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  Subjects -> MATHEMATICS (Total: 1040 journals)
    - APPLIED MATHEMATICS (83 journals)
    - GEOMETRY AND TOPOLOGY (23 journals)
    - MATHEMATICS (770 journals)
    - MATHEMATICS (GENERAL) (43 journals)
    - NUMERICAL ANALYSIS (23 journals)
    - PROBABILITIES AND MATH STATISTICS (98 journals)

MATHEMATICS (770 journals)            First | 1 2 3 4     

Showing 401 - 538 of 538 Journals sorted alphabetically
Journal of Humanistic Mathematics     Open Access   (Followers: 1)
Journal of Hyperbolic Differential Equations     Hybrid Journal  
Journal of Indian Council of Philosophical Research     Hybrid Journal  
Journal of Industrial Mathematics     Open Access   (Followers: 2)
Journal of Inequalities and Applications     Open Access  
Journal of Infrared, Millimeter and Terahertz Waves     Hybrid Journal   (Followers: 2)
Journal of Integrable Systems     Open Access   (Followers: 1)
Journal of K-Theory     Full-text available via subscription  
Journal of Knot Theory and Its Ramifications     Hybrid Journal   (Followers: 1)
Journal of Kufa for Mathematics and Computer     Open Access   (Followers: 1)
Journal of Liquid Chromatography & Related Technologies     Hybrid Journal   (Followers: 7)
Journal of Logical and Algebraic Methods in Programming     Hybrid Journal  
Journal of Manufacturing Systems     Full-text available via subscription   (Followers: 4)
Journal of Mathematical Analysis and Applications     Full-text available via subscription   (Followers: 4)
Journal of mathematical and computational science     Open Access   (Followers: 7)
Journal of Mathematical and Fundamental Sciences     Open Access  
Journal of Mathematical Behavior     Hybrid Journal   (Followers: 2)
Journal of Mathematical Chemistry     Hybrid Journal   (Followers: 3)
Journal of Mathematical Cryptology     Hybrid Journal   (Followers: 1)
Journal of Mathematical Extension     Open Access   (Followers: 3)
Journal of Mathematical Finance     Open Access   (Followers: 7)
Journal of Mathematical Imaging and Vision     Hybrid Journal   (Followers: 6)
Journal of Mathematical Logic     Hybrid Journal   (Followers: 2)
Journal of Mathematical Modelling and Algorithms     Hybrid Journal   (Followers: 1)
Journal of Mathematical Neuroscience     Open Access   (Followers: 9)
Journal of Mathematical Sciences     Hybrid Journal  
Journal of Mathematical Sciences and Applications     Open Access   (Followers: 2)
Journal of Mathematical Sociology     Hybrid Journal   (Followers: 3)
Journal of Mathematics     Open Access  
Journal of Mathematics and Statistics     Open Access   (Followers: 8)
Journal of Mathematics and the Arts     Hybrid Journal   (Followers: 2)
Journal of Mathematics in Industry     Open Access   (Followers: 1)
Journal of Mathematics Research     Open Access   (Followers: 6)
Journal of Metallurgy     Open Access   (Followers: 7)
Journal of Modern Mathematics Frontier     Open Access  
Journal of Multidisciplinary Modeling and Optimization     Open Access  
Journal of Multivariate Analysis     Hybrid Journal   (Followers: 13)
Journal of Natural Sciences and Mathematics Research     Open Access  
Journal of Nonlinear Analysis and Optimization : Theory & Applications     Open Access   (Followers: 4)
Journal of Nonlinear Mathematical Physics     Hybrid Journal   (Followers: 1)
Journal of Nonlinear Science     Hybrid Journal   (Followers: 1)
Journal of Numerical Cognition     Open Access  
Journal of Numerical Mathematics     Hybrid Journal   (Followers: 2)
Journal of Optimization     Open Access   (Followers: 4)
Journal of Peridynamics and Nonlocal Modeling     Hybrid Journal  
Journal of Problem Solving     Open Access   (Followers: 2)
Journal of Progressive Research in Mathematics     Open Access  
Journal of Pseudo-Differential Operators and Applications     Hybrid Journal  
Journal of Pure and Applied Algebra     Full-text available via subscription   (Followers: 4)
Journal of Quantitative Analysis in Sports     Hybrid Journal   (Followers: 8)
Journal of Quantitative Linguistics     Hybrid Journal   (Followers: 6)
Journal of Scientific Computing     Hybrid Journal   (Followers: 18)
Journal of Scientific Research     Open Access  
Journal of Symbolic Computation     Hybrid Journal   (Followers: 1)
Journal of the Australian Mathematical Society     Full-text available via subscription  
Journal of the Egyptian Mathematical Society     Open Access  
Journal of the European Mathematical Society     Full-text available via subscription   (Followers: 1)
