Subjects -> MATHEMATICS (Total: 1119 journals)
    - APPLIED MATHEMATICS (92 journals)
    - GEOMETRY AND TOPOLOGY (23 journals)
    - MATHEMATICS (822 journals)
    - MATHEMATICS (GENERAL) (45 journals)
    - NUMERICAL ANALYSIS (25 journals)

MATHEMATICS (822 journals)            First | 1 2 3 4 5     

Showing 401 - 538 of 538 Journals sorted alphabetically
Journal of Computer Engineering, System and Science (CESS)     Open Access  
Journal of Contemporary Mathematical Analysis     Hybrid Journal  
Journal of Cryptology     Hybrid Journal   (Followers: 5)
Journal of Difference Equations and Applications     Hybrid Journal  
Journal of Differential Equations     Full-text available via subscription   (Followers: 1)
Journal of Discrete Algorithms     Hybrid Journal   (Followers: 4)
Journal of Discrete Mathematics     Open Access   (Followers: 1)
Journal of Dynamics and Differential Equations     Hybrid Journal  
Journal of Engineering Mathematics     Hybrid Journal   (Followers: 2)
Journal of Evolution Equations     Hybrid Journal  
Journal of Experimental Algorithmics     Full-text available via subscription   (Followers: 1)
Journal of Flood Risk Management     Hybrid Journal   (Followers: 14)
Journal of Formalized Reasoning     Open Access   (Followers: 2)
Journal of Function Spaces     Open Access  
Journal of Functional Analysis     Full-text available via subscription   (Followers: 2)
Journal of Geochemical Exploration     Hybrid Journal   (Followers: 1)
Journal of Geological Research     Open Access   (Followers: 1)
Journal of Geovisualization and Spatial Analysis     Hybrid Journal  
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Global Research in Mathematical Archives     Open Access   (Followers: 1)
Journal of Group Theory     Hybrid Journal   (Followers: 2)
Journal of Homotopy and Related Structures     Hybrid Journal  
Journal of Honai Math     Open Access  
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: 3)
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: 5)
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: 3)
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: 9)
Journal of Mathematical Imaging and Vision     Hybrid Journal   (Followers: 6)
Journal of Mathematical Logic     Hybrid Journal   (Followers: 3)
Journal of Mathematical Modelling and Algorithms     Hybrid Journal   (Followers: 1)
Journal of Mathematical Neuroscience     Open Access   (Followers: 10)
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 Statistics Studies     Open Access   (Followers: 3)
Journal of Mathematics and the Arts     Hybrid Journal   (Followers: 2)
Journal of Mathematics Education at Teachers College     Open Access   (Followers: 3)
Journal of Mathematics in Industry     Open Access  
Journal of Mathematics Research     Open Access   (Followers: 6)
Journal of Metallurgy     Open Access   (Followers: 8)
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   (Followers: 1)
Journal of Numerical Mathematics     Hybrid Journal   (Followers: 2)
Journal of Optimization     Open Access   (Followers: 5)
Journal of Peridynamics and Nonlocal Modeling     Hybrid Journal  
Journal of Problem Solving     Open Access   (Followers: 2)
Journal of Progressive Research in Mathematics     Open Access   (Followers: 5)
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: 9)
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: 16)
Journal of Turbulence     Hybrid Journal   (Followers: 9)
Journal of Uncertainty Analysis and Applications     Open Access   (Followers: 1)
Journal of Universal Mathematics     Open Access  
Journal of Urban Regeneration & Renewal     Full-text available via subscription   (Followers: 11)
JRAMathEdu : Journal of Research and Advances in Mathematics Education     Open Access   (Followers: 6)
JUMLAHKU : Jurnal Matematika Ilmiah STKIP Muhammadiyah Kuningan     Open Access   (Followers: 2)
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  
Kontinu : Jurnal Penelitian Didaktik Matematika     Open Access   (Followers: 3)
Kreano, Jurnal Matematika Kreatif-Inovatif     Open Access   (Followers: 6)
Le Matematiche     Open Access  
Learning and Teaching Mathematics     Full-text available via subscription   (Followers: 7)
Lettera Matematica     Hybrid Journal  
Lietuvos Matematikos Rinkinys     Open Access   (Followers: 3)
Limits : Journal of Mathematics and Its Applications     Open Access   (Followers: 1)
Linear Algebra and its Applications     Full-text available via subscription   (Followers: 23)
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   (Followers: 1)
Logic Journal of the IGPL     Hybrid Journal   (Followers: 1)
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  
Matematychni Studii     Open Access  
Mathematica Eterna     Open Access  
Mathematica Scandinavica     Full-text available via subscription   (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 Journal of Interdisciplinary Sciences     Open Access   (Followers: 1)
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 Models in Engineering     Open Access   (Followers: 1)
Mathematical Notes     Hybrid Journal  
Mathematical Proceedings of the Cambridge Philosophical Society     Full-text available via subscription   (Followers: 2)
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: 4)
Mathematics and Statistics     Open Access   (Followers: 5)
Mathematics Education Forum Chitwan     Open Access   (Followers: 2)
Mathematics Education Journal     Open Access   (Followers: 3)
Mathematics Education Research Journal     Partially Free   (Followers: 20)
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: 6)
Mathematische Annalen     Hybrid Journal   (Followers: 1)
Mathematische Nachrichten     Hybrid Journal   (Followers: 1)
Mathematische Semesterberichte     Hybrid Journal  
Mathematische Zeitschrift     Hybrid Journal   (Followers: 1)
MathLAB Journal     Open Access   (Followers: 5)
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)
Metrology and Instruments / Метрологія та прилади     Open Access  
Milan Journal of Mathematics     Hybrid Journal  
Mitteilungen der DMV     Hybrid Journal  
MLQ- Mathematical Logic Quarterly     Hybrid Journal   (Followers: 1)
MONA : Matematik- og Naturfagsdidaktik     Hybrid Journal   (Followers: 5)
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: 2)
Nagoya Mathematical Journal     Hybrid Journal  
Nano Research     Hybrid Journal   (Followers: 4)
Nanotechnologies in Russia     Hybrid Journal   (Followers: 1)
Natural Resource Modeling     Hybrid Journal   (Followers: 1)
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  

