Template-Type: ReDIF-Article 1.0 Author-Name: Irina Blazhievska Author-X-Name-First: Irina Author-X-Name-Last: Blazhievska Author-Name: Vladimir Zaiats Author-X-Name-First: Vladimir Author-X-Name-Last: Zaiats Title: Estimation of impulse response functions in two-output systems Abstract: A single input–double output (SIDO) linear time-invariant (LTI) system is considered, whose impulse response function (IRF) is assumed to have one unknown component. The problem is to estimate this unknown component after observations of the second component. Both IRF’s components are supposed to be L2-integrable, and the estimation is made by cross-correlating the outputs, given that the input is a standard Wiener process on R. Weak asymptotic normality of appropriately centred estimators is proved. Journal: Communications in Statistics - Theory and Methods Pages: 257-280 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1536210 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1536210 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:257-280 Template-Type: ReDIF-Article 1.0 Author-Name: Ting Cai Author-X-Name-First: Ting Author-X-Name-Last: Cai Author-Name: Hong Chang Hu Author-X-Name-First: Hong Chang Author-X-Name-Last: Hu Title: Probability inequalities for sums of NSD random variables and applications Abstract: In this paper, we obtain the exponential-type inequalities for maximal partial sums of negatively superadditive dependent (NSD) random variables, which extends the corresponding results for independent and negatively associated (NA) random variables. Using these inequalities, we further investigate the weak convergence of the M-estimators in the generalized linear model with NSD errors, which generalize and improve the corresponding results of the independent random errors to that of NSD random errors. Journal: Communications in Statistics - Theory and Methods Pages: 281-306 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1536211 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1536211 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:281-306 Template-Type: ReDIF-Article 1.0 Author-Name: Zhiyi Zhang Author-X-Name-First: Zhiyi Author-X-Name-Last: Zhang Author-Name: Chen Chen Author-X-Name-First: Chen Author-X-Name-Last: Chen Author-Name: Jialin Zhang Author-X-Name-First: Jialin Author-X-Name-Last: Zhang Title: Estimation of population size in entropic perspective Abstract: Nonparametric estimation of population size is a long standing and difficult problem. It is difficult because, particularly from a likelihood perspective, the underlying distribution could vary greatly and many small probability events may not be observed in a sample. However if approached from an entropic standpoint, certain trends can be exploited. This article proposes several estimators based on an entropic representation of population size, and establishes their consistency. Simulation results of the proposed estimators are also reported in comparison with a well-known estimator, and the advantages are noted. Two examples with real data are also included. Journal: Communications in Statistics - Theory and Methods Pages: 307-324 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1536786 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1536786 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:307-324 Template-Type: ReDIF-Article 1.0 Author-Name: Elif Erçelik Author-X-Name-First: Elif Author-X-Name-Last: Erçelik Author-Name: Mustafa Nadar Author-X-Name-First: Mustafa Author-X-Name-Last: Nadar Title: Nonparametric density estimation based on beta prime kernel Abstract: In this work, we propose beta prime kernel estimator for estimation of a probability density functions defined with nonnegative support. For the proposed estimator, beta prime probability density function used as a kernel. It is free of boundary bias and nonnegative with a natural varying shape. We obtained the optimal rate of convergence for the mean squared error (MSE) and the mean integrated squared error (MISE). Also, we use adaptive Bayesian bandwidth selection method with Lindley approximation for heavy tailed distributions and compare its performance with the global least squares cross-validation bandwidth selection method. Simulation studies are performed to evaluate the average integrated squared error (ISE) of the proposed kernel estimator against some asymmetric competitors using Monte Carlo simulations. Moreover, real data sets are presented to illustrate the findings. Journal: Communications in Statistics - Theory and Methods Pages: 325-342 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1538458 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1538458 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:325-342 Template-Type: ReDIF-Article 1.0 Author-Name: Tomoyuki Nakagawa Author-X-Name-First: Tomoyuki Author-X-Name-Last: Nakagawa Author-Name: Shintaro Hashimoto Author-X-Name-First: Shintaro Author-X-Name-Last: Hashimoto Title: Robust Bayesian inference via γ-divergence Abstract: This paper presents the robust Bayesian inference based on the γ-divergence which is the same divergence as “type 0 divergence” in Jones et al. (2001) on the basis of Windham (1995). It is known that the minimum γ-divergence estimator works well to estimate the probability density for heavily contaminated data, and to estimate the variance parameters. In this paper, we propose a robust posterior distribution against outliers based on the γ-divergence and show the asymptotic properties of the proposed estimator. We also discuss some robustness properties of the proposed estimator and illustrate its performances in some simulation studies. Journal: Communications in Statistics - Theory and Methods Pages: 343-360 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543765 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543765 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:343-360 Template-Type: ReDIF-Article 1.0 Author-Name: Ismihan Bayramoglu Author-X-Name-First: Ismihan Author-X-Name-Last: Bayramoglu Title: Bivariate and multivariate distributions with bimodal marginals Abstract: We consider simple n− variate distributions, which are the special cases of general elliptically contoured and Kotz type distributions. In particular, we analyze the distributions having joint probability density functions (pdf) defined as functions of (x12+x22+⋯+xn2) allowing easy calculations of different probabilities when using transformations with spherical coordinates. In the case of n=2, we give the various examples of such pdfs whose graphs resemble a bell sunken from the middle. These distributions can be used for modelling data clustered in some areas between concentric circles or ellipses. The easy analytical form of considered distributions make it possible to use them in many applications which require simplicity of calculations. The example of probability density function allowing high correlation is also considered. We also discuss the multivariate conditional ordering of random vectors and compute the structure functions considered in the paper probability density functions. The distributions with bimodal marginals can be used in many areas, such as hydrology, biology, medicine, economics, ecology, physics, and astronomy. Journal: Communications in Statistics - Theory and Methods Pages: 361-384 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543766 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543766 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:361-384 Template-Type: ReDIF-Article 1.0 Author-Name: Yong Zhang Author-X-Name-First: Yong Author-X-Name-Last: Zhang Title: Further research on limit theorems for self-normalized sums Abstract: In this paper, we show that self-normalized versions of central limit theorem and almost sure central limit theorem hold with more general weight sequence both for i.i.d. random sequence and ϕ−mixing sequence. Our conclusions generalize and improve the known results from the logarithmic averages which used traditionally in almost sure central limit theorem to some general averages. Journal: Communications in Statistics - Theory and Methods Pages: 385-402 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543767 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543767 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:385-402 Template-Type: ReDIF-Article 1.0 Author-Name: N. Unnikrishnan Nair Author-X-Name-First: N. Unnikrishnan Author-X-Name-Last: Nair Author-Name: S. M. Sunoj Author-X-Name-First: S. M. Author-X-Name-Last: Sunoj Author-Name: Vipin N. Author-X-Name-First: Vipin Author-X-Name-Last: N. Title: On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms Abstract: In this paper we study some characteristic properties of higher-degree bivariate stop-loss transforms (partial moments). A new bivariate distribution is proposed by extending the characterizing identity of univariate partial moments due to Lin (2003) to the bivariate case. A real-data analysis is also carried out to illustrate the theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 403-420 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543768 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543768 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:403-420 Template-Type: ReDIF-Article 1.0 Author-Name: Feng-shou Ko Author-X-Name-First: Feng-shou Author-X-Name-Last: Ko Title: An approach to use of an adaptive procedure to clinical trials for molecularly heterogenous subject selection at interim Abstract: For clinical trials, molecular heterogeneity has played a more important role recently. Many novel clinical trial designs prospectively incorporate molecular information to evaluation of treatment effects. In this paper, an adaptive procedure incorporating a non-pre-specified genomic biomarker is employed in the interim of a conventional trial. A non-pre-specified binary genomic biomarker, which is predictive of treatment effect, is used to classify study patients into two mutually exclusive subgroups at the interim review. According to the observations at the interim stage, adaptations such as adjusting sample size or shifting eligibility of study patients are then made in case of different scenarios. Journal: Communications in Statistics - Theory and Methods Pages: 421-429 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543770 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543770 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:421-429 Template-Type: ReDIF-Article 1.0 Author-Name: Cheng Hu Author-X-Name-First: Cheng Author-X-Name-Last: Hu Title: Weak and strong laws of large numbers for sub-linear expectation Abstract: In this paper, we derive a new form of weak laws of large numbers for sub-linear expectation and establish the equivalence relation among this new form and the other two forms of weak laws of large numbers for sub-linear expectation. Moreover, we obtain the strong laws of large numbers for sub-linear expectation under a general moment condition by applying our new weak laws of large numbers. Journal: Communications in Statistics - Theory and Methods Pages: 430-440 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543771 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543771 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:430-440 Template-Type: ReDIF-Article 1.0 Author-Name: Haruhiko Ogasawara Author-X-Name-First: Haruhiko Author-X-Name-Last: Ogasawara Title: The multivariate Markov and multiple Chebyshev inequalities Abstract: A sharp probability inequality named the multivariate Markov inequality is derived for the intersection of the survival functions for non-negative random variables as an extension of the Markov inequality for a single variable. The corresponding result in Chebyshev’s inequality is also obtained as a special case of the multivariate Markov inequality, which is called the multiple Chebyshev inequality to distinguish from the multivariate Chebyshev inequality for a quadratic form of standardized uncorrelated variables. Further, the results are extended to the inequalities for the union of the survival functions and those with lower bounds. Journal: Communications in Statistics - Theory and Methods Pages: 441-453 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543772 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543772 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:441-453 Template-Type: ReDIF-Article 1.0 Author-Name: Haruhiko Ogasawara Author-X-Name-First: Haruhiko Author-X-Name-Last: Ogasawara Title: Alternative expectation formulas for real-valued random vectors Abstract: When the elements of a random vector take any real values, formulas of product moments are obtained for continuous and discrete random variables using distribution/survival functions. The random product can be that of strictly increasing functions of random variables. For continuous cases, the derivation based on iterated integrals is employed. It is shown that Hoeffding’s covariance lemma is algebraically equal to a special case of this result. For discrete cases, the elements of a random vector can be non-integers and/or unequally spaced. A discrete version of Hoeffding’s covariance lemma is derived for real-valued random variables. Journal: Communications in Statistics - Theory and Methods Pages: 454-470 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543773 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543773 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:454-470 Template-Type: ReDIF-Article 1.0 Author-Name: Qian Yu Author-X-Name-First: Qian Author-X-Name-Last: Yu Title: Statistical inference for Vasicek-type model driven by self-similar Gaussian processes Abstract: In this paper, we consider the drift parameters estimation problem for the Vasicek-type model defined as dXt=a(b−Xt)dt+dGt,  X0=0,  t≥0 where a < 0 and b∈R are considered as unknown drift parameters and Gt is a self-similar Gaussian process with index L∈(1/2,1). We provide sufficient conditions, based on the properties of G, ensuring the strong consistency and the asymptotic distributions of our estimators â of a and b̂ of b based on the observation {Xt}t∈[0,T] as T→∞. Our approach extend the result of Xiao and Yu (2017) for the case when G is a fractional Brownian motion with Hurst parameter H∈(12,1). We also discuss the cases of sub-fractional Browian motion and bi-fractional Brownian motion. The conclusion can also be extended to more general self-similarity processes, such as Hermite processes. Journal: Communications in Statistics - Theory and Methods Pages: 471-484 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543774 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543774 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:471-484 Template-Type: ReDIF-Article 1.0 Author-Name: Ruiting Lian Author-X-Name-First: Ruiting Author-X-Name-Last: Lian Author-Name: Changle Zhou Author-X-Name-First: Changle Author-X-Name-Last: Zhou Author-Name: Ben Goertzel Author-X-Name-First: Ben Author-X-Name-Last: Goertzel Title: The probabilistic support Kendall correlation and its transitivity properties Abstract: A new variation of the Kendall correlation, the "Probabilistic Support Kendall Correlation" (PSKC), is proposed based on applying the notion of “probabilistic support” to compare the pairwise comparisons of measurements. It is shown that the most basic version of the PSKC is proportional to the standard Kendall correlation under the assumption of no ties; however, the PSKC also lends itself to various extensions involving restrictions to specific sorts of comparisons or consideration of the relative magnitudes of different comparisons (the latter being the PSCC or Probabilistic Support Comparison Correlation as introduced here). It is shown that under broad conditions, Probabilistic Support Kendall Correlation (and hence the standard Kendall correlation as well as the various more general versions of PSKC) has a strong, elegant transitivity property. Journal: Communications in Statistics - Theory and Methods Pages: 485-499 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1543776 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543776 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:485-499 Template-Type: ReDIF-Article 1.0 Author-Name: Mahdi Louati Author-X-Name-First: Mahdi Author-X-Name-Last: Louati Author-Name: Afif Masmoudi Author-X-Name-First: Afif Author-X-Name-Last: Masmoudi Author-Name: Farouk Mselmi Author-X-Name-First: Farouk Author-X-Name-Last: Mselmi Title: The normal tempered stable regression model Abstract: This paper deals with the statistical studies of the normal tempered stable model defined by Barndorff-Nielsen and Shephard. It represents the natural extension of the normal inverse Gaussian one introduced by Barndorff-Nielsen. We basically use the Monte-Carlo’s approximation in order to simulate this distribution. We introduce a linear regression model with normal tempered stable error. We apply this model for the analyzing of the daily logarithm returns data on CAC40 index. The parameters estimation results show that this model better deals with long tailed distribution which is the case for the CAC40 logarithm returns. Journal: Communications in Statistics - Theory and Methods Pages: 500-512 Issue: 2 Volume: 49 Year: 2020 Month: 1 X-DOI: 10.1080/03610926.2018.1554121 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1554121 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:2:p:500-512 Template-Type: ReDIF-Article 1.0 Author-Name: Juan M. Astorga Author-X-Name-First: Juan M. Author-X-Name-Last: Astorga Author-Name: Yuri A. Iriarte Author-X-Name-First: Yuri A. Author-X-Name-Last: Iriarte Author-Name: Héctor W. Gómez Author-X-Name-First: Héctor W. Author-X-Name-Last: Gómez Author-Name: Heleno Bolfarine Author-X-Name-First: Heleno Author-X-Name-Last: Bolfarine Title: Modified slashed generalized exponential distribution Abstract: In this article, we introduce a new distribution for modeling positive data sets with high kurtosis, the modified slashed generalized exponential distribution. The new model can be seen as a modified version of the slashed generalized exponential distribution. It arises as a quotient of two independent random variables, one being a generalized exponential distribution in the numerator and a power of the exponential distribution in the denominator. We studied various structural properties (such as the stochastic representation, density function, hazard rate function and moments) and discuss moment and maximum likelihood estimating approaches. Two real data sets are considered in which the utility of the new model in the analysis with high kurtosis is illustrated. Journal: Communications in Statistics - Theory and Methods Pages: 4603-4617 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1604959 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604959 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4603-4617 Template-Type: ReDIF-Article 1.0 Author-Name: Tao Wang Author-X-Name-First: Tao Author-X-Name-Last: Wang Author-Name: Nicholas DeVogel Author-X-Name-First: Nicholas Author-X-Name-Last: DeVogel Title: A revisit to two-way factorial ANOVA with mixed effects and interactions Abstract: Two mixed models exist in analysis of two-way factorial ANOVA with mixed effects and interactions: the constrained and unconstrained models. The constrained model is unfavored because there is no convincing rationale for the enforced constraints on its random interactions and a lack of clear interpretation about its variance components. The purpose of this study is to further explore the relationship between these two models. We reveal some nice features of the constrained model on partition of the responsive variance. An alternative formulation of ANOVA that follows from this exploration is also presented. Journal: Communications in Statistics - Theory and Methods Pages: 4618-4635 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1604961 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604961 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4618-4635 Template-Type: ReDIF-Article 1.0 Author-Name: Xingyuan Zeng Author-X-Name-First: Xingyuan Author-X-Name-Last: Zeng Title: Spectrum of large random inner-product kernel matrices generated from lp ellipsoids Abstract: In this note, we study the n × n random kernel matrix whose (i,j)th entry is of form f(xi′xj)−unδij∑kf(xi′xk) for some real function f and the xi’s are i.i.d. random vectors generated from lp ellipsoid or its surface in RN. The limit of the empirical spectral distribution is derived in the regime where n and N grow proportionally to infinity. Here un is allowed to be any real number which includes the two most interesting cases un = 0 and un = 1. Besides, compared with the existing related work, our results require only minimal regularity assumptions on the kernel function f. Journal: Communications in Statistics - Theory and Methods Pages: 4636-4647 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1604962 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604962 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4636-4647 Template-Type: ReDIF-Article 1.0 Author-Name: Shanshan Song Author-X-Name-First: Shanshan Author-X-Name-Last: Song Author-Name: Yong Zhou Author-X-Name-First: Yong Author-X-Name-Last: Zhou Title: Nonparametric estimation of the ROC curve for length-biased and right-censored data Abstract: ROC curve is a fundamental evaluation tool in medical researches and survival analysis. The estimation of ROC curve has been studied extensively with complete data and right-censored survival data. However, these methods are not suitable to analyze the length-biased and right-censored data. Since this kind of data includes the auxiliary information that truncation time and residual time share the same distribution, the two new estimators for the ROC curve are proposed by taking into account this auxiliary information to improve estimation efficiency. Numerical simulation studies with different assumed cases and real data analysis are conducted. Journal: Communications in Statistics - Theory and Methods Pages: 4648-4668 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1604963 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604963 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4648-4668 Template-Type: ReDIF-Article 1.0 Author-Name: Nadiminti Nagamani Author-X-Name-First: Nadiminti Author-X-Name-Last: Nagamani Author-Name: Manas Ranjan Tripathy Author-X-Name-First: Manas Author-X-Name-Last: Ranjan Tripathy Title: Improved estimation of quantiles of two normal populations with common mean and ordered variances Abstract: Estimation of quantiles from two normal populations is considered under the assumption of common mean and ordered variances. Several new estimators have been proposed using certain estimators of the common mean, including the plug-in type restricted MLE. A sufficient condition for improving equivariant estimators is proved and as a result improved estimators are derived. The percentage of risk improvements for each of the improved estimators have been computed numerically, which are quite significant. All the improved estimators have been compared numerically using Monte-Carlo simulation method. Finally, recommendations have been made for the use of estimators in practice. Journal: Communications in Statistics - Theory and Methods Pages: 4669-4692 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1604964 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604964 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4669-4692 Template-Type: ReDIF-Article 1.0 Author-Name: Mustafa Hilmi Pekalp Author-X-Name-First: Mustafa Hilmi Author-X-Name-Last: Pekalp Author-Name: Ömer Altındağ Author-X-Name-First: Ömer Author-X-Name-Last: Altındağ Author-Name: Özgür Acar Author-X-Name-First: Özgür Author-X-Name-Last: Acar Author-Name: Halil Aydoğdu Author-X-Name-First: Halil Author-X-Name-Last: Aydoğdu Title: Plug-in estimators for the mean value and variance functions in delayed renewal processes Abstract: In this paper, we deal with the problem of estimating the delayed renewal and variance functions in delayed renewal processes. Two parametric plug-in estimators for these functions are proposed and their unbiasedness, asymptotic unbiasedness and consistency properties are investigated. The asymptotic normality of these estimators are established. Further, a method for the computation of the estimators is given. Finally, the performances of the estimators are evaluated for small sample sizes by a simulation study. Journal: Communications in Statistics - Theory and Methods Pages: 4693-4711 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1604965 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604965 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4693-4711 Template-Type: ReDIF-Article 1.0 Author-Name: Xianli Gao Author-X-Name-First: Xianli Author-X-Name-Last: Gao Author-Name: Qiang Liu Author-X-Name-First: Qiang Author-X-Name-Last: Liu Title: Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data Abstract: In this paper, we propose a variable selection method for quantile regression model in ultra-high dimensional longitudinal data called as the weighted adaptive robust lasso (WAR-Lasso) which is double-robustness. We derive the consistency and the model selection oracle property of WAR-Lasso. Simulation studies show the double-robustness of WAR-Lasso in both cases of heavy-tailed distribution of the errors and the heavy contaminations of the covariates. WAR-Lasso outperform other methods such as SCAD and etc. A real data analysis is carried out. It shows that WAR-Lasso tends to select fewer variables and the estimated coefficients are in line with economic significance. Journal: Communications in Statistics - Theory and Methods Pages: 4712-4736 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1604966 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604966 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4712-4736 Template-Type: ReDIF-Article 1.0 Author-Name: Omid Chatrabgoun Author-X-Name-First: Omid Author-X-Name-Last: Chatrabgoun Author-Name: Alireza Daneshkhah Author-X-Name-First: Alireza Author-X-Name-Last: Daneshkhah Author-Name: Gholamali Parham Author-X-Name-First: Gholamali Author-X-Name-Last: Parham Title: On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes Abstract: In this article we examine the functional central limit theorem for the first passage time of reward processes defined over a finite state space semi-Markov process. In order to apply this process for a wider range of real-world applications, the reward functions, considered in this work, are assumed to have general forms instead of the constant rates reported in the other studies. We benefit from the martingale theory and Poisson equations to prove and establish the convergence of the first passage time of reward processes to a zero mean Brownian motion. Necessary conditions to derive the results presented in this article are the existence of variances for sojourn times in each state and second order integrability of reward functions with respect to the distribution of sojourn times. We finally verify the presented methodology through a numerical illustration. Journal: Communications in Statistics - Theory and Methods Pages: 4737-4750 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1606917 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1606917 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4737-4750 Template-Type: ReDIF-Article 1.0 Author-Name: Natalie Karavarsamis Author-X-Name-First: Natalie Author-X-Name-Last: Karavarsamis Author-Name: Richard M. Huggins Author-X-Name-First: Richard M. Author-X-Name-Last: Huggins Title: Two-stage approaches to the analysis of occupancy data I: the homogeneous case (analysis of occupancy data) Abstract: Occupancy models are used in statistical ecology to estimate species dispersion. The two components of an occupancy model are the detection and occupancy probabilities, with the main interest being in the occupancy probabilities. We show that for the homogeneous occupancy model there is an orthogonal transformation of the parameters that gives a natural two-stage inference procedure based on a conditional likelihood. We then extend this to a partial likelihood that gives explicit estimators of the model parameters. By allowing the separate modeling of the detection and occupancy probabilities, the extension of the two-stage approach to more general models has the potential to simplify the computational routines used there. Journal: Communications in Statistics - Theory and Methods Pages: 4751-4761 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1607385 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1607385 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4751-4761 Template-Type: ReDIF-Article 1.0 Author-Name: A. Rasekhi Author-X-Name-First: A. Author-X-Name-Last: Rasekhi Author-Name: S. M. Sadooghi-Alvandi Author-X-Name-First: S. M. Author-X-Name-Last: Sadooghi-Alvandi Title: A note on the most powerful invariant test of Rayleigh against exponential distribution Abstract: The problem of testing Rayleigh distribution against exponentiality, based on a random sample of observations is considered. This problem arises in survival analysis, when testing a linearly increasing hazard function against a constant hazard function. It is shown that for this problem the most powerful invariant test is equivalent to the “ratio of maximized likelihoods” (RML) test. However, since the two families are separate, the RML test statistic does not have the usual asymptotic chi-square distribution. Normal and saddlepoint approximations to the distribution of the RML test statistic are derived. Simulations show that saddlepoint approximation is more accurate than the normal approximation, especially for tail probabilities that are the main values of interest in hypothesis testing. Journal: Communications in Statistics - Theory and Methods Pages: 4762-4770 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1608245 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1608245 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4762-4770 Template-Type: ReDIF-Article 1.0 Author-Name: Hamid Rahmani Author-X-Name-First: Hamid Author-X-Name-Last: Rahmani Author-Name: Mostafa Razmkhah Author-X-Name-First: Mostafa Author-X-Name-Last: Razmkhah Title: Homogeneity test based on ranked set samples Abstract: The homogeneity hypothesis is investigated in a location family of distributions. A moment-based test is introduced based on data collected from a ranked set sampling scheme. The asymptotic distribution of the proposed test statistic is determined and the performance of the test is studied via simulation. Furthermore, for small sample sizes, the bootstrap procedure is used to distinguish the homogeneity of data. An illustrative example is also presented to explain the proposed procedures in this paper. Journal: Communications in Statistics - Theory and Methods Pages: 4771-4786 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1609034 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1609034 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4771-4786 Template-Type: ReDIF-Article 1.0 Author-Name: Jacek Białek Author-X-Name-First: Jacek Author-X-Name-Last: Białek Title: Comparison of elementary price indices Abstract: Most countries use the Dutot, Jevons or Carli index for the calculation of their Consumer Price Index (CPI) at the lowest (elementary) level of aggregation. The choice of the elementary formula for inflation measurement does matter and the effect of the change of the index formula was estimated by the Bureau of Labor Statistics. It has been shown that difference between elementary indices can be explained in terms of changes in price dispersion. In this article, we extend these results comparing both population and sample elementary indices. We assume that prices from two compared time moments are log-normally distributed and correlated. Under the above-mentioned assumption, we provide formulas for biases and mean-squared errors of main elementary indices. Journal: Communications in Statistics - Theory and Methods Pages: 4787-4803 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1609035 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1609035 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4787-4803 Template-Type: ReDIF-Article 1.0 Author-Name: Qing Jiang Author-X-Name-First: Qing Author-X-Name-Last: Jiang Author-Name: Xun Zhang Author-X-Name-First: Xun Author-X-Name-Last: Zhang Author-Name: Min Wu Author-X-Name-First: Min Author-X-Name-Last: Wu Author-Name: Xingwei Tong Author-X-Name-First: Xingwei Author-X-Name-Last: Tong Title: Testing economic “genetic pleiotropy” for Box-Cox linear model Abstract: Genetic pleiotropy occurs when a single gene influences two or more seemingly unrelated phenotypic traits. It is significant to detect pleiotropy and understand its causes. However, most current statistical methods to discover pleiotropy mainly test the null hypothesis that none of the traits is associated with a variant, which departures from the null to test just one associated trait or k associated traits. Schaid et al. (2016) first proposed a sequential testing framework to analyze pleiotropy based on a linear model and a multivariate normal distribution. In this paper, we analyze the Economic pleiotropy which occurs when an economic action or policy influences two or more economic phenomena. In this paper, we extend the linear model to Box-Cox transformation model and proposed a new decision method. It improves the efficiency of hypothesis test and controls the Type I error. We then apply the method using economic data to multivariate sectoral employments in response to governmental expenditures and provide a quantitative assessment and some insights of different impacts from economic policy. Journal: Communications in Statistics - Theory and Methods Pages: 4804-4818 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1609036 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1609036 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4804-4818 Template-Type: ReDIF-Article 1.0 Author-Name: Zhengyuan Wei Author-X-Name-First: Zhengyuan Author-X-Name-Last: Wei Author-Name: Suping Li Author-X-Name-First: Suping Author-X-Name-Last: Li Author-Name: Qiao Li Author-X-Name-First: Qiao Author-X-Name-Last: Li Author-Name: Yucan Yu Author-X-Name-First: Yucan Author-X-Name-Last: Yu Author-Name: Xiaoyang Zheng Author-X-Name-First: Xiaoyang Author-X-Name-Last: Zheng Title: Gamma mixture of generalized error distribution Abstract: A new symmetric heavy-tailed distribution, namely gamma mixture of generalized error distribution is defined by scaling generalized error distribution with gamma distribution, its probability density function, k-moment, skewness and kurtosis are derived. After tedious calculation, we also give the Fisher information matrix, moment estimators and maximum likelihood estimators for the parameters of gamma mixture of generalized error distribution. In order to evaluate the effectiveness of the point estimators and the stability of Fisher information matrix, extensive simulation experiments are carried out in three groups of parameters. Additionally, the new distribution is applied to Apple Inc. stock (AAPL) data and compared with normal distribution, F-S skewed standardized t distribution and generalized error distribution. It is found that the new distribution has better fitting effect on the data under the Akaike information criterion (AIC). To a certain extent, our results enrich the probability distribution theory and develop the scale mixture distribution, which will provide help and reference for financial data analysis. Journal: Communications in Statistics - Theory and Methods Pages: 4819-4833 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1609037 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1609037 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4819-4833 Template-Type: ReDIF-Article 1.0 Author-Name: Fredy Castellares Author-X-Name-First: Fredy Author-X-Name-Last: Castellares Author-Name: Artur J. Lemonte Author-X-Name-First: Artur J. Author-X-Name-Last: Lemonte Author-Name: Germán Moreno–Arenas Author-X-Name-First: Germán Author-X-Name-Last: Moreno–Arenas Title: On the two-parameter Bell–Touchard discrete distribution Abstract: In this paper we introduce a new two-parameter discrete distribution which may be useful for modeling count data. Additionally, the probability mass function is very simple and it may have a zero vertex. We show that the new discrete distribution is a particular solution of a multiple Poisson process, and that it is infinitely divisible. Additionally, various structural properties of the new discrete distribution are derived. We also discuss two methods (moments and maximum likelihood) to estimate the model parameters. The usefulness of the proposed distribution is illustrated by means of real data sets to prove its versatility in practical applications. Journal: Communications in Statistics - Theory and Methods Pages: 4834-4852 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1609515 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1609515 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4834-4852 Template-Type: ReDIF-Article 1.0 Author-Name: Liang Hong Author-X-Name-First: Liang Author-X-Name-Last: Hong Title: Continuous counterexamples for three dependence notions Abstract: The notions of regression dependence, quadrant dependence and expectation dependence have been extensively studied in statistical theory and widely used in insurance theory. However, most extant counterexamples for these notions are discrete. In this note, we provide a set of continuous counterexamples to fill this gap in the literature. Journal: Communications in Statistics - Theory and Methods Pages: 4853-4858 Issue: 19 Volume: 49 Year: 2020 Month: 10 X-DOI: 10.1080/03610926.2019.1609517 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1609517 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4853-4858 Template-Type: ReDIF-Article 1.0 Author-Name: Ying-Ju Chen Author-X-Name-First: Ying-Ju Author-X-Name-Last: Chen Author-Name: Wei Ning Author-X-Name-First: Wei Author-X-Name-Last: Ning Author-Name: Arjun K. Gupta Author-X-Name-First: Arjun K. Author-X-Name-Last: Gupta Title: Jackknife empirical likelihood test for mean residual life functions Abstract: Mean residual life (MRL) function is an important function in survival analysis which describes the expected remaining life given survival to a certain age. In this article, we propose a non parametric method based on jackknife empirical likelihood through a U-statistic to test the equality of two mean residual functions. The asymptotic distribution of the test statistic has been derived. Simulations are conducted to illustrate the performance of the proposed test under different distributional assumptions and compare with some existing method. The proposed method is then applied to two real datasets. Journal: Communications in Statistics - Theory and Methods Pages: 3111-3122 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1054943 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1054943 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3111-3122 Template-Type: ReDIF-Article 1.0 Author-Name: Haifeng Xu Author-X-Name-First: Haifeng Author-X-Name-Last: Xu Title: MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution Abstract: In this article, assuming that the error terms follow a multivariate t distribution,we derive the exact formulae forthe moments of the heterogeneous preliminary test (HPT) estimator proposed by Xu (2012b). We also execute the numerical evaluation to investigate the mean squared error (MSE) performance of the HPT estimator and compare it with those of the feasible ridge regression (FRR) estimator and the usual ordinary least squared (OLS) estimator. Further, we derive the optimal critical values of the preliminary F test for the HPT estimator, using the minimax regret function proposed by Sawa and Hiromatsu (1973). Our results show that (1) the optimal significance level (α*) increases as the degrees of