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  Subjects -> MATHEMATICS (Total: 909 journals)
    - APPLIED MATHEMATICS (75 journals)
    - GEOMETRY AND TOPOLOGY (20 journals)
    - MATHEMATICS (676 journals)
    - MATHEMATICS (GENERAL) (41 journals)
    - NUMERICAL ANALYSIS (19 journals)
    - PROBABILITIES AND MATH STATISTICS (78 journals)

MATHEMATICS (676 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 3)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 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: 25)
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: 6)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 9)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 7)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 15)
Advances in Decision Sciences     Open Access   (Followers: 5)
Advances in Difference Equations     Open Access   (Followers: 2)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 11)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 2)
Advances in Materials Sciences     Open Access   (Followers: 16)
Advances in Mathematical Physics     Open Access   (Followers: 5)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 11)
Advances in Porous Media     Full-text available via subscription   (Followers: 4)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 6)
Advances in Pure Mathematics     Open Access   (Followers: 4)
Advances in Science and Research (ASR)     Open Access   (Followers: 6)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 9)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Algebra and Logic     Hybrid Journal   (Followers: 4)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 11)
Algorithms Research     Open Access   (Followers: 1)
American Journal of 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: 11)
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: 8)
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: 5)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 4)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 1)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 5)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 4)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 21)
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: 3)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access  
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 2)
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: 11)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 20)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 1)
CHANCE     Hybrid Journal   (Followers: 6)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 2)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 3)
COMBINATORICA     Hybrid Journal  
Combustion Theory and Modelling     Hybrid Journal   (Followers: 14)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
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: 6)
Concrete Operators     Open Access   (Followers: 4)
Confluentes Mathematici     Hybrid Journal  
Contributions to Game Theory and Management     Open Access  
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  
Current Research in Biostatistics     Open Access   (Followers: 9)
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 11)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 28)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 3)
Differentsial'nye Uravneniya     Open Access  
Discrete Mathematics     Hybrid Journal   (Followers: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Dnipropetrovsk University Mathematics Bulletin     Open Access  
Doklady Akademii Nauk     Open Access  
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Eco Matemático     Open Access  
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Differential Equations     Open Access  
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: 4)
Energy for Sustainable Development     Hybrid Journal   (Followers: 9)
Enseñanza de las Ciencias : Revista de Investigación y Experiencias Didácticas     Open Access  
Ensino da Matemática em Debate     Open Access  
Entropy     Open Access   (Followers: 5)
ESAIM: Control Optimisation and Calculus of Variations     Full-text available via subscription   (Followers: 1)
European Journal of Combinatorics     Full-text available via subscription   (Followers: 5)
European Journal of Mathematics     Hybrid Journal   (Followers: 1)

        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  [2355 journals]
  • On parameter estimation for cusp-type signals
    • Authors: O. V. Chernoyarov; S. Dachian; Yu. A. Kutoyants
      Pages: 39 - 62
      Abstract: Abstract We consider the problem of parameter estimation by continuous time observations of a deterministic signal in white Gaussian noise. It is supposed that the signal has a cusp-type singularity. The properties of the maximum-likelihood and Bayesian estimators are described in the asymptotics of small noise. Special attention is paid to the problem of parameter estimation in the situation of misspecification in regularity, i.e., when the statistician supposes that the observed signal has this singularity, but the real signal is smooth. The rate and the asymptotic distribution of the maximum-likelihood estimator in this situation are described.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0581-x
      Issue No: Vol. 70, No. 1 (2018)
       
  • Identifiability issues in dynamic stress–strength modeling
    • Authors: Prajamitra Bhuyan; Murari Mitra; Anup Dewanji
      Pages: 63 - 81
      Abstract: Abstract In many real-life scenarios, system reliability depends on dynamic stress–strength interference, where strength degrades and stress accumulates concurrently over time. In some other cases, shocks appear at random time points, causing damage which is only effective at the instant of shock arrival. In this paper, we consider the identifiability problem of a system under deterministic strength degradation and stochastic damage due to shocks arriving according to a homogeneous Poisson process. We provide conditions under which the models are identifiable with respect to lifetime data only. We also consider current status data and suggest to collect additional information and discuss the issues of model identifiability under different data configurations.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0579-4
      Issue No: Vol. 70, No. 1 (2018)
       