Journal of the Indian Mathematical Society     Hybrid Journal   (Followers: 1)
Journal of the Institute of Mathematics of Jussieu     Hybrid Journal  
Journal of the London Mathematical Society     Hybrid Journal   (Followers: 2)
Journal of the Nigerian Mathematical Society     Open Access   (Followers: 1)
Journal of Theoretical and Applied Physics     Open Access   (Followers: 8)
Journal of Topology and Analysis     Hybrid Journal  
Journal of Transport and Supply Chain Management     Open Access   (Followers: 14)
Journal of Turbulence     Hybrid Journal   (Followers: 7)
Journal of Uncertainty Analysis and Applications     Open Access  
Journal of Universal Mathematics     Open Access  
Journal of Urban Regeneration & Renewal     Full-text available via subscription   (Followers: 10)
Journal of Water and Land Development     Open Access   (Followers: 3)
JRAMathEdu : Journal of Research and Advances in Mathematics Education     Open Access   (Followers: 3)
JURING (Journal for Research in Mathematics Learning)     Open Access   (Followers: 1)
Jurnal Ilmiah AdMathEdu     Open Access  
Jurnal Matematika     Open Access   (Followers: 1)
Jurnal Matematika Integratif     Open Access  
Jurnal Matematika, Sains, Dan Teknologi     Open Access  
Jurnal Natural     Open Access  
Jurnal Pendidikan Matematika Raflesia     Open Access  
Jurnal Penelitian Pembelajaran Matematika Sekolah     Open Access  
Jurnal Penelitian Sains (JPS)     Open Access  
Jurnal Riset Pendidikan Matematika     Open Access  
Jurnal Sains Matematika dan Statistika     Open Access  
Jurnal Tadris Matematika     Open Access  
Jurnal Teknologi dan Sistem Komputer     Open Access  
Kreano, Jurnal Matematika Kreatif-Inovatif     Open Access   (Followers: 5)
Le Matematiche     Open Access  
Learning and Teaching Mathematics     Full-text available via subscription   (Followers: 7)
Lettera Matematica     Hybrid Journal  
Limits : Journal of Mathematics and Its Applications     Open Access   (Followers: 1)
Linear Algebra and its Applications     Full-text available via subscription   (Followers: 22)
Linear and Multilinear Algebra     Hybrid Journal   (Followers: 8)
Lithuanian Mathematical Journal     Hybrid Journal  
LMS Journal of Computation and Mathematics     Free  
Lobachevskii Journal of Mathematics     Open Access  
Logic and Analysis     Hybrid Journal  
Logic Journal of the IGPL     Hybrid Journal  
Logica Universalis     Hybrid Journal  
manuscripta mathematica     Hybrid Journal  
MaPan : Jurnal Matematika dan Pembelajaran     Open Access  
Marine Genomics     Hybrid Journal   (Followers: 2)
Matemáticas, Educación y Sociedad     Open Access  
Matematicheskie Zametki     Full-text available via subscription  
Matematika     Open Access  
Matematychni Studii     Open Access  
Mathematica Eterna     Open Access  
Mathematica Scandinavica     Open Access   (Followers: 1)
Mathematica Slovaca     Hybrid Journal   (Followers: 1)
Mathematical and Computational Forestry & Natural-Resource Sciences     Free  
Mathematical Communications     Open Access  
Mathematical Computation     Open Access   (Followers: 1)
Mathematical Geosciences     Hybrid Journal   (Followers: 3)
Mathematical Medicine and Biology: A Journal of the IMA     Hybrid Journal   (Followers: 1)
Mathematical Methods in the Applied Sciences     Hybrid Journal   (Followers: 4)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Mathematical Modelling and Analysis     Open Access   (Followers: 1)
Mathematical Modelling in Civil Engineering     Open Access   (Followers: 5)
Mathematical Modelling of Natural Phenomena     Full-text available via subscription   (Followers: 1)
Mathematical Models and Methods in Applied Sciences     Hybrid Journal   (Followers: 2)
Mathematical Notes     Hybrid Journal  
Mathematical Proceedings of the Cambridge Philosophical Society     Full-text available via subscription   (Followers: 1)
Mathematical Programming Computation     Hybrid Journal   (Followers: 3)
Mathematical Sciences     Open Access  
Mathematical Social Sciences     Hybrid Journal   (Followers: 1)
Mathematical Theory and Modeling     Open Access   (Followers: 13)
Mathematical Thinking and Learning     Hybrid Journal   (Followers: 3)
Mathematics and Statistics     Open Access   (Followers: 5)
Mathematics Education Journal     Open Access   (Followers: 1)
Mathematics Education Research Journal     Partially Free   (Followers: 17)
Mathematics in Science and Engineering     Full-text available via subscription  