freedom of multivariate t distribution (ν0) increases; (2) when ν0 ⩾ 10, the value of α* is close to that in the normal error case. Journal: Communications in Statistics - Theory and Methods Pages: 3123-3134 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1056364 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1056364 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3123-3134 Template-Type: ReDIF-Article 1.0 Author-Name: Chanchal Kundu Author-X-Name-First: Chanchal Author-X-Name-Last: Kundu Title: On weighted measure of inaccuracy for doubly truncated random variables Abstract: Recently, authors have studied the weighted version of Kerridgeinaccuracy measure for left/right truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure and study it in the context of two-sided truncated random variables. In reliability theory and survival analysis, this measure may help to study the various characteristics of a system/component when it fails between two time points. We study various properties of this measure, including the effect of monotone transformations, and obtain its upper and lower bounds. It is shown that the proposed measure can uniquely determine the distribution function and characterizations of some important life distributions have been provided. This new measure is a generalization of recent weighted residual (past) inaccuracy measure. Journal: Communications in Statistics - Theory and Methods Pages: 3135-3147 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1056365 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1056365 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3135-3147 Template-Type: ReDIF-Article 1.0 Author-Name: Robert G. Staudte Author-X-Name-First: Robert G. Author-X-Name-Last: Staudte Title: Inference for quantile measures of kurtosis, peakedness, and tail weight Abstract: Insight into measures of peakedness, heavy-tailedness, and kurtosis can be gained by studying Ruppert’s ratios of interquantile ranges. They are not only monotone in Horn’s measure of peakedness when applied to the central portion of the population, but also monotone in the practical tail-index of Morgenthaler and Tukey, when applied to the tails. Non-parametric confidence intervals are found for Ruppert’s ratios, and sample sizes required to obtain such intervals for a pre-specified relative width and level are provided. In addition, the empirical power of distribution-free tests for peakedness and bimodality are found for some symmetric distributions. Journal: Communications in Statistics - Theory and Methods Pages: 3148-3163 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1056366 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1056366 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3148-3163 Template-Type: ReDIF-Article 1.0 Author-Name: Mustafa Nadar Author-X-Name-First: Mustafa Author-X-Name-Last: Nadar Author-Name: Elif Erçelik Author-X-Name-First: Elif Author-X-Name-Last: Erçelik Title: Local convergency rate of MSE in density estimation using the second-order modulus of smoothness Abstract: In this article, the local convergence rate of the mean square error (MSE) corresponding to a delta sequence-based density estimators is investigated by using second-order modulus of continuity type majorants. We look at the rate of convergency of the MSE of estimator for densities belonging to the class of functions which are defined by the second-order finite differences. The main contribution of this study is to obtain stronger convergence rate of a MSE by relaxing the second-order differentiation condition when compared with the class of density functions defined by the first-order finite differences. Journal: Communications in Statistics - Theory and Methods Pages: 3164-3173 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1056367 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1056367 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3164-3173 Template-Type: ReDIF-Article 1.0 Author-Name: Robert M. Mnatsakanov Author-X-Name-First: Robert M. Author-X-Name-Last: Mnatsakanov Title: Recovery of functions from transformed moments: A unified approach Abstract: Two approximations recovering the functions from their transformed moments are proposed. The upper bounds for the uniform rate of convergence are derived. In addition, the comparisons of the estimates of the cumulative distribution function and its density function with the empirical distribution and the kernel density estimates are conducted via a simulation study. The plots of recovered functions are presented for several examples as well. Journal: Communications in Statistics - Theory and Methods Pages: 3174-3185 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1056369 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1056369 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3174-3185 Template-Type: ReDIF-Article 1.0 Author-Name: T. Imada Author-X-Name-First: T. Author-X-Name-Last: Imada Title: Successive comparisons between ordered normal means using isotonic regression estimators Abstract: In this study we discuss multiple comparison procedures for checking differences among a sequence of normal means with ordered restriction. Lee and Spurrier (1995) proposed a multiple comparison procedure which tests the difference between two adjacent means using the difference of sample means. In this study we propose a multiple comparison procedure modifying Lee and Spurrier's (1995) procedure using isotonic regression estimators instead of sample means. We determine the critical value for pairwise comparisons for a specified significance level. Furthermore, we formulate the power of the test. Finally, we give some numerical examples regarding critical values and power of the test intended to compare our procedure with Lee and Spurrier's (1995) procedure. Journal: Communications in Statistics - Theory and Methods Pages: 3186-3199 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1056370 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1056370 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3186-3199 Template-Type: ReDIF-Article 1.0 Author-Name: Jafar Ahmadi Author-X-Name-First: Jafar Author-X-Name-Last: Ahmadi Author-Name: Elham Mirfarah Author-X-Name-First: Elham Author-X-Name-Last: Mirfarah Author-Name: Ahmad Parsian Author-X-Name-First: Ahmad Author-X-Name-Last: Parsian Title: Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness Abstract: In this article, based on generalized order statistics from a family of proportional hazard rate model, we use a statistical test to generate a class of preliminary test estimators and shrinkage preliminary test estimators for the proportionality parameter. These estimators are compared under Pitman measure of closeness (PMC) as well as MSE criteria. Although the PMC suffers from non transitivity, in the first class of estimators, it has the transitivity property and we obtain the Pitman-closest estimator. Analytical and graphical methods are used to show the range of parameter in which preliminary test and shrinkage preliminary test estimators perform better than their competitor estimators. Results reveal that when the prior information is not too far from its real value, the proposed estimators are superior based on both mentioned criteria. Journal: Communications in Statistics - Theory and Methods Pages: 3200-3216 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060336 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060336 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3200-3216 Template-Type: ReDIF-Article 1.0 Author-Name: Morteza Amini Author-X-Name-First: Morteza Author-X-Name-Last: Amini Author-Name: Nader Nematollahi Author-X-Name-First: Nader Author-X-Name-Last: Nematollahi Title: Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family Abstract: We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non stationary scheme. We develop unbiased estimation of the parameters of the dynamically selected population and evaluate the risk of the estimators. We provide comparisons with natural estimators and obtain asymptotic results. Finally, we illustrate the applicability of the results using real data. Journal: Communications in Statistics - Theory and Methods Pages: 3217-3234 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060337 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060337 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3217-3234 Template-Type: ReDIF-Article 1.0 Author-Name: Ke-Ang Fu Author-X-Name-First: Ke-Ang Author-X-Name-Last: Fu Author-Name: Xinmei Shen Author-X-Name-First: Xinmei Author-X-Name-Last: Shen Title: Moderate deviations for sums of dependent claims in a size-dependent renewal risk model Abstract: In this article, we consider a non standard renewal risk model, in which pairs of claim sizes and its corresponding inter-arrival times are identically distributed, and each pair obeys a dependence structure. By assuming that the claim sizes form a sequence of extended negatively dependent random variables with consistently varying tails, moderate deviations for the aggregate amount of dependent claims are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 3235-3243 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060338 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060338 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3235-3243 Template-Type: ReDIF-Article 1.0 Author-Name: Zujun Ou Author-X-Name-First: Zujun Author-X-Name-Last: Ou Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Author-Name: Kashinath Chatterjee Author-X-Name-First: Kashinath Author-X-Name-Last: Chatterjee Title: Some new lower bounds to various discrepancies on combined designs Abstract: The foldover is a useful technique in construction of two-level factorial designs. A foldover design is the follow-up experiment generated by reversing the sign(s) of one or more factors in the initial design. The full design obtained by joining the runs in the foldover design to those of the initial design is called the combined design. In this article, some new lower bounds of various discrepancies of combined designs, such as the centered, symmetric, and wrap-around L2-discrepancies, are obtained, which can be used as a better benchmark for searching optimal foldover plans. Our results provide a theoretical justification for optimal foldover plans in terms of uniformity criterion. Journal: Communications in Statistics - Theory and Methods Pages: 3244-3254 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060339 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060339 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3244-3254 Template-Type: ReDIF-Article 1.0 Author-Name: Chien-Chia Liäm Huang Author-X-Name-First: Chien-Chia Liäm Author-X-Name-Last: Huang Author-Name: Yow-Jen Jou Author-X-Name-First: Yow-Jen Author-X-Name-Last: Jou Author-Name: Hsun-Jung Cho Author-X-Name-First: Hsun-Jung Author-X-Name-Last: Cho Title: VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity Abstract: In this study, we investigate linear regression having both heteroskedasticity and collinearity problems. We discuss the properties related to the perturbation method. Important observations are summarized as theorems. We then prove the main result that states the heteroskedasticity-robust variances can be improved and that the resulting bias is minimized by using the matrix perturbation method. We analyze a practical example for validation of the method. Journal: Communications in Statistics - Theory and Methods Pages: 3255-3263 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060340 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060340 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3255-3263 Template-Type: ReDIF-Article 1.0 Author-Name: Z. Ghayour Moradi Author-X-Name-First: Z. Ghayour Author-X-Name-Last: Moradi Author-Name: M. Arashi Author-X-Name-First: M. Author-X-Name-Last: Arashi Author-Name: O. Arslan Author-X-Name-First: O. Author-X-Name-Last: Arslan Author-Name: Anis Iranmanesh Author-X-Name-First: Anis Author-X-Name-Last: Iranmanesh Title: A new family of multivariate slash distributions Abstract: In this article, a new form of multivariate slash distribution is introduced and some statistical properties are derived. In order to illustrate the advantage of this distribution over the existing generalized multivariate slash distribution in the literature, it is applied to a real data set. Journal: Communications in Statistics - Theory and Methods Pages: 3264-3275 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2013.781644 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781644 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3264-3275 Template-Type: ReDIF-Article 1.0 Author-Name: Junfeng Liu Author-X-Name-First: Junfeng Author-X-Name-Last: Liu Author-Name: Donglei Tang Author-X-Name-First: Donglei Author-X-Name-Last: Tang Author-Name: Yuquan Cang Author-X-Name-First: Yuquan Author-X-Name-Last: Cang Title: Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus Abstract: Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of the adjusted quadratic variation for a sub-fractional Brownian motion. We apply our results to construct strongly consistent statistical estimators for the self-similarity of sub-fractional Brownian motion. Journal: Communications in Statistics - Theory and Methods Pages: 3276-3289 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2013.819923 File-URL: http://hdl.handle.net/10.1080/03610926.2013.819923 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3276-3289 Template-Type: ReDIF-Article 1.0 Author-Name: Alan Huang Author-X-Name-First: Alan Author-X-Name-Last: Huang Author-Name: Paul J. Rathouz Author-X-Name-First: Paul J. Author-X-Name-Last: Rathouz Title: Orthogonality of the mean and error distribution in generalized linear models Abstract: We show that the mean-model parameter is always orthogonal to the error distribution in generalized linear models. Thus, the maximum likelihood estimator of the mean-model parameter will be asymptotically efficient regardless of whether the error distribution is known completely, known up to a finite vector of parameters, or left completely unspecified, in which case the likelihood is taken to be an appropriate semiparametric likelihood. Moreover, the maximum likelihood estimator of the mean-model parameter will be asymptotically independent of the maximum likelihood estimator of the error distribution. This generalizes some well-known results for the special cases of normal, gamma, and multinomial regression models, and, perhaps more interestingly, suggests that asymptotically efficient estimation and inferences can always be obtained if the error distribution is non parametrically estimated along with the mean. In contrast, estimation and inferences using misspecified error distributions or variance functions are generally not efficient. Journal: Communications in Statistics - Theory and Methods Pages: 3290-3296 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2013.851241 File-URL: http://hdl.handle.net/10.1080/03610926.2013.851241 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3290-3296 Template-Type: ReDIF-Article 1.0 Author-Name: Yiping Yang Author-X-Name-First: Yiping Author-X-Name-Last: Yang Author-Name: Lifang Chen Author-X-Name-First: Lifang Author-X-Name-Last: Chen Author-Name: Peixin Zhao Author-X-Name-First: Peixin Author-X-Name-Last: Zhao Title: Empirical likelihood inference in partially linear single-index models with endogenous covariates Abstract: In this article, we consider how to construct the confidence regions of the unknown parameters for partially linear single-index models with endogenous covariates. To eliminate the influence of the endogenous covariates, an empirical likelihood method is proposed based on instrumental variables. Under some regularly conditions, the asymptotic distribution of the proposed empirical log-likelihood ratio is proved to be a Chi-squared distribution. We investigate the finite-sample performance of the proposed method via simulation studies. Journal: Communications in Statistics - Theory and Methods Pages: 3297-3307 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060341 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060341 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3297-3307 Template-Type: ReDIF-Article 1.0 Author-Name: Liwen Xu Author-X-Name-First: Liwen Author-X-Name-Last: Xu Title: Parametric bootstrap inferences for the growth curve models with intraclass correlation structure Abstract: This paper presents parametric bootstrap (PB) approaches for hypothesis testing and interval estimation of the fixed effects and the variance component in the growth curve models with intraclass correlation structure. The PB pivot variables are proposed based on the sufficient statistics of the parameters. Some simulation results are presented to compare the performance of the proposed approaches with the generalized inferences. Our studies show that the PB approaches perform satisfactorily for various cell sizes and parameter configurations, and tends to outperform the generalized inferences with respect to the coverage probabilities and powers. The PB approaches not only have almost exact coverage probabilities and Type I error rates, but also have the shorter expected lengths and the higher powers. Furthermore, the PB procedure can be simply carried out by a few simulation steps. Finally, the proposed approaches are illustrated by using a real data example. Journal: Communications in Statistics - Theory and Methods Pages: 3308-3320 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060343 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060343 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3308-3320 Template-Type: ReDIF-Article 1.0 Author-Name: Dong Xia Author-X-Name-First: Dong Author-X-Name-Last: Xia Title: Variable selection of linear programming discriminant estimator Abstract: In this paper, the variable selection property will be studied for the linear programming discriminant (LPD) estimator, denoted by β^n$\hat{\beta }_n$ with n being the sample size. The LPD estimator is used in high-dimensional linear discriminant analysis under the assumption that the Bayes direction β:=Σ-1μ∈Rp$\beta :=\Sigma ^{-1}\mu \in \mathbb {R}^p$ is sparse which has support T. More exactly, we will study the property P({ Sign (β^n)= Sign (β)})→1$\mathbb {P}(\lbrace \textrm {Sign}(\hat{\beta }_n)=\textrm {Sign}(\beta)\rbrace)\rightarrow 1$ as n → ∞, which means sign consistency. A sufficient condition will be proposed under which the sign consistency property holds as log (p) ⩽ cn for small enough c > 0. The result is also non asymptotic. Our result gives optimal bounds on n and min a ∈ T|βa| and an optimal bound on |β^-β|∞$|\hat{\beta }-\beta |_{\infty }$. Journal: Communications in Statistics - Theory and Methods Pages: 3321-3341 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060344 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060344 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3321-3341 Template-Type: ReDIF-Article 1.0 Author-Name: William F. Scott Author-X-Name-First: William F. Author-X-Name-Last: Scott Author-Name: Sheng Lu Author-X-Name-First: Sheng Author-X-Name-Last: Lu Author-Name: Cheuk Ngai Lo Author-X-Name-First: Cheuk Author-X-Name-Last: Ngai Lo Title: Orthogonal polynomials, repeated measures, and SPSS Abstract: We discuss the construction of discrete orthonormal polynomials, using MAPLE procedures. We also study two important applications of these polynomials in statistics: in multiple linear regression and in repeated measures analysis. In particular, it is argued that the tests given by SPSS for linear and other trends in a within-subject factor are inefficient. Examples are given, including two (from psychology and medicine, respectively) which involve repeated measures and SPSS. Extensive tables of discrete orthornormal polynomials are given in the Appendix. Journal: Communications in Statistics - Theory and Methods Pages: 3342-3364 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060345 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060345 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3342-3364 Template-Type: ReDIF-Article 1.0 Author-Name: Sergio Alvarez-Andrade Author-X-Name-First: Sergio Author-X-Name-Last: Alvarez-Andrade Author-Name: Salim Bouzebda Author-X-Name-First: Salim Author-X-Name-Last: Bouzebda Author-Name: Aimé Lachal Author-X-Name-First: Aimé Author-X-Name-Last: Lachal Title: Some asymptotic results for the integrated empirical process with applications to statistical tests Abstract: The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer process. Our arguments are based in part on the Komlós et al. (1975)'s results. Applications include the two-sample testing procedures together with the change-point problems. We also consider the strong approximation of the integrated empirical process when the parameters are estimated. Finally, we study the behavior of the self-intersection local time of the partial-sum process representation of the integrated empirical process. Journal: Communications in Statistics - Theory and Methods Pages: 3365-3392 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060346 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060346 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3365-3392 Template-Type: ReDIF-Article 1.0 Author-Name: A. Saadatmand Author-X-Name-First: A. Author-X-Name-Last: Saadatmand Author-Name: A. R. Nematollahi Author-X-Name-First: A. R. Author-X-Name-Last: Nematollahi Author-Name: S. M. Sadooghi-Alvandi Author-X-Name-First: S. M. Author-X-Name-Last: Sadooghi-Alvandi Title: On the estimation of missing values in AR(1) model with exponential innovations Abstract: We consider estimation of a missing value for a stationary autoregressive process of order one with exponential innovations and compare two methods of estimation of the missing value, with respect to Pitman's measure of closeness (PMC). Journal: Communications in Statistics - Theory and Methods Pages: 3393-3400 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060347 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060347 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3393-3400 Template-Type: ReDIF-Article 1.0 Author-Name: A. Parvardeh Author-X-Name-First: A. Author-X-Name-Last: Parvardeh Author-Name: N. Balakrishnan Author-X-Name-First: N. Author-X-Name-Last: Balakrishnan Author-Name: Azam Arshadipour Author-X-Name-First: Azam Author-X-Name-Last: Arshadipour Title: Conditional residual lifetimes of coherent systems under double monitoring Abstract: In this paper, we obtain a mixture representation for the reliability function of the conditional residual lifetime of a coherent system with n independent and identically distributed (i.i.d.) components under double monitoring. We suppose that at time t1, j components have failed while at time t2 the system is still alive. Based on these mixture representation, we then study stochastic comparisons of the conditional residual lifetimes of two coherent systems with independent and identical components. Journal: Communications in Statistics - Theory and Methods Pages: 3401-3410 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1060348 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1060348 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3401-3410 Template-Type: ReDIF-Article 1.0 Author-Name: Y. Tu Author-X-Name-First: Y. Author-X-Name-Last: Tu Title: Efficient estimation of non parametric simultaneous equations models Abstract: This paper defines a new procedure to efficiently estimate non parametric simultaneous equations models. The proposed estimation procedure exploits the additive structure and achieves oracle efficiency without the knowledge of unobserved error terms. Furthermore, simulation results show that our new estimator outperforms the existing estimator in terms of mean squared error. Journal: Communications in Statistics - Theory and Methods Pages: 3411-3416 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1062104 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1062104 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3411-3416 Template-Type: ReDIF-Article 1.0 Author-Name: André Beauducel Author-X-Name-First: André Author-X-Name-Last: Beauducel Author-Name: Norbert Hilger Author-X-Name-First: Norbert Author-X-Name-Last: Hilger Title: The determinacy of the regression factor score predictor based on continuous parameter estimates from categorical variables Abstract: The estimation of population parameters of the continuous common factor model from categorical observed variables is meanwhile regularly performed. It is shown that the formula for the calculation of the determinacy of the regression factor score predictor from the estimated model parameters has to be adapted under these conditions. A method for the calculation of this determinacy from the model parameters of the continuous population factor model based on categorical variables is proposed and evaluated by means of simulated population data. It turns out that using the uncorrected formula can lead to serious overestimation of determinacy for categorical variables. Journal: Communications in Statistics - Theory and Methods Pages: 3417-3425 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1062106 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1062106 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3417-3425 Template-Type: ReDIF-Article 1.0 Author-Name: Kuo-Chin Lin Author-X-Name-First: Kuo-Chin Author-X-Name-Last: Lin Author-Name: Yi-Ju Chen Author-X-Name-First: Yi-Ju Author-X-Name-Last: Chen Title: Assessment of modeling longitudinal binary data based on graphical methods Abstract: Longitudinal categorical data are commonly applied in a variety of fields and are frequently analyzed by generalized estimating equation (GEE) method. Prior to making further inference based on the GEE model, the assessment of model fit is crucial. Graphical techniques have long been in widespread use for assessing the model adequacy. We develop alternative graphical approaches utilizing plots of marginal model-checking condition and local mean deviance to assess the GEE model with logit link for longitudinal binary responses. The applications of the proposed procedures are illustrated through two longitudinal binary datasets. Journal: Communications in Statistics - Theory and Methods Pages: 3426-3437 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1062107 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1062107 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3426-3437 Template-Type: ReDIF-Article 1.0 Author-Name: C. Tenreiro Author-X-Name-First: C. Author-X-Name-Last: Tenreiro Title: A weighted least-squares cross-validation bandwidth selector for kernel density estimation Abstract: Since the late 1980s, several methods have been considered in the literature to reduce the sample variability of the least-squares cross-validation bandwidth selector for kernel density estimation. In this article, a weighted version of this classical method is proposed and its asymptotic and finite-sample behavior is studied. The simulation results attest that the weighted cross-validation bandwidth performs quite well, presenting a better finite-sample performance than the standard cross-validation method for “easy-to-estimate” densities, and retaining the good finite-sample performance of the standard cross-validation method for “hard-to-estimate” ones. Journal: Communications in Statistics - Theory and Methods Pages: 3438-3458 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1062108 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1062108 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3438-3458 Template-Type: ReDIF-Article 1.0 Author-Name: Shouquan Chen Author-X-Name-First: Shouquan Author-X-Name-Last: Chen Author-Name: Lingling Du Author-X-Name-First: Lingling Author-X-Name-Last: Du Title: Asymptotic expansions of density of normalized extremes from logarithmic general error distribution Abstract: Logarithmic general error distribution is an extension of the log-normal distribution. In this paper, the asymptotic expansions of densities of normalized maximum from logarithmic general error distribution are derived under two different kinds of normalized constants. By applying the main results, the higher-order expansions of moments of maxima are established. Journal: Communications in Statistics - Theory and Methods Pages: 3459-3478 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1062109 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1062109 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3459-3478 Template-Type: ReDIF-Article 1.0 Author-Name: S. K. Ashour Author-X-Name-First: S. K. Author-X-Name-Last: Ashour Author-Name: O. E. Abo-Kasem Author-X-Name-First: O. E. Author-X-Name-Last: Abo-Kasem Title: Statistical inference for two exponential populations under joint progressive type-I censored scheme Abstract: In this article, we introduce a new scheme called joint progressive type-I (JPC-I) censored and as a special case, joint type-I censored scheme. Bayesian and non Bayesian estimators have been obtained for two exponential populations under both JPC-I censored scheme and joint type-I censored. The maximum likelihood estimators of the parameters, the asymptotic variance covariance matrix, have been obtained. Bayes estimators have been developed under squared error loss function using independent gamma prior distributions. Moreover, approximate confidence region based on the asymptotic normality of the maximum likelihood estimators and credible confidence region from a Bayesian viewpoint are also discussed and compared with two Bootstrap confidence regions. A numerical illustration for these new results is given. Journal: Communications in Statistics - Theory and Methods Pages: 3479-3488 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1065329 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1065329 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3479-3488 Template-Type: ReDIF-Article 1.0 Author-Name: Changyong Feng Author-X-Name-First: Changyong Author-X-Name-Last: Feng Author-Name: Hongyue Wang Author-X-Name-First: Hongyue Author-X-Name-Last: Wang Author-Name: Yun Zhang Author-X-Name-First: Yun Author-X-Name-Last: Zhang Author-Name: Yu Han Author-X-Name-First: Yu Author-X-Name-Last: Han Author-Name: Yuefeng Liang Author-X-Name-First: Yuefeng Author-X-Name-Last: Liang Author-Name: Xin M. Tu Author-X-Name-First: Xin M. Author-X-Name-Last: Tu Title: On testing proportionality in the Cox regression model by Andersen's plot Abstract: Andersen's plot, a graphical method for testing the proportionality assumption in the Cox Regression Model (Cox, 1972), first proposed by Kay (1977) and popularized by Andersen (1982), has been used widely in biomedical research to check the validity of applying this popular regression model in survival analysis. Our theoretical derivation and examples show that the theoretical basis of this method is flawed. The graphical method should not be used in testing the proportionality. Instead, formal analytical methods based on residuals such as Cox–Snell residual and martingale residual should be used in practice. Journal: Communications in Statistics - Theory and Methods Pages: 3489-3500 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1065330 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1065330 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3489-3500 Template-Type: ReDIF-Article 1.0 Author-Name: G. N. Singh Author-X-Name-First: G. N. Author-X-Name-Last: Singh Author-Name: M. Khetan Author-X-Name-First: M. Author-X-Name-Last: Khetan Author-Name: S. Maurya Author-X-Name-First: S. Author-X-Name-Last: Maurya Title: On the use of multi-auxiliary variables to neutralize the effect of non response in two-occasion successive sampling Abstract: In this work, we have suggested some linear combinations of generalized ratio type estimators in estimation of current population mean when non response occur in two occasion successive sampling. Information on multi-auxiliary variables has been used and sub-sampling of non respondents technique is utilized to cope with the negative effect of non response. Properties of the suggested estimation procedures have been examined and suitable optimum replacement strategies are discussed. Empirical studies are carried out to justify the proposition of estimators. Suitable recommendations have been made. Journal: Communications in Statistics - Theory and Methods Pages: 3501-3519 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1065331 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1065331 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3501-3519 Template-Type: ReDIF-Article 1.0 Author-Name: N. Ch. Bhatra Charyulu Author-X-Name-First: N. Ch. Author-X-Name-Last: Bhatra Charyulu Author-Name: Sk. Ameen Saheb Author-X-Name-First: Sk. Author-X-Name-Last: Ameen Saheb Title: Note on reduction of dimensionality for second-order response surface design model Abstract: To reduce the dimensionality of the second-order response surface design model, variance component indices under imposing and non imposing restrictions on the moment matrix toward the orthogonality are derived and presented and the same is illustrated with suitable examples in this article. Journal: Communications in Statistics - Theory and Methods Pages: 3520-3525 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1065332 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1065332 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3520-3525 Template-Type: ReDIF-Article 1.0 Author-Name: Masashi Hyodo Author-X-Name-First: Masashi Author-X-Name-Last: Hyodo Author-Name: Takahiro Nishiyama Author-X-Name-First: Takahiro Author-X-Name-Last: Nishiyama Title: A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large Abstract: We discuss a one-sample location test that can be used when the dimension and the sample size are large. It is well-known that the power of Hotelling’s test decreases when the dimension is close to the sample size. To address this loss of power, some non exact approaches were proposed, e.g., Dempster (1958, 1960), Bai and Saranadasa (1996), and Srivastava and Du (2008). In this article, we focus on Hotelling’s test and Dempster’s test. The comparative merits and demerits of these two tests vary according to the local parameters. In particular, we consider the situation where it is difficult to determine which test should be used, that is, where the two tests are asymptotically equivalent in terms of local power. We propose a new statistic based on the weighted averaging of Hotelling’s T2-statistic and Dempster’s statistic that can be applied in such a situation. Our weight is determined on the basis of the maximum local asymptotic power on a restricted parameter space that induces local asymptotic equivalence between Hotelling’s test and Dempster’s test. Numerical results show that our test is more stable than Hotelling’s T2-statistic and Dempster’s statistic in most parameter settings. Journal: Communications in Statistics - Theory and Methods Pages: 3526-3541 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066812 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066812 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3526-3541 Template-Type: ReDIF-Article 1.0 Author-Name: Amin Ghalamfarsa Mostofi Author-X-Name-First: Amin Author-X-Name-Last: Ghalamfarsa Mostofi Author-Name: Mahmood Kharrati-Kopaei Author-X-Name-First: Mahmood Author-X-Name-Last: Kharrati-Kopaei Title: Ratio- and difference-type estimators for estimating finite population variance Abstract: We consider the problem of estimating finite population variance of a study character when information on an auxiliary character is available. We define ratio- and difference-type estimators and obtain the mean-squared error of them approximately. Using a numerical study, we compare the performances of the proposed estimators with some existing variance estimators. Journal: Communications in Statistics - Theory and Methods Pages: 3542-3555 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066813 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066813 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3542-3555 Template-Type: ReDIF-Article 1.0 Author-Name: Philippe Castagliola Author-X-Name-First: Philippe Author-X-Name-Last: Castagliola Author-Name: Pedro Carlos Oprime Author-X-Name-First: Pedro Carlos Author-X-Name-Last: Oprime Author-Name: Michael B. C. Khoo Author-X-Name-First: Michael B. C. Author-X-Name-Last: Khoo Title: The double sampling S2 chart with estimated process variance Abstract: This paper proposes useful exact bounds for the parameters of the double sampling S2 chart with known process variance and it also investigates the properties of the double sampling S2 chart with estimated process variance, in terms of the average run length, the standard deviation of the run length and the average sample size, providing a numerical comparison with the known process variance case. It also provides guidelines to systematically design the double sampling S2 chart both with known and estimated process variance and proposes two optimal design procedures with estimated process variance, for (a) minimizing the out-of-control average run length and (b) minimizing the out-of-control average sample size. Journal: Communications in Statistics - Theory and Methods Pages: 3556-3573 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066814 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066814 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3556-3573 Template-Type: ReDIF-Article 1.0 Author-Name: Shuxia Zhang Author-X-Name-First: Shuxia Author-X-Name-Last: Zhang Author-Name: Gejun Bao Author-X-Name-First: Gejun Author-X-Name-Last: Bao Author-Name: Boping Tian Author-X-Name-First: Boping Author-X-Name-Last: Tian Author-Name: Yijun Li Author-X-Name-First: Yijun Author-X-Name-Last: Li Title: Semiparametric test for multiple change-points based on empirical likelihood Abstract: In the dynamic financial market, the change of financial asset prices is always described as a certain random events which result in abrupt changes. The random time when the event occurs is called a change point. As the event happens, in order to mitigate property damage the government should increase the macro-control ability. As a result, we need to find a valid statistical model for change point problem to solve it effectively. This paper proposes a semiparametric model for detecting the change points. According to the research of empirical studies and hypothesis testing we acquire the maximum likelihood estimators of change points. We use the loglikelihood ratio to test the multiple change points. We obtain some asymptotic results. The estimated change point is more efficient than the non parametric one through simulation experiments. Real data application illustrates the usage of the model. Journal: Communications in Statistics - Theory and Methods Pages: 3574-3585 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066815 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066815 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3574-3585 Template-Type: ReDIF-Article 1.0 Author-Name: Feng Hu Author-X-Name-First: Feng Author-X-Name-Last: Hu Title: The modulus of continuity theorem for G-Brownian motion Abstract: In this paper, our aim is to obtain the modulus of continuity theorem for G-Brownian motion. It turns out that our theorem is a natural extension of the classical result obtained by Lévy (1937). Journal: Communications in Statistics - Theory and Methods Pages: 3586-3598 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066816 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066816 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3586-3598 Template-Type: ReDIF-Article 1.0 Author-Name: Pingyan Chen Author-X-Name-First: Pingyan Author-X-Name-Last: Chen Author-Name: Ningning Kong Author-X-Name-First: Ningning Author-X-Name-Last: Kong Author-Name: Soo Hak Sung Author-X-Name-First: Soo Hak Author-X-Name-Last: Sung Title: Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model