  • Clustering dynamics in a class of normalised generalised gamma dependent
           priors
    • Authors: Matteo Ruggiero; Matteo Sordello
      Pages: 83 - 98
      Abstract: Abstract Normalised generalised gamma processes are random probability measures that induce nonparametric prior distributions widely used in Bayesian statistics, particularly for mixture modelling. We construct a class of dependent normalised generalised gamma priors induced by a stationary population model of Moran type, which exploits a generalised Pólya urn scheme associated with the prior. We study the asymptotic scaling for the dynamics of the number of clusters in the sample, which in turn provides a dynamic measure of diversity in the underlying population. The limit is formalised to be a positive non-stationary diffusion process which falls outside well-known families, with unbounded drift and an entrance boundary at the origin. We also introduce a new class of stationary positive diffusions, whose invariant measures are explicit and have power law tails, which approximate weakly the scaling limit.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0583-8
      Issue No: Vol. 70, No. 1 (2018)
       
  • Limiting behaviour of Fréchet means in the space of phylogenetic
           trees
    • Authors: D. Barden; H. Le; M. Owen
      Pages: 99 - 129
      Abstract: Abstract As demonstrated in our previous work on \({\varvec{T}}_{\!4}\) , the space of phylogenetic trees with four leaves, the topological structure of the space plays an important role in the non-classical limiting behaviour of the sample Fréchet means in \({\varvec{T}}_{\!4}\) . Nevertheless, the techniques used in that paper cannot be adapted to analyse Fréchet means in the space \({\varvec{T}}_{\!m}\) of phylogenetic trees with \(m(\geqslant \!5)\) leaves. To investigate the latter, this paper first studies the log map of \({\varvec{T}}_{\!m}\) . Then, in terms of a modified version of this map, we characterise Fréchet means in \({\varvec{T}}_{\!m}\) that lie in top-dimensional or co-dimension one strata. We derive the limiting distributions for the corresponding sample Fréchet means, generalising our previous results. In particular, the results show that, although they are related to the Gaussian distribution, the forms taken by the limiting distributions depend on the co-dimensions of the strata in which the Fréchet means lie.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0582-9
      Issue No: Vol. 70, No. 1 (2018)
       
  • Semiparametric mixtures of nonparametric regressions
    • Authors: Sijia Xiang; Weixin Yao
      Pages: 131 - 154
      Abstract: Abstract In this article, we propose and study a new class of semiparametric mixture of regression models, where the mixing proportions and variances are constants, but the component regression functions are smooth functions of a covariate. A one-step backfitting estimate and two EM-type algorithms have been proposed to achieve the optimal convergence rate for both the global parameters and the nonparametric regression functions. We derive the asymptotic property of the proposed estimates and show that both the proposed EM-type algorithms preserve the asymptotic ascent property. A generalized likelihood ratio test is proposed for semiparametric inferences. We prove that the test follows an asymptotic \(\chi ^2\) -distribution under the null hypothesis, which is independent of the nuisance parameters. A simulation study and two real data examples have been conducted to demonstrate the finite sample performance of the proposed model.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0584-7
      Issue No: Vol. 70, No. 1 (2018)
       
  • A weighted estimator of conditional hazard rate with left-truncated and
           dependent data
    • Authors: Han-Ying Liang; Elias Ould Saïd
      Pages: 155 - 189
      Abstract: Abstract Based on empirical likelihood method, we construct new weighted estimators of conditional density and conditional survival functions when the interest random variable is subject to random left-truncation; further, we define a plug-in weighted estimator of the conditional hazard rate. Under strong mixing assumptions, we derive asymptotic normality of the proposed estimators which permit to built a confidence interval for the conditional hazard rate. The finite sample behavior of the estimators is investigated via simulations too.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0587-4
      Issue No: Vol. 70, No. 1 (2018)
       