Mathematics of Control, Signals, and Systems (MCSS)     Hybrid Journal   (Followers: 5)
Mathematics of Quantum and Nano Technologies     Open Access  
Mathématiques et sciences humaines     Open Access   (Followers: 7)
Mathematische Annalen     Hybrid Journal   (Followers: 1)
Mathematische Nachrichten     Hybrid Journal   (Followers: 1)
Mathematische Semesterberichte     Hybrid Journal  
Mathematische Zeitschrift     Hybrid Journal   (Followers: 1)
MATI : Mathematical Aspects of Topological Indeces     Open Access  
MATICS     Open Access   (Followers: 2)
Matrix Science Mathematic     Open Access   (Followers: 1)
Measurement Science Review     Open Access   (Followers: 3)
Mediterranean Journal of Mathematics     Hybrid Journal  
Memetic Computing     Hybrid Journal  
Mendel : Soft Computing Journal     Open Access  
Metaheuristics     Hybrid Journal  
Metals and Materials International     Hybrid Journal  
Metascience     Hybrid Journal   (Followers: 1)
Milan Journal of Mathematics     Hybrid Journal  
Mitteilungen der DMV     Hybrid Journal  
MLQ- Mathematical Logic Quarterly     Hybrid Journal  
Monatshefte fur Mathematik     Hybrid Journal  
Moroccan Journal of Pure and Applied Analysis     Open Access   (Followers: 4)
Moscow University Mathematics Bulletin     Hybrid Journal  
MSOR Connections     Open Access   (Followers: 1)
Multiscale Modeling and Simulation     Hybrid Journal   (Followers: 3)
MUST : Journal of Mathematics Education, Science and Technology     Open Access   (Followers: 1)
Nagoya Mathematical Journal     Hybrid Journal  
Nano Research     Hybrid Journal   (Followers: 3)
Nanotechnologies in Russia     Hybrid Journal   (Followers: 1)
Natural Resource Modeling     Hybrid Journal  
New Mathematics and Natural Computation     Hybrid Journal  
Nonlinear Analysis : Modelling and Control     Open Access   (Followers: 1)
Nonlinear Analysis : Theory, Methods & Applications     Hybrid Journal   (Followers: 1)
Nonlinear Analysis: Hybrid Systems     Hybrid Journal  
Nonlinear Analysis: Real World Applications     Hybrid Journal   (Followers: 2)
Nonlinear Differential Equations and Applications NoDEA     Hybrid Journal  
Nonlinear Engineering     Open Access  
Nonlinear Oscillations     Hybrid Journal   (Followers: 1)
North Carolina Journal of Mathematics and Statistics     Open Access  
North-Holland Mathematical Library     Full-text available via subscription   (Followers: 1)
North-Holland Mathematics Studies     Full-text available via subscription  
North-Holland Series in Applied Mathematics and Mechanics     Full-text available via subscription   (Followers: 1)
Note di Matematica     Open Access  
NTM Zeitschrift für Geschichte der Wissenschaften, Technik und Medizin     Hybrid Journal   (Followers: 4)
Numeracy : Advancing Education in Quantitative Literacy     Open Access  
Numerical Analysis and Applications     Hybrid Journal   (Followers: 1)
Numerical Functional Analysis and Optimization     Hybrid Journal   (Followers: 2)
Numerical Linear Algebra with Applications     Hybrid Journal   (Followers: 6)
Numerical Mathematics : Theory, Methods and Applications     Full-text available via subscription  
Numerische Mathematik     Hybrid Journal  
Open Journal of Discrete Mathematics     Open Access   (Followers: 5)
Open Journal of Modelling and Simulation     Open Access   (Followers: 1)
Open Mathematics     Open Access   (Followers: 1)
Operations Research Letters     Hybrid Journal   (Followers: 11)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 8)
Opuscula Mathematica     Open Access   (Followers: 108)
Order     Hybrid Journal  
ORiON     Open Access  
P-Adic Numbers, Ultrametric Analysis, and Applications     Hybrid Journal  
PAMM : Proceedings in Applied Mathematics and Mechanics     Free   (Followers: 1)
Parallel Processing Letters     Hybrid Journal   (Followers: 3)
Peking Mathematical Journal     Hybrid Journal  
Periodica Mathematica Hungarica     Full-text available via subscription   (Followers: 1)
Perspectivas da Educação Matemática     Open Access  
Petroleum Science     Full-text available via subscription   (Followers: 1)
Philosophia Mathematica     Hybrid Journal   (Followers: 1)
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences     Full-text available via subscription   (Followers: 6)
PNA. Revista de Investigación en Didáctica de la Matemática     Open Access  
Polar Science     Hybrid Journal   (Followers: 3)
Positivity     Hybrid Journal  
Prague Bulletin of Mathematical Linguistics, The     Open Access  