Abstract: In this paper, we obtain complete convergence results for Stout type weighted sums of i.i.d. random variables. A strong law for weighted sums of i.i.d. random variables is also obtained. As the applications of the strong law, the strong consistency and rate of the nonparametric regression estimations and the rates of the strong consistency of LS estimators for the unknown parameters of the simple linear errors in variables (EV) model are given. Journal: Communications in Statistics - Theory and Methods Pages: 3599-3613 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066817 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066817 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3599-3613 Template-Type: ReDIF-Article 1.0 Author-Name: Changyong Feng Author-X-Name-First: Changyong Author-X-Name-Last: Feng Author-Name: Hongyue Wang Author-X-Name-First: Hongyue Author-X-Name-Last: Wang Author-Name: Yun Zhang Author-X-Name-First: Yun Author-X-Name-Last: Zhang Author-Name: Yu Han Author-X-Name-First: Yu Author-X-Name-Last: Han Author-Name: Yuefeng Liang Author-X-Name-First: Yuefeng Author-X-Name-Last: Liang Author-Name: Xin M. Tu Author-X-Name-First: Xin M. Author-X-Name-Last: Tu Title: Generalized definition of the geometric mean of a non negative random variable Abstract: The first probabilistic definition of the geometric mean of a non negative random variable under certain assumptions was given in Feng et al. (2013). In this paper, we generalize the definition to a larger class of random variables. We also show the basic properties of the geometric mean and point out its discontinuity and instability. Some convergence properties are studied as well, for which we emphasize its link to the positive moments of the random variable. A discussion of potential applications of the new definition in biomedical research and open questions to complete the theory of geometric mean is highlighted. Journal: Communications in Statistics - Theory and Methods Pages: 3614-3620 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066818 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066818 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3614-3620 Template-Type: ReDIF-Article 1.0 Author-Name: Qingzhu Lei Author-X-Name-First: Qingzhu Author-X-Name-Last: Lei Author-Name: Yongsong Qin Author-X-Name-First: Yongsong Author-X-Name-Last: Qin Title: Empirical Bayes estimation in continuous one-parameter exponential families under associated samples Abstract: In this paper, we study the empirical Bayes (EB) estimation in continuous one-parameter exponential families under negatively associated (NA) samples and positively associated (PA) samples. Under certain regularity conditions, it is shown that the convergence rates of proposed EB estimators under NA or PA samples are the same as those of EB estimators under independent observations, which significantly improve the existing results in EB estimation under associated samples. Journal: Communications in Statistics - Theory and Methods Pages: 3621-3630 Issue: 7 Volume: 46 Year: 2017 Month: 4 X-DOI: 10.1080/03610926.2015.1066820 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1066820 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3621-3630 Template-Type: ReDIF-Article 1.0 Author-Name: Robert J. Budzyński Author-X-Name-First: Robert J. Author-X-Name-Last: Budzyński Author-Name: Witold Kondracki Author-X-Name-First: Witold Author-X-Name-Last: Kondracki Title: Remarks on the L1 distance in statistical data analysis Abstract: We propose the L1 distance between the distribution of a binned data sample and a probability distribution from which it is hypothetically drawn as a statistic for testing agreement between the data and a model. We study the distribution of this distance for N-element samples drawn from k bins of equal probability and derive asymptotic formulae for the mean and dispersion of L1 in the large-N limit. We argue that the L1 distance is asymptotically normally distributed, with the mean and dispersion being accurately reproduced by asymptotic formulae even for moderately large values of N and k. Journal: Communications in Statistics - Theory and Methods Pages: 9355-9363 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2013.799691 File-URL: http://hdl.handle.net/10.1080/03610926.2013.799691 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9355-9363 Template-Type: ReDIF-Article 1.0 Author-Name: Yu-Mei Chang Author-X-Name-First: Yu-Mei Author-X-Name-Last: Chang Author-Name: Pao-Sheng Shen Author-X-Name-First: Pao-Sheng Author-X-Name-Last: Shen Author-Name: Chun-Shu Chen Author-X-Name-First: Chun-Shu Author-X-Name-Last: Chen Title: Adaptive-Cox model averaging for right-censored data Abstract: In medical studies, Cox proportional hazards model is a commonly used method to deal with the right-censored survival data accompanied by many explanatory covariates. In practice, the Akaike's information criterion (AIC) or the Bayesian information criterion (BIC) is usually used to select an appropriate subset of covariates. It is well known that neither the AIC criterion nor the BIC criterion dominates for all situations. In this paper, we propose an adaptive-Cox model averaging procedure to get a more robust hazard estimator. First, by applying AIC and BIC criteria to perturbed datasets, we obtain two model averaging (MA) estimated survival curves, called AIC-MA and BIC-MA. Then, based on Kullback–Leibler loss, a better estimate of survival curve between AIC-MA and BIC-MA is chosen, which results in an adaptive-Cox estimate of survival curve. Simulation results show the superiority of our approach and an application of the proposed method is also presented by analyzing the German Breast Cancer Study dataset. Journal: Communications in Statistics - Theory and Methods Pages: 9364-9376 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1208237 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208237 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9364-9376 Template-Type: ReDIF-Article 1.0 Author-Name: Shin S. Ikeda Author-X-Name-First: Shin S. Author-X-Name-Last: Ikeda Title: A note on mixingale limit theorems and stable convergence in law Abstract: A gap in the proof of a non stationary mixingale invariance principle is identified and fixed by introducing a skipped subsampling of a partial sum process and letting the skipped interval vanish asymptotically at an appropriate rate as the sample size increases. The corrected proof produces a mixingale limit theorem in the form of a mixing convergence in law, occurring jointly with the stable convergence in law for the same σ-field relative to which they are stable and mixing. The applicability of established results to a high-frequency estimation of the quadratic variation of financial price process is discussed. Journal: Communications in Statistics - Theory and Methods Pages: 9377-9387 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1208238 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208238 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9377-9387 Template-Type: ReDIF-Article 1.0 Author-Name: Xia Yemao Author-X-Name-First: Xia Author-X-Name-Last: Yemao Author-Name: Gou Jianwei Author-X-Name-First: Gou Author-X-Name-Last: Jianwei Title: A note on the finite-dimensional Dirichlet prior Abstract: As an approximation to the Dirichlet process which involves the infinite-dimensional distribution, finite-dimensional Dirichlet prior is a widely appreciated method to model the underlying distribution in non parametric Bayesian analysis. In this short note, we present some key characteristics of finite-dimensional Dirichlet process and exploit some important sampling properties which are very useful in Bayesian non parametric/semiparametric analysis. Journal: Communications in Statistics - Theory and Methods Pages: 9388-9396 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1208239 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208239 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9388-9396 Template-Type: ReDIF-Article 1.0 Author-Name: Yarong Feng Author-X-Name-First: Yarong Author-X-Name-Last: Feng Author-Name: Xing Chen Author-X-Name-First: Xing Author-X-Name-Last: Chen Author-Name: Liyi Jia Author-X-Name-First: Liyi Author-X-Name-Last: Jia Author-Name: Xiruo Song Author-X-Name-First: Xiruo Author-X-Name-Last: Song Author-Name: Hosam M. Mahmoud Author-X-Name-First: Hosam M. Author-X-Name-Last: Mahmoud Title: Estimating the Pólya process Abstract: Traditionally, a Pólya process is approached from a probability point of view. No prior inference work has been done on them. In this study, we approach the continuous-time Pólya process from an estimation point of view. We construct efficient estimators for the replacement matrix of certain classes of Pólya processes. Journal: Communications in Statistics - Theory and Methods Pages: 9397-9406 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1208242 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208242 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9397-9406 Template-Type: ReDIF-Article 1.0 Author-Name: B. L. S. Prakasa Rao Author-X-Name-First: B. L. S. Author-X-Name-Last: Prakasa Rao Title: Chebyshev's inequality for Hilbert-space valued random elements with estimated mean and covariance Abstract: We obtain a generalization of the Chebyshev's inequality for random elements taking values in a separable Hilbert space with estimated mean and covariance. Journal: Communications in Statistics - Theory and Methods Pages: 9407-9414 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1208243 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208243 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9407-9414 Template-Type: ReDIF-Article 1.0 Author-Name: Ying Tang Author-X-Name-First: Ying Author-X-Name-Last: Tang Author-Name: Weiguo Yang Author-X-Name-First: Weiguo Author-X-Name-Last: Yang Title: The generalizations of strong law of large numbers for asymptotic even–odd Markov chains indexed by a homogeneous tree Abstract: Yang et al. (Yang et al., J. Math. Anal. Appl., 410 (2014), 179–189.) have obtained the strong law of large numbers and asymptotic equipartition property for the asymptotic even–odd Markov chains indexed by a homogeneous tree. In this article, we are going to study the strong law of large numbers and the asymptotic equipartition property for a class of non homogeneous Markov chains indexed by a homogeneous tree which are the generalizations of above results. We also provide an example showing that our generalizations are not trivial. Journal: Communications in Statistics - Theory and Methods Pages: 9415-9424 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212073 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212073 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9415-9424 Template-Type: ReDIF-Article 1.0 Author-Name: Chun-Lung Su Author-X-Name-First: Chun-Lung Author-X-Name-Last: Su Title: Asymptotic posterior distributions for balanced nested multi-way models with a large number of main effect levels Abstract: We derive the explicit form for the asymptotic posterior distribution of the balanced nested multi-way variance components model with the assumption that the number of the main factor levels tends to infinity while the number of any specific effect factor levels remains fixed. Under the multi-way model, we also study two different parameterizations, called the standard and the centering, and the relationship between certain quadratic forms of random effects and the variance component parameters. The asymptotic results are illustrated by a three-way model and by a simulation study under a two-way case. Journal: Communications in Statistics - Theory and Methods Pages: 9425-9440 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212076 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212076 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9425-9440 Template-Type: ReDIF-Article 1.0 Author-Name: Julia N. Soulakova Author-X-Name-First: Julia N. Author-X-Name-Last: Soulakova Title: Generalized confidence intervals compatible with the Min test for simultaneous comparisons of one subpopulation to several other subpopulations Abstract: A problem where one subpopulation is compared with several other subpopulations in terms of means with the goal of estimating the smallest difference between the means commonly arises in biology, medicine, and many other scientific fields. A generalization of Strass-burger-Bretz-Hochberg approach for two comparisons is presented for cases with three and more comparisons. The method allows constructing an interval estimator for the smallest mean difference, which is compatible with the Min test. An application to a fluency-disorder study is illustrated. Simulations confirmed adequate probability coverage for normally distributed outcomes for a number of designs. Journal: Communications in Statistics - Theory and Methods Pages: 9441-9449 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212072 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212072 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9441-9449 Template-Type: ReDIF-Article 1.0 Author-Name: Lichun Wang Author-X-Name-First: Lichun Author-X-Name-Last: Wang Author-Name: Haocheng Wang Author-X-Name-First: Haocheng Author-X-Name-Last: Wang Title: On estimating uniform distribution via linear Bayes method Abstract: A linear Bayes procedure is suggested to simultaneously estimate the parameters of the uniform distribution U(θ1, θ2). The proposed linear Bayes estimator is simple and easy to use and its superiorities are established. Journal: Communications in Statistics - Theory and Methods Pages: 9450-9458 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212075 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212075 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9450-9458 Template-Type: ReDIF-Article 1.0 Author-Name: Danping Li Author-X-Name-First: Danping Author-X-Name-Last: Li Author-Name: Ximin Rong Author-X-Name-First: Ximin Author-X-Name-Last: Rong Author-Name: Hui Zhao Author-X-Name-First: Hui Author-X-Name-Last: Zhao Title: Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model Abstract: This article considers an optimal excess-of-loss reinsurance–investment problem for a mean–variance insurer, and aims to develop an equilibrium reinsurance–investment strategy. The surplus process is assumed to follow the classical Cramér–Lundberg model, and the insurer is allowed to purchase excess-of-loss reinsurance and invest her surplus in a risk-free asset and a risky asset. The market price of risk depends on a Markovian, affine-form and square-root stochastic factor process. Under the mean–variance criterion, equilibrium reinsurance–investment strategy and the corresponding equilibrium value function are derived by applying a game theoretic framework. Finally, numerical examples are presented to illustrate our results. Journal: Communications in Statistics - Theory and Methods Pages: 9459-9475 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212071 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212071 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9459-9475 Template-Type: ReDIF-Article 1.0 Author-Name: Tahani Coolen-Maturi Author-X-Name-First: Tahani Author-X-Name-Last: Coolen-Maturi Title: Three-group ROC predictive analysis for ordinal outcomes Abstract: Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning, and credit scoring. The receiver operating characteristic (ROC) surface is a useful tool to assess the ability of a diagnostic test to discriminate among three-ordered classes or groups. In this article, nonparametric predictive inference (NPI) for three-group ROC analysis for ordinal outcomes is presented. NPI is a frequentist statistical method that is explicitly aimed at using few modeling assumptions, enabled through the use of lower and upper probabilities to quantify uncertainty. This article also includes results on the volumes under the ROC surfaces and consideration of the choice of decision thresholds for the diagnosis. Two examples are provided to illustrate our method. Journal: Communications in Statistics - Theory and Methods Pages: 9476-9493 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212074 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212074 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9476-9493 Template-Type: ReDIF-Article 1.0 Author-Name: M. M. E. Abd El-Monsef Author-X-Name-First: M. M. E. Author-X-Name-Last: Abd El-Monsef Author-Name: W. A. Hassanein Author-X-Name-First: W. A. Author-X-Name-Last: Hassanein Author-Name: N. M. Kilany Author-X-Name-First: N. M. Author-X-Name-Last: Kilany Title: Erlang–Lindley distribution Abstract: In this paper, Erlang–Lindley distribution (ErLD) is proposed which offers a more flexible model for waiting time data. It has the property that it can accommodate increasing, bathtub, and inverted bathtub shapes. Several statistical and reliability properties are derived and studied. The moments, its associated measures, and the limiting distributions of order statistics are derived. The model parameters are estimated by maximum likelihood and method of moments. An application of the proposed distribution to some waiting time data shows that it can give a better fit than other important lifetime models. Journal: Communications in Statistics - Theory and Methods Pages: 9494-9506 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212069 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212069 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9494-9506 Template-Type: ReDIF-Article 1.0 Author-Name: Silvia Figini Author-X-Name-First: Silvia Author-X-Name-Last: Figini Author-Name: Paolo Giudici Author-X-Name-First: Paolo Author-X-Name-Last: Giudici Title: Credit risk assessment with Bayesian model averaging Abstract: Many credit risk models are based on the selection of a single logistic regression model, on which to base parameter estimation. When many competing models are available, and without enough guidance from economical theory, model averaging represents an appealing alternative to the selection of single models. Despite model averaging approaches have been present in statistics for many years, only recently they are starting to receive attention in economics and finance applications. This contribution shows how Bayesian model averaging can be applied to credit risk estimation, a research area that has received a great deal of attention recently, especially in the light of the global financial crisis of the last few years and the correlated attempts to regulate international finance. The paper considers the use of logistic regression models under the Bayesian Model Averaging paradigm. We argue that Bayesian model averaging is not only more correct from a theoretical viewpoint, but also slightly superior, in terms of predictive performance, with respect to single selected models. Journal: Communications in Statistics - Theory and Methods Pages: 9507-9517 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1212070 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1212070 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9507-9517 Template-Type: ReDIF-Article 1.0 Author-Name: Jerin Paul Author-X-Name-First: Jerin Author-X-Name-Last: Paul Author-Name: P. Yageen Thomas Author-X-Name-First: P. Yageen Author-X-Name-Last: Thomas Title: Concomitant record ranked set sampling Abstract: In this work, we define a new method of ranked set sampling (RSS) which is suitable when the characteristic (variable) Y of primary interest on the units is jointly distributed with an auxiliary characteristic X on which one can take its measurement on any number of units, so that units having record values on X alone are ranked and retained for making measurement on Y. We name this RSS as concomitant record ranked set sampling (CRRSS). We propose estimators of the parameters associated with the variable Y of primary interest based on observations of the proposed CRRSS which are applicable to a very large class of distributions viz. Morgenstern family of distributions. We illustrate the application of CRRSS and our estimation technique of parameters, when the basic distribution is Morgenstern-type bivariate logistic distribution. A primary data collected by CRRSS method is demonstrated and the obtained data used to illustrate the results developed in this work. Journal: Communications in Statistics - Theory and Methods Pages: 9518-9540 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213286 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213286 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9518-9540 Template-Type: ReDIF-Article 1.0 Author-Name: Yogendra P. Chaubey Author-X-Name-First: Yogendra P. Author-X-Name-Last: Chaubey Author-Name: Christophe Chesneau Author-X-Name-First: Christophe Author-X-Name-Last: Chesneau Author-Name: Fabien Navarro Author-X-Name-First: Fabien Author-X-Name-Last: Navarro Title: Linear wavelet estimation of the derivatives of a regression function based on biased data Abstract: This article deals with the problem of estimating the derivatives of a regression function based on biased data. We develop two different linear wavelet estimators according to the knowledge of the “biased density” of the design. The new estimators are analyzed with respect to their Lp$\mathbb {L}^p$-risk with p ⩾ 1 over Besov balls. Fast polynomial rates of convergence are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 9541-9556 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213287 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213287 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9541-9556 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Swarangi M. Gorey Author-X-Name-First: Swarangi M. Author-X-Name-Last: Gorey Title: Efficient estimation of population mean of sensitive variable in presence of scrambled responses Abstract: This paper addresses the problem of estimating the population mean of a sensitive variable in presence of scrambled response. We have suggested a randomized response model which uses known values of mean and variance of scrambling variable. We have shown that the proposed randomized response model is always better than that of Gjestvang and Singh's (2009) and Singh and Tarray's (2014) randomized response models. A numerical study for efficiency comparison is also presented. Journal: Communications in Statistics - Theory and Methods Pages: 9557-9565 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213288 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213288 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9557-9565 Template-Type: ReDIF-Article 1.0 Author-Name: Reşit Çelik Author-X-Name-First: Reşit Author-X-Name-Last: Çelik Title: Correcting double outward box distributed residuals by WCEV Abstract: Double outward box distributed residuals are another type of non monotonic heteroscedasticity that severely violates homoscedasticity assumption. In this study Çelik's (2015) WCEV is applied to double outward box distributed residuals to provide homoscedasticity for simple and multiple regression models. Journal: Communications in Statistics - Theory and Methods Pages: 9566-9590 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213289 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213289 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9566-9590 Template-Type: ReDIF-Article 1.0 Author-Name: Devendra Pratap Singh Author-X-Name-First: Devendra Pratap Author-X-Name-Last: Singh Author-Name: Yogesh Mani Tripathi Author-X-Name-First: Yogesh Mani Author-X-Name-Last: Tripathi Author-Name: Manoj Kumar Rastogi Author-X-Name-First: Manoj Kumar Author-X-Name-Last: Rastogi Author-Name: Nikhil Dabral Author-X-Name-First: Nikhil Author-X-Name-Last: Dabral Title: Estimation and prediction for a Burr type-III distribution with progressive censoring Abstract: We consider estimation of unknown parameters and reliability characteristics of a Burr type-III distribution under progressive censoring. Predictive estimates for censored observations and the associated prediction intervals are also obtained. We derive maximum-likelihood estimators of unknown quantities using the EM algorithm and then also obtain the observed Fisher information matrix. We provide various Bayes estimators for unknown parameters under the squared error loss function. Highest posterior density and asymptotic intervals are also constructed. We evaluate performance of proposed methods using simulations. Finally, an illustrative example is presented in support of the methods discussed. Journal: Communications in Statistics - Theory and Methods Pages: 9591-9613 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213290 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213290 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9591-9613 Template-Type: ReDIF-Article 1.0 Author-Name: Jin H. Oh Author-X-Name-First: Jin H. Author-X-Name-Last: Oh Author-Name: Sung H. Park Author-X-Name-First: Sung H. Author-X-Name-Last: Park Author-Name: Soon S. Kwon Author-X-Name-First: Soon S. Author-X-Name-Last: Kwon Title: Extended scaled prediction variance optimality for modified central composite design Abstract: Robust parameter designs (RPDs) enable the experimenter to discover how to modify the design of the product to minimize the effect due to variation from noise sources. The aim of this article is to show how this amount of work can be reduced under modified central composite design (MCCD). We propose a measure of extended scaled prediction variance (ESPV) for evaluation of RPDs on MCCD. Using these measures, we show that we can check the error or bias associated with estimating the model parameters and suggest the values of α recommended for MCCS under minimum ESPV. Journal: Communications in Statistics - Theory and Methods Pages: 9614-9624 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213292 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213292 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9614-9624 Template-Type: ReDIF-Article 1.0 Author-Name: Hamzeh Agahi Author-X-Name-First: Hamzeh Author-X-Name-Last: Agahi Title: Multivariate Chebyshev inequality in generalized measure space based on Choquet integral Abstract: The multivariate Chebyshev inequality for a random vector on probability measure space has been studied by numerous authors. One thing that seems missing is the multivariate version of Chebyshev inequality in non additive cases. In this article, we show that this inequality still works in generalized probability theory based on Choquet integral. Journal: Communications in Statistics - Theory and Methods Pages: 9625-9628 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213293 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213293 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9625-9628 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Swarangi M. Gorey Author-X-Name-First: Swarangi M. Author-X-Name-Last: Gorey Title: An efficient new randomized response model Abstract: This paper addresses the problem of estimating the population proportion π of a sensitive group. We have suggested a randomized response (RR) model that is more efficient than the one envisaged by Gjestvang and Singh ([2006), A new randomized response model, Journal of Royal Statistcal Socity, B, (3), 523–530]. Journal: Communications in Statistics - Theory and Methods Pages: 9629-9635 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1213291 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213291 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9629-9635 Template-Type: ReDIF-Article 1.0 Author-Name: Liang Yan Author-X-Name-First: Liang Author-X-Name-Last: Yan Author-Name: Xingzhong Xu Author-X-Name-First: Xingzhong Author-X-Name-Last: Xu Title: A new confidence interval in measurement error model with the reliability ratio known Abstract: For the slope parameter of the measurement error model with the reliability ratio known, this article constructs a fiducial generalized confidence interval (FGCI) which is proved to have correct asymptotic coverage. Simulation results demonstrate that the FGCI often outperforms the existing intervals in terms of empirical coverage probability, average interval length, and false parameter coverage rate. Two examples are also provided to illustrate our approach. Journal: Communications in Statistics - Theory and Methods Pages: 9636-9650 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1217018 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1217018 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9636-9650 Template-Type: ReDIF-Article 1.0 Author-Name: Bardia Panahbehagh Author-X-Name-First: Bardia Author-X-Name-Last: Panahbehagh Author-Name: Jennifer Brown Author-X-Name-First: Jennifer Author-X-Name-Last: Brown Title: Gap-based inverse sampling Abstract: We present a new inverse sampling design for surveys of rare events, Gap-Based Inverse Sampling. In the design, sampling stops if after a predetermined interval, or gap, no new rare events are found. The length of the gap that follows after finding a rare event is used as a way of limiting sample effort. We present stopping rules using decisions based on the gap length, the total number of rare events found, and a fixed upper limit of survey effort. We illustrate the use of the design with stratified sampling of two biological populations. The design uses the intuitive behavior of a field biologist in stratified sampling, where if in a stratum nothing is found after a long search, the field surveyor would like to consider the stratum is empty and stop searching. Our design has appeal for surveying rare events (for example, a rare species) with stratified sampling where there are likely to be some completely empty strata. Journal: Communications in Statistics - Theory and Methods Pages: 9651-9661 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1217022 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1217022 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9651-9661 Template-Type: ReDIF-Article 1.0 Author-Name: Guangying Liu Author-X-Name-First: Guangying Author-X-Name-Last: Liu Author-Name: Lixin Zhang Author-X-Name-First: Lixin Author-X-Name-Last: Zhang Author-Name: Xinian Fang Author-X-Name-First: Xinian Author-X-Name-Last: Fang Title: Multipower variation from generalized difference for fractional integral processes with jumps Abstract: This article presents limit theorems of the multipower variation based on a generalized difference for the fractional integral process with jumps observed in high frequency. In particular, we obtain the large number laws for threshold multipower variation and multipower variation and the associated central limit theorems. The limit theorems are applied to estimate Hurst parameter, and the consistence and asymptotic distribution of the estimator are established. These results will provide some new statistical tools to analyze long-memory effect in high-frequency situation. Journal: Communications in Statistics - Theory and Methods Pages: 9662-9678 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1217019 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1217019 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9662-9678 Template-Type: ReDIF-Article 1.0 Author-Name: Lu Wang Author-X-Name-First: Lu Author-X-Name-Last: Wang Author-Name: Yong Lin Author-X-Name-First: Yong Author-X-Name-Last: Lin Author-Name: John T. Chen Author-X-Name-First: John T. Author-X-Name-Last: Chen Title: Simultaneous inference for treatment regimes Abstract: A viable dynamic treatment regime refers to decisions regarding how different treatments and dose levels are tailored through time to match with the patient’s health status. In the therapy for cancer or diseases that require multiple stages of treatments, the effect of preceding treatment (such as growing back of solid tumors or regime-related toxicity) critically influences the selection of treatment in the following stage. So far, analyses of dynamic regimes mainly focus on marginal mean models under the assumption of sequential randomization in a clinical trial. Inference conclusions regarding multiple regimes are normally conservative due to different combinations in the formation of treatment regimes. In this article, we propose a simultaneous confidence interval method to identify treatment regimes that are significantly different from the bulk of the treatment combinations. The new method is applied to analyze the dynamic treatment regimes (DTRs) prostate cancer trial which includes treatment combinations of four chemotherapies at multiple stages. The new method detects a discernible effect of the regime taxane–estramustine–carboplatin (TEC) followed by cyclophosphamide, vincristine, and dexamethasone (CVD), when it is compared with other four regimes starting with CVD. Journal: Communications in Statistics - Theory and Methods Pages: 9679-9690 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1217017 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1217017 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9679-9690 Template-Type: ReDIF-Article 1.0 Author-Name: Ganesh Dutta Author-X-Name-First: Ganesh Author-X-Name-Last: Dutta Author-Name: Bikas Kumar Sinha Author-X-Name-First: Bikas Kumar Author-X-Name-Last: Sinha Title: Nearly optimal covariate designs—Part I Abstract: We propose to discuss at length several examples from standard text books. All of these examples deal with analysis of covariance (ANCOVA) models and related analyses of data. We intend to capitalize on our understanding of optimal covariate designs (OCDs) in different ANCOVA models and re-visit these examples with a view to suggest optimal/nearly optimal designs for estimation of the covariate parameter(s). As we will see, for some examples our task is very much routine but for others, it is indeed a highly non trivial exercise. We intent to cover a total of six examples—divided in two parts. This is Part I—dealing with two examples. Journal: Communications in Statistics - Theory and Methods Pages: 9691-9702 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1217020 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1217020 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9691-9702 Template-Type: ReDIF-Article 1.0 Author-Name: Ganesh Dutta Author-X-Name-First: Ganesh Author-X-Name-Last: Dutta Author-Name: Bikas Kumar Sinha Author-X-Name-First: Bikas Kumar Author-X-Name-Last: Sinha Title: Nearly optimal covariate designs—Part II Abstract: This is a continuation to Part I toward our efforts for providing illustrative examples in the context of analysis of covariance (ANCOVA) models and related analyses of data. We discuss four more examples here, and these are derived from standard textbooks. We re-visit these examples with a view to suggest optimal/nearly optimal designs for estimation of the covariate parameter(s). Journal: Communications in Statistics - Theory and Methods Pages: 9703-9725 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1217021 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1217021 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9703-9725 Template-Type: ReDIF-Article 1.0 Author-Name: Ali İ. Genç Author-X-Name-First: Ali İ. Author-X-Name-Last: Genç Title: An absolutely continuous bivariate Topp–Leone distribution: A useful model on a bounded domain Abstract: We introduce an absolutely continuous bivariate generalization of the Topp–Leone distribution, which is a special member of the proportional reversed hazard family using a one-parameter bivariate exchangeable distribution. We show that a copula approach could also be used in defining the bivariate Topp–Leone distribution. The marginal distributions of the new bivariate distribution have also Topp–Leone distributions. We study its distributional and dependence properties. We estimate the parameters by maximum-likelihood procedure, perform a simulation study on the estimators, and apply them to a real data set. Furthermore, we give a way of generating bivariate distributions using the proposed distribution. Journal: Communications in Statistics - Theory and Methods Pages: 9726-9742 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1218026 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1218026 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9726-9742 Template-Type: ReDIF-Article 1.0 Author-Name: Juanfang Liu Author-X-Name-First: Juanfang Author-X-Name-Last: Liu Author-Name: Liugen Xue Author-X-Name-First: Liugen Author-X-Name-Last: Xue Author-Name: Ruiqin Tian Author-X-Name-First: Ruiqin Author-X-Name-Last: Tian Title: Generalized empirical likelihood inference in partially linear model for longitudinal data with missing response variables and error-prone covariates Abstract: In this article, we consider statistical inference for longitudinal partial linear models when the response variable is sometimes missing with missingness probability depending on the covariate that is measured with error. A generalized empirical likelihood (GEL) method is proposed by combining correction attenuation and quadratic inference functions. The method that takes into consideration the correlation within groups is used to estimate the regression coefficients. Furthermore, residual-adjusted empirical likelihood (EL) is employed for estimating the baseline function so that undersmoothing is avoided. The empirical log-likelihood ratios are proven to be asymptotically Chi-squared, and the corresponding confidence regions for the parameters of interest are then constructed. Compared with methods based on NAs, the GEL does not require consistent estimators for the asymptotic variance and bias. The numerical study is conducted to compare the performance of the EL and the normal approximation-based method, and a real example is analysed. Journal: Communications in Statistics - Theory and Methods Pages: 9743-9762 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1218027 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1218027 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9743-9762 Template-Type: ReDIF-Article 1.0 Author-Name: Vinicius Fernando Calsavara Author-X-Name-First: Vinicius Fernando Author-X-Name-Last: Calsavara Author-Name: Agatha Sacramento Rodrigues Author-X-Name-First: Agatha Sacramento Author-X-Name-Last: Rodrigues Author-Name: Vera Lúcia Damasceno Tomazella Author-X-Name-First: Vera Lúcia Damasceno Author-X-Name-Last: Tomazella Author-Name: Mário de Castro Author-X-Name-First: Mário Author-X-Name-Last: de Castro Title: Frailty models power variance function with cure fraction and latent risk factors negative binomial Abstract: In this article, we propose a flexible cure rate model, which is an extension of Cancho et al. (2011) model, by incorporating a power variance function (PVF) frailty term in latent risk. The model is more flexible in terms of dispersion and it also quantifies the unobservable heterogeneity. The parameter estimation is reached by maximum likelihood estimation procedure and Monte Carlo simulation studies are considered to evaluate the proposed model performance. The practical relevance of the model is illustrated in a real data set of preventing cancer recurrence. Journal: Communications in Statistics - Theory and Methods Pages: 9763-9776 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1218029 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1218029 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9763-9776 Template-Type: ReDIF-Article 1.0 Author-Name: Tomasz Ba̧k Author-X-Name-First: Tomasz Author-X-Name-Last: Ba̧k Title: An extension of Horvitz–Thompson estimator used in adaptive cluster sampling to continuous universe Abstract: In this paper, an extension of Horvitz–Thompson estimator used in adaptive cluster sampling to continuous universe is developed. Main new results are presented in theorems. The primary notions of discrete population are transferred to continuous population. First and second order inclusion probabilities for networks are delivered. Horvitz–Thompson estimator for adaptive cluster sampling in continuous universe is constructed. The unbiasedness of the estimator is proven. Variance and unbiased