  • Variable selection and estimation using a continuous approximation to the
           $$L_0$$ L 0 penalty
    • Authors: Yanxin Wang; Qibin Fan; Li Zhu
      Pages: 191 - 214
      Abstract: Abstract Variable selection problems are typically addressed under the regularization framework. In this paper, an exponential type penalty which very closely resembles the \(L_0\) penalty is proposed, we called it EXP penalty. The EXP penalized least squares procedure is shown to consistently select the correct model and is asymptotically normal, provided the number of variables grows slower than the number of observations. EXP is efficiently implemented using a coordinate descent algorithm. Furthermore, we propose a modified BIC tuning parameter selection method for EXP and show that it consistently identifies the correct model, while allowing the number of variables to diverge. Simulation results and data example show that the EXP procedure performs very well in a variety of settings.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0588-3
      Issue No: Vol. 70, No. 1 (2018)
       
  • Inferences in semi-parametric dynamic mixed models for longitudinal count
           data
    • Authors: Nan Zheng; Brajendra C. Sutradhar
      Pages: 215 - 247
      Abstract: Abstract This paper considers a semi-parametric mixed model for longitudinal counts under the assumption that for conditional on a common random effect over time the repeated count responses of an individual follow a Poisson AR(1) (auto-regressive order 1) non-stationary correlation structure. A step-by-step estimation approach is developed which provides consistent estimators for the non-parametric function, regression parameters, variance of the random effects, and auto-correlation structure of the model. Proofs for the consistency properties of the estimators along with their convergence rates are derived. A simulation study is conducted to examine first the estimation effects on parameters when the non-parametric function is ignored, and then an overall estimation study is carried out in the presence of the non-parametric function by including its estimation as well.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0590-9
      Issue No: Vol. 70, No. 1 (2018)
       
  • Bootstrapping the Kaplan–Meier estimator on the whole line
    • Authors: Dennis Dobler
      Abstract: Abstract This article is concerned with proving the consistency of Efron’s bootstrap for the Kaplan–Meier estimator on the whole support of a survival function. While previous works address the asymptotic Gaussianity of the Kaplan–Meier estimator without restricting time, we enable the construction of bootstrap-based time-simultaneous confidence bands for the whole survival function. Other practical applications include bootstrap-based confidence bands for the mean residual lifetime function or the Lorenz curve as well as confidence intervals for the Gini index. Theoretical results are complemented with a simulation study and a real data example which result in statistical recommendations.
      PubDate: 2018-01-13
      DOI: 10.1007/s10463-017-0634-9
       
  • Frequentist model averaging for threshold models
    • Authors: Yan Gao; Xinyu Zhang; Shouyang Wang; Terence Tai-leung Chong; Guohua Zou
      Abstract: Abstract This paper develops a frequentist model averaging approach for threshold model specifications. The resulting estimator is proved to be asymptotically optimal in the sense of achieving the lowest possible squared errors. In particular, when combining estimators from threshold autoregressive models, this approach is also proved to be asymptotically optimal. Simulation results show that for the situation where the existing model averaging approach is not applicable, our proposed model averaging approach has a good performance; for the other situations, our proposed model averaging approach performs marginally better than other commonly used model selection and model averaging methods. An empirical application of our approach on the US unemployment data is given.
      PubDate: 2018-01-12
      DOI: 10.1007/s10463-017-0642-9
       
  • Inference about the slope in linear regression: an empirical likelihood
           approach
    • Authors: Ursula U. Müller; Hanxiang Peng; Anton Schick
      Abstract: Abstract We present a new, efficient maximum empirical likelihood estimator for the slope in linear regression with independent errors and covariates. The estimator does not require estimation of the influence function, in contrast to other approaches, and is easy to obtain numerically. Our approach can also be used in the model with responses missing at random, for which we recommend a complete case analysis. This suffices thanks to results by Müller and Schick (Bernoulli 23:2693–2719, 2017), which demonstrate that efficiency is preserved. We provide confidence intervals and tests for the slope, based on the limiting Chi-square distribution of the empirical likelihood, and a uniform expansion for the empirical likelihood ratio. The article concludes with a small simulation study.
      PubDate: 2017-12-01
      DOI: 10.1007/s10463-017-0632-y
       