  First | 1 2 3 4     

Similar Journals
Journal Cover
Mathematical Methods of Statistics
Journal Prestige (SJR): 0.43
Number of Followers: 4  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1934-8045 - ISSN (Online) 1066-5307
Published by Springer-Verlag Homepage  [2574 journals]
  • Maxiset Point of View for Signal Detection in Inverse Problems
    • Abstract: This paper extends the successful maxiset paradigm from function estimation to signal detection in inverse problems. In this context, the maxisets do not have the same shape compared to the classical estimation framework. Nevertheless, we introduce a robust version of these maxisets allowing to exhibit tail conditions on the signals of interest. Under this novel paradigm we are able to compare direct and indirect testing procedures.
      PubDate: 2019-07-01
       
  • Central Limit Theorems for Conditional Empirical and Conditional U
           -Processes of Stationary Mixing Sequences
    • Abstract: In this paper we are concerned with the weak convergence to Gaussian processes of conditional empirical processes and conditional U-processes from stationary β-mixing sequences indexed by classes of functions satisfying some entropy conditions. We obtain uniform central limit theorems for conditional empirical processes and conditional U-processes when the classes of functions are uniformly bounded or unbounded with envelope functions satisfying some moment conditions. We apply our results to introduce statistical tests for conditional independence that are multivariate conditional versions of the Kendall statistics.
      PubDate: 2019-07-01
       
  • Density Deconvolution with Small Berkson Errors
    • Abstract: The present paper studies density deconvolution in the presence of small Berkson errors, in particular, when the variances of the errors tend to zero as the sample size grows. It is known that when the Berkson errors are present, in some cases, the unknown density estimator can be obtained by simple averaging without using kernels. However, this may not be the case when Berkson errors are asymptotically small. By treating the former case as a kernel estimator with the zero bandwidth, we obtain the optimal expressions for the bandwidth. We show that the density of Berkson errors acts as a regularizer, so that the kernel estimator is unnecessary when the variance of Berkson errors lies above some threshold that depends on the shapes of the densities in the model and the number of observations.
      PubDate: 2019-07-01
       
  • The Empirical Process of Residuals from an Inverse Regression
    • Abstract: In this paper we investigate an indirect regression model characterized by the Radon transformation. This model is useful for recovery of medical images obtained by computed tomography scans. The indirect regression function is estimated using a series estimator motivated by a spectral cutoff technique. Further, we investigate the empirical process of residuals from this regression, and show that it satisfies a functional central limit theorem.
      PubDate: 2019-04-01
       