variance estimator are delivered. Finally, the theory is illustrated with an example. Journal: Communications in Statistics - Theory and Methods Pages: 9777-9786 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1218028 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1218028 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9777-9786 Template-Type: ReDIF-Article 1.0 Author-Name: Iskander Kareev Author-X-Name-First: Iskander Author-X-Name-Last: Kareev Title: Lower bounds for expected sample size of sequential procedures for the multinomial selection problems Abstract: In this article, lower bounds for expected sample size of sequential selection procedures are constructed for the problem of selecting the most probable event of k-variate multinomial distribution. The study is based on Volodin’s universal lower bounds for expected sample size of statistical inference procedures. The obtained lower bounds are used to estimate the efficiency of some selection procedures in terms of their expected sample sizes. Journal: Communications in Statistics - Theory and Methods Pages: 9787-9794 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1222429 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1222429 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9787-9794 Template-Type: ReDIF-Article 1.0 Author-Name: Feng Liu Author-X-Name-First: Feng Author-X-Name-Last: Liu Author-Name: Xiangyong Tan Author-X-Name-First: Xiangyong Author-X-Name-Last: Tan Author-Name: Sitong Guo Author-X-Name-First: Sitong Author-X-Name-Last: Guo Author-Name: Xinmei Kang Author-X-Name-First: Xinmei Author-X-Name-Last: Kang Title: Testing serial correlation in partially linear models with validation data Abstract: This article investigates the testing for serial correlation in partially linear models with validation data and applies the empirical likelihood methods to construct serial tests statistics, and then we derive the asymptotic distribution of the test statistics under null hypothesis. Simulation results show that our method performs well. Journal: Communications in Statistics - Theory and Methods Pages: 9795-9806 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1222431 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1222431 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9795-9806 Template-Type: ReDIF-Article 1.0 Author-Name: Hayet Merabet Author-X-Name-First: Hayet Author-X-Name-Last: Merabet Author-Name: Ahlam Labdaoui Author-X-Name-First: Ahlam Author-X-Name-Last: Labdaoui Author-Name: Pierre Druilhet Author-X-Name-First: Pierre Author-X-Name-Last: Druilhet Title: Bayesian prediction for two-stage sequential analysis in clinical trials Abstract: This article deals with a Bayesian predictive approach for two-stage sequential analyses in clinical trials, applied to both frequentist and Bayesian tests. We propose to make a predictive inference based on the notion of satisfaction index and the data accrued so far together with future data. The computations and the simulation results concern an inferential problem, related to the binomial model. Journal: Communications in Statistics - Theory and Methods Pages: 9807-9816 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1222438 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1222438 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9807-9816 Template-Type: ReDIF-Article 1.0 Author-Name: P. G. Sankaran Author-X-Name-First: P. G. Author-X-Name-Last: Sankaran Author-Name: Nidhi P. Ramesh Author-X-Name-First: Nidhi P. Author-X-Name-Last: Ramesh Author-Name: N. Unnikrishnan Nair Author-X-Name-First: N. Unnikrishnan Author-X-Name-Last: Nair Title: Multivariate discrete reversed hazard rates Abstract: In the present paper, we define and study four versions of multivariate discrete reversed hazard rates, namely scalar reversed hazard rate, vector reversed hazard rate, alternative reversed hazard rate, and conditional reversed hazard rate. Various properties of these functions are studied. Interrelationships between these reversed hazard rates are explored. We also present characterization of discrete distributions using these reversed hazard rates. Journal: Communications in Statistics - Theory and Methods Pages: 9817-9833 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1222430 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1222430 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9817-9833 Template-Type: ReDIF-Article 1.0 Author-Name: Chang Yu Author-X-Name-First: Chang Author-X-Name-Last: Yu Author-Name: Daniel Zelterman Author-X-Name-First: Daniel Author-X-Name-Last: Zelterman Title: A general approximation to quantiles Abstract: For many continuous distributions, a closed-form expression for their quantiles does not exist. Numerical approximations for their quantiles are developed on a distribution-by-distribution basis. This work develops a general approximation for quantiles using the Taylor expansion. Our method only requires that the distribution has a continuous probability density function and its derivatives can be derived to a certain order (usually 3 or 4). We demonstrate our unified approach by approximating the quantiles of the normal, exponential, and chi-square distributions. The approximation works well for these distributions. Journal: Communications in Statistics - Theory and Methods Pages: 9834-9841 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1222433 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1222433 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9834-9841 Template-Type: ReDIF-Article 1.0 Author-Name: Nil Kamal Hazra Author-X-Name-First: Nil Kamal Author-X-Name-Last: Hazra Author-Name: Asok K. Nanda Author-X-Name-First: Asok K. Author-X-Name-Last: Nanda Title: General standby allocation in series and parallel systems Abstract: Stochastic orders are very useful tools to compare the lifetimes of two systems. Optimum lifetime of a series (resp. parallel) system with general standby component(s) depends on the allocation strategy of standby component(s) into the system. Here, we discuss three different models of one or more standby components. In each model, we compare different series (resp. parallel) systems (which are formed through different allocation strategies of standby component(s)) with respect to the usual stochastic order and the stochastic precedence order. The results related to the cold as well as the hot standby models are obtained as particular cases of the results discussed in this article because the model considered here is a general one. Journal: Communications in Statistics - Theory and Methods Pages: 9842-9858 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1222436 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1222436 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9842-9858 Template-Type: ReDIF-Article 1.0 Author-Name: M. Naghizadeh Qomi Author-X-Name-First: M. Author-X-Name-Last: Naghizadeh Qomi Title: Bayesian shrinkage estimation based on Rayleigh type-II censored data Abstract: In this paper, we construct a Bayes shrinkage estimator for the Rayleigh scale parameter based on censored data under the squared log error loss function. Risk-unbiased estimator is derived and its risk is computed. A Bayes shrinkage estimator is obtained when a prior point guess value is available for the scale parameter. Risk-bias of the Bayes shrinkage estimator is considered. A comparison between the proposed Bayes shrinkage estimator and the risk-unbiased estimator is provided using calculation of the relative efficiency. A numerical example is presented for illustrative and comparative purposes. Journal: Communications in Statistics - Theory and Methods Pages: 9859-9868 Issue: 19 Volume: 46 Year: 2017 Month: 10 X-DOI: 10.1080/03610926.2016.1222440 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1222440 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9859-9868 Template-Type: ReDIF-Article 1.0 Author-Name: Fela Özbey Author-X-Name-First: Fela Author-X-Name-Last: Özbey Author-Name: Selahattin Kaçiranlar Author-X-Name-First: Selahattin Author-X-Name-Last: Kaçiranlar Title: Evaluation of the Predictive Performance of the Liu Estimator Abstract: Multiple linear regression models are frequently used in predicting (forecasting) unknown values of the response variable y. In this case, a regression model ability to produce an adequate prediction equation is of prime importance. This paper discusses the predictive performance of the Liu estimator compared to ordinary least squares, as well as to two other popular biased estimators, principal components and Ridge regression estimators. The theoretical results are illustrated by a numerical example, and a region is established where the Liu estimator is uniformly superior to the other three estimators. Journal: Communications in Statistics - Theory and Methods Pages: 1981-1993 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2012.756914 File-URL: http://hdl.handle.net/10.1080/03610926.2012.756914 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:1981-1993 Template-Type: ReDIF-Article 1.0 Author-Name: Michael Vander Wielen Author-X-Name-First: Michael Author-X-Name-Last: Vander Wielen Author-Name: Ryan Vander Wielen Author-X-Name-First: Ryan Author-X-Name-Last: Vander Wielen Title: The General Segmented Distribution Abstract: We develop a distribution supported on a bounded interval with a probability density function that is constructed from any finite number of linear segments. With an increasing number of segments, the distribution can approach any continuous density function of arbitrary form. The flexibility of the distribution makes it a useful tool for various modeling purposes. We further demonstrate that it is capable of fitting data with considerable precision—outperforming distributions recommended by previous studies. We suggest that this distribution is particularly effective in fitting data with sufficient observations that are skewed and multimodal. Journal: Communications in Statistics - Theory and Methods Pages: 1994-2009 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2012.758743 File-URL: http://hdl.handle.net/10.1080/03610926.2012.758743 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:1994-2009 Template-Type: ReDIF-Article 1.0 Author-Name: N. Balakrishnan Author-X-Name-First: N. Author-X-Name-Last: Balakrishnan Author-Name: Abedin Haidari Author-X-Name-First: Abedin Author-X-Name-Last: Haidari Author-Name: Ghobad Barmalzan Author-X-Name-First: Ghobad Author-X-Name-Last: Barmalzan Title: Improved Ordering Results for Fail-Safe Systems with Exponential Components Abstract: Let X2: n and Y2: m be the second order statistics from n independent exponential variables with hazards λ1, …, λn, and an independent exponential sample of size m with hazard change to λ, respectively. When m ⩾ n, we obtain necessary and sufficient conditions for comparing X2: n and Y2: m in mean residual life, dispersive, hazard rate, and likelihood ratio orderings based on some inequalities between λi’s and λ. The established results show how one can compare an (n − 1)-out-of-n system consisting of heterogeneous components with exponential lifetimes with any (m − 1)-out-of-m system consisting of homogeneous components with exponential lifetimes. Journal: Communications in Statistics - Theory and Methods Pages: 2010-2023 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2012.755204 File-URL: http://hdl.handle.net/10.1080/03610926.2012.755204 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2010-2023 Template-Type: ReDIF-Article 1.0 Author-Name: Jian Chen Author-X-Name-First: Jian Author-X-Name-Last: Chen Author-Name: John J. Hanfelt Author-X-Name-First: John J. Author-X-Name-Last: Hanfelt Author-Name: Yijian Huang Author-X-Name-First: Yijian Author-X-Name-Last: Huang Title: A Simple Corrected Score for Logistic Regression with Errors-in-Covariates Abstract: We develop a simple corrected score for logistic regression with errors-in-covariates. The new method is an extension of the consistent functional methods proposed by Huang and Wang (2001) and is closely related to the corrected score method by Nakamura (1990) and Stefanski (1989). The new method requires that the measurement error distribution is known, but does not require normality. The new method yields a consistent and asymptotically normal estimator under regularity conditions. We examine the finite-sample performance of the new estimator through simulation studies. Finally, we illustrate the new method by applying it to an AIDS study. Journal: Communications in Statistics - Theory and Methods Pages: 2024-2036 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.773350 File-URL: http://hdl.handle.net/10.1080/03610926.2013.773350 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2024-2036 Template-Type: ReDIF-Article 1.0 Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Author-Name: Edwin Ortega Author-X-Name-First: Edwin Author-X-Name-Last: Ortega Author-Name: Artur Lemonte Author-X-Name-First: Artur Author-X-Name-Last: Lemonte Title: The Poisson Generalized Linear Failure Rate Model Abstract: We formulate a new cure rate survival model by assuming that the number of competing causes of the event of interest has the Poisson distribution, and the time to this event has the generalized linear failure rate distribution. A new distribution to analyze lifetime data is defined from the proposed cure rate model, and its quantile function as well as a general expansion for the moments is derived. We estimate the parameters of the model with cure rate in the presence of covariates for censored observations using maximum likelihood and derive the observed information matrix. We obtain the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and present some ways to perform global influence analysis. The usefulness of the proposed cure rate survival model is illustrated in an application to real data. Journal: Communications in Statistics - Theory and Methods Pages: 2037-2058 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.771749 File-URL: http://hdl.handle.net/10.1080/03610926.2013.771749 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2037-2058 Template-Type: ReDIF-Article 1.0 Author-Name: Hamdi Raïssi Author-X-Name-First: Hamdi Author-X-Name-Last: Raïssi Title: Autoregressive Order Identification for VAR Models with Non Constant Variance Abstract: The identification of the lag length for vector autoregressive (VAR) models by mean of Akaike information criterion (AIC${\textit{AIC}}$), partial autoregressive, and correlation matrices (PAM and PCM hereafter) is studied in the framework of processes with time-varying variance. It is highlighted that the use of the standard tools is not justified in such a case. As a consequence considering the adequate expression of the likelihood of the model and the adaptive estimator of the autoregressive parameters, we propose new identifying tools. More precisely we approximate the correct AIC${\textit{AIC}}$ for VAR models with time-varying variance using an adaptive AIC${\textit{AIC}}$. It is found that the adaptive AIC${\textit{AIC}}$ is robust to the presence of unconditional heteroscedasticity. Corrected confidence bounds are proposed for the usual PAM and PCM obtained from the ordinary least squares (OLS) estimation. We also use the unconditional variance structure of the innovations to develop adaptive PAM and PCM. Noting that the adaptive estimator is more accurate than the usual OLS estimator, it is underlined that the adaptive PAM and PCM have a greater ability than the OLS PAM and PCM for detecting unnecessary large lag length for VAR models. Monte Carlo experiments show that the adaptive AIC${\textit{AIC}}$ selects satisfactorily the correct autoregressive order of VAR processes. An illustrative application using US international finance data is presented. Journal: Communications in Statistics - Theory and Methods Pages: 2059-2078 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.773763 File-URL: http://hdl.handle.net/10.1080/03610926.2013.773763 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2059-2078 Template-Type: ReDIF-Article 1.0 Author-Name: V. Nekoukhou Author-X-Name-First: V. Author-X-Name-Last: Nekoukhou Author-Name: M. H. Alamatsaz Author-X-Name-First: M. H. Author-X-Name-Last: Alamatsaz Author-Name: H. Bidram Author-X-Name-First: H. Author-X-Name-Last: Bidram Author-Name: A. H. Aghajani Author-X-Name-First: A. H. Author-X-Name-Last: Aghajani Title: Discrete Beta-Exponential Distribution Abstract: There are not many known distributions for modeling discrete data. In this paper, we shall introduce a discrete analogue of the beta-exponential distribution of Nadarajah and Kotz (2006), which is more plausible in modeling discrete data and exhibits both increasing and decreasing hazard rates. The discrete beta-exponential distribution can be viewed as a generalization of the discrete generalized exponential distribution introduced by Nekoukhou et al. (2012) and, thus, as an another generalization of the geometric distribution. We shall first study some basic distributional and moment properties of the new distribution. Then, certain structural properties of the distribution such as its unimodality, hazard rate behavior, and Rényi entropy are discussed. Using the maximum likelihood method, estimation of the model parameters is also investigated. Finally, the model is examined with a real data set and compared with its rival model, that is, the discrete generalized exponential distribution. Journal: Communications in Statistics - Theory and Methods Pages: 2079-2091 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.773348 File-URL: http://hdl.handle.net/10.1080/03610926.2013.773348 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2079-2091 Template-Type: ReDIF-Article 1.0 Author-Name: Arpan Bhowmik Author-X-Name-First: Arpan Author-X-Name-Last: Bhowmik Author-Name: Seema Jaggi Author-X-Name-First: Seema Author-X-Name-Last: Jaggi Author-Name: Cini Varghese Author-X-Name-First: Cini Author-X-Name-Last: Varghese Author-Name: Eldho Varghese Author-X-Name-First: Eldho Author-X-Name-Last: Varghese Title: Optimal Block Designs With Interference Effects From Neighboring Units Under a Non Additive Model Abstract: Here, the optimality of block design with interference effect from neighboring unit under a general non additive model is investigated, which allows for the presence of interactions among the treatments applied in the adjacent plots. A non additive model with interference × direct effects of treatments is considered as these effects contribute significantly to the response. A class of complete block designs balanced for interference effects from left neighboring unit is shown to be universally optimal for the estimation of direct and interference effects of treatments and two such series of designs have been constructed. Furthermore, considering direct treatment × block non additivity with interference effects, the optimality is studied and the optimal designs are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 2092-2103 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.766340 File-URL: http://hdl.handle.net/10.1080/03610926.2013.766340 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2092-2103 Template-Type: ReDIF-Article 1.0 Author-Name: Elias Masry Author-X-Name-First: Elias Author-X-Name-Last: Masry Title: On Linear Operations on Stationary and Non Stationary Random Processes Abstract: This brief article considers an arbitrary linear operation on stationary and non stationary second-order random processes and provides conditions for the output process to be of second order. Both mean-square integrals and sample-path integrals are considered. Journal: Communications in Statistics - Theory and Methods Pages: 2104-2106 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.771751 File-URL: http://hdl.handle.net/10.1080/03610926.2013.771751 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2104-2106 Template-Type: ReDIF-Article 1.0 Author-Name: Lai Wei Author-X-Name-First: Lai Author-X-Name-Last: Wei Author-Name: Dongliang Wang Author-X-Name-First: Dongliang Author-X-Name-Last: Wang Author-Name: Alan D. Hutson Author-X-Name-First: Alan D. Author-X-Name-Last: Hutson Title: An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage Abstract: In this article, we investigate the limitations of traditional quantile function estimators and introduce a new class of quantile function estimators, namely, the semi-parametric tail-extrapolated quantile estimators, which has excellent performance for estimating the extreme tails with finite sample sizes. The smoothed bootstrap and direct density estimation via the characteristic function methods are developed for the estimation of confidence intervals. Through a comprehensive simulation study to compare the confidence interval estimations of various quantile estimators, we discuss the preferred quantile estimator in conjunction with the confidence interval estimation method to use under different circumstances. Data examples are given to illustrate the superiority of the semi-parametric tail-extrapolated quantile estimators. The new class of quantile estimators is obtained by slight modification of traditional quantile estimators, and therefore, should be specifically appealing to researchers in estimating the extreme tails. Journal: Communications in Statistics - Theory and Methods Pages: 2107-2135 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.775304 File-URL: http://hdl.handle.net/10.1080/03610926.2013.775304 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2107-2135 Template-Type: ReDIF-Article 1.0 Author-Name: Indranil Ghosh Author-X-Name-First: Indranil Author-X-Name-Last: Ghosh Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: Inference for a Hidden Truncated (Both-Sided) Bivariate Pareto (II) Distribution Abstract: The Pareto distribution is a simple model for non negative data with a power law probability tail. Income and wealth data are typically modeled using some variant of the classical Pareto distribution. In practice, it is frequently likely that the observed data have been truncated with respect to some unobserved covariable. In this paper, a hidden truncation formulation of this scenario is proposed and analyzed. A bivariate Pareto (II) distribution is assumed for the variable of interest and the unobserved covariable. Distributional properties of the resulting model are investigated. A variety of parameter estimation strategies (under the classical set up) are investigated. Journal: Communications in Statistics - Theory and Methods Pages: 2136-2150 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.773349 File-URL: http://hdl.handle.net/10.1080/03610926.2013.773349 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2136-2150 Template-Type: ReDIF-Article 1.0 Author-Name: Kiheiji Nishida Author-X-Name-First: Kiheiji Author-X-Name-Last: Nishida Author-Name: Yuichiro Kanazawa Author-X-Name-First: Yuichiro Author-X-Name-Last: Kanazawa Title: On Variance-Stabilizing Multivariate Non Parametric Regression Estimation Abstract: The mean squared error (MSE)-minimizing local variable bandwidth for the univariate local linear estimator (the LL) is well-known. This bandwidth does not stabilize variance over the domain. Moreover, in regions where a regression function has zero curvature, the LL estimator is discontinuous. In this paper, we propose a variance-stabilizing (VS) local variable diagonal bandwidth matrix for the multivariate LL estimator. Theoretically, the VS bandwidth can outperform the multivariate extension of the MSE-minimizing local variable scalar bandwidth in terms of asymptotic mean integrated squared error and can avoid discontinuity created by the MSE-minimizing bandwidth. We present an algorithm for estimating the VS bandwidth and simulation studies. Journal: Communications in Statistics - Theory and Methods Pages: 2151-2175 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.775298 File-URL: http://hdl.handle.net/10.1080/03610926.2013.775298 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2151-2175 Template-Type: ReDIF-Article 1.0 Author-Name: H. E.T. Holgersson Author-X-Name-First: H. E.T. Author-X-Name-Last: Holgersson Title: A Note on a Commonly Used Ridge Regression Monte Carlo Design Abstract: Ridge estimators are usually examined through Monte Carlo simulations since their properties are difficult to obtain analytically. In this paper we argue that a simulation design commonly used in the literature will give biased results of Monte Carlo simulations in favor of ridge regression over ordinary least square estimators. Specifically, it is argued that the properties of ridge estimators that are functions of p distinct regressor eigenvalues should not be evaluated through Monte Carlo designs using only two distinct eigenvalues. Journal: Communications in Statistics - Theory and Methods Pages: 2176-2179 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2013.775299 File-URL: http://hdl.handle.net/10.1080/03610926.2013.775299 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2176-2179 Template-Type: ReDIF-Article 1.0 Author-Name: Jinlong Huang Author-X-Name-First: Jinlong Author-X-Name-Last: Huang Author-Name: Chunjuan Qiu Author-X-Name-First: Chunjuan Author-X-Name-Last: Qiu Author-Name: Xianyi Wu Author-X-Name-First: Xianyi Author-X-Name-Last: Wu Title: Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models Abstract: In this paper, a stochastic individual data model is considered. It accommodates occurrence times, reporting, and settlement delays and severity of every individual claims. This formulation gives rise to a model for the corresponding aggregate data under which classical chain ladder and Bornhuetter–Ferguson algorithms apply. A claims reserving algorithm is developed under this individual data model and comparisons of its performance with chain ladder and Bornhuetter–Ferguson algorithms are made to reveal the effects of using individual data to instead aggregate data. The research findings indicate a remarkable promotion in accuracy of loss reserving, especially when the claims amounts are not too heavy-tailed. Journal: Communications in Statistics - Theory and Methods Pages: 2180-2206 Issue: 10 Volume: 44 Year: 2015 Month: 5 X-DOI: 10.1080/03610926.2014.976473 File-URL: http://hdl.handle.net/10.1080/03610926.2014.976473 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2180-2206 Template-Type: ReDIF-Article 1.0 Author-Name: Sangun Park Author-X-Name-First: Sangun Author-X-Name-Last: Park Author-Name: Jiwhan Park Author-X-Name-First: Jiwhan Author-X-Name-Last: Park Title: A general class of flexible Weibull distributions Abstract: We consider a linear combination of two logarithms of cumulative hazard functions and propose a general class of flexible Weibull distribution functions which includes some well-known modified Weibull distributions (MWDs). We suggest a very flexible Weibull distribution, which belongs to the class, and show that its hazard function is monotone, bathtub-shaped, modified bathtub-shaped, or even upside-down bathtub-shaped. We also discuss the methods of least square estimation and maximum likelihood estimation of the unknown parameters. We take two illustrated examples to compare the suggested distribution with some current MWDs, and show that the suggested distribution shows good performances. Journal: Communications in Statistics - Theory and Methods Pages: 767-778 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2015.1118509 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1118509 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:767-778 Template-Type: ReDIF-Article 1.0 Author-Name: Al-ameen Sama-ae Author-X-Name-First: Al-ameen Author-X-Name-Last: Sama-ae Author-Name: Nattakarn Chaidee Author-X-Name-First: Nattakarn Author-X-Name-Last: Chaidee Author-Name: Kritsana Neammanee Author-X-Name-First: Kritsana Author-X-Name-Last: Neammanee Title: Half-normal approximation for statistics of symmetric simple random walk Abstract: In 2013, Döbler used Stein’s method to obtain the uniform bounds in half-normal approximation for three statistics of a symmetric simple random walk; the maximum value, the number of returns to the origin and the number of sign changes up to a given time n. In this paper, we give the non-uniform bounds for these statistics by using Stein’s method and the concentration inequality approach. Journal: Communications in Statistics - Theory and Methods Pages: 779-792 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2016.1139129 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1139129 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:779-792 Template-Type: ReDIF-Article 1.0 Author-Name: Yalian Li Author-X-Name-First: Yalian Author-X-Name-Last: Li Title: Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model Abstract: In this paper, we introduce two new classes of estimators called the stochastic restricted almost unbiased ridge-type principal component estimator (SRAURPCE) and the stochastic restricted almost unbiased Liu-type principal component estimator (SRAURPCE) to overcome the well-known multicollinearity problem in linear regression model. For the two cases when the restrictions are true and not true, necessary and sufficient conditions for the superiority of the proposed estimators are derived and compared, respectively. Furthermore, a Monte Carlo simulation study and a numerical example are given to illustrate the performance of the proposed estimators. Journal: Communications in Statistics - Theory and Methods Pages: 793-804 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2015.1137598 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1137598 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:793-804 Template-Type: ReDIF-Article 1.0 Author-Name: Kalyan Joshi Author-X-Name-First: Kalyan Author-X-Name-Last: Joshi Author-Name: M. B. Rajarshi Author-X-Name-First: M. B. Author-X-Name-Last: Rajarshi Title: Modified probability proportional to size sampling Abstract: Probability proportional to size (PPS) sampling is one of the most widely used designs for finite populations. We propose modifications to PPS designs with replacement and Rao–Hartley–Cochran design without replacement. These modifications consist of division of the population into two groups. Units in the first group are included in the sample with probability one. Under certain conditions, in both with and without replacement designs, the estimator of the population total based on the modified PPS sampling design is shown to be better than the corresponding estimator based on a PPS design. We illustrate our modification by an example and an application. Journal: Communications in Statistics - Theory and Methods Pages: 805-815 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2016.1139131 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1139131 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:805-815 Template-Type: ReDIF-Article 1.0 Author-Name: Tabti Hadjila Author-X-Name-First: Tabti Author-X-Name-Last: Hadjila Author-Name: Ait Saidi Ahmed Author-X-Name-First: Ait Saidi Author-X-Name-Last: Ahmed Title: Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure Abstract: We consider the estimation of the conditional hazard function of a scalar response variable Y given a Hilbertian random variable X when the observations are linked via a single-index structure in the quasi-associated framework. We establish the pointwise almost complete convergence and the uniform almost complete convergence (with the rate) of the estimate of this model. A simulation is given to illustrate the good behavior in the practice of our methodology. Journal: Communications in Statistics - Theory and Methods Pages: 816-838 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2016.1213294 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1213294 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:816-838 Template-Type: ReDIF-Article 1.0 Author-Name: G. N. Singh Author-X-Name-First: G. N. Author-X-Name-Last: Singh Author-Name: A. K. Sharma Author-X-Name-First: A. K. Author-X-Name-Last: Sharma Author-Name: A. K. Singh Author-X-Name-First: A. K. Author-X-Name-Last: Singh Title: Estimation of population mean on the most recent occasion under non response in h-occasion successive sampling using several auxiliary variables Abstract: In this article, general estimation procedures of population mean on the most recent occasion in the presence of non response on all occasions have been deduced in h-occasion successive sampling. In the estimation procedures, regression type estimators have been suggested with the aid of stable and mutually independent several auxiliary variables which are readily available only on the most recent occasion. To check the efficiency of the proposed estimators, they have been compared with similar estimator in absence of non response. Properties of the suggested estimation procedures have been studied and their empirical studies are carried out to validate the theoretical results. Suitable recommendations have been made. Journal: Communications in Statistics - Theory and Methods Pages: 839-861 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2016.1236957 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1236957 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:839-861 Template-Type: ReDIF-Article 1.0 Author-Name: Yanchun Xing Author-X-Name-First: Yanchun Author-X-Name-Last: Xing Author-Name: Lili Xu Author-X-Name-First: Lili Author-X-Name-Last: Xu Author-Name: Wenqing Ma Author-X-Name-First: Wenqing Author-X-Name-Last: Ma Author-Name: Zhichuan Zhu Author-X-Name-First: Zhichuan Author-X-Name-Last: Zhu Title: Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions Abstract: In the longitudinal studies, the mixture generalized estimation equation (mix-GEE) was proposed to improve the efficiency of the fixed-effects estimator for addressing the working correlation structure misspecification. When the subject-specific effect is one of interests, mixed-effects models were widely used to analyze longitudinal data. However, most of the existing approaches assume a normal distribution for the random effects, and this could affect the efficiency of the fixed-effects estimator. In this article, a conditional mixture generalized estimating equation (cmix-GEE) approach based on the advantage of mix-GEE and conditional quadratic inference function (CQIF) method is developed. The advantage of our new approach is that it does not require the normality assumption for random effects and can accommodate the serial correlation between observations within the same cluster. The feature of our proposed approach is that the estimators of the regression parameters are more efficient than CQIF even if the working correlation structure is not correctly specified. In addition, according to the estimates of some mixture proportions, the true working correlation matrix can be identified. We establish the asymptotic results for the fixed-effects parameter estimators. Simulation studies were conducted to evaluate our proposed method. Journal: Communications in Statistics - Theory and Methods Pages: 862-876 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2016.1267763 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267763 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:862-876 Template-Type: ReDIF-Article 1.0 Author-Name: Kaiyuan Wu Author-X-Name-First: Kaiyuan Author-X-Name-Last: Wu Author-Name: Wei Hou Author-X-Name-First: Wei Author-X-Name-Last: Hou Author-Name: Hongbo Yang Author-X-Name-First: Hongbo Author-X-Name-Last: Yang Title: Density estimation via the random forest method Abstract: The problem of density estimation arises naturally in many contexts. In this paper, we consider the approach using a piecewise constant function to approximate the underlying density. We present a new density estimation method via the random forest method based on the Bayesian Sequential Partition (BSP) (Lu, Jiang, and Wong 2013). Extensive simulations are carried out with comparison to the kernel density estimation method, BSP method, and four local kernel density estimation methods. The experiment results show that the new method is capable of providing accurate and reliable density estimation, even at the boundary, especially for i.i.d. data. In addition, the likelihood of the out-of-bag density estimation, which is a byproduct of the training process, is an effective hyperparameter selection criterion. Journal: Communications in Statistics - Theory and Methods Pages: 877-889 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2017.1285929 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285929 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:877-889 Template-Type: ReDIF-Article 1.0 Author-Name: Mohamed Ahkim Author-X-Name-First: Mohamed Author-X-Name-Last: Ahkim Author-Name: Anneleen Verhasselt Author-X-Name-First: Anneleen Author-X-Name-Last: Verhasselt Title: Testing for constancy in varying coefficient models Abstract: We consider varying coefficient models, which are an extension of the classical linear regression models in the sense that the regression coefficients are replaced by functions in certain variables (for example, time), the covariates are also allowed to depend on other variables. Varying coefficient models are popular in longitudinal data and panel data studies, and have been applied in fields such as finance and health sciences. We consider longitudinal data and estimate the coefficient functions by the flexible B-spline technique. An important question in a varying coefficient model is whether an estimated coefficient function is statistically different from a constant (or zero). We develop testing procedures based on the estimated B-spline coefficients by making use of nice properties of a B-spline basis. Our method allows longitudinal data where repeated measurements for an individual can be correlated. We obtain the asymptotic null distribution of the test statistic. The power of the proposed testing procedures are illustrated on simulated data where we highlight the importance of including the correlation structure of the response variable and on real data. Journal: Communications in Statistics - Theory and Methods Pages: 890-911 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2017.1300271 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1300271 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:890-911 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Abhishek C. Mishra Author-X-Name-First: Abhishek C. Author-X-Name-Last: Mishra Author-Name: Surya K. Pal Author-X-Name-First: Surya K. Author-X-Name-Last: Pal Title: Improved estimator of population total in PPS sampling Abstract: In this paper, we have considered an estimation of the population total Y of the study variable y, making use of information on an auxiliary variable x. A class of estimators for the population total Y using transformation on both the variables study as well as auxiliary has been suggested based on the probability proportional to size with replacement (PPSWR). In addition to many the usual PPS estimator, Reddy and Rao's (1977) estimator and Srivenkataramana and Tracy's (1979, 1984, 1986) estimators are shown to be members of the proposed class of estimators. The variance of the proposed class of estimators has been obtained. In particular, the properties of 75 estimators based on different known population parameters of the study as well as auxiliary variables have been derived from the proposed class of estimators. In support of the present study, numerical illustrations are given. Journal: Communications in Statistics - Theory and Methods Pages: 912-934 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2017.1313987 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1313987 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:912-934 Template-Type: ReDIF-Article 1.0 Author-Name: K. Krishnamoorthy Author-X-Name-First: K. Author-X-Name-Last: Krishnamoorthy Author-Name: Yanping Xia Author-X-Name-First: Yanping Author-X-Name-Last: Xia Title: Confidence intervals for a two-parameter exponential distribution: One- and two-sample problems Abstract: The problems of interval estimating the