  First | 1 2 3 4 5     

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  [2656 journals]
  • State Occupation Probabilities in Non-Markov Models
    • Abstract: The consistency of the Aalen—Johansen-derived estimator of state occupation probabilities in non-Markov multi-state settings is studied and established via a new route. This new route is based on interval functions and relies on a close connection between additive and multiplicative transforms of interval functions, which is established. Under certain assumptions, the consistency follows from explicit expressions of the additive and multiplicative transforms related to the transition probabilities as interval functions, which are obtained, in combination with certain censoring and positivity assumptions
      PubDate: 2019-10-01
      DOI: 10.3103/S1066530719040033
  • Admissibility of Invariant Tests for Means with Covariates
    • Abstract: For a multinormal distribution with a p-dimensional mean vector θ and an arbitrary unknown dispersion matrix Σ, Rao ([8], [9]) proposed two tests for the problem of testing H0: θ1 = 0, θ2 = 0, Σ unspecified, versus H1: θ1 ≠ 0, θ2 = 0, Σ unspecified. These tests are known as Rao’s W-test and Rao’s U-test, respectively. In this paper, it is shown that Rao’s U-test is admissible while Hotelling’s T2-test is inadmissible.
      PubDate: 2019-10-01
      DOI: 10.3103/S106653071904001X
  • Relative Error Prediction for Twice Censored Data
    • Abstract: In this paper we consider the problem of non-parametric relative regression for twice censored data. We introduce and study a new estimate of the regression function when it is appropriate to assess performance in terms of mean squared relative error of prediction. We establish the uniform consistency with rate over a compact set and asymptotic normality of the estimator suitably normalized. The asymptotic variance is explicitly given. A Monte Carlo study is carried out to evaluate the performance of this estimate.
      PubDate: 2019-10-01
      DOI: 10.3103/S1066530719040045
  • An Asymptotically Optimal Transform of Pearson’s Correlation
    • Abstract: It is shown that for any correlation-parametrized model of dependence and any given significance level α ∈ (0, 1), there is an asymptotically optimal transform of Pearson’s correlation statistic R, for which the generally leading error term for the normal approximation vanishes for all values ρ ∈ (−1, 1) of the correlation coefficient. This general result is then applied to the bivariate normal (BVN) model of dependence and to what is referred to in this paper as the SquareV model. In the BVN model, Pearson’s R turns out to be asymptotically optimal for a rather unusual significance level α ≈ 0.240, whereas Fisher’s transform RF of R is asymptotically optimal for the limit significance level α = 0. In the SquareV model, Pearson’s R is asymptotically optimal for a still rather high significance level α ≈ 0.159, whereas Fisher’s transform RF of R is not asymptotically optimal for any α ∈ [0, 1]. Moreover, it is shown that in both the BVN model and the SquareV model, the transform optimal for a given value of α is in fact asymptotically better than R and RF in wide ranges of values of the significance level, including α itself. Extensive computer simulations for the BVN and SquareV models of dependence suggest that, for sample sizes n ≥ 100 and significance levels α ∈ {0.01, 0.05}, the mentioned asymptotically optimal transform of R generally outperforms both Pearson’s R and Fisher’s transform RF of R, the latter appearing generally much inferior to both R and the asymptotically optimal transform of R in the SquareV model.
      PubDate: 2019-10-01
      DOI: 10.3103/S1066530719040057
  • On the Skewness Order of van Zwet and Oja
    • Abstract: Van Zwet (1964) [16] introduced the convex transformation order between two distribution functions F and G, defined by F ≤cG if G−1 ∘ F is convex. A distribution which precedes G in this order should be seen as less right-skewed than G. Consequently, if F ≤cG, any reasonable measure of skewness should be smaller for F than for G. This property is the key property when defining any skewness measure. In the existing literature, the treatment of the convex transformation order is restricted to the class of differentiable distribution functions with positive density on the support of F. It is the aim of this work to analyze this order in more detail. We show that several of the most well known skewness measures satisfy the key property mentioned above with very weak or no assumptions on the underlying distributions. In doing so, we conversely explore what restrictions are imposed on the underlying distributions by the requirement that F precedes G in convex transformation order.
      PubDate: 2019-10-01
      DOI: 10.3103/S1066530719040021
  • 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
      DOI: 10.3103/S1066530719030037
  • 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
      DOI: 10.3103/S1066530719030013
  • 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
      DOI: 10.3103/S1066530719030025
  • 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
      DOI: 10.3103/S1066530719020029
  • 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
      DOI: 10.3103/S1066530719020030
  • On the Asymptotic Power of Tests of Fit under Local Alternatives in
    • 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
      DOI: 10.3103/S1066530719020042
  • A Multiple Hypothesis Testing Approach to Detection Changes in
    • 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
      DOI: 10.3103/S1066530719020054
  • 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
      DOI: 10.3103/S1066530719020017
  • 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
      DOI: 10.3103/S1066530719010046
  • 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
      DOI: 10.3103/S1066530719010058
  • 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
      DOI: 10.3103/S1066530719010010
  • 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
      DOI: 10.3103/S1066530719010022
  • 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
      DOI: 10.3103/S1066530719010034
  • 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
      DOI: 10.3103/S106653071901006X
  • 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)
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
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