  • On Predictive Density Estimation under α-Divergence Loss
    • Abstract: Based on X ∼ Nd(θ, σ X 2 Id), we study the efficiency of predictive densities under α-divergence loss Lα for estimating the density of Y ∼ Nd(θ, σ Y 2 Id). We identify a large number of cases where improvement on a plug-in density are obtainable by expanding the variance, thus extending earlier findings applicable to Kullback-Leibler loss. The results and proofs are unified with respect to the dimension d, the variances σ X 2 and σ Y 2 , the choice of loss Lα; α ∈ (−1, 1). The findings also apply to a large number of plug-in densities, as well as for restricted parameter spaces with θ ∈ Θ ⊂ ℝd. The theoretical findings are accompanied by various observations, illustrations, and implications dealing for instance with robustness with respect to the model variances and simultaneous dominance with respect to the loss.
      PubDate: 2019-04-01
       
  • On the Asymptotic Power of Tests of Fit under Local Alternatives in
           Autoregression
    • Abstract: We consider a stationary AR(p) model. The autoregression parameters are unknown as well as the distribution of innovations. Based on the residuals from the parameter estimates, an analog of empirical distribution function is defined and the tests of Kolmogorov’s and ω2 type are constructed for testing hypotheses on the distribution of innovations. We obtain the asymptotic power of these tests under local alternatives.
      PubDate: 2019-04-01
       
  • A Multiple Hypothesis Testing Approach to Detection Changes in
           Distribution
    • Abstract: Let X1, X2,... be independent random variables observed sequentially and such that X1,..., Xθ−1 have a common probability density p0, while Xθ, Xθ+1,... are all distributed according to p1 ≠ p0. It is assumed that p0 and p1 are known, but the time change θ ∈ ℤ+ is unknown and the goal is to construct a stopping time τ that detects the change-point θ as soon as possible. The standard approaches to this problem rely essentially on some prior information about θ. For instance, in the Bayes approach, it is assumed that θ is a random variable with a known probability distribution. In the methods related to hypothesis testing, this a priori information is hidden in the so-called average run length. The main goal in this paper is to construct stopping times that are free from a priori information about θ. More formally, we propose an approach to solving approximately the following minimization problem: $$\Delta(\theta;{\tau^\alpha})\rightarrow\min_{\tau^\alpha}\;\;\text{subject}\;\text{to}\;\;\alpha(\theta;{\tau^\alpha})\leq\alpha\;\text{for}\;\text{any}\;\theta\geq1,$$ where α(θ; τ) = Pθ{τ < θ} is the false alarm probability and Δ(θ; τ) = Eθ(τ − θ)+ is the average detection delay computed for a given stopping time τ. In contrast to the standard CUSUM algorithm based on the sequential maximum likelihood test, our approach is related to a multiple hypothesis testing methods and permits, in particular, to construct universal stopping times with nearly Bayes detection delays.
      PubDate: 2019-04-01
       
  • Asymptotic Theory for Longitudinal Data with Missing Responses Adjusted by
           Inverse Probability Weights
    • Abstract: In this article, we propose a new method for analyzing longitudinal data which contain responses that are missing at random. This method consists in solving the generalized estimating equation (GEE) of [8] in which the incomplete responses are replaced by values adjusted using the inverse probability weights proposed in [17]. We show that the root estimator is consistent and asymptotically normal, essentially under the some conditions on the marginal distribution and the surrogate correlation matrix as those presented in [15] in the case of complete data, and under minimal assumptions on the missingness probabilities. This method is applied to a real-life data set taken from [13], which examines the incidence of respiratory disease in a sample of 250 pre-school age Indonesian children which were examined every 3 months for 18 months, using as covariates the age, gender, and vitamin A deficiency.
      PubDate: 2019-04-01
       
  • On the Power of Pearson’s Test under Local Alternatives in
           Autoregression with Outliers
    • Abstract: We consider a stationary linear AR(p) model with contamination (gross errors in the observations). The autoregression parameters are unknown, as well as the distribution of innovations. Based on the residuals from the parameter estimates, an analog of the empirical distribution function is defined and a test of Pearson’s chi-square type is constructed for testing hypotheses on the distribution of innovations. We obtain the asymptotic power of this test under local alternatives and establish its qualitative robustness under the hypothesis and alternatives.
      PubDate: 2019-01-01
       