  • A class of uniform tests for goodness-of-fit of the multivariate $$L_p$$ L
           p -norm spherical distributions and the $$l_p$$ l p -norm symmetric
           distributions
    • Authors: Jiajuan Liang; Kai Wang Ng; Guoliang Tian
      Abstract: Abstract In this paper we employ the conditional probability integral transformation (CPIT) method to transform a d-dimensional sample from two classes of generalized multivariate distributions into a uniform sample in the unit interval \((0,\,1)\) or in the unit hypercube \([0,\,1]^{d-1}\) ( \(d\ge 2\) ). A class of existing uniform statistics are adopted to test the uniformity of the transformed sample. Monte Carlo studies are carried out to demonstrate the performance of the tests in controlling type I error rates and power against a selected group of alternative distributions. It is concluded that the proposed tests have satisfactory empirical performance and the CPIT method in this paper can serve as a general way to construct goodness-of-fit tests for many generalized multivariate distributions.
      PubDate: 2017-12-01
      DOI: 10.1007/s10463-017-0630-0
       
  • Correction to: A robust adaptive-to-model enhancement test for parametric
           single-index models
    • Authors: Cuizhen Niu; Lixing Zhu
      Abstract: Abstract Unfortunately, original article has been published without acknowledgement section.
      PubDate: 2017-11-29
      DOI: 10.1007/s10463-017-0633-x
       
  • Fold-up derivatives of set-valued functions and the change-set problem: A
           Survey
    • Authors: Estate Khmaladze; Wolfgang Weil
      Abstract: Abstract We give a survey on fold-up derivatives, a notion which was introduced by Khmaladze (J Math Anal Appl 334:1055–1072, 2007) and extended by Khmaladze and Weil (J Math Anal Appl 413:291–310, 2014) to describe infinitesimal changes in a set-valued function. We summarize the geometric background and discuss in detail applications in statistics, in particular to the change-set problem of spatial statistics, and show how the notion of fold-up derivatives leads to the theory of testing statistical hypotheses about the change-set. We formulate Poisson limit theorems for the log-likelihood ratio in two versions of this problem and present also the route to a central limit theorem.
      PubDate: 2017-11-28
      DOI: 10.1007/s10463-017-0628-7
       
  • Asymptotic results for jump probabilities associated to the multiple scan
           statistic
    • Authors: Markos V. Koutras; Demetrios P. Lyberopoulos
      Abstract: Abstract The concept of pattern arises in many applications comprising experimental trials with two or more possible outcomes in each trial. A binary scan of type r / k is a special pattern referring to success–failure strings of fixed length k that contain at least r-successes, where r, k are positive integers with \(r\le k\) . The multiple scan statistic \(W_{t,k,r}\) is defined as the enumerating random variable for the overlapping moving windows occurring until trial t which include a scan of type r / k. In the present work, we consider a sequence of independent binary trials with not necessarily equal probabilities of success and develop upper bounds for the probability of the event that the multiple scan statistic will perform a jump from \(\ell \) to \(\ell +1\) (where \(\ell \) is a nonnegative integer) in a finite time horizon.
      PubDate: 2017-11-16
      DOI: 10.1007/s10463-017-0621-1
       
  • Jackknife empirical likelihood for the difference of two volumes under ROC
           surfaces
    • Authors: Yueheng An; Yichuan Zhao
      Abstract: Abstract The volume under a surface (VUS) is an effective measure for evaluating the discriminating power of a diagnostic test with three ordinal diagnostic groups. In this paper, we investigate the difference of two correlated VUS’s to compare two treatments for discrimination of three-class classification data. A jackknife empirical likelihood (JEL) procedure is employed to avoid the variance estimation in the existing methods. We prove that the limiting distribution of the empirical log-likelihood ratio statistic follows a \(\chi ^2\) distribution. Extensive numerical studies show that the JEL confidence intervals outperform those based on the normal approximation method. The proposed method is also applied to the Alzheimer’s disease data.
      PubDate: 2017-11-15
      DOI: 10.1007/s10463-017-0631-z
       