mean, quantiles, and survival probability in a two-parameter exponential distribution are addressed. Distribution function of a pivotal quantity whose percentiles can be used to construct confidence limits for the mean and quantiles is derived. A simple approximate method of finding confidence intervals for the difference between two means and for the difference between two location parameters is also proposed. Monte Carlo evaluation studies indicate that the approximate confidence intervals are accurate even for small samples. The methods are illustrated using two examples. Journal: Communications in Statistics - Theory and Methods Pages: 935-952 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2017.1313983 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1313983 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:935-952 Template-Type: ReDIF-Article 1.0 Author-Name: Xenos Chang-Shuo Lin Author-X-Name-First: Xenos Chang-Shuo Author-X-Name-Last: Lin Author-Name: Daniel Wei-Chung Miao Author-X-Name-First: Daniel Wei-Chung Author-X-Name-Last: Miao Author-Name: Wan-Ling Chao Author-X-Name-First: Wan-Ling Author-X-Name-Last: Chao Title: Analysis of a jump-diffusion option pricing model with serially correlated jump sizes Abstract: This paper extends the classical jump-diffusion option pricing model to incorporate serially correlated jump sizes which have been documented in recent empirical studies. We model the series of jump sizes by an autoregressive process and provide an analysis on the underlying stock return process. Based on this analysis, the European option price and the hedging parameters under the extended model are derived analytically. Through numerical examples, we investigate how the autocorrelation of jump sizes influences stock returns, option prices and hedging parameters, and demonstrate its effects on hedging portfolios and implied volatility smiles. A calibration example based on real market data is provided to show the advantage of incorporating the autocorrelation of jump sizes. Journal: Communications in Statistics - Theory and Methods Pages: 953-979 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2017.1315731 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1315731 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:953-979 Template-Type: ReDIF-Article 1.0 Author-Name: Ramesh C. Gupta Author-X-Name-First: Ramesh C. Author-X-Name-Last: Gupta Author-Name: Muhammad Waleed Author-X-Name-First: Muhammad Author-X-Name-Last: Waleed Title: Analysis of survival data by a Weibull–Bessel distribution Abstract: In survival analysis and reliability studies, problems with random sample size arise quite frequently. More specifically, in cancer studies, the number of clonogens is unknown and the time to relapse of the cancer is defined by the minimum of the incubation times of the various clonogenic cells. In this article, we have proposed a new model where the distribution of the incubation time is taken as Weibull and the distribution of the random sample size as Bessel, giving rise to a Weibull–Bessel distribution. The maximum likelihood estimation of the model parameters is studied and a score test is developed to compare it with its special submodel, namely, exponential–Bessel distribution. To illustrate the model, two real datasets are examined, and it is shown that the proposed model, presented here, fits better than several other existing models in the literature. Extensive simulation studies are also carried out to examine the performance of the estimates. Journal: Communications in Statistics - Theory and Methods Pages: 980-995 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2017.1316402 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316402 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:980-995 Template-Type: ReDIF-Article 1.0 Author-Name: N. Sreelakshmi Author-X-Name-First: N. Author-X-Name-Last: Sreelakshmi Title: An introduction to copula-based bivariate reliability Concepts Abstract: Several attempts were made in the literature to generalize the notions based on univariate quantiles to higher dimensions. As quantile-based reliability concepts are receiving much attention, it is important to address these problems in the field of Reliability theory. In this paper, bivariate reliability concepts using the dependence structure are introduced. The properties and characterizations of the bivariate reliability concepts are presented; it includes the characterization based on the relationship between bivariate hazard rate and bivariate mean residual life. The bivariate reliability concepts in reversed time are also studied. Journal: Communications in Statistics - Theory and Methods Pages: 996-1012 Issue: 4 Volume: 47 Year: 2018 Month: 2 X-DOI: 10.1080/03610926.2017.1316396 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316396 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:4:p:996-1012 Template-Type: ReDIF-Article 1.0 Author-Name: Sally McClean Author-X-Name-First: Sally Author-X-Name-Last: McClean Author-Name: Christos H. Skiadas Author-X-Name-First: Christos H. Author-X-Name-Last: Skiadas Author-Name: Guglielmo D’Amico Author-X-Name-First: Guglielmo Author-X-Name-Last: D’Amico Title: Special issue – communications in statistics – theory and methods 4th stochastic modeling techniques and data analysis international conference Journal: Communications in Statistics - Theory and Methods Pages: 1-2 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2019.1587831 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1587831 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:1-2 Template-Type: ReDIF-Article 1.0 Author-Name: Robert G. Aykroyd Author-X-Name-First: Robert G. Author-X-Name-Last: Aykroyd Title: Bayesian modeling of temperature-related mortality with latent functional relationships Abstract: It is common for the mortality rate to increase during periods of extreme temperature and for the minimum mortality rate to depend on factors such as the mean summer temperature. In this paper, local correlation is explicitly described using a generalized additive model with a spatial component which allows information from neighbouring locations to be combined. Random walk and random field models are proposed to describe temporal and spatial correlation structure. Further, joint spatial-temporal modeling is proposed by including a temperature-related mortality term. This will make use of existing data more efficiently and should reduce prediction variability. The methods are illustrated using simulated data based on real mortality and temperature data. Journal: Communications in Statistics - Theory and Methods Pages: 3-14 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1421223 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1421223 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:3-14 Template-Type: ReDIF-Article 1.0 Author-Name: Liberato Camilleri Author-X-Name-First: Liberato Author-X-Name-Last: Camilleri Author-Name: Kathleen England Author-X-Name-First: Kathleen Author-X-Name-Last: England Title: Modeling mortality rates in Malta using GEE models Abstract: Generalized estimating equation (GEE) models are extensions of generalized linear models by relaxing the assumption of independence. These models are appropriate to analyze correlated longitudinal responses that follow any distribution that is a member of the exponential family. This model is used to relate daily mortality rate of Maltese adults aged 65 years and over with a number of predictors, including apparent temperature, season, and year. The GEE model identifies a number of significant main and interaction effects on daily mortality rates and shows that mortality rate and temperature are related by a quadratic function. Journal: Communications in Statistics - Theory and Methods Pages: 15-24 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1386313 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386313 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:15-24 Template-Type: ReDIF-Article 1.0 Author-Name: Marcella Mazzoleni Author-X-Name-First: Marcella Author-X-Name-Last: Mazzoleni Title: The analysis of student paths at the University using the multivariate joint models Abstract: The joint models analyse jointly survival and longitudinal data and they are composed of two sub-models, the longitudinal and the survival sub-model. It is interesting to analyse the situation in which one or both the sub-models are multivariate. First, it is possible to extend the longitudinal sub-model considering more than one longitudinal covariate. Second, the survival sub-model can be extended considering different competing events. The application proposed analyses the undergraduates’ paths in an Italian University, analysing the influence of one or more longitudinal covariates on the events graduation and dropout (a withdrawal from the University system before the graduation). Journal: Communications in Statistics - Theory and Methods Pages: 25-39 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1390683 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390683 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:25-39 Template-Type: ReDIF-Article 1.0 Author-Name: Maria Symeonaki Author-X-Name-First: Maria Author-X-Name-Last: Symeonaki Title: Rate of convergence in fuzzy non homogeneous Markov systems Abstract: Certain aspects of convergence rate in a non-homogeneous Markov system (NHMS) using fuzzy set theory and fuzzy reasoning are presented in this paper. More specifically, a fuzzy non-homogeneous Markov system is considered where fuzzy inference systems are used to estimate the transition probabilities, the input and loss probabilities and the population structure of the system. It is proved that under some conditions easily met in practice, the rate of convergence of the sequence of the relative population structures in such a system is geometric, i.e. it converges to its limit geometrically fast. Journal: Communications in Statistics - Theory and Methods Pages: 40-49 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1395044 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395044 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:40-49 Template-Type: ReDIF-Article 1.0 Author-Name: Valeria D Amato Author-X-Name-First: Valeria Author-X-Name-Last: D Amato Author-Name: Steven Haberman Author-X-Name-First: Steven Author-X-Name-Last: Haberman Author-Name: Gabriella Piscopo Author-X-Name-First: Gabriella Author-X-Name-Last: Piscopo Title: The dependency premium based on a multifactor model for dependent mortality data Abstract: As shown in the literature, the dependence structure in mortality data cannot be ignored in projecting future trends, in particular for a group of similar populations characterized by common long-run relationships. We propose a new multifactor model for capturing common and specific features of the trend over time. We implement the model and investigate its impact on actuarial valuations, through the introduction of the concept of the dependency premium. Journal: Communications in Statistics - Theory and Methods Pages: 50-61 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1366523 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1366523 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:50-61 Template-Type: ReDIF-Article 1.0 Author-Name: Valérie Girardin Author-X-Name-First: Valérie Author-X-Name-Last: Girardin Author-Name: Justine Lequesne Author-X-Name-First: Justine Author-X-Name-Last: Lequesne Title: Entropy-based goodness-of-fit tests—a unifying framework: Application to DNA replication Abstract: This paper mainly aims at unifying as a unique goodness-of-fit procedure the tests based on Shannon entropy–called S-tests–introduced by Vasicek in 1976, and the tests based on relative entropy–or Kullback-Leibler divergence, called KL-tests–introduced by Song in 2002. While Vasicek’s procedure is widely used in the literature, Song’s has remained more confidential. Both tests are known to have good power properties and to lead to straightforward computations. However, some asymptotic properties of the S-tests have never been checked and the link between the two procedures has never been highlighted. Mathematical justification of both tests is detailed here, leading to show their equivalence for testing any parametric composite null hypothesis of maximum entropy distributions. For testing any other distribution, the KL-tests are still reliable goodness-of-fit tests, whereas the S-tests become tests of entropy level. Moreover, for simple null hypothesis, only the KL-tests can be considered. The methodology is applied to a real dataset of a DNA replication process, issued from a collaboration with biologists. The objective is to validate an experimental protocol to detect chicken cell lines for which the spatiotemporal program of DNA replication is not correctly executed. We propose a two-step approach through entropy-based tests. First, a Fisher distribution with non integer parameters is retained as reference, and then the experimental protocol is validated. Journal: Communications in Statistics - Theory and Methods Pages: 62-74 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1401084 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1401084 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:62-74 Template-Type: ReDIF-Article 1.0 Author-Name: D. V. Boreiko Author-X-Name-First: D. V. Author-X-Name-Last: Boreiko Author-Name: S. Y. Kaniovski Author-X-Name-First: S. Y. Author-X-Name-Last: Kaniovski Author-Name: Y. M. Kaniovski Author-X-Name-First: Y. M. Author-X-Name-Last: Kaniovski Author-Name: G. Ch. Pflug Author-X-Name-First: G. Ch. Author-X-Name-Last: Pflug Title: Identification of hidden Markov chains governing dependent credit-rating migrations Abstract: Three models of dependent credit-rating migrations are considered. Each of them entails a coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit-rating migration is modeled as a mixture of an idiosyncratic and a common component. The larger is the pool of debtors affected by the same common component, the stronger is the dependence among migrations. The distribution of the common component depends on macroeconomic conditions. At every time instant, the resulting allocation of debtors to credit classes and industries follows a mixture of multinomial distributions. Dealing with M non default credit classes, there are 2M theoretically possible macroeconomic outcomes. Only few of them occur with a positive probability. Restricting the macroeconomic dynamics to such outcomes simplifies estimation. A heuristics for identifying them is suggested. Using the maximum likelihood method, it was tested on a Standard and Poor's (S&P's) data set. Journal: Communications in Statistics - Theory and Methods Pages: 75-87 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1342841 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1342841 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:75-87 Template-Type: ReDIF-Article 1.0 Author-Name: Ka Ching Chan Author-X-Name-First: Ka Ching Author-X-Name-Last: Chan Author-Name: Christopher T. Lenard Author-X-Name-First: Christopher T. Author-X-Name-Last: Lenard Author-Name: Terence M. Mills Author-X-Name-First: Terence M. Author-X-Name-Last: Mills Author-Name: Ruth F. G. Williams Author-X-Name-First: Ruth F. G. Author-X-Name-Last: Williams Title: Measuring inequality in society Abstract: Governments develop policies to reduce unwarranted inequalities in society. Hence, there is a need for well-founded measures of inequality to monitor the impact of such policies. The discipline of economics has developed many such measures over the last century. Although these measures have focused on measuring inequality of incomes, they can be adapted to other economic variables. In this multidisciplinary, review paper, we present an introduction to measures of economic inequality from a mathematical perspective, and highlight their policy implications. This is an area in which mathematics and economics can contribute to justice and fairness in society. Journal: Communications in Statistics - Theory and Methods Pages: 88-99 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2018.1501486 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1501486 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:88-99 Template-Type: ReDIF-Article 1.0 Author-Name: Mark Anthony Caruana Author-X-Name-First: Mark Anthony Author-X-Name-Last: Caruana Title: Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation Abstract: Given a Lévy process observed on a finite time interval [0, R], we consider the non parametric estimation of the function H, sometimes called the jump function, associated with the Lévy–Khintchine canonical representation over an interval [c, d] where − ∞ < c < d < ∞. In particular, we shall assume a high-frequency framework and apply the method of sieves to estimate H. We also show that under certain conditions the estimator enjoys asymptotic normality and consistency. The dimension of the sieve will also be investigated. Journal: Communications in Statistics - Theory and Methods Pages: 100-111 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1401083 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1401083 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:100-111 Template-Type: ReDIF-Article 1.0 Author-Name: Konstantinos N. Zafeiris Author-X-Name-First: Konstantinos N. Author-X-Name-Last: Zafeiris Author-Name: Anastasia Kostaki Author-X-Name-First: Anastasia Author-X-Name-Last: Kostaki Title: Recent mortality trends in Greece Abstract: This work examines the mortality characteristics of the population of Greece for the years 1961–2014. The time period considered is of special interest for the modern demographic history of the country, since it is characterized by enormous developments on economic, political, and social grounds. The life tables of the male and female population of Greece were constructed, and several mortality indicators like life expectancy at chosen ages were calculated. For the purpose of analysis, a statistical technique for smoothing the age-specific death rates in order to estimate the theoretical age-specific probabilities of dying was developed. This technique consists of a combination of the nine-parameter version of Heligman–Pollard formula proposed by Kostaki and three cubic splines. The results of our calculations are indicative of the mortality transition observed in the country in the last 55 years. There is also conclusive evidence for the appearance of the first effects of the economic crisis on mortality levels. Journal: Communications in Statistics - Theory and Methods Pages: 112-126 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1353625 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1353625 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:112-126 Template-Type: ReDIF-Article 1.0 Author-Name: Panagiotis Andreopoulos Author-X-Name-First: Panagiotis Author-X-Name-Last: Andreopoulos Author-Name: G. Fragkiskos Bersimis Author-X-Name-First: G. Fragkiskos Author-X-Name-Last: Bersimis Author-Name: Alexandra Tragaki Author-X-Name-First: Alexandra Author-X-Name-Last: Tragaki Author-Name: Antonis Rovolis Author-X-Name-First: Antonis Author-X-Name-Last: Rovolis Title: Mortality modeling using probability distributions. APPLICATION in greek mortality data Abstract: A number of different probability distributions describing age-specific mortality have been proposed. The most common ones, Gompertz and Gompertz - Makeham distributions have received wide acceptance and describe fairly well mortality data over a period of 60–70 years, but generally do not give the desired results for old and/or young ages. This paper proposes a new mathematical distribution (thereafter named ANBE), that results from the combination of the above distributions with Beta distribution. Beta distribution has been chosen for its flexibility to different dataset. Tested for its goodness of fit, ANBE shows a higher predictive ability for males and females, especially at higher ages. This new probability density function could also be applied in populations other than the Greek, subject to appropriate parameter detection (e.g. Maximum Likelihood). The application relies on mortality data collected and provided by ELSTAT for year 2011. Population data were used in order to calculate age and sex-specific mortality rates based on the estimated mean population of one-year interval age-group for the year concerned. According to our findings, the B.ANBE mortality model presents satisfactory results on appropriate evaluation criteria (AIC, BIC). Journal: Communications in Statistics - Theory and Methods Pages: 127-140 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2018.1501485 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1501485 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:127-140 Template-Type: ReDIF-Article 1.0 Author-Name: Fragkiskos G. Bersimis Author-X-Name-First: Fragkiskos G. Author-X-Name-Last: Bersimis Author-Name: Demosthenes Panagiotakos Author-X-Name-First: Demosthenes Author-X-Name-Last: Panagiotakos Author-Name: Malvina Vamvakari Author-X-Name-First: Malvina Author-X-Name-Last: Vamvakari Title: The use of components’ weights improves the diagnostic accuracy of a health-related index Abstract: This work aims to evaluate whether the use of specific weights in each component of a health-related index, is associated with its diagnostic accuracy. In addition, the impact of a composite health-related index's components multitude is examined in relation to its classification ability. An un-weighted and various weighted indices were constructed using different weighting methods. The indices’ diagnostic ability was evaluated by using true positive rate, true negative rate, true rate, positive predictive value, negative predictive value and the area under the receiver operating characteristic curve. Weights used in this study were obtained from linear discriminant analysis and binary logistic regression. These indices were applied in both simulated and actual data; and a variety of scenarios was applied based on the distribution's parameters of the component variables and on the number of components used. Results indicate that weighted indices’ evaluation measures were significantly higher compared to the un-weighted one; whereas area under receiver operating characteristic curve was positively associated with the number of components of each index that were correlated with the outcome. Weighting of index's components, as well as greater number of components related to the investigated outcome should be recommended for the construction of accurate indices. Journal: Communications in Statistics - Theory and Methods Pages: 141-164 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2017.1388401 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388401 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:141-164 Template-Type: ReDIF-Article 1.0 Author-Name: Aijun Yang Author-X-Name-First: Aijun Author-X-Name-Last: Yang Author-Name: Xuejun Jiang Author-X-Name-First: Xuejun Author-X-Name-Last: Jiang Author-Name: Lianjie Shu Author-X-Name-First: Lianjie Author-X-Name-Last: Shu Author-Name: Pengfei Liu Author-X-Name-First: Pengfei Author-X-Name-Last: Liu Title: Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification Abstract: In this paper we introduce a sparse Bayesian kernel multinomial probit regression model for multi-class cancer classification. The relationship between the cancer types and gene expression measurements is explained by an unknown function which belongs to an abstract functional space like the reproducing kernel Hilbert space. We assign a sparse prior for regression parameters and perform variable selection by indexing the covariates of the model with a binary vector. The correlation prior for the binary vector assigned in this paper is able to distinguish models with the same size. The proposed method is successfully tested on one simulated data set and two publicly available real life data sets. Journal: Communications in Statistics - Theory and Methods Pages: 165-176 Issue: 1 Volume: 48 Year: 2019 Month: 1 X-DOI: 10.1080/03610926.2018.1463385 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1463385 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:1:p:165-176 Template-Type: ReDIF-Article 1.0 Author-Name: Siming Li Author-X-Name-First: Siming Author-X-Name-Last: Li Author-Name: Yao Sheng Author-X-Name-First: Yao Author-X-Name-Last: Sheng Author-Name: Yong Li Author-X-Name-First: Yong Author-X-Name-Last: Li Title: The quasi-stochastically constrained least squares method for ill linear regression Abstract: This article concerns the stochastically constrained linear model under a biased assumption. We propose a quasi-stochastically constrained least squares estimator. Furthermore, we provide the expectation of this estimator, demonstrate its consistency and asymptotic normality. In the end of the article, the simulation study of the new estimator shows that it is superior to the least squares estimator, ridge estimator, and the linear constrained estimators under certain conditions by comparing the mean squared errors of these estimators. Journal: Communications in Statistics - Theory and Methods Pages: 217-225 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.828076 File-URL: http://hdl.handle.net/10.1080/03610926.2013.828076 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:217-225 Template-Type: ReDIF-Article 1.0 Author-Name: Mahdi Tavangar Author-X-Name-First: Mahdi Author-X-Name-Last: Tavangar Title: Some representation theorems in terms of mean residual lifetime and mean inactivity time of coherent systems Abstract: In this paper, we consider a k-out-of-n system consisting of n identical components with independent lifetimes. We show that when the underlying distribution function F(t) is absolutely continuous, then it can be univocally determined by some particular mean residual lives or mean inactivity times of the system. It is then shown that these results may be extended to coherent (or mixed) systems. Journal: Communications in Statistics - Theory and Methods Pages: 226-235 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830745 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830745 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:226-235 Template-Type: ReDIF-Article 1.0 Author-Name: Silvia Golia Author-X-Name-First: Silvia Author-X-Name-Last: Golia Title: A proposal for categorizing the severity of non uniform differential item functioning: The polytomous case Abstract: Differential item functioning (DIF) is present when something about the characteristics of a test taker interferes with the relationship between ability and item response. Non uniform DIF (NUDIF) exists when there is interaction between ability level and group membership. The aim of this study is to propose guidelines to evaluate the severity of NUDIF, taking into account the family of Rasch models. The severity of NUDIF is evaluated trying to quantify the overall biasing impact of the presence in the test of NUDIF items, on the estimated measure of the latent trait of interest. Journal: Communications in Statistics - Theory and Methods Pages: 236-251 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830746 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830746 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:236-251 Template-Type: ReDIF-Article 1.0 Author-Name: Santanu Dutta Author-X-Name-First: Santanu Author-X-Name-Last: Dutta Author-Name: Koushik Saha Author-X-Name-First: Koushik Author-X-Name-Last: Saha Title: Consistency of multivariate density estimators using random bandwidths Abstract: Asymptotic properties of a kernel density estimator using a random bandwidth are difficult to establish. Under some assumptions we prove the L1 consistency of a class of multivariate kernel density estimators using different bandwidth vector selectors. The expected L1 distance between such an estimator and the density is also shown to converge to zero. Our results hold even when the marginal densities are heavy-tailed. As a special case, we propose a simple estimator that depends on only one parameter, irrespective of the dimension. Its L1 distance from the density goes to zero, exponentially. Simulations suggest that this estimator performs well in terms of the integrated squared error as well. Journal: Communications in Statistics - Theory and Methods Pages: 252-266 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830747 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830747 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:252-266 Template-Type: ReDIF-Article 1.0 Author-Name: Nitu Mehta (Ranka) Author-X-Name-First: Nitu Author-X-Name-Last: Mehta (Ranka) Author-Name: V. L. Mandowara Author-X-Name-First: V. L. Author-X-Name-Last: Mandowara Title: A modified ratio-cum-product estimator of finite population mean using ranked set sampling Abstract: This paper proposed a modified ratio-cum-product estimator of finite population mean using information on coefficient of variation and coefficient of kurtosis of auxiliary variable in ranked set sampling. It has been shown that this method is highly beneficial to the estimation based on simple random sampling (SRS). The bias and mean squared error of the proposed estimators with large sample approximation are derived. Theoretically, it is shown that the suggested estimators are more efficient than the estimators in SRS. In addition, we support this theoretical result with the numerical illustration. Journal: Communications in Statistics - Theory and Methods Pages: 267-276 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830748 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830748 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:267-276 Template-Type: ReDIF-Article 1.0 Author-Name: Qiongxia Song Author-X-Name-First: Qiongxia Author-X-Name-Last: Song Title: Non parametric derivative estimation with confidence bands Abstract: We propose a spline-based derivative estimation. Derivative estimation plays an important role in the exploration of structures in curves. Consistency property of the estimator is obtained under some mild assumptions. We construct simultaneous confidence bands for the derivatives, therefore statistical inference for the relative change of curves can be derived. Finite-sample experiments confirm the asymptotic results. We illustrate the methods with applications to a fossil dataset and a US climate dataset. Journal: Communications in Statistics - Theory and Methods Pages: 277-290 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830749 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830749 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:277-290 Template-Type: ReDIF-Article 1.0 Author-Name: Dawei Lu Author-X-Name-First: Dawei Author-X-Name-Last: Lu Author-Name: Lixin Song Author-X-Name-First: Lixin Author-X-Name-Last: Song Author-Name: Xiaohu Wang Author-X-Name-First: Xiaohu Author-X-Name-Last: Wang Title: Precise large deviation for the difference of two sums of random variables Abstract: Assume that there are two types of insurance contracts in an insurance company. The ith related claims are denoted by {Xij, j ⩾ 1}, i = 1, 2. In this paper, we investigate large deviations for the difference ∑n1(t)j = 1X1j − ∑n2(t)j = 1X2j and random difference ∑N1(t)j = 1X1j − ∑N2(t)j = 1X2j, where ni(t) are positive integer functions as t → ∞, ni(t) → ∞, i = 1, 2. Ni(t), i = 1, 2 are counting processes for the claim number. Journal: Communications in Statistics - Theory and Methods Pages: 291-306 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.804568 File-URL: http://hdl.handle.net/10.1080/03610926.2013.804568 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:291-306 Template-Type: ReDIF-Article 1.0 Author-Name: Anoop Chaturvedi Author-X-Name-First: Anoop Author-X-Name-Last: Chaturvedi Author-Name: Arvind Shrivastava Author-X-Name-First: Arvind Author-X-Name-Last: Shrivastava Title: Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision Abstract: The present paper considers the Bayesian analysis of a linear regression model involving structural change, which may occur either due to shift in disturbances precision or due to shift in regression parameters. The posterior density for the regression parameter has been derived and posterior odds ratio for testing the hypothesis that structural change is due to shift in disturbances precision against the alternative that the change is due to shift in regression parameters has been obtained. The findings of a numerical simulation have been presented. The proposed model has been applied to RBI data set on corporate sector. Journal: Communications in Statistics - Theory and Methods Pages: 307-320 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.806666 File-URL: http://hdl.handle.net/10.1080/03610926.2013.806666 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:307-320 Template-Type: ReDIF-Article 1.0 Author-Name: Lionel Cucala Author-X-Name-First: Lionel Author-X-Name-Last: Cucala Title: A Mann–Whitney scan statistic for continuous data Abstract: A new method is proposed for identifying clusters in continuous data indexed by time or by space. The scan statistic we introduce is derived from the well-known Mann–Whitney statistic. It is completely non parametric as it relies only on the ranks of the marks. This scan test seems to be very powerful against any clustering alternative. These results have applications in various fields, such as the study of climate data or socioeconomic data. Journal: Communications in Statistics - Theory and Methods Pages: 321-329 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.806667 File-URL: http://hdl.handle.net/10.1080/03610926.2013.806667 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:321-329 Template-Type: ReDIF-Article 1.0 Author-Name: Hui Jiang Author-X-Name-First: Hui Author-X-Name-Last: Jiang Author-Name: Qingshan Yang Author-X-Name-First: Qingshan Author-X-Name-Last: Yang Title: Moderate deviations for the moment estimators in Rayleigh distribution with two parameters Abstract: We study the moderate deviations of the moment estimators in Rayleigh distribution with two parameters. The moderate deviations are obtained by the delta method in large deviation principle. Journal: Communications in Statistics - Theory and Methods Pages: 330-339 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.809112 File-URL: http://hdl.handle.net/10.1080/03610926.2013.809112 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:330-339 Template-Type: ReDIF-Article 1.0 Author-Name: Ting Yan Author-X-Name-First: Ting Author-X-Name-Last: Yan Title: Ranking in the generalized Bradley–Terry models when the strong connection condition fails Abstract: For non balanced paired comparisons, a wide variety of ranking methods have been proposed. One of the best popular methods is the Bradley–Terry model in which the ranking of a set of objects is decided by the maximum likelihood estimates (MLEs) of merits parameters. However, the existence of MLE for the Bradley–Terry model and its generalized models to allow for tied observation or home-field advantage or both to occur, crucially depends on the strong connection condition on the directed graph constructed by a win–loss matrix. When this condition fails, the MLE does not exist and hence there is no solution of ranking. In this paper, we propose an improved version of the ϵ singular perturbation proposed by Conner and Grant (2000), to address this problem and to extend it to the generalized Bradley–Terry models. Some necessary and sufficient conditions for the existence and uniqueness of the penalized MLEs for these generalized Bradley–Terry-ϵ models are derived. Numerical studies show that the ranking is robust to the different ϵ. We apply the proposed methods to the data of the 2008 NFL regular season. Journal: Communications in Statistics - Theory and Methods Pages: 340-353 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.809114 File-URL: http://hdl.handle.net/10.1080/03610926.2013.809114 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:340-353 Template-Type: ReDIF-Article 1.0 Author-Name: Matteo Farné Author-X-Name-First: Matteo Author-X-Name-Last: Farné Author-Name: Angela Montanari Author-X-Name-First: Angela Author-X-Name-Last: Montanari Title: Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator Abstract: In this paper we propose a new non parametric estimator of the spectral matrix of a multivariate stationary stochastic process, with the main goal to locally improve the deficiencies of the smoothed periodogram in terms of mean square error of the estimates. Our estimator is based on a convex linear combination of the frequency averaged periodogram and an estimate of the true mean spectral matrix across frequencies. In a wide simulation study we show that our estimator turns out to be able to markedly improve the frequency averaged periodogram especially at central frequencies. Journal: Communications in Statistics - Theory and Methods Pages: 354-364 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.809117 File-URL: http://hdl.handle.net/10.1080/03610926.2013.809117 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:354-364 Template-Type: ReDIF-Article 1.0 Author-Name: Yongxia Zhao Author-X-Name-First: Yongxia Author-X-Name-Last: Zhao Author-Name: Rongming Wang Author-X-Name-First: Rongming Author-X-Name-Last: Wang Author-Name: Dingjun Yao Author-X-Name-First: Dingjun Author-X-Name-Last: Yao Title: Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin Abstract: In this paper, we consider the dividends and equity issuances control problem in the perturbed dual model under a penalty for ruin. Transaction costs are incurred by these business activities: dividend is taxed and fixed costs are generated by equity issuance. The objective is to maximize the expected present value of dividends minus the discounted costs of equity issuances and the discounted penalty until the ruin time. We find the joint optimal dividend and equity issuance strategy by solving the control problems of two categories of suboptimal model. Furthermore, we derive the explicit closed solutions for the value functions and the optimal strategies when the jumps are mixed exponential. In particular, we investigate the effects of the penalty, the proportional and fixed transaction costs, the expense rate and the force of interest on the optimal strategies by numerical calculations, and give some interesting economic insights. Journal: Communications in Statistics - Theory and Methods Pages: 365-384 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.810269 File-URL: http://hdl.handle.net/10.1080/03610926.2013.810269 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:365-384 Template-Type: ReDIF-Article 1.0 Author-Name: Jan G. De Gooijer Author-X-Name-First: Jan G. De Author-X-Name-Last: Gooijer Author-Name: Ao Yuan Author-X-Name-First: Ao Author-X-Name-Last: Yuan Title: Non parametric portmanteau tests for detecting non linearities in high dimensions Abstract: We propose two non parametric portmanteau test statistics for serial dependence in high dimensions using the correlation integral. One test depends on a cutoff threshold value, while the other test is freed of this dependence. Although these tests may each be viewed as variants of the classical Brock, Dechert, and Scheinkman (BDS) test statistic, they avoid some of the major weaknesses of this test. We establish consistency and asymptotic normality of both portmanteau tests. Using Monte Carlo simulations, we investigate the small sample properties of the tests for a variety of data generating processes with normally and uniformly distributed innovations. We show that asymptotic theory provides accurate inference in finite samples and for relatively high dimensions. This is followed by a power comparison with the BDS test, and with several rank-based extensions of the BDS tests that have recently been proposed in the literature. Two real data examples are provided to illustrate the use of the test procedure. Journal: Communications in Statistics - Theory and Methods Pages: 385-399 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.815209 