  • A Large Deviation Approximation for Multivariate Density Functions
    • Abstract: We establish a large deviation approximation for the density of an arbitrary sequence of random vectors, by assuming several assumptions on the normalized cumulant generating function and its derivatives. We give two statistical applications to illustrate the result, the first one dealing with a vector of independent sample variances and the second one with a Gaussian multiple linear regression model. Numerical comparisons are eventually provided for these two examples.
      PubDate: 2019-01-01
       
  • Bayesian Predictive Distribution for a Negative Binomial Model
    • Abstract: Estimation of the predictive probability function of a negative binomial distribution is addressed under the Kullback—Leibler risk. An identity that relates Bayesian predictive probability estimation to Bayesian point estimation is derived. Such identities are known in the cases of normal and Poisson distributions, and the paper extends the result to the negative binomial case. By using the derived identity, a dominance property of a Bayesian predictive probability is studied when the parameter space is restricted.
      PubDate: 2019-01-01
       
  • Density Estimation for RWRE
    • Abstract: We consider the problem of nonparametric density estimation of a random environment from the observation of a single trajectory of a random walk in this environment. We build several density estimators using the beta-moments of this distribution. Then we apply the Goldenschluger-Lepski method to select an estimator satisfying an oracle type inequality. We obtain non-asymptotic bounds for the supremum norm of these estimators that hold when the RWRE is recurrent or transient to the right. A simulation study supports our theoretical findings.
      PubDate: 2019-01-01
       
  • A Semi-Parametric Mode Regression with Censored Data
    • Abstract: In this work we suppose that the random vector (X, Y) satisfies the regression model Y = m(X) + ϵ, where m(·) belongs to some parametric class { \({m_\beta}(\cdot):\beta \in \mathbb{K}\) } and the error ϵ is independent of the covariate X. The response Y is subject to random right censoring. Using a nonlinear mode regression, a new estimation procedure for the true unknown parameter vector β0is proposed that extends the classical least squares procedure for nonlinear regression. We also establish asymptotic properties for the proposed estimator under assumptions of the error density. We investigate the performance through a simulation study.
      PubDate: 2019-01-01
       
  • Outliers and the Ostensibly Heavy Tails
    • Abstract: The aim of the paper is to show that the presence of one possible type of outliers is not connected to that of heavy tails of the distribution. In contrary, typical situation for outliers appearance is the case of compactly supported distributions.
      PubDate: 2019-01-01
       
  • On Optimal Cardinal Interpolation
    • Authors: B. Levit
      Pages: 245 - 267
      Abstract: For the Hardy classes of functions analytic in the strip around real axis of a size 2β, an optimal method of cardinal interpolation has been proposed within the framework of Optimal Recovery [12]. Below this method, based on the Jacobi elliptic functions, is shown to be optimal according to the criteria of Nonparametric Regression and Optimal Design. In a stochastic non-asymptotic setting, the maximal mean squared error of the optimal interpolant is evaluated explicitly, for all noise levels away from 0. A pivotal role is played by the interference effect, in which the oscillations exhibited by the interpolant’s bias and variance mutually cancel each other. In the limiting case β → ∞, the optimal interpolant converges to the well-knownNyquist–Shannon cardinal series.
      PubDate: 2018-10-01
      DOI: 10.3103/s1066530718040014
      Issue No: Vol. 27, No. 4 (2018)
       
  • Asymptotic Distribution of Least Squares Estimators for Linear Models with
           Dependent Errors: Regular Designs
    • Authors: E. Caron; S. Dede
      Pages: 268 - 293
      Abstract: We consider the usual linear regression model in the case where the error process is assumed strictly stationary.We use a result of Hannan, who proved a Central Limit Theorem for the usual least squares estimator under general conditions on the design and the error process.We show that for a large class of designs, the asymptotic covariance matrix is as simple as in the independent and identically distributed (i.i.d.) case.We then estimate the covariance matrix using an estimator of the spectral density whose consistency is proved under very mild conditions.
      PubDate: 2018-10-01
      DOI: 10.3103/s1066530718040026
      Issue No: Vol. 27, No. 4 (2018)
       
