees: First, we focus on distributions of the three tree distances between two random unrooted trees with n leaves ( \(n \ge 4\) ); and then we focus on the distributions the three tree distances between a fixed rooted species tree with n leaves and a random gene tree with n leaves generated under the coalescent process with the given species tree. We show some theoretical results as well as simulation study on these distributions.
      PubDate: 2017-06-01
      DOI: 10.1007/s10463-016-0557-x
      Issue No: Vol. 69, No. 3 (2017)
       
  • Goodness of fit for log-linear network models: dynamic Markov bases using
           hypergraphs
    • Authors: Elizabeth Gross; Sonja Petrović; Despina Stasi
      Pages: 673 - 704
      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: 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)
       
  • A consistent jackknife empirical likelihood test for distribution
           functions
    • Authors: Xiaohui Liu; Qihua Wang; Yi Liu
      Pages: 249 - 269
      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: 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: 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)
       
  • 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: 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: 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: 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: 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: 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: 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)
       
  • Inference for a change-point problem under a generalised
           Ornstein–Uhlenbeck setting
    • Authors: Fuqi Chen; Rogemar Mamon; Sévérien Nkurunziza
      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
       
  • Pointwise convergence in probability of general smoothing splines
    • Authors: Matthew Thorpe; Adam M. Johansen
      Abstract: Establishing the convergence of splines can be cast as a variational problem which is amenable to a \(\Gamma \) -convergence approach. We consider the case in which the regularization coefficient scales with the number of observations, n, as \(\lambda _n=n^{-p}\) . Using standard theorems from the \(\Gamma \) -convergence literature, we prove that the general spline model is consistent in that estimators converge in a sense slightly weaker than weak convergence in probability for \(p\le \frac{1}{2}\) . Without further assumptions, we show this rate is sharp. This differs from rates for strong convergence using Hilbert scales where one can often choose \(p>\frac{1}{2}\) .
      PubDate: 2017-04-04
      DOI: 10.1007/s10463-017-0609-x
       
 
 
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