File-URL: http://hdl.handle.net/10.1080/03610926.2013.815209 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:385-399 Template-Type: ReDIF-Article 1.0 Author-Name: Zengjing Chen Author-X-Name-First: Zengjing Author-X-Name-Last: Chen Author-Name: Xinwei Feng Author-X-Name-First: Xinwei Author-X-Name-Last: Feng Title: Large deviation for negatively dependent random variables under sublinear expectation Abstract: In this article, first we give the definition of negatively dependent sequence of random variables under sublinear expectation then we establish large deviation principle for this kind of sequence. Moreover, we obtain the upper bound of moderate deviation principle. Journal: Communications in Statistics - Theory and Methods Pages: 400-412 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2015.1006067 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1006067 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:400-412 Template-Type: ReDIF-Article 1.0 Author-Name: Graciela Boente Author-X-Name-First: Graciela Author-X-Name-Last: Boente Author-Name: Alejandra M. Martínez Author-X-Name-First: Alejandra M. Author-X-Name-Last: Martínez Title: Estimating additive models with missing responses Abstract: For multivariate regressors, the Nadaraya–Watson regression estimator suffers from the well-known curse of dimensionality. Additive models overcome this drawback. To estimate the additive components, it is usually assumed that we observe all the data. However, in many applied statistical analysis missing data occur. In this paper, we study the effect of missing responses on the additive components estimation. The estimators are based on marginal integration adapted to the missing situation. The proposed estimators turn out to be consistent under mild assumptions. A simulation study allows to compare the behavior of our procedures, under different scenarios. Journal: Communications in Statistics - Theory and Methods Pages: 413-429 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.815780 File-URL: http://hdl.handle.net/10.1080/03610926.2013.815780 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:413-429 Template-Type: ReDIF-Article 1.0 Author-Name: Antonello Maruotti Author-X-Name-First: Antonello Author-X-Name-Last: Maruotti Author-Name: Maurizio Vichi Author-X-Name-First: Maurizio Author-X-Name-Last: Vichi Title: Time-varying clustering of multivariate longitudinal observations Abstract: We propose a statistical method for clustering multivariate longitudinal data into homogeneous groups. This method relies on a time-varying extension of the classical K-means algorithm, where a multivariate vector autoregressive model is additionally assumed for modeling the evolution of clusters' centroids over time. Model inference is based on a least-squares method and on a coordinate descent algorithm. To illustrate our work, we consider a longitudinal dataset on human development. Three variables are modeled, namely life expectancy, education and gross domestic product. Journal: Communications in Statistics - Theory and Methods Pages: 430-443 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.821488 File-URL: http://hdl.handle.net/10.1080/03610926.2013.821488 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:430-443 Template-Type: ReDIF-Article 1.0 Author-Name: A. Asgharzadeh Author-X-Name-First: A. Author-X-Name-Last: Asgharzadeh Author-Name: L. Esmaeili Author-X-Name-First: L. Author-X-Name-Last: Esmaeili Author-Name: S. Nadarajah Author-X-Name-First: S. Author-X-Name-Last: Nadarajah Title: Balakrishnan skew logistic distribution Abstract: Based on Balakrishnan's (2002) novel idea, a new skew logistic distribution is proposed. It contains Azzalini's skew logistic and standard logistic distributions as particular cases. Several mathematical properties of the proposed distribution (including characteristic function, cumulative distribution function, stochastic orderings, and simulation schemes) are derived. A real-data application is used to illustrate practical usefulness. Journal: Communications in Statistics - Theory and Methods Pages: 444-464 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.823205 File-URL: http://hdl.handle.net/10.1080/03610926.2013.823205 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:444-464 Template-Type: ReDIF-Article 1.0 Author-Name: Jacob Schwartz Author-X-Name-First: Jacob Author-X-Name-Last: Schwartz Author-Name: David E. Giles Author-X-Name-First: David E. Author-X-Name-Last: Giles Title: Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution Abstract: We investigate the small-sample quality of the maximum likelihood estimators (MLE) of the parameters of a zero-inflated Poisson distribution (ZIP). The finite-sample bias of the MLE is determined to O(n−1) using an analytic bias-reduction methodology based on the work of Cox and Snell (1968) and Cordeiro and Klein (1994). Monte Carlo simulations show that the MLEs have very small percentage biases for this distribution, but the analytic bias-reduction methods essentially eliminate the bias without adversely affecting the mean-squared errors of the estimators. The analytic adjustment compares favorably with the parametric bootstrap bias-corrected estimator, in terms of bias reduction itself, as well as with respect to mean-squared error and Pitman’s nearness measure. Journal: Communications in Statistics - Theory and Methods Pages: 465-478 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.824590 File-URL: http://hdl.handle.net/10.1080/03610926.2013.824590 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:465-478 Template-Type: ReDIF-Article 1.0 Author-Name: Linjun Tang Author-X-Name-First: Linjun Author-X-Name-Last: Tang Author-Name: Zhangong Zhou Author-X-Name-First: Zhangong Author-X-Name-Last: Zhou Author-Name: Changchun Wu Author-X-Name-First: Changchun Author-X-Name-Last: Wu Title: The LAD estimation of the change-point linear model with randomly censored data Abstract: In this paper, a change-point linear model with randomly censored data is investigated. We propose the least absolute deviation estimation procedure for regression and change-point parameters simultaneously. The asymptotic properties of the change-point and regression parameter estimators are obtained. We show that the resulting regression parameter estimator is asymptotically normal, and the change-point estimator converges weakly to the minimizer of a given random process. The extensive simulation studies and the analysis of an acute myocardial infarction data set are conducted to illustrate the finite sample performance of the proposed method. Journal: Communications in Statistics - Theory and Methods Pages: 479-491 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.827720 File-URL: http://hdl.handle.net/10.1080/03610926.2013.827720 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:479-491 Template-Type: ReDIF-Article 1.0 Author-Name: Subrata Chakraborty Author-X-Name-First: Subrata Author-X-Name-Last: Chakraborty Author-Name: Dhrubajyoti Chakravarty Author-X-Name-First: Dhrubajyoti Author-X-Name-Last: Chakravarty Title: A new discrete probability distribution with integer support on (−∞, ∞) Abstract: A new discrete probability distribution with integer support on (−∞, ∞) is proposed as a discrete analog of the continuous logistic distribution. Some of its important distributional and reliability properties are established. Its relationship with some known distributions is discussed. Parameter estimation by maximum-likelihood method is presented. Simulation is done to investigate properties of maximum-likelihood estimators. Real life application of the proposed distribution as empirical model is considered by conducting a comparative data fitting with Skellam distribution, Kemp's discrete normal, Roy's discrete normal, and discrete Laplace distribution. Journal: Communications in Statistics - Theory and Methods Pages: 492-505 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830743 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830743 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:492-505 Template-Type: ReDIF-Article 1.0 Author-Name: Haifeng Xu Author-X-Name-First: Haifeng Author-X-Name-Last: Xu Title: Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model Abstract: In this paper, assuming that there exist omitted variables in the specified model, we analytically derive the exact formula for the mean squared error (MSE) of a heterogeneous pre-test (HPT) estimator whose components are the ordinary least squares (OLS) and feasible ridge regression (FRR) estimators. Since we cannot examine the MSE performance analytically, we execute numerical evaluations to investigate small sample properties of the HPT estimator, and compare the MSE performance of the HPT estimator with those of the FRR estimator and the usual OLS estimator. Our numerical results show that (1) the HPT estimator is more efficient when the model misspecification is severe; (2) the HPT estimator with the optimal critical value obtained under the correctly specified model can be safely used even when there exist omitted variables in the specified model. Journal: Communications in Statistics - Theory and Methods Pages: 506-519 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830750 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830750 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:506-519 Template-Type: ReDIF-Article 1.0 Author-Name: Samir Rahmani Author-X-Name-First: Samir Author-X-Name-Last: Rahmani Author-Name: Abdelnasser Dahmani Author-X-Name-First: Abdelnasser Author-X-Name-Last: Dahmani Title: Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition Abstract: In this work, we establish exponential inequalities for the Robbins–Monro’s algorithm with ψ-mixing variables, and we give a result on the almost complete convergence rate. Journal: Communications in Statistics - Theory and Methods Pages: 520-528 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.830751 File-URL: http://hdl.handle.net/10.1080/03610926.2013.830751 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:520-528 Template-Type: ReDIF-Article 1.0 Author-Name: Borek Puza Author-X-Name-First: Borek Author-X-Name-Last: Puza Author-Name: Mo Yang Author-X-Name-First: Mo Author-X-Name-Last: Yang Title: Improved confidence intervals for the exponential mean via tail functions Abstract: The method of tail functions is applied to confidence estimation of the exponential mean in the presence of prior information. It is shown how the “ordinary” confidence interval can be generalized using a class of tail functions and then engineered for optimality, in the sense of minimizing prior expected length over that class, whilst preserving frequentist coverage. It is also shown how to derive the globally optimal interval, and how to improve on this using tail functions when criteria other than length are taken into consideration. Probabilities of false coverage are reported for some of the intervals under study, and the theory is illustrated by application to confidence estimation of a reliability coefficient based on some survival data. Journal: Communications in Statistics - Theory and Methods Pages: 529-539 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2013.833235 File-URL: http://hdl.handle.net/10.1080/03610926.2013.833235 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:529-539 Template-Type: ReDIF-Article 1.0 Author-Name: Longxiang Fang Author-X-Name-First: Longxiang Author-X-Name-Last: Fang Author-Name: Jie Ling Author-X-Name-First: Jie Author-X-Name-Last: Ling Author-Name: N. Balakrishnan Author-X-Name-First: N. Author-X-Name-Last: Balakrishnan Title: Stochastic comparisons of series and parallel systems with independent heterogeneous lower-truncated Weibull components Abstract: In this paper, we discuss stochastic comparisons of series and parallel systems with independent heterogeneous lower-truncated Weibull components. When a system with possibly different shape and scale parameters and its matrix of parameters changes to another matrix in a certain mathematical sense, we study the hazard rate order of lifetimes of series systems and the usual stochastic order of lifetimes of parallel systems. Journal: Communications in Statistics - Theory and Methods Pages: 540-551 Issue: 2 Volume: 45 Year: 2016 Month: 1 X-DOI: 10.1080/03610926.2015.1099671 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1099671 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:540-551 Template-Type: ReDIF-Article 1.0 Author-Name: R. Arabi Belaghi Author-X-Name-First: R. Arabi Author-X-Name-Last: Belaghi Author-Name: M. Arashi Author-X-Name-First: M. Author-X-Name-Last: Arashi Author-Name: S. M. M. Tabatabaey Author-X-Name-First: S. M. M. Author-X-Name-Last: Tabatabaey Title: On the Construction of Preliminary Test Estimator Based on Record Values for the Burr XII Model Abstract: In this paper some different sorts of estimators are proposed based on record breaking observations in the Burr type XII model. We define Bayes as well as empirical Bayes preliminary test estimators in the same fashion as in the ordinary preliminary test estimator using relevant combinations of uniformly minimum variance unbiased (UMVU) and Bayes estimators. Exact and asymptotic bias and mean square error (MSE) expressions for the proposed estimators are derived under two different conditions of knowing the shape parameters. We compare the MSEs and obtain the confidence interval for the parameter of interest in which the preliminary test type estimators outperform the UMVU, Bayes and empirical Bayes estimators. An application of the ordinary preliminary test estimator is also considered. We conclude this approach by a useful discussion for practical purposes and a summary. Journal: Communications in Statistics - Theory and Methods Pages: 1-23 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.733473 File-URL: http://hdl.handle.net/10.1080/03610926.2012.733473 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:1-23 Template-Type: ReDIF-Article 1.0 Author-Name: David D. Hanagal Author-X-Name-First: David D. Author-X-Name-Last: Hanagal Author-Name: Richa Sharma Author-X-Name-First: Richa Author-X-Name-Last: Sharma Title: Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring Abstract: Many analyses in the epidemiological and the prognostic studies and in the studies of event history data require methods that allow for unobserved covariates or “frailties”. We consider the shared frailty model in the framework of parametric proportional hazard model. There are certain assumptions about the distribution of frailty and baseline distribution. The exponential distribution is the commonly used distribution for analyzing lifetime data. In this paper, we consider shared gamma frailty model with bivariate exponential of Marshall and Olkin (1967) distribution as baseline hazard for bivariate survival times. We solve the inferential problem in a Bayesian framework with the help of a comprehensive simulation study and real data example. We fit the model to the real-life bivariate survival data set of diabetic retinopathy data. We introduce Bayesian estimation procedure using Markov Chain Monte Carlo (MCMC) technique to estimate the parameters involved in the proposed model and then compare the true values of the parameters with the estimated values for different sample sizes. Journal: Communications in Statistics - Theory and Methods Pages: 24-47 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.732182 File-URL: http://hdl.handle.net/10.1080/03610926.2012.732182 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:24-47 Template-Type: ReDIF-Article 1.0 Author-Name: Yunyan Wang Author-X-Name-First: Yunyan Author-X-Name-Last: Wang Author-Name: Mingtian Tang Author-X-Name-First: Mingtian Author-X-Name-Last: Tang Title: Local M-estimation for Conditional Variance in Heteroscedastic Regression Models Abstract: In this article, we develop a local M-estimation for the conditional variance in heteroscedastic regression models. The estimator is based on the local linear smoothing technique and the M-estimation technique, and it is shown to be not only asymptotically equivalent to the local linear estimator but also robust. The consistency and asymptotic normality of the local M-estimator for the conditional variance in heteroscedastic regression models are obtained under mild conditions. The simulation studies demonstrate that the proposed estimators perform well in robustness. Journal: Communications in Statistics - Theory and Methods Pages: 48-62 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.736581 File-URL: http://hdl.handle.net/10.1080/03610926.2012.736581 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:48-62 Template-Type: ReDIF-Article 1.0 Author-Name: Raghunath Arnab Author-X-Name-First: Raghunath Author-X-Name-Last: Arnab Author-Name: T. Zewotir Author-X-Name-First: T. Author-X-Name-Last: Zewotir Author-Name: D. North Author-X-Name-First: D. Author-X-Name-Last: North Title: Variance Estimation from Complex Survey Designs: A Case Study of Household Income and Expenditure Survey Design 2002/03, Botswana Abstract: In large-scale surveys, it is common to use a multistage sampling design, where the first-stage units are selected with varying probability without replacement and the second-stage units are selected according to the systematic sampling procedure. It is however well known that this sampling design makes it impossible to find unbiased estimate of the variance of the estimate of the population total. In this paper, a few methods of variance estimation in multistage sampling involving systematic sampling design have been proposed to overcome the problem discussed. The proposed variance estimators are compared with the few conventional methods, for example, Random group, Jackknife, as well as the method used by the Central Statistical Office (CSO) using the live data based on Household Income and Expenditure Survey (HIES) 2002/03, Botswana, collected by CSO. It is found that all the proposed methods and Jackknife method perform better than the method used by CSO. Journal: Communications in Statistics - Theory and Methods Pages: 63-79 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.731130 File-URL: http://hdl.handle.net/10.1080/03610926.2012.731130 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:63-79 Template-Type: ReDIF-Article 1.0 Author-Name: Rabindra Nath Das Author-X-Name-First: Rabindra Nath Author-X-Name-Last: Das Author-Name: Partha Pal Author-X-Name-First: Partha Author-X-Name-Last: Pal Author-Name: Sung H. Park Author-X-Name-First: Sung H. Author-X-Name-Last: Park Title: Modified Robust Second-Order Slope-Rotatable Designs Abstract: Generally it is very difficult to construct robust slope-rotatable designs along axial directions. Present paper focuses on modified second-order slope-rotatable designs (SOSRDs) with correlated errors. Modified robust second-order slope-rotatability conditions are derived for a general variance–covariance structure of errors. These conditions get simplified for intraclass correlation structure. A few robust second-order slope-rotatable designs (over all directions, or with equal maximum directional variance slope, or D-optimal slope) are examined with respect to modified robust slope-rotatability. It is observed that robust second-order slope-rotatable designs over all directions, or with equal maximum directional variance slope, or D-optimal slope are not generally modified robust second-order slope-rotatable designs. Journal: Communications in Statistics - Theory and Methods Pages: 80-94 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.732183 File-URL: http://hdl.handle.net/10.1080/03610926.2012.732183 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:80-94 Template-Type: ReDIF-Article 1.0 Author-Name: Eric J. Beh Author-X-Name-First: Eric J. Author-X-Name-Last: Beh Author-Name: Rosaria Lombardo Author-X-Name-First: Rosaria Author-X-Name-Last: Lombardo Title: Confidence Regions and Approximate p-values for Classical and Non Symmetric Correspondence Analysis Abstract: Recently, a procedure was developed for constructing 100(1–α)% confidence ellipses for points in a low-dimensional plot obtained from performing classical correspondence analysis. This article reviews the construction of confidence regions for classical and non symmetric correspondence analysis and proposes a simple procedure for determining p-values of each of the points in this space. Such features enable the researcher to determine the statistical significance of a category to the association structure between the categorical variables being analyzed. They also reflect the information contained in dimensions higher than those that typically allow for a visual inspection of the association structure. Journal: Communications in Statistics - Theory and Methods Pages: 95-114 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2013.768665 File-URL: http://hdl.handle.net/10.1080/03610926.2013.768665 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:95-114 Template-Type: ReDIF-Article 1.0 Author-Name: S. Ravi Author-X-Name-First: S. Author-X-Name-Last: Ravi Author-Name: A. S. Praveena Author-X-Name-First: A. S. Author-X-Name-Last: Praveena Title: On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions Abstract: Subexponential distributions are important in queueing, renewal theory, and extreme value theory as well as in other areas of applied probability. In this article, we study sufficient conditions for a distribution function to belong to both the subexponential class and the max domain of attraction of p-max stable laws. Several examples are given. Journal: Communications in Statistics - Theory and Methods Pages: 115-124 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.733475 File-URL: http://hdl.handle.net/10.1080/03610926.2012.733475 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:115-124 Template-Type: ReDIF-Article 1.0 Author-Name: Haiwu Huang Author-X-Name-First: Haiwu Author-X-Name-Last: Huang Author-Name: Dingcheng Wang Author-X-Name-First: Dingcheng Author-X-Name-Last: Wang Author-Name: Qunying Wu Author-X-Name-First: Qunying Author-X-Name-Last: Wu Title: Further Study on the Marcinkiewicz Strong Laws for Linear Statistics of ρ*-Mixing Sequences of Random Variables Abstract: Some strong laws are established for linear statistics that are weighted sums of ∑i=1naniXi$\sum \nolimits _{i=1}^{n}{{{a}_{ni}}{{X}_{i}}}$, where {Xn; n ⩾ 1} is a sequence of ρ*-mixing random variables, and {ani; 1 ⩽ i ⩽ n, n ⩾ 1} is an array of real numbers. The results obtained extend and generalize the corresponding results of Guanghui Cai (Anais da Academia Brasileira de Cincias, 78(4):615–621, 2006) for identically distributed ρ*-mixing sequences of random variables. Journal: Communications in Statistics - Theory and Methods Pages: 125-134 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.732179 File-URL: http://hdl.handle.net/10.1080/03610926.2012.732179 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:125-134 Template-Type: ReDIF-Article 1.0 Author-Name: Jessica Kasza Author-X-Name-First: Jessica Author-X-Name-Last: Kasza Author-Name: Patty Solomon Author-X-Name-First: Patty Author-X-Name-Last: Solomon Title: Comparing Score-Based Methods for Estimating Bayesian Networks Using the Kullback–Leibler Divergence Abstract: We recently proposed two methods for estimating Bayesian networks from high-dimensional non-independent and identically distributed data containing exogenous variables and random effects (Kasza et al., 2012). The first method is fully Bayesian, and the second is “residual”-based, accounting for the effects of the exogenous variables by utilizing the notion of restricted maximum likelihood. We describe the methods and compare their performance using the Kullback–Leibler divergence, which provides a natural framework for comparing posterior distributions. In applications where the exogenous variables are not of primary interest, we show that the potential loss of information about parameters of interest is typically small. Journal: Communications in Statistics - Theory and Methods Pages: 135-152 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.735329 File-URL: http://hdl.handle.net/10.1080/03610926.2012.735329 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:135-152 Template-Type: ReDIF-Article 1.0 Author-Name: Efthymios G. Tsionas Author-X-Name-First: Efthymios G. Author-X-Name-Last: Tsionas Title: Likelihood-based Inference in S-distributions Abstract: In this paper, we propose new estimation techniques in connection with the system of S-distributions. Besides “exact” maximum likelihood (ML), we propose simulated ML and a characteristic function-based procedure. The “exact” and simulated likelihoods can be used to provide numerical, MCMC-based Bayesian inferences. Journal: Communications in Statistics - Theory and Methods Pages: 153-158 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.731129 File-URL: http://hdl.handle.net/10.1080/03610926.2012.731129 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:153-158 Template-Type: ReDIF-Article 1.0 Author-Name: George Nenes Author-X-Name-First: George Author-X-Name-Last: Nenes Author-Name: Yiannis Nikolaidis Author-X-Name-First: Yiannis Author-X-Name-Last: Nikolaidis Title: A New Model for the Representation of the ISO 2859 Standard Abstract: In order to carry out acceptance sampling, companies often use sampling schemes recommended by easy-to-use quality standards. These standards, however, do not take quality costs directly into account. This research proposes a new model for the representation of the use of ISO 2859–1 (1999) standard. Using this new model, it is feasible to evaluate economically the use of the standard. A real case example is presented and the quality cost of the standard's implementation is evaluated. Journal: Communications in Statistics - Theory and Methods Pages: 159-170 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.735323 File-URL: http://hdl.handle.net/10.1080/03610926.2012.735323 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:159-170 Template-Type: ReDIF-Article 1.0 Author-Name: Weihua Zhao Author-X-Name-First: Weihua Author-X-Name-Last: Zhao Author-Name: Riquan Zhang Author-X-Name-First: Riquan Author-X-Name-Last: Zhang Author-Name: Jicai Liu Author-X-Name-First: Jicai Author-X-Name-Last: Liu Author-Name: Yazhao Lv Author-X-Name-First: Yazhao Author-X-Name-Last: Lv Title: Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model Abstract: In this paper, the semi varying coefficient zero-inflated generalized Poisson model is discussed based on penalized log-likelihood. All the coefficient functions are fitted by penalized spline (P-spline), and Expectation-maximization algorithm is used to drive these estimators. The estimation approach is rapid and computationally stable. Under some mild conditions, the consistency and the asymptotic normality of these resulting estimators are given. The score test statistics about dispersion parameter is discussed based on the P-spline estimation. Both simulated and real data example are used to illustrate our proposed methods. Journal: Communications in Statistics - Theory and Methods Pages: 171-185 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.735325 File-URL: http://hdl.handle.net/10.1080/03610926.2012.735325 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:171-185 Template-Type: ReDIF-Article 1.0 Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Author-Name: Edwin M. M. Ortega Author-X-Name-First: Edwin M. M. Author-X-Name-Last: Ortega Title: The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications Abstract: For any continuous baseline G distribution, Zografos and Balakrishnan (2009) and Ristić and Balakrishnan (2012) proposed novel generalized gamma-generated distributions (denoted here with the prefixes “Zografos–Balakrishnan-G” and “Ristić–Balakrishnan-G”) with an extra positive parameter. They studied some mathematical properties and presented special sub-models. Here, we provide a comprehensive treatment of general mathematical properties of Zografos–Balakrishnan-G distributions. We discuss estimation of the parameters by maximum likelihood and provide an application to a real data set. We also propose bivariate generalizations. Journal: Communications in Statistics - Theory and Methods Pages: 186-215 Issue: 1 Volume: 44 Year: 2015 Month: 1 X-DOI: 10.1080/03610926.2012.740127 File-URL: http://hdl.handle.net/10.1080/03610926.2012.740127 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:186-215 Template-Type: ReDIF-Article 1.0 Author-Name: D. R. Jensen Author-X-Name-First: D. R. Author-X-Name-Last: Jensen Author-Name: D. E. Ramirez Author-X-Name-First: D. E. Author-X-Name-Last: Ramirez Title: Designs enhancing Fisher information Abstract: Given a model {Y=Xβ+ϵ}$\lbrace \boldsymbol{Y}=\boldsymbol{X}\boldsymbol{\beta }+\boldsymbol{\epsilon }\rbrace$ with Fisher information matrix Ξ=X'X,$\boldsymbol{\Xi }=\boldsymbol{X}^{\prime }\boldsymbol{X},$ a principal objective is to find information enhancing transformations T$\boldsymbol{T}$ for which TΞT'⪰LΞ$\boldsymbol{T}\boldsymbol{\Xi }\boldsymbol{T}^{\prime }{\succeq }_{L}\boldsymbol{\Xi }$ under the positive definite ordering, so as to improve essentials in linear inference. This is achieved through properties of congruences together with basic orderings of linear spaces. These foundations in turn support a new class of geometric mixture models on “mixing” the original design with another to assume the role of “target,” to the following effects. Ridge, surrogate, and other solutions are often used to mitigate the effects of ill-conditioned models. Instead, in this study an ill-conditioned design matrix X$\boldsymbol{X}$ is mixed with a well-conditioned design as target, leveraging the former toward the latter as the mixing parameter evolves, thus offering an alternative approach to ill-conditioning. The methodology is demonstrated with case studies from the literature, where the geometric mixtures are compared with the ridge, surrogate, and recently found arithmetic mixture models. Journal: Communications in Statistics - Theory and Methods Pages: 4895-4904 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1380831 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1380831 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:4895-4904 Template-Type: ReDIF-Article 1.0 Author-Name: Gaku Igarashi Author-X-Name-First: Gaku Author-X-Name-Last: Igarashi Author-Name: Yoshihide Kakizawa Author-X-Name-First: Yoshihide Author-X-Name-Last: Kakizawa Title: Limiting bias-reduced Amoroso kernel density estimators for non-negative data Abstract: The Amoroso kernel density estimator (Igarashi and Kakizawa 2017) for non-negative data is boundary-bias-free and has the mean integrated squared error (MISE) of order O(n− 4/5), where n is the sample size. In this paper, we construct a linear combination of the Amoroso kernel density estimator and its derivative with respect to the smoothing parameter. Also, we propose a related multiplicative estimator. We show that the MISEs of these bias-reduced estimators achieve the convergence rates n− 8/9, if the underlying density is four times continuously differentiable. We illustrate the finite sample performance of the proposed estimators, through the simulations. Journal: Communications in Statistics - Theory and Methods Pages: 4905-4937 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1380832 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1380832 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:4905-4937 Template-Type: ReDIF-Article 1.0 Author-Name: Suchandan Kayal Author-X-Name-First: Suchandan Author-X-Name-Last: Kayal Title: Quantile-based Chernoff distance for truncated random variables Abstract: Several probability distributions such as power-Pareto distribution (see Gilchrist 2000 and Hankin and Lee 2006), various forms of lambda distributions (see Ramberg and Schmeiser 1974 and Freimer et al. 1988), Govindarajulu distribution (see Nair, Sankaran, and Vineshkumar 2012), etc., do not have manageable distribution functions, though they have tractable quantile functions. Hence, analytical study of the properties of Chernoff distance of two random variables associated with these distributions via traditional distribution function-based tool becomes difficult. To make this simple, in this paper, we introduce quantile-based Chernoff distance for (left or right) truncated random variables and study its various properties. Some useful bounds as well as characterization results are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 4938-4957 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1383426 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1383426 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:4938-4957 Template-Type: ReDIF-Article 1.0 Author-Name: Hu Yang Author-X-Name-First: Hu Author-X-Name-Last: Yang Author-Name: Ning Li Author-X-Name-First: Ning Author-X-Name-Last: Li Title: WLAD-LASSO method for robust estimation and variable selection in partially linear models Abstract: This paper focuses on robust estimation and variable selection for partially linear models. We combine the weighted least absolute deviation (WLAD) regression with the adaptive least absolute shrinkage and selection operator (LASSO) to achieve simultaneous robust estimation and variable selection for partially linear models. Compared with the LAD-LASSO method, the WLAD-LASSO method will resist to the heavy-tailed errors and outliers in the parametric components. In addition, we estimate the unknown smooth function by a robust local linear regression. Under some regular conditions, the theoretical properties of the proposed estimators are established. We further examine finite-sample performance of the proposed procedure by simulation studies and a real data example. Journal: Communications in Statistics - Theory and Methods Pages: 4958-4976 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1383427 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1383427 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:4958-4976 Template-Type: ReDIF-Article 1.0 Author-Name: Zawar Hussain Author-X-Name-First: Zawar Author-X-Name-Last: Hussain Author-Name: Naila Shabbir Author-X-Name-First: Naila Author-X-Name-Last: Shabbir Title: On some new randomized item sum techniques Abstract: A recent quantified version of item count technique (ICT), called the item sum technique (IST), was developed by Trappmann et al. (2014). In this method, two subsamples are required to obtain reliable data on the sensitive issues. In this article, we propose three alternative item sum techniques by utilizing an additional randomization device. The main advantage associated with the current study is that in order to estimate population sensitive parameters, it requires only one sample to obtain reliable data on quantitative sensitive issue without jeopardizing the privacy of participants. Furthermore, it reduces the cost, effort, and time as compared to usual IST. It is also free from the requirement of finding optimum subsample sizes as in the usual IST. The mean and variance of these proposed estimators are also derived and compared with those of the usual IST. Through algebraic and nnumerical comparsions, it is observed that the proposed techniques perform better than the usual IST. Moreover, the proposed randomized IST 3 is observed to be unconditionally more effeicient than the proposed IST 1 and IST 2. Journal: Communications in Statistics - Theory and Methods Pages: 4977-4990 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1383428 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1383428 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:4977-4990 Template-Type: ReDIF-Article 1.0 Author-Name: Inga Laukaityte Author-X-Name-First: Inga Author-X-Name-Last: Laukaityte Author-Name: Marie Wiberg Author-X-Name-First: Marie Author-X-Name-Last: Wiberg Title: Importance of sampling weights in multilevel modeling of international large-scale assessment data Abstract: Multilevel modeling is an important tool for analyzing large-scale assessment data. However, the standard multilevel modeling will typically give biased results for such complex survey data. This bias can be eliminated by introducing design weights which must be used carefully as they can affect the results. The aim of this paper is to examine different approaches and to give recommendations concerning handling design weights in multilevel models when analyzing large-scale assessments such as TIMSS (The Trends in International Mathematics and Science Study). To achieve the goal of the paper, we examined real data from two countries and included a simulation study. The analyses in the empirical study showed that using no weights or only level 1 weights sometimes could lead to misleading conclusions. The simulation study only showed small differences in estimation of the weighted and unweighted models when informative design weights were used. The use of unscaled or not rescaled weights however caused significant differences in some parameter estimates. Journal: Communications in Statistics - Theory and Methods Pages: 4991-5012 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1383429 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1383429 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:4991-5012 Template-Type: ReDIF-Article 1.0 Author-Name: Zhongquan Tan Author-X-Name-First: Zhongquan Author-X-Name-Last: Tan Title: Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields Abstract: For a type of strongly dependent isotropic Gaussian random fields introduced by Mittal (1976), the joint limiting distribution of the maximum and the sum for the Gaussian random fields is derived. The asymptotic relation between the maximum and sum of the continuous time strongly dependent isotropic Gaussian random fields and the maximum and sum of this fields sampled at discrete time points is also obtained. Journal: Communications in Statistics - Theory and Methods Pages: 5013-5028 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1383430 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1383430 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5013-5028 Template-Type: ReDIF-Article 1.0 Author-Name: Zangin Zeebari Author-X-Name-First: Zangin Author-X-Name-Last: Zeebari Author-Name: B. M. Golam Kibria Author-X-Name-First: B. M. Golam Author-X-Name-Last: Kibria Author-Name: Ghazi Shukur Author-X-Name-First: Ghazi Author-X-Name-Last: Shukur Title: Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals Abstract: Generalized least squares estimation of a system of seemingly unrelated regressions is usually a two-stage method: (1) estimation of cross-equation covariance matrix from ordinary least squares residuals for transforming data, and (2) application of least squares on transformed data. In presence of multicollinearity problem, conventionally ridge regression is applied at stage 2. We investigate the usage of ridge residuals at stage 1, and show analytically that the covariance matrix based on the least squares residuals does not always result in more efficient estimator. A simulation study and an application to a system of firms' gross investment support our finding. Journal: Communications in Statistics - Theory and Methods Pages: 5029-5053 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1383431 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1383431 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5029-5053 Template-Type: ReDIF-Article 1.0 Author-Name: Shijie Wang Author-X-Name-First: Shijie Author-X-Name-Last: Wang Author-Name: Yiyu Hu Author-X-Name-First: Yiyu Author-X-Name-Last: Hu Author-Name: LianQiang Yang Author-X-Name-First: LianQiang Author-X-Name-Last: Yang Author-Name: Wensheng Wang Author-X-Name-First: Wensheng Author-X-Name-Last: Wang Title: Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation Abstract: Let Xk, 1 ⩽ k ⩽ n, be n real-valued random variables, and θk, 1 ⩽ k ⩽ n, be another n non negative not-degenerate at zero random variables. Assume that random pairs (X1, θ1), …, (Xn, θn) are mutually independent, while each pair (Xk, θk) follows a wide type of dependence structure. Consider the randomly weighted sum Sθn = ∑k = 1nθkXk. In this paper, the tail asymptotics for Sθn in the case where Xk, 1 ⩽ k ⩽ n, belong to some heavy-tailed subclasses are firstly investigated. Then, as an application, we consider the tail behavior of the conditional tail expectation E(Snθ|Snθ>xq)$\mathbb {E}(S_n^\theta |S_n^\theta >x_q)$ as q↑1, where xq=VaRq(Snθ)=inf{y∈R:P(Snθ≤y)≥q}$x_q=\mbox{VaR}_q(S_n^\theta )=\inf \lbrace y\in \mathbb {R}: \mathbb {P}(S_n^\theta \le y)\ge q\rbrace$. Under some technical conditions, the asymptotic estimate for the right tail of conditional tail expectation is also derived. The obtained results extend some existing ones in the literature. Journal: Communications in Statistics - Theory and Methods Pages: 5054-5063 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386309 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386309 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5054-5063 Template-Type: ReDIF-Article 1.0 Author-Name: T. Alanazi Author-X-Name-First: T. Author-X-Name-Last: Alanazi Author-Name: S. D. Georgiou Author-X-Name-First: S. D. Author-X-Name-Last: Georgiou Author-Name: S. Stylianou Author-X-Name-First: S. Author-X-Name-Last: Stylianou Title: Construction and analysis of edge designs from skew-symmetric supplementary difference sets Abstract: The purpose of screening experiments is to identify the dominant variables from a set of many potentially active variables which may affect some characteristic y. Edge designs were recently introduced in the literature and are constructed by using conferences matrices and were proved to be robust. We introduce a new class of edge designs which are constructed from skew-symmetric supplementary difference sets. These designs are particularly useful since they can be applied for experiments with an even number of factors and they may exist for orders where conference matrices do not exist. Using this methodology, examples of new edge designs for 6, 14, 22, 26, 38, 42, 46, 58, and 62 factors are constructed. Of special interest are the new edge designs for studying 22 and 58 factors because edge designs with these parameters have not been constructed in the literature since conference matrices of the corresponding order do not exist. The suggested new edge designs achieve the same model-robustness as the traditional edge designs. We also suggest the use of a mirror edge method as a test for the linearity of the true underlying model. We give the details of the methodology and provide some illustrating examples for this new approach. We also show that the new designs have good D-efficiencies when applied to first order models. Journal: Communications in Statistics - Theory and Methods Pages: 5064-5076 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386310 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386310 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5064-5076 Template-Type: ReDIF-Article 1.0 Author-Name: S. Sengupta Author-X-Name-First: S. Author-X-Name-Last: Sengupta Title: Admissible unbiased estimation of finite population variance under a randomized response model Abstract: We consider the problem of estimation of a finite population variance related to a sensitive character under a randomized response model and prove (i) the admissibility of an estimator for a given sampling design in a class of quadratic unbiased estimators and (ii) the admissibility of a sampling strategy in a class of comparable quadratic unbiased strategies. Journal: Communications in Statistics - Theory and Methods Pages: 5077-5082 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386311 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386311 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5077-5082 Template-Type: ReDIF-Article 1.0 Author-Name: Hien D. Nguyen Author-X-Name-First: Hien D. Author-X-Name-Last: Nguyen Author-Name: Geoffrey J. McLachlan Author-X-Name-First: Geoffrey J. Author-X-Name-Last: McLachlan Title: Some theoretical results regarding the polygonal distribution Abstract: Polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. We demonstrate that the densities of polygonal distributions are dense in the class of continuous and concave densities with bounded second derivatives. Furthermore, we prove that polygonal density functions provide O(g− 2) approximations (where g is the number of triangular distribution components), in the supremum distance, to any density function from the hypothesized class. Parametric consistency and Hellinger consistency results for the maximum likelihood (ML) estimator are obtained. A result regarding model selection via penalized ML estimation is proved. Journal: Communications in Statistics - Theory and Methods Pages: 5083-5095 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386312 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386312 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5083-5095 Template-Type: ReDIF-Article 1.0 Author-Name: M. C. Jones Author-X-Name-First: M. C. Author-X-Name-Last: Jones Title: Letter to the Editor concerning “A new method for generating distributions with an application to exponential distribution” and “Alpha power Weibull distribution: Properties and applications” Journal: Communications in Statistics - Theory and Methods Pages: 5096-5096 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386314 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386314 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5096-5096 Template-Type: ReDIF-Article 1.0 Author-Name: Johannes T. N. Krebs Author-X-Name-First: Johannes T. N. Author-X-Name-Last: Krebs Title: A Bernstein inequality for exponentially growing graphs Abstract: In this article, we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in highly connected networks. It can be useful to obtain consistency properties for non parametric estimators of conditional expectation functions which are derived from such networks. Journal: Communications in Statistics - Theory and Methods Pages: 5097-5106 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386317 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386317 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5097-5106 Template-Type: ReDIF-Article 1.0 Author-Name: Jun Zhang Author-X-Name-First: Jun Author-X-Name-Last: Zhang Author-Name: Jiefei Wang Author-X-Name-First: Jiefei Author-X-Name-Last: Wang Author-Name: Cuizhen Niu Author-X-Name-First: Cuizhen Author-X-Name-Last: Niu Author-Name: Ming Sun Author-X-Name-First: Ming Author-X-Name-Last: Sun Title: Quantile regression estimation for distortion measurement error data Abstract: We study the quantile estimation methods for the distortion measurement error data when variables are unobserved and distorted with additive errors by some unknown functions of an observable confounding variable. After calibrating the error-prone variables, we propose the quantile regression estimation procedure and composite quantile estimation procedure. Asymptotic properties of the proposed estimators are established, and we also investigate the asymptotic relative efficiency compared with the least-squares estimator. Simulation studies are conducted to evaluate the performance of the proposed methods, and a real dataset is analyzed as an illustration. Journal: Communications in Statistics - Theory and Methods Pages: 5107-5126 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386319 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386319 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5107-5126 Template-Type: ReDIF-Article 1.0 Author-Name: Mengta Yang Author-X-Name-First: Mengta Author-X-Name-Last: Yang Author-Name: Reza Modarres Author-X-Name-First: Reza Author-X-Name-Last: Modarres Title: β-Skeleton depth functions and medians Abstract: We define the β-skeleton depth based on the probability that a point is contained within the β-skeleton influence region of two i.i.d. random vectors. The proposed family of depth functions satisfies the four desirable properties of statistical depth function. We also define and examine the sample β-skeleton depth functions and show that they share well-behaved asymptotic properties, including uniform consistency and asymptotic normality. Finally, we explore the β-skeleton multidimensional medians as location estimators of the center of multivariate distributions, discuss its asymptotic properties, and study its breakdown point. A Monte Carlo study compares the β-skeleton medians with the random Tukey median and the sample mean. Journal: Communications in Statistics - Theory and Methods Pages: 5127-5143 Issue: 20 Volume: 47 Year: 2018 Month: 10 X-DOI: 10.1080/03610926.2017.1386320 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1386320 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:20:p:5127-5143 Template-Type: ReDIF-Article 1.0 Author-Name: Yanning Liu Author-X-Name-First: Yanning Author-X-Name-Last: Liu Author-Name: Dayong Li Author-X-Name-First: Dayong Author-X-Name-Last: Li Title: Optimal group sequential designs constrained on both overall and stage one error rates Abstract: Optimized group sequential designs proposed in the literature have designs minimizing average sample size with respect to a prior distribution of treatment effect with overall type I and type II error rates well-controlled (i.e., at final stage). The optimized asymmetric group sequential designs that we present here additionally consider constrains on stopping probabilities at stage one: probability of stopping for futility at stage one when no drug effect exists as well as the probability of rejection when the maximum effect size is true at stage one so that accountability of group sequential design is ensured from the first stage throughout. Journal: Communications in Statistics - Theory and Methods Pages: 4959-4975 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1440314 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1440314 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:4959-4975 Template-Type: ReDIF-Article 1.0 Author-Name: Mahmut Kara Author-X-Name-First: Mahmut Author-X-Name-Last: Kara Author-Name: Ömer Altındağ Author-X-Name-First: Ömer Author-X-Name-Last: Altındağ Author-Name: Mustafa Hilmi Pekalp Author-X-Name-First: Mustafa Hilmi Author-X-Name-Last: Pekalp Author-Name: Halil Aydoğdu Author-X-Name-First: Halil Author-X-Name-Last: Aydoğdu Title: Parameter estimation in α-series process with lognormal distribution Abstract: The α-series process (ASP) is widely used as a monotonic stochastic model in the reliability context. So the parameter estimation problem in an ASP is of importance. In this study parameter estimation problem for the ASP is considered when the distribution of the first occurrence time of an event is assumed to be lognormal. The parameters α, μ and σ2 of the ASP are estimated via maximum likelihood (ML) method. Asymptotic distributions and consistency properties of these estimators are derived. A test statistic is conducted to distinguish the ASP from renewal process (RP). Further, modified moment (MM) estimators are proposed for the parameters μ and σ2 and their consistency is proved. A nonparametric (NP) novel method is presented to test whether the ASP is a suitable model for data sets. Monte Carlo simulations are performed to compare the efficiencies of the ML and MM estimators. A real life data example is also studied to illustrate the usefulness of the ASP. Journal: Communications in Statistics - Theory and Methods Pages: 4976-4998 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1504075 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1504075 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:4976-4998 Template-Type: ReDIF-Article 1.0 Author-Name: Michael J. Brusco Author-X-Name-First: Michael J. Author-X-Name-Last: Brusco Author-Name: Douglas Steinley Author-X-Name-First: Douglas Author-X-Name-Last: Steinley Author-Name: Jordan Stevens Author-X-Name-First: Jordan Author-X-Name-Last: Stevens Title: K-medoids inverse regression Abstract: K-means inverse regression was developed as an easy-to-use dimension reduction procedure for multivariate regression. This approach is similar to the original sliced inverse regression method, with the exception that the slices are explicitly produced by a K-means clustering of the response vectors. In this article, we propose K-medoids clustering as an alternative clustering approach for slicing and compare its performance to K-means in a simulation study. Although the two methods often produce comparable results, K-medoids tends to yield better performance in the presence of outliers. In addition to isolation of outliers, K-medoids clustering also has the advantage of accommodating a broader range of dissimilarity measures, which could prove useful in other graphical regression applications where slicing is required. Journal: Communications in Statistics - Theory and Methods Pages: 4999-5011 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1504076 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1504076 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:4999-5011 Template-Type: ReDIF-Article 1.0 Author-Name: Fenge Chen Author-X-Name-First: Fenge Author-X-Name-Last: Chen Author-Name: Xingchun Peng Author-X-Name-First: Xingchun Author-X-Name-Last: Peng Author-Name: Wenyuan Wang Author-X-Name-First: Wenyuan Author-X-Name-Last: Wang Title: Risk minimization for an insurer with investment and reinsurance via g-expectation Abstract: This paper is devoted to the study of a risk-based optimal investment and proportional reinsurance problem. The surplus process of the insurer and the risky asset process in the financial market are assumed to be general jump-diffusion processes. We use a convex risk measure generated by g-expectation to describe the risk of the terminal wealth with investment and reinsurance. Under the aim of minimizing the risk, the problem is solved by using techniques of stochastic maximum principles. Two interesting special cases are studied and the explicit expressions for optimal strategies and corresponding minimal risks are derived. Journal: Communications in Statistics - Theory and Methods Pages: 5012-5035 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1504077 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1504077 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5012-5035 Template-Type: ReDIF-Article 1.0 Author-Name: Michelangelo Misuraca Author-X-Name-First: Michelangelo Author-X-Name-Last: Misuraca Author-Name: Maria Spano Author-X-Name-First: Maria Author-X-Name-Last: Spano Author-Name: Simona Balbi Author-X-Name-First: Simona Author-X-Name-Last: Balbi Title: BMS: An improved Dunn index for Document Clustering validation Abstract: Document Clustering aims at organizing a large quantity of unlabeled documents into a smaller number of meaningful and coherent clusters. One of the main unsolved problems in the literature is the lack of a reliable methodology to evaluate the results, although a wide variety of validation measures has been proposed. Validation measures are often unsatisfactory with numerical data, and even underperforming with textual data. Our attention focuses on the use of cosine similarity into the clustering process. A new measure based on the same criterion is here proposed. The effectiveness of the proposal is shown by an extensive comparative study. Journal: Communications in Statistics - Theory and Methods Pages: 5036-5049 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1504968 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1504968 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5036-5049 Template-Type: ReDIF-Article 1.0 Author-Name: M. A. A. Cox Author-X-Name-First: M. A. A. Author-X-Name-Last: Cox Title: A tool to facilitate the production of control charts within a spreadsheet Abstract: The adoption of control charts can be traced to the classic text by Shewhart (1931) and championed by many writers since then, including Deming (1982). Numerous other texts and publications stress the continuing importance of this area. While tables of key Shewhart control chart parameters are extremely useful they are easily lost or mislaid and can sometimes be difficult to interpret. To address this issue spreadsheet code is implemented to produce all the key control chart factors. Journal: Communications in Statistics - Theory and Methods Pages: 5050-5057 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1504969 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1504969 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5050-5057 Template-Type: ReDIF-Article 1.0 Author-Name: Miaomiao Gao Author-X-Name-First: Miaomiao Author-X-Name-Last: Gao Author-Name: Feng Hu Author-X-Name-First: Feng Author-X-Name-Last: Hu Author-Name: Jingbo Sun Author-X-Name-First: Jingbo Author-X-Name-Last: Sun Author-Name: Zhaojun Zong Author-X-Name-First: Zhaojun Author-X-Name-Last: Zong Title: A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation Abstract: In this article, in the framework of sublinear expectation initiated by Peng, we derive a strong law of large numbers (SLLN) for negatively dependent and non identical distributed random variables. This result includes and extends some existing results. Furthermore, we give two examples of our result for applications. Journal: Communications in Statistics - Theory and Methods Pages: 5058-5073 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508708 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508708 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5058-5073 Template-Type: ReDIF-Article 1.0 Author-Name: Jigao Yan Author-X-Name-First: Jigao Author-X-Name-Last: Yan Title: On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications Abstract: In this paper, the complete convergence for maximal weighted sums of extended negatively dependent (END, for short) random variables is investigated. Some sufficient conditions for the complete convergence and some applications to a nonparametric model are provided. The results obtained in the paper generalize and improve the corresponding ones of Wang et al. (2014b) and Shen, Xue, and Wang (2017). Journal: Communications in Statistics - Theory and Methods Pages: 5074-5098 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508709 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508709 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5074-5098 Template-Type: ReDIF-Article 1.0 Author-Name: Palaniappan Vellaisamy Author-X-Name-First: Palaniappan Author-X-Name-Last: Vellaisamy Author-Name: Aklilu Zeleke Author-X-Name-First: Aklilu Author-X-Name-Last: Zeleke Title: Exponential order statistics and some combinatorial identities Abstract: It is known that the k-th (1≤k≤n) order statistic from the unit exponential distribution can be represented as a sum of independent exponential random variables. We present a proof of this result based on Laplace transform. Also, computing the Laplace transform of the k-th order statistic in two different ways and equating them, we derive several interesting combinatorial identities. A probabilistic interpretation of these identities and their generalizations are also given. Journal: Communications in Statistics - Theory and Methods Pages: 5099-5105 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508710 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508710 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5099-5105 Template-Type: ReDIF-Article 1.0 Author-Name: Ailing Yan Author-X-Name-First: Ailing Author-X-Name-Last: Yan Author-Name: Fengli Song Author-X-Name-First: Fengli Author-X-Name-Last: Song Title: Adaptive elastic net-penalized quantile regression for variable selection Abstract: There has been much attention on the high-dimensional linear regression models, which means the number of observations is much less than that of covariates. Considering the fact that the high dimensionality often induces the collinearity problem, in this article, we study the penalized quantile regression with the elastic net (EnetQR) that combines the strengths of the quadratic regularization and the lasso shrinkage. We investigate the weak oracle property of the EnetQR under mild conditions in the high dimensional setting. Moreover, we propose a two-step procedure, called adaptive elastic net quantile regression (AEnetQR), in which the weight vector in the second step is constructed from the EnetQR estimate in the first step. This two-step procedure is justified theoretically to possess the weak oracle property. The finite sample properties are performed through the Monte Carlo simulation and a real-data analysis. Journal: Communications in Statistics - Theory and Methods Pages: 5106-5120 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508711 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508711 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5106-5120 Template-Type: ReDIF-Article 1.0 Author-Name: Yafeng Xia Author-X-Name-First: Yafeng Author-X-Name-Last: Xia Author-Name: Yarong Qu Author-X-Name-First: Yarong Author-X-Name-Last: Qu Author-Name: Nailing Sun Author-X-Name-First: Nailing Author-X-Name-Last: Sun Title: Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data Abstract: In this article, we focus on the variable selection for semiparametric varying coefficient partially linear model with response missing at random. Variable selection is proposed based on modal regression, where the non parametric functions are approximated by B-spline basis. The proposed procedure uses SCAD penalty to realize variable selection of parametric and nonparametric components simultaneously. Furthermore, we establish the consistency, the sparse property and asymptotic normality of the resulting estimators. The penalty estimation parameters value of the proposed method is calculated by EM algorithm. Simulation studies are carried out to assess the finite sample performance of the proposed variable selection procedure. Journal: Communications in Statistics - Theory and Methods Pages: 5121-5137 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508712 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508712 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5121-5137 Template-Type: ReDIF-Article 1.0 Author-Name: Vasileios Alevizakos Author-X-Name-First: Vasileios Author-X-Name-Last: Alevizakos Author-Name: Christos Koukouvinos Author-X-Name-First: Christos Author-X-Name-Last: Koukouvinos Title: An asymptotic confidence interval for the process capability index Cpm Abstract: The use of indices as an estimation tool of process capability is long-established among the statistical quality professionals. Numerous capability indices have been proposed in last few years. Cpm constitutes one of the most widely used capability indices and its estimation has attracted much interest. In this paper, we propose a new method for constructing an approximate confidence interval for the index Cpm. The proposed method is based on the asymptotic distribution of the index Cpm obtained by the Delta Method. Under some regularity conditions, the distribution of an estimator of the process capability index Cpm is asymptotically normal. Journal: Communications in Statistics - Theory and Methods Pages: 5138-5144 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508713 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508713 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5138-5144 Template-Type: ReDIF-Article 1.0 Author-Name: Phalguni Nanda Author-X-Name-First: Phalguni Author-X-Name-Last: Nanda Author-Name: Suchandan Kayal Author-X-Name-First: Suchandan Author-X-Name-Last: Kayal Title: Mean inactivity time of lower record values Abstract: In this paper, we study mean inactivity time (MIT) of lower record values. We obtain monotone and aging properties of it. Based on MIT, we further investigate ordering relationship between records of two populations. Finally, sharp bounds for the MIT of records have been obtained. Journal: Communications in Statistics - Theory and Methods Pages: 5145-5164 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508714 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508714 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5145-5164 Template-Type: ReDIF-Article 1.0 Author-Name: Ravindra Khattree Author-X-Name-First: Ravindra Author-X-Name-Last: Khattree Title: A note on the nonexistence of the constant block-sum balanced incomplete block designs Abstract: Due to important practical applications and considerations in biomedical clinical trials, fixed block-sum designs are of interest. We show that in general, the constant block-sum balanced incomplete block designs do not exist. Journal: Communications in Statistics - Theory and Methods Pages: 5165-5168 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508715 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508715 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5165-5168 Template-Type: ReDIF-Article 1.0 Author-Name: Pingfan Song Author-X-Name-First: Pingfan Author-X-Name-Last: Song Author-Name: Shaochen Wang Author-X-Name-First: Shaochen Author-X-Name-Last: Wang Title: On the moment generating functions for integer valued random variables Abstract: In this note, we give explicit expressions of moment generating functions for integer valued random variables in both univariate and multivariate cases, which extend the results obtained by Nadarajah and Mitov [Communications in Statistics–Theory and Methods, 32, 2003, 47–60] and more recently by Chakraborti, Jardim and Epprecht [The American Statistician, 2017], Kwong and Nadarajah [Communications in Statistics–Theory and Methods, 2017]. Some examples are also discussed. Journal: Communications in Statistics - Theory and Methods Pages: 5169-5174 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508716 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508716 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5169-5174 Template-Type: ReDIF-Article 1.0 Author-Name: Fotios Loukissas Author-X-Name-First: Fotios Author-X-Name-Last: Loukissas Title: Precise large deviations for strong subexponential distributions and applications on a multi risk model Abstract: We investigate the asymptotic relations for sums of independent identically distributed random variables when the distribution function belongs to the heavy tailed S* class. Also, we investigate if the asymptotic relation of large deviations holds, when the relation between x and n is linear, for all subexponential tailed distribution functions using the example of Weibull distribution. Finally, we apply the main result on the multi risk model it was introduced in Wang and Wang (2007). Journal: Communications in Statistics - Theory and Methods Pages: 5175-5190 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1508717 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508717 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5175-5190 Template-Type: ReDIF-Article 1.0 Author-Name: The Editors Title: Corrigendum Journal: Communications in Statistics - Theory and Methods Pages: 5191-5191 Issue: 20 Volume: 48 Year: 2019 Month: 10 X-DOI: 10.1080/03610926.2018.1494907 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494907 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5191-5191 Template-Type: ReDIF-Article 1.0 Author-Name: Guang-hui Cai Author-X-Name-First: Guang-hui Author-X-Name-Last: Cai Author-Name: Lin Xiang Author-X-Name-First: Lin Author-X-Name-Last: Xiang Author-Name: Xin-xing Su Author-X-Name-First: Xin-xing Author-X-Name-Last: Su Author-Name: Xue-hai Ying Author-X-Name-First: Xue-hai Author-X-Name-Last: Ying Title: A self-normalized central limit theorem for a ρ-mixing stationary sequence Abstract: We investigate a self-normalized central limit theorem for a ρ-mixing stationary sequence {Xi, i ⩾ 1} of random variables such that L(x) ≔ E(X21I{|X1| ⩽ x}) is a slowly varying function as x → ∞. The results obtained generalize the results of Gine, Gotze, and Mason (1997) and Mason (2005) to ρ-mixing sequences. Journal: Communications in Statistics - Theory and Methods Pages: 1785-1791 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2016.1277754 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277754 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1785-1791 Template-Type: ReDIF-Article 1.0 Author-Name: Tai VoVan Author-X-Name-First: Tai Author-X-Name-Last: VoVan Author-Name: Thao NguyenTrang Author-X-Name-First: Thao Author-X-Name-Last: NguyenTrang Title: Similar coefficient for cluster of probability density functions Abstract: In this article, we propose a new criterion to evaluate the similarity of probability density functions (pdfs). We call this the criterion on similar coefficient of cluster (SCC) and use it as a tool to deal with overlap coefficients of pdfs in normal standard on [0;1]. With the support of the self-update algorithm for determining the suitable number of clusters, SCC then becomes a criterion to establish the corresponding cluster for pdfs. Moreover, some results on determination of SCC in case of two and more than two pdfs as well as relations of different SCCs and other measures are presented. The numerical examples in both synthetic data and real data are given not only to illustrate the suitability of proposed theories and algorithms but also to demonstrate the applicability and innovation of the proposed algorithm. Journal: Communications in Statistics - Theory and Methods Pages: 1792-1811 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1327075 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1327075 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1792-1811 Template-Type: ReDIF-Article 1.0 Author-Name: Romain Azaïs Author-X-Name-First: Romain Author-X-Name-Last: Azaïs Author-Name: Alexandre Genadot Author-X-Name-First: Alexandre Author-X-Name-Last: Genadot Title: A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions Abstract: Piecewise-deterministic Markov processes form a general class of non diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate of such a process with discrete transitions. We deduce from this result a non parametric technique for estimating this feature of interest. We state the uniform convergence in probability of the estimator. The methodology is illustrated on a numerical example. Journal: Communications in Statistics - Theory and Methods Pages: 1812-1829 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1327072 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1327072 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1812-1829 Template-Type: ReDIF-Article 1.0 Author-Name: G. N. Singh Author-X-Name-First: G. N. Author-X-Name-Last: Singh Author-Name: S. Suman Author-X-Name-First: S. Author-X-Name-Last: Suman Author-Name: M. Khetan Author-X-Name-First: M. Author-X-Name-Last: Khetan Author-Name: C. Paul Author-X-Name-First: C. Author-X-Name-Last: Paul Title: Some estimation procedures of sensitive character using scrambled response techniques in successive sampling Abstract: This paper is an attempt to analyze the effect of scrambled response techniques to estimate the current population mean in two-occasion successive sampling when study and auxiliary variables are sensitive in nature. Using additive and multiplicative scrambled response models on both occasions, some generalized estimation strategies of current population mean have been proposed and their properties are examined. Empirical studies are performed on real data (abortion rate in the states of United States) and simulation studies are also carried out to evaluate the performances of the proposed estimators over other estimators. Results have proved the worthiness of the scrambled response techniques in real-life situations. Journal: Communications in Statistics - Theory and Methods Pages: 1830-1841 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1327073 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1327073 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1830-1841 Template-Type: ReDIF-Article 1.0 Author-Name: M. A. Pasha Author-X-Name-First: M. A. Author-X-Name-Last: Pasha Author-Name: M. B. Moghadam Author-X-Name-First: M. B. Author-X-Name-Last: Moghadam Author-Name: S. Fani Author-X-Name-First: S. Author-X-Name-Last: Fani Author-Name: Y. Khadem Author-X-Name-First: Y. Author-X-Name-Last: Khadem Title: Effects of quality characteristic distributions on the integrated model of Taguchi's loss function and economic statistical design of X‾$\bar{X}$-control charts by modifying the Banerjee and Rahim economic model Abstract: Although the normality is a usual assumption for quality measurements, it may be erroneous and misleading in many industrial applications of quality control online models. In addition, incorporating Taguchi's loss function to these inspection activities leads the management to better decisions. In this paper, the integrated model of Taguchi's loss function and the economic statistical design of X‾$\bar{X}$-control charts are investigated under both normal and non normal quality data. This purpose has been achieved by modifying the cost model of Banerjee and Rahim (1988) in which a non uniform sampling scheme is utilized for systems with increasing failure rate and Weibull shock model. For the same values of time and cost quantities and Weibull distribution parameters, the effects of three most popular quality characteristic distributions (Normal, Burr, and Johnson) that are fitted on a case study data in Rahim (1993) are studied and compared. The optimal parameters of both economic and economic statistical designs reveal that there is an insignificant difference between Normal and Burr distributions, whereas a relative difference can be observed in the case of Johnson distribution. Journal: Communications in Statistics - Theory and Methods Pages: 1842-1855 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1328512 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1328512 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1842-1855 Template-Type: ReDIF-Article 1.0 Author-Name: Zahid Pervez Author-X-Name-First: Zahid Author-X-Name-Last: Pervez Author-Name: Zawar Hussain Author-X-Name-First: Zawar Author-X-Name-Last: Hussain Author-Name: Maryam Hafeez Author-X-Name-First: Maryam Author-X-Name-Last: Hafeez Title: On using non identical and independent Bernoulli trials in human surveys Abstract: Unlike the usual randomized response techniques, as a pioneering attempt, this article focuses on using non identical independent Bernoulli trials in sensitive surveys. For this purpose, a general class of randomized response techniques is considered. The usual randomized response techniques are based on a fixed probability of having a yes answer. Contrary to usual techniques, in the proposed technique every respondent has a different probability of reporting a yes answer. With this setting, in most of the situations, the proposed technique is observed performing better in terms of variability. To illustrate and support the superiority of the proposed technique it is compared with models such as Warner (1965), Greenberg et al. (1969), Mangat and Singh (1990), and Mangat (1994) using identical Bernoulli trials. Relative efficiency and privacy protection are studied in detail using Warner (1965) and Mangat (1994) models. Journal: Communications in Statistics - Theory and Methods Pages: 1856-1867 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1328511 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1328511 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1856-1867 Template-Type: ReDIF-Article 1.0 Author-Name: Virtue U. Ekhosuehi Author-X-Name-First: Virtue U. Author-X-Name-Last: Ekhosuehi Author-Name: Daniel O. Iruegbukpe Author-X-Name-First: Daniel O. Author-X-Name-Last: Iruegbukpe Author-Name: Julian I. Mbegbu Author-X-Name-First: Julian I. Author-X-Name-Last: Mbegbu Title: Minimum aberration criterion for screening experiments at two levels from an entropy-based perspective Abstract: This paper presents a new criterion for selecting a two-level fractional factorial design. The theoretical underpinning for the criterion is the Shannon entropy. The criterion, which is referred to as the entropy-based minimum aberration criterion, has several advantages. The advantage of the entropy-based criterion over the classical minimum aberration criterion is that it utilizes a measure of uncertainty on the skewness of the distribution of word length patterns in the selection of the “best” design in a family of two-level fractional factorial plans. The criterion evades the trauma associated with the lack of prior knowledge on the important effects. Journal: Communications in Statistics - Theory and Methods Pages: 1868-1881 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1328513 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1328513 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1868-1881 Template-Type: ReDIF-Article 1.0 Author-Name: Juming Pan Author-X-Name-First: Juming Author-X-Name-Last: Pan Author-Name: Junfeng Shang Author-X-Name-First: Junfeng Author-X-Name-Last: Shang Title: Adaptive LASSO for linear mixed model selection via profile log-likelihood Abstract: Mixed model selection is quite important in statistical literature. To assist the mixed model selection, we employ the adaptive LASSO penalized term to propose a two-stage selection procedure for the purpose of choosing both the random and fixed effects. In the first stage, we utilize the penalized restricted profile log-likelihood to choose the random effects; in the second stage, after the random effects are determined, we apply the penalized profile log-likelihood to select the fixed effects. In each stage, the Newton–Raphson algorithm is performed to complete the parameter estimation. We prove that the proposed procedure is consistent and possesses the oracle properties. The simulations and a real data application are conducted for demonstrating the effectiveness of the proposed selection procedure. Journal: Communications in Statistics - Theory and Methods Pages: 1882-1900 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1332219 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1332219 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1882-1900 Template-Type: ReDIF-Article 1.0 Author-Name: Kang FangYuan Author-X-Name-First: Kang Author-X-Name-Last: FangYuan Title: An additive marginal regression model for clustered recurrent event in the presence of a terminal event Abstract: In this article, an additive rate model is proposed for clustered recurrent event with a terminal event. The subjects are clustered by some property. For the clustered subjects, the recurrent event is precluded by the death. An estimating equation is developed for the model parameter and the baseline rate function. The asymptotic properties of the resulting estimators are established. In addition, a goodness-of-fit test is presented to assess the adequacy of the model. The finite-sample behavior of the proposed estimators is evaluated through simulation studies, and an application to a bladder cancer data is illustrated. Journal: Communications in Statistics - Theory and Methods Pages: 1901-1912 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1332221 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1332221 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1901-1912 Template-Type: ReDIF-Article 1.0 Author-Name: Henriette Groenvik Author-X-Name-First: Henriette Author-X-Name-Last: Groenvik Author-Name: Yeonwoo Rho Author-X-Name-First: Yeonwoo Author-X-Name-Last: Rho Title: A self-normalizing approach to the specification test of mixed-frequency models Abstract: In econometrics and finance, variables are collected at different frequencies. One straightforward regression model is to aggregate the higher frequency variable to match the lower frequency with a fixed weight function. However, aggregation with fixed weight functions may overlook useful information in the higher frequency variable. On the other hand, keeping all higher frequencies may result in overly complicated models. In literature, mixed data sampling (MIDAS) regression models have been proposed to balance between the two. In this article, a new model specification test is proposed that can help decide between the simple aggregation and the MIDAS model. Journal: Communications in Statistics - Theory and Methods Pages: 1913-1922 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1332222 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1332222 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1913-1922 Template-Type: ReDIF-Article 1.0 Author-Name: Ilmun Kim Author-X-Name-First: Ilmun Author-X-Name-Last: Kim Author-Name: Sangun Park Author-X-Name-First: Sangun Author-X-Name-Last: Park Title: Likelihood ratio tests for multivariate normality Abstract: This paper presents some powerful omnibus tests for multivariate normality based on the likelihood ratio and the characterizations of the multivariate normal distribution. The power of the proposed tests is studied against various alternatives via Monte Carlo simulations. Simulation studies show our tests compare well with other powerful tests including multivariate versions of the Shapiro–Wilk test and the Anderson–Darling test. Journal: Communications in Statistics - Theory and Methods Pages: 1923-1934 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1332218 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1332218 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1923-1934 Template-Type: ReDIF-Article 1.0 Author-Name: Xinfeng Chang Author-X-Name-First: Xinfeng Author-X-Name-Last: Chang Author-Name: Jibo Wu Author-X-Name-First: Jibo Author-X-Name-Last: Wu Title: Performance of the stein-type two-parameter estimator in multiple linear regression model Abstract: In this article, we consider the Stein-type approach to the estimation of the regression parameter in a multiple regression model under a multicollinearity situation. The Stein-type two-parameter estimator is proposed when it is suspected that the regression parameter may be restricted to a subspace. The bias and the quadratic risk of the proposed estimator are derived and compared with the two-parameter estimator (TPE), the restricted TPE and the preliminary test TPE. The conditions of superiority of the proposed estimator are obtained. Finally, a real data example is provided to illustrate some of the theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 1935-1952 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1332220 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1332220 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1935-1952 Template-Type: ReDIF-Article 1.0 Author-Name: Ying-Ying Zhang Author-X-Name-First: Ying-Ying Author-X-Name-Last: Zhang Author-Name: Yu-Han Xie Author-X-Name-First: Yu-Han Author-X-Name-Last: Xie Author-Name: Wen-He Song Author-X-Name-First: Wen-He Author-X-Name-Last: Song Author-Name: Ming-Qin Zhou Author-X-Name-First: Ming-Qin Author-X-Name-Last: Zhou Title: Three strings of inequalities among six Bayes estimators Abstract: We discover three interesting strings of inequalities among six Bayes estimators, where for the parameter space (0, 1), (0, ∞), and ( − ∞, ∞), each case has a string of inequalities. The three strings of inequalities only depend on the loss functions, and the inequalities are independent of the chosen models and the used priors provided the Bayes estimators exist. Therefore, they exist in a general setting which makes them quite interesting. Finally, the numerical simulations exemplify the two strings of inequalities defined on (0, 1) and (0, ∞), and that there does not exist a string of inequalities among the six smallest posterior expected losses. Journal: Communications in Statistics - Theory and Methods Pages: 1953-1961 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1335411 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335411 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1953-1961 Template-Type: ReDIF-Article 1.0 Author-Name: Amarjit Kundu Author-X-Name-First: Amarjit Author-X-Name-Last: Kundu Author-Name: Chanchal Kundu Author-X-Name-First: Chanchal Author-X-Name-Last: Kundu Title: Bivariate extension of generalized cumulative past entropy Abstract: The cumulative past entropy (CPE) of order α, a dual measure of cumulative residual entropy (CRE) of order α, has recently been proposed as a suitable extension of CPE. In this article, we extend the definition of (dynamic) CPE of order α (DCPE(α)) to bivariate setup and obtain some of its properties including bounds. We also look into the problem of extending DCPE(α) for conditionally specified models. Several properties, including monotonicity, and bounds of DCPE(α) are obtained for conditional distributions. Along with some characterization results it is shown that the proposed generalized measure uniquely determines the distribution function. Moreover, we also propose a stochastic order based on this measure and prove interrelation with some existing stochastic orders. Journal: Communications in Statistics - Theory and Methods Pages: 1962-1977 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1335412 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335412 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1962-1977 Template-Type: ReDIF-Article 1.0 Author-Name: Ambreen Shafqat Author-X-Name-First: Ambreen Author-X-Name-Last: Shafqat Author-Name: Jaffer Hussain Author-X-Name-First: Jaffer Author-X-Name-Last: Hussain Author-Name: Amjad D. Al-Nasser Author-X-Name-First: Amjad D. Author-X-Name-Last: Al-Nasser Author-Name: Muhammad Aslam Author-X-Name-First: Muhammad Author-X-Name-Last: Aslam Title: Attribute control chart for some popular distributions Abstract: The binomial distribution is often used to display attribute control data. In this paper, a statistical model is settled for attribute control chart under truncated life test. By Burr X & XII, inverse Gaussian (IG), and exponential lifetime-truncated distributions, a Shewhart-type attribute control chart is built to display the data. The performance of attributed control chart constructed on truncated life test is evaluated by average run length, which compares the performance of all distributions. Our study arranges that IG is better distribution among all. Journal: Communications in Statistics - Theory and Methods Pages: 1978-1988 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1335414 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335414 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1978-1988 Template-Type: ReDIF-Article 1.0 Author-Name: Gajendra K. Vishwakarma Author-X-Name-First: Gajendra K. Author-X-Name-Last: Vishwakarma Title: An alternative to ratio estimator in post-stratification Abstract: This article proposes an alternative to usual ratio estimator of population mean in post-stratified sampling procedure and its properties are analyzed. Both theoretical and empirical findings are encouraging and support the soundness of the proposed procedure for mean estimation over an alternative to ratio estimator in simple random sampling without replacement suggested by Srivenkataramana and Tracy (1980), usual combined ratio estimators suggested by Ige and Tripathi (1989), and usual unbiased estimator in post-stratified sampling scheme. Both theoretical and empirical findings are encouraging and support the soundness of the present study. At the end, a simulation study has been carried out to verify the superiority of the proposed estimator. Journal: Communications in Statistics - Theory and Methods Pages: 1989-2000 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1335419 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335419 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:1989-2000 Template-Type: ReDIF-Article 1.0 Author-Name: Yu Shen Author-X-Name-First: Yu Author-X-Name-Last: Shen Author-Name: Han-Ying Liang Author-X-Name-First: Han-Ying Author-X-Name-Last: Liang Author-Name: Guo-Liang Fan Author-X-Name-First: Guo-Liang Author-X-Name-Last: Fan Title: Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information Abstract: Based on the inverse probability weight method, we, in this article, construct the empirical likelihood (EL) and penalized empirical likelihood (PEL) ratios of the parameter in the linear quantile regression model when the covariates are missing at random, in the presence and absence of auxiliary information, respectively. It is proved that the EL ratio admits a limiting Chi-square distribution. At the same time, the asymptotic normality of the maximum EL and PEL estimators of the parameter is established. Also, the variable selection of the model in the presence and absence of auxiliary information, respectively, is discussed. Simulation study and a real data analysis are done to evaluate the performance of the proposed methods. Journal: Communications in Statistics - Theory and Methods Pages: 2001-2021 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1335413 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335413 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:2001-2021 Template-Type: ReDIF-Article 1.0 Author-Name: Fatma Sevinç Kurnaz Author-X-Name-First: Fatma Sevinç Author-X-Name-Last: Kurnaz Author-Name: Kadri Ulaş Akay Author-X-Name-First: Kadri Ulaş Author-X-Name-Last: Akay Title: Matrix mean squared error comparisons of some biased estimators with two biasing parameters Abstract: To deal with multicollinearity problem, the biased estimators with two biasing parameters have recently attracted much research interest. The aim of this article is to compare one of the last proposals given by Yang and Chang (2010) with Liu-type estimator (Liu 2003) and k − d class estimator (Sakallioglu and Kaciranlar 2008) under the matrix mean squared error criterion. As well as giving these comparisons theoretically, we support the results with the extended simulation studies and real data example, which show the advantages of the proposal given by Yang and Chang (2010) over the other proposals with increasing multicollinearity level. Journal: Communications in Statistics - Theory and Methods Pages: 2022-2035 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1335415 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335415 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:2022-2035 Template-Type: ReDIF-Article 1.0 Author-Name: Behzad Mansouri Author-X-Name-First: Behzad Author-X-Name-Last: Mansouri Title: Wavelet analysis of uniformly time-modulated processes Abstract: Uniformly time-modulated processes (UTMP) offer a simple, though convenient model for many non stationary time series. However, in many applications, dependency is considered as a disturbing factor. For the UTMP using Weierstrass representation of modulating function, we demonstrated that the correlation between coefficients in wavelet domain is a decreasing function of number of wavelet vanishing moments and tends to zero in progressive rate as we move from finer scales to coarser scales. Journal: Communications in Statistics - Theory and Methods Pages: 2036-2041 Issue: 8 Volume: 47 Year: 2018 Month: 4 X-DOI: 10.1080/03610926.2017.1335416 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335416 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:8:p:2036-2041 Template-Type: ReDIF-Article 1.0 Author-Name: Xufeng Zhao Author-X-Name-First: Xufeng Author-X-Name-Last: Zhao Author-Name: Jingyuan Shen Author-X-Name-First: Jingyuan Author-X-Name-Last: Shen Title: Preface Journal: Communications in Statistics - Theory and Methods Pages: 3585-3588 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2020.1776049 File-URL: http://hdl.handle.net/10.1080/03610926.2020.1776049 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3585-3588 Template-Type: ReDIF-Article 1.0 Author-Name: Liang Wang Author-X-Name-First: Liang Author-X-Name-Last: Wang Author-Name: Xuanjia Zuo Author-X-Name-First: Xuanjia Author-X-Name-Last: Zuo Author-Name: Yogesh Mani Tripathi Author-X-Name-First: Yogesh Mani Author-X-Name-Last: Tripathi Author-Name: Junyuan Wang Author-X-Name-First: Junyuan Author-X-Name-Last: Wang Title: Reliability analysis for stress-strength model from a general family of truncated distributions under censored data Abstract: Under progressive Type-II censoring, inference of stress-strength reliability (SSR) is studied for a general family of lower truncated distributions. When the lifetime models of the strength and stress variables have arbitrary and common parameters, maximum likelihood and pivotal quantities based generalized estimators of SSR are established, respectively. Confidence intervals are constructed based on generalized pivotal quantities and bootstrap technique under different parameter cases as well. In addition, to compare the equivalence of the strength and stress parameters, likelihood ratio testing of interested parameters is provided as a complementary. Simulation studies and two real-life data examples are provided to investigate the performance of proposed methods. Journal: Communications in Statistics - Theory and Methods Pages: 3589-3608 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1710759 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1710759 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3589-3608 Template-Type: ReDIF-Article 1.0 Author-Name: Baoliang Liu Author-X-Name-First: Baoliang Author-X-Name-Last: Liu Author-Name: Yanqing Wen Author-X-Name-First: Yanqing Author-X-Name-Last: Wen Author-Name: Shugui Kang Author-X-Name-First: Shugui Author-X-Name-Last: Kang Author-Name: Qingan Qiu Author-X-Name-First: Qingan Author-X-Name-Last: Qiu Title: A multiple warm standby repairable system under N-policy with multiple vacations following Markovian arrival process Abstract: The paper considers a warm standby n-unit system under N-policy with one repairman taking multiple vacations. The system is operational as long as one of the units is normal. The online unit is subject to internal failures and external shocks. The lifetime of the online unit due to an internal failure follows a phase-type (PH) distribution. The inter-arrival time of shocks and the random amount of shock damage are governed by other two different PH distributions, respectively. When the damage of a shock is larger than the given threshold, the online unit is considered to be failed. Standby units are subject to shocks from a different cause, which are governed by a Markovian arrival process (MAP). A repairman who can take multiple vacations repairs the failed units based on the N-policy. The successive repair times and the successive vacation times of the repairman are governed by other two different MAPs, respectively. In this paper, first, a Markov process is constructed to describe the warm standby n-unit system. Then the system is studied in a transient and stationary regime using matrix-analytical approaches. Finally, two numerical applications are given to illustrate the results obtained in the paper. Journal: Communications in Statistics - Theory and Methods Pages: 3609-3634 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1710758 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1710758 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3609-3634 Template-Type: ReDIF-Article 1.0 Author-Name: Dui Hongyan Author-X-Name-First: Dui Author-X-Name-Last: Hongyan Author-Name: Zhang Chi Author-X-Name-First: Zhang Author-X-Name-Last: Chi Author-Name: Xu Xin Author-X-Name-First: Xu Author-X-Name-Last: Xin Title: Failure analysis of network nodes and edges in scale-free networks Abstract: In network failure analysis, most studies always tend to pay more attention to the capabilities of nodes and their impact on networks stability, however, few refer to the ability of edge and node pairs and their impact on the networks. In this article, for deterministic networks, different types of nodes and edges are analyzed, and their differences in location are considered by their contributions to the networks. Then the relative capacity of the flow for edges is proposed, and a quantitative description of scale of failure is explored to analyze the importance rank of network elements. Finally, a numerical example is used to illustrate the proposed method. The results show that single-to-multiple networks always perform well, no matter if we consider the distribution of edges importance, or the difference in scale of failure caused by different nodes. Journal: Communications in Statistics - Theory and Methods Pages: 3635-3649 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1703136 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1703136 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3635-3649 Template-Type: ReDIF-Article 1.0 Author-Name: Xiaofang Dong Author-X-Name-First: Xiaofang Author-X-Name-Last: Dong Author-Name: Liangyong Zhang Author-X-Name-First: Liangyong Author-X-Name-Last: Zhang Title: Estimation of system reliability for exponential distributions based on L ranked set sampling Abstract: In the case where strength and stress both follow exponential distributions, this paper considers the maximum likelihood estimator (MLE) of the system reliability based on L ranked set sampling (LRSS). The proposed MLE is shown to have existence, uniqueness and asymptotic normality, and its asymptotic variance is obtained by the Fisher information matrix of LRSS. The values of asymptotic relative efficiencies show that the proposed MLE is always more efficient than the MLE using simple random sampling (SRS). However, the MLE using LRSS cannot be written in closed form. Therefore, the modified MLE is proposed using the technique replaced some terms in the maximum likelihood equations by their expectations. The newly modified MLE using LRSS is shown to be superior to the MLE using SRS. Finally, the proposed method is applied to a real data set on metastatic renal carcinoma study. Journal: Communications in Statistics - Theory and Methods Pages: 3650-3662 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1691735 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1691735 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3650-3662 Template-Type: ReDIF-Article 1.0 Author-Name: Yudong Wang Author-X-Name-First: Yudong Author-X-Name-Last: Wang Author-Name: Yincai Tang Author-X-Name-First: Yincai Author-X-Name-Last: Tang Title: Statistical analysis of accelerated temperature cycling test based on Coffin-Manson model Abstract: This paper investigates the statistical analysis of grouped accelerated temperature cycling test data when the product lifetime follows a Weibull distribution. A log-linear acceleration equation is derived from the Coffin-Manson model. The problem is transformed to a constant-stress accelerated life test with grouped data and multiple acceleration variables. The Jeffreys prior and reference priors are derived. Maximum likelihood estimation and Bayesian estimation with objective priors are obtained by applying the technique of data augmentation. A simulation study shows that both of these two methods perform well when sample size is large, and the Bayesian method gives better performance under small sample sizes. Journal: Communications in Statistics - Theory and Methods Pages: 3663-3680 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1702697 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1702697 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3663-3680 Template-Type: ReDIF-Article 1.0 Author-Name: Zhongping Li Author-X-Name-First: Zhongping Author-X-Name-Last: Li Author-Name: Lirong Cui Author-X-Name-First: Lirong Author-X-Name-Last: Cui Title: Numerical method for means of linear Hawkes processes Abstract: Linear Hawkes processes are widely used in many fields and means are the basic and critical information of them. However, there is little research on linear Hawkes processes’ means. In this paper, we present a numerical method based on the Laplace transform and inverse Laplace transform for means of linear Hawkes processes. The advantage of this method is that whatever the kernel function is, we can always obtain the numerical solutions of means for a linear Hawkes process. In addition, this numerical method provides the basic information of linear Hawkes processes by means. As an application, the numerical method is applied in a WeChat network model. Journal: Communications in Statistics - Theory and Methods Pages: 3681-3697 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2020.1713374 File-URL: http://hdl.handle.net/10.1080/03610926.2020.1713374 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3681-3697 Template-Type: ReDIF-Article 1.0 Author-Name: Gaofeng Da Author-X-Name-First: Gaofeng Author-X-Name-Last: Da Author-Name: Weiyong Ding Author-X-Name-First: Weiyong Author-X-Name-Last: Ding Author-Name: Xiaohu Li Author-X-Name-First: Xiaohu Author-X-Name-Last: Li Title: On comparisons of population and subpopulations in frailty models Abstract: This paper studies stochastic comparisons between a population and subpopulations in both multiplicative and additive frailty models. The comparisons between a population and its baseline in stochastic ordering are conducted as a special case. We build equivalent characterizations of some common stochastic orders between a population and a subpopulation, in terms of the frailty of the subpopulation and the first two moments of frailty variable. Some examples and applications are discussed as well. Journal: Communications in Statistics - Theory and Methods Pages: 3698-3711 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1708401 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1708401 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3698-3711 Template-Type: ReDIF-Article 1.0 Author-Name: Junjun Zheng Author-X-Name-First: Junjun Author-X-Name-Last: Zheng Author-Name: Hiroyuki Okamura Author-X-Name-First: Hiroyuki Author-X-Name-Last: Okamura Author-Name: Tadashi Dohi Author-X-Name-First: Tadashi Author-X-Name-Last: Dohi Title: A phase expansion for non-Markovian availability models with time-based aperiodic rejuvenation and checkpointing Abstract: This paper presents a stochastic framework, consisting of stochastic reward net (SRN) for capturing the transient behaviors of the system and its related non-Markovian state transition diagram, to model an operational software system that undergoes aperiodic time-based rejuvenation and checkpointing schemes, and further to investigate whether there exists the optimal rejuvenation schedule that maximizes the system steady-state availability. A phase expansion approach is adopted to solve the non-Markovian availability models, which are actually neither the semi-Markov processes nor the Markov regenerative processes. Our numerical results show an appropriate rejuvenation trigger timing range, resulting in the positive improvement effect on the system availability of a database system, and that there exists the optimal rejuvenation trigger timing maximizing the system availability. Journal: Communications in Statistics - Theory and Methods Pages: 3712-3729 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1708400 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1708400 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3712-3729 Template-Type: ReDIF-Article 1.0 Author-Name: Xiang Xiao Author-X-Name-First: Xiang Author-X-Name-Last: Xiao Author-Name: Yincai Tang Author-X-Name-First: Yincai Author-X-Name-Last: Tang Author-Name: Ancha Xu Author-X-Name-First: Ancha Author-X-Name-Last: Xu Author-Name: Guoqiang Wang Author-X-Name-First: Guoqiang Author-X-Name-Last: Wang Title: Bayesian inference for zero-and-one-inflated geometric distribution regression model using Pólya-Gamma latent variables Abstract: In the fields of internet financial transactions and reliability engineering, there could be more zero and one observations simultaneously. In this paper, considering that it is beyond the range where the conventional model can fit, zero-and-one-inflated geometric distribution regression model is proposed. Ingeniously introducing Pólya-Gamma latent variables in the Bayesian inference, posterior sampling with high-dimensional parameters is converted to latent variables sampling and posterior sampling with lower-dimensional parameters, respectively. Circumventing the need for Metropolis-Hastings sampling, the sample with higher sampling efficiency is obtained. A simulation study is conducted to assess the performance of the proposed estimation for various sample sizes. Finally, a doctoral dissertation data set is analyzed to illustrate the practicability of the proposed method, research shows that zero-and-one-inflated geometric distribution regression model using Pólya-Gamma latent variables can achieve better fitting results. Journal: Communications in Statistics - Theory and Methods Pages: 3730-3743 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1709647 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1709647 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3730-3743 Template-Type: ReDIF-Article 1.0 Author-Name: Qian Qian Zhao Author-X-Name-First: Qian Qian Author-X-Name-Last: Zhao Author-Name: Won Young Yun Author-X-Name-First: Won Young Author-X-Name-Last: Yun Title: A sampling plan for one-shot systems considering destructive inspection Abstract: The paper is concerned with an acceptance sampling problem under destructive inspections for one-shot systems. The systems may fail at random times while they are operating (as the systems are considered to be operating when storage begins), and these failures can only be identified by inspection. Thus, n samples are randomly selected from N one-shot systems for periodic destructive inspection. After storage time T, the N systems are replaced if the number of working systems is less than a pre-specified threshold k. The primary purpose of this study is to determine the optimal number of samples n*, extracted from the N for destructive detection and the optimal acceptance number k*, in the sample under the constraint of the system interval availability, to minimize the expected cost rate. Numerical experiments are studied to investigate the effect of the parameters in sampling inspection on the optimal solutions. Journal: Communications in Statistics - Theory and Methods Pages: 3744-3760 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2020.1719159 File-URL: http://hdl.handle.net/10.1080/03610926.2020.1719159 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3744-3760 Template-Type: ReDIF-Article 1.0 Author-Name: Naoya Wada Author-X-Name-First: Naoya Author-X-Name-Last: Wada Author-Name: Kodo Ito Author-X-Name-First: Kodo Author-X-Name-Last: Ito Author-Name: Toshio Nakagawa Author-X-Name-First: Toshio Author-X-Name-Last: Nakagawa Title: Optimal training plans on physical performance considering supercompensation Abstract: A quantitative evaluation of athletic training is one of the most important issues in the sports science, and its optimization problem between fitness and fatigue has to be considered. Although fitness is the gain of athletic training and athletes can acquire extensive fitness by hard training, they cannot continue such training for a long time because of fatigue. After the hard training which exceeds the physical capacity of athletes, a delayed onset muscle soreness (DOMS) appears and they cannot continue the same training hereafter. Because DOMS impedes the progress of training, it must be avoided when the training plan is made. By continuing training for a long period, the performance capacity of athlete body has enhanced and they can endure hard and long training with which it could not tolerate before, and such performance capacity enhancement is called supercompensation. In a planning athletic training, its optimization problem between fitness and fatigue should be discussed considering, both DOMS and supercompensation by forming probabilistic models of fitness and fatigue, optimal training plans which maximize the total fitness during training periods and minimize the occurrence of DOMS are discussed analytically and numerically. Journal: Communications in Statistics - Theory and Methods Pages: 3761-3771 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2020.1722845 File-URL: http://hdl.handle.net/10.1080/03610926.2020.1722845 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3761-3771 Template-Type: ReDIF-Article 1.0 Author-Name: Chao Zhang Author-X-Name-First: Chao Author-X-Name-Last: Zhang Author-Name: Tao Liu Author-X-Name-First: Tao Author-X-Name-Last: Liu Author-Name: Guanghan Bai Author-X-Name-First: Guanghan Author-X-Name-Last: Bai Title: An improved algorithm for reliability bounds of multistate networks Abstract: Indirect approaches based on minimal path vectors (d-MPs) and/or minimal cut vectors (d-MCs) are reported to be efficient for the reliability evaluation of multistate networks. Given the need to find more efficient evaluation methods for exact reliability, such techniques may still be cumbersome when the size of the network and the states of component are relatively large. Alternatively, computing reliability bounds can provide approximated reliability with less computational effort. Based on Bai’s exact and indirect reliability evaluation algorithm, an improved algorithm is proposed in this study, which provides sequences of upper and lower reliability bounds of multistate networks. Novel heuristic rules with a pre-specified value to filter less important sets of unspecified states are then developed and incorporated into the algorithm. Computational experiments comparing the proposed methods with an existing direct bounding algorithm show that the new algorithms can provide tight reliability bounds with less computational effort, especially for the proposed algorithm with heuristic L1. Journal: Communications in Statistics - Theory and Methods Pages: 3772-3791 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2020.1752728 File-URL: http://hdl.handle.net/10.1080/03610926.2020.1752728 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3772-3791 Template-Type: ReDIF-Article 1.0 Author-Name: Lei Zhou Author-X-Name-First: Lei Author-X-Name-Last: Zhou Author-Name: Hisashi Yamamoto Author-X-Name-First: Hisashi Author-X-Name-Last: Yamamoto Author-Name: Taishin Nakamura Author-X-Name-First: Taishin Author-X-Name-Last: Nakamura Author-Name: Xiao Xiao Author-X-Name-First: Xiao Author-X-Name-Last: Xiao Title: Optimization problems for consecutive-2-out-of-n:G system Abstract: This paper considers the optimization problems for a consecutive-2-out-of-n:G system where n is considered to be fixed or random. When the number of components is constant, the optimal number of components and the optimal replacement time are discussed by minimizing the expected cost rates. Furthermore, we focus on the above discussions again when n is a random variable. We give an approximate value of MTTF and propose the preventive replacement policy, respectively. Journal: Communications in Statistics - Theory and Methods Pages: 3792-3807 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2020.1772980 File-URL: http://hdl.handle.net/10.1080/03610926.2020.1772980 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3792-3807 Template-Type: ReDIF-Article 1.0 Author-Name: Xufeng Zhao Author-X-Name-First: Xufeng Author-X-Name-Last: Zhao Author-Name: Chen Gao Author-X-Name-First: Chen Author-X-Name-Last: Gao Author-Name: Cunhua Qian Author-X-Name-First: Cunhua Author-X-Name-Last: Qian Author-Name: Toshio Nakagawa Author-X-Name-First: Toshio Author-X-Name-Last: Nakagawa Title: Approximate calculations of age-based random replacement times Abstract: It is always difficult to discuss the analytical formulas, in which optimum solutions of replacement policies satisfy, due to the mathematical complexity. This paper proposes several approximate calculations for age-based random replacement policies, such that the unit is replaced at time T, at random time Yj (j=1,2,…) over time T, and at random time YN for Yj (j=1,2,…,N). We use the inequality properties of the formulas and the bounds of the extended failure rate functions to find the approximate calculations of replacement times in analytical ways. It is shown from numerical examples that these approximate calculations would become useful references for the optimum age-based random replacement times. Journal: Communications in Statistics - Theory and Methods Pages: 3808-3820 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1710203 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1710203 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3808-3820 Template-Type: ReDIF-Article 1.0 Author-Name: Satoshi Mizutani Author-X-Name-First: Satoshi Author-X-Name-Last: Mizutani Author-Name: Wenjie Dong Author-X-Name-First: Wenjie Author-X-Name-Last: Dong Author-Name: Xufeng Zhao Author-X-Name-First: Xufeng Author-X-Name-Last: Zhao Author-Name: Toshio Nakagawa Author-X-Name-First: Toshio Author-X-Name-Last: Nakagawa Title: Preventive replacement policies with products update announcements Abstract: When we consider the improvement of the functional performances that are released by the new updates of the products, it is an interesting problem to revisit the existing replacement policies. For such a viewpoint, four replacement models with product update announcements, i.e., PUA for abbreviation, are given in this paper: Model 1, the unit is replaced at time T or at PUA over time T. Model 2, the unit is replaced at the Kth failure or at PUA over the Kth failure. By considering both time T and failure K, Models 3 and 4 are obtained based on the approaches of replacement first and last. We obtain the expected cost rates for four models and discuss analytically their optimal replacement policies Further, numerical examples are given when the time for PUA has an exponential distribution. Journal: Communications in Statistics - Theory and Methods Pages: 3821-3833 Issue: 15 Volume: 49 Year: 2020 Month: 8 X-DOI: 10.1080/03610926.2019.1710762 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1710762 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3821-3833 Template-Type: ReDIF-Article 1.0 Author-Name: Guangjun Shen Author-X-Name-First: Guangjun Author-X-Name-Last: Shen Author-Name: Litan Yan Author-X-Name-First: Litan Author-X-Name-Last: Yan Title: Estimators for the Drift of Subfractional Brownian Motion Abstract: In this paper, we consider, using technique based on Girsanov theorem, the problem of efficient estimation for the drift of subfractional Brownian motion SH ≔ (SHt)t ∈ [0, T]. We also construct a class of biased estimators of James-Stein type which dominate, under the usual quadratic risk, the natural maximum likelihood estimator. Journal: Communications in Statistics - Theory and Methods Pages: 1601-1612 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.697243 File-URL: http://hdl.handle.net/10.1080/03610926.2012.697243 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1601-1612 Template-Type: ReDIF-Article 1.0 Author-Name: Shin-Ichi Tsukada Author-X-Name-First: Shin-Ichi Author-X-Name-Last: Tsukada Title: Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample Abstract: In this article, we consider an inference for a covariance matrix under two-step monotone incomplete sample. The maximum likelihood estimator of the mean vector is unbiased but that of the covariance matrix is biased. We derive an unbiased estimator for the covariance matrix using some fundamental properties of the Wishart matrix. The properties of the estimators are investigated and the accuracies are checked by a numerical simulation. Journal: Communications in Statistics - Theory and Methods Pages: 1613-1629 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.671881 File-URL: http://hdl.handle.net/10.1080/03610926.2012.671881 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1613-1629 Template-Type: ReDIF-Article 1.0 Author-Name: Iraj Kazemi Author-X-Name-First: Iraj Author-X-Name-Last: Kazemi Author-Name: Reyhaneh Rikhtehgaran Author-X-Name-First: Reyhaneh Author-X-Name-Last: Rikhtehgaran Title: Topics on Dynamic Panel Data Models with Random Effects Using Semi-Parametric Bayesian Approach Abstract: A common assumption in fitting panel data models is normality of stochastic subject effects. This can be extremely restrictive, making vague most potential features of true distributions. The objective of this article is to propose a modeling strategy, from a semi-parametric Bayesian perspective, to specify a flexible distribution for the random effects in dynamic panel data models. This is addressed here by assuming the Dirichlet process mixture model to introduce Dirichlet process prior for the random-effects distribution. We address the role of initial conditions in dynamic processes, emphasizing on joint modeling of start-up and subsequent responses. We adopt Gibbs sampling techniques to approximate posterior estimates. These important topics are illustrated by a simulation study and also by testing hypothetical models in two empirical contexts drawn from economic studies. We use modified versions of information criteria to compare the fitted models. Journal: Communications in Statistics - Theory and Methods Pages: 1630-1648 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673672 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673672 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1630-1648 Template-Type: ReDIF-Article 1.0 Author-Name: K. K. Kamalja Author-X-Name-First: K. K. Author-X-Name-Last: Kamalja Author-Name: R. L. Shinde Author-X-Name-First: R. L. Author-X-Name-Last: Shinde Title: On the Reliability of (n, f, k) and 〈n, f, k〉 Systems Abstract: The (n, f, k)(⟨n, f, k⟩) system consists of n components ordered in a line or circle, while the system fails if and only if there exist at least f failed components or (and) at least k consecutive failed components. In this paper we consider the (n, f, k): F, (n, f, k): G, ⟨n, f, k⟩: F, and ⟨n, f, k⟩: G systems and give method of evaluating the reliability of these systems using joint distribution of X_ni=(Xn,ki,Xn,1i)$\underline{\rm X}_{\rm n}^{\rm i}=({\rm X}_{{\rm n},{\rm k}}^{\rm i},{\rm X}_{{\rm n},1}^i)$, (i = 0, 1) where Xin, k is the number of occurrences of non-overlapping i-runs of length k in the sequence of Bernoulli trials. We obtain the probability generating function of joint distribution of X_n1=(Xn,k1,Xn,11)$\underline{\rm X}_{\rm n}^1=({\rm X}_{{\rm n},{\rm k}}^1,{\rm X}_{{\rm n},1}^1)$ using the method of conditional probability generating function for the sequence of Markov Bernoulli trials and m-dependent Markov Bernoulli trials. An algorithm based on the simple theory of matrix polynomials is developed to get the exact probability distribution of X_n1$\underline{\rm X}_{\rm n}^1$ from the corresponding probability generating function derived. Further we discuss the use of exact distribution of X_n0$\underline{\rm X}_{\rm n}^0$ to evaluate the reliability of (n, f, k): F and ⟨n, f, k⟩: F system when the components are arranged in line and circle. To demonstrate the computational efficiency of an algorithm developed we evaluate the reliability of (n, f, k) and ⟨n, f, k⟩ system when the system has linear as well as circular arrangement of components. Journal: Communications in Statistics - Theory and Methods Pages: 1649-1665 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673674 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673674 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1649-1665 Template-Type: ReDIF-Article 1.0 Author-Name: Wen-shuenn Deng Author-X-Name-First: Wen-shuenn Author-X-Name-Last: Deng Author-Name: Jyh-shyang Wu Author-X-Name-First: Jyh-shyang Author-X-Name-Last: Wu Author-Name: Li-ching Chen Author-X-Name-First: Li-ching Author-X-Name-Last: Chen Author-Name: Shun-jie Ke Author-X-Name-First: Shun-jie Author-X-Name-Last: Ke Title: A Note on the Frequency Polygon Based on the Weighted Sums of Binned Data Abstract: We revisit the generalized midpoint frequency polygons of Scott (1985), and the edge frequency polygons of Jones et al. (1998) and Dong and Zheng (2001). Their estimators are linear interpolants of the appropriate values above the bin centers or edges, those values being weighted averages of the heights of r, r ∈ N, neighboring histogram bins. We propose a simple kernel evaluation method to generate weights for binned values. The proposed kernel method can provide near-optimal weights in the sense of minimizing asymptotic mean integrated square error. In addition, we prove that the discrete uniform