  • On the Empirical Distribution Function of Residuals in Autoregression with
           Outliers and Pearson’s Chi-Square Type Tests
    • Authors: M. V. Boldin; M. N. Petriev
      Pages: 294 - 311
      Abstract: We consider a stationary linear AR(p) model with observations subject to gross errors (outliers). The distribution of outliers is unknown and arbitrary, their intensity is γn−1/2 with an unknown γ, n is the sample size. The autoregression parameters are unknown, they are estimated by any estimator which is n1/2-consistent uniformly in γ ≤ Γ < ∞. Using the residuals from the estimated autoregression, we construct a kind of empirical distribution function (e.d.f.), which is a counterpart of the (inaccessible) e.d.f. of the autoregression innovations. We obtain a stochastic expansion of this e.d.f., which enables us to construct a test of Pearson’s chi-square type for testing hypotheses about the distribution of innovations. We establish qualitative robustness of this test in terms of uniform equicontinuity of the limiting level with respect to γ in a neighborhood of γ = 0.
      PubDate: 2018-10-01
      DOI: 10.3103/s1066530718040038
      Issue No: Vol. 27, No. 4 (2018)
       
  • On the Asymptotic Behavior of the Contaminated Sample Mean
    • Authors: B. Berckmoes; G. Molenberghs
      Pages: 312 - 323
      Abstract: An observation of a cumulative distribution function F with finite variance is said to be contaminated according to the inflated variance model if it has a large probability of coming from the original target distribution F, but a small probability of coming from a contaminating distribution that has the same mean and shape as F, though a larger variance. It is well known that in the presence of data contamination, the ordinary sample mean looses many of its good properties, making it preferable to use more robust estimators. It is insightful to see to what extent an intuitive estimator such as the sample mean becomes less favorable in a contaminated setting. In this paper, we investigate under which conditions the sample mean, based on a finite number of independent observations of F which are contaminated according to the inflated variance model, is a valid estimator for the mean of F. In particular, we examine to what extent this estimator is weakly consistent for the mean of F and asymptotically normal. As classical central limit theory is generally inaccurate to copewith the asymptotic normality in this setting, we invokemore general approximate central limit theory as developed in [3]. Our theoretical results are illustrated by a specific example and a simulation study.
      PubDate: 2018-10-01
      DOI: 10.3103/s106653071804004x
      Issue No: Vol. 27, No. 4 (2018)
       
  • A Minimax Approach to Errors-in-Variables Linear Models
    • Authors: Yu. Golubev
      Pages: 205 - 225
      Abstract: The paper considers a simple Errors-in-Variables (EiV) model Yi = a + bXi + εξi; Zi= Xi + σζi, where ξi, ζi are i.i.d. standard Gaussian random variables, Xi ∈ ℝ are unknown non-random regressors, and ε, σ are known noise levels. The goal is to estimates unknown parameters a, b ∈ ℝ based on the observations {Yi, Zi, i = 1, …, n}. It is well known [3] that the maximum likelihood estimates of these parameters have unbounded moments. In order to construct estimates with good statistical properties, we study EiV model in the large noise regime assuming that n → ∞, but \({\epsilon ^2} = \sqrt n \epsilon _ \circ ^2,{\sigma ^2} = \sqrt n \sigma _ \circ ^2\) with some \(\epsilon_\circ^2, \sigma_\circ^2>0\) . Under these assumptions, a minimax approach to estimating a, b is developed. It is shown that minimax estimates are solutions to a convex optimization problem and a fast algorithm for solving it is proposed.
      PubDate: 2018-07-01
      DOI: 10.3103/s1066530718030031
      Issue No: Vol. 27, No. 3 (2018)
       
  • Truncated Estimation of Ratio Statistics with Application to Heavy Tail
           Distributions
    • Authors: D. N. Politis; V. A. Vasiliev; S. E. Vorobeychikov
      Pages: 226 - 243
      Abstract: The problem of estimation of the heavy tail index is revisited from the point of view of truncated estimation. A class of novel estimators is introduced having guaranteed accuracy based on a sample of fixed size. The performance of these estimators is quantified both theoretically and in simulations over a host of relevant examples. It is also shown that in several cases the proposed estimators attain — within a logarithmic factor — the optimal parametric rate of convergence. The property of uniform asymptotic normality of the proposed estimators is established.
      PubDate: 2018-07-01
      DOI: 10.3103/s1066530718030043
      Issue No: Vol. 27, No. 3 (2018)
       
 
 
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