  • An asymptotic expansion for the normalizing constant of the
           Conway–Maxwell–Poisson distribution
    • Authors: Robert E. Gaunt; Satish Iyengar; Adri B. Olde Daalhuis; Burcin Simsek
      Abstract: Abstract The Conway–Maxwell–Poisson distribution is a two-parameter generalization of the Poisson distribution that can be used to model data that are under- or over-dispersed relative to the Poisson distribution. The normalizing constant \(Z(\lambda ,\nu )\) is given by an infinite series that in general has no closed form, although several papers have derived approximations for this sum. In this work, we start by using probabilistic argument to obtain the leading term in the asymptotic expansion of \(Z(\lambda ,\nu )\) in the limit \(\lambda \rightarrow \infty \) that holds for all \(\nu >0\) . We then use an integral representation to obtain the entire asymptotic series and give explicit formulas for the first eight coefficients. We apply this asymptotic series to obtain approximations for the mean, variance, cumulants, skewness, excess kurtosis and raw moments of CMP random variables. Numerical results confirm that these correction terms yield more accurate estimates than those obtained using just the leading-order term.
      PubDate: 2017-11-15
      DOI: 10.1007/s10463-017-0629-6
       
  • A robust adaptive-to-model enhancement test for parametric single-index
           models
    • Authors: Cuizhen Niu; Lixing Zhu
      Abstract: Abstract This paper is devoted to test the parametric single-index structure of the underlying model when there are outliers in observations. First, a test that is robust against outliers is suggested. The Hampel’s second-order influence function of the test statistic is proved to be bounded. Second, the test fully uses the dimension reduction structure of the hypothetical model and automatically adapts to alternative models when the null hypothesis is false. Thus, the test can greatly overcome the dimensionality problem and is still omnibus against general alternative models. The performance of the test is demonstrated by both Monte Carlo simulation studies and an application to a real dataset.
      PubDate: 2017-11-02
      DOI: 10.1007/s10463-017-0626-9
       
  • On estimation of surrogate models for multivariate computer experiments
    • Authors: Benedikt Bauer; Felix Heimrich; Michael Kohler; Adam Krzyżak
      Abstract: Abstract Estimation of surrogate models for computer experiments leads to nonparametric regression estimation problems without noise in the dependent variable. In this paper, we propose an empirical maximal deviation minimization principle to construct estimates in this context and analyze the rate of convergence of corresponding quantile estimates. As an application, we consider estimation of computer experiments with moderately high dimension by neural networks and show that here we can circumvent the so-called curse of dimensionality by imposing rather general assumptions on the structure of the regression function. The estimates are illustrated by applying them to simulated data and to a simulation model in mechanical engineering.
      PubDate: 2017-11-02
      DOI: 10.1007/s10463-017-0627-8
       
  • Pseudo-Gibbs sampler for discrete conditional distributions
    • Authors: Kun-Lin Kuo; Yuchung J. Wang
      Abstract: Abstract Conditionally specified models offers a higher level of flexibility than the joint approach. Regression switching in multiple imputation is a typical example. However, reasonable-seeming conditional models are generally not coherent with one another. Gibbs sampler based on incompatible conditionals is called pseudo-Gibbs sampler, whose properties are mostly unknown. This article investigates the richness and commonalities among their stationary distributions. We show that Gibbs sampler replaces the conditional distributions iteratively, but keep the marginal distributions invariant. In the process, it minimizes the Kullback–Leibler divergence. Next, we prove that systematic pseudo-Gibbs projections converge for every scan order, and the stationary distributions share marginal distributions in a circularly fashion. Therefore, regardless of compatibility, univariate consistency is guaranteed when the orders of imputation are circularly related. Moreover, a conditional model and its pseudo-Gibbs distributions have equal number of parameters. Study of pseudo-Gibbs sampler provides a fresh perspective for understanding the original Gibbs sampler.
      PubDate: 2017-10-24
      DOI: 10.1007/s10463-017-0625-x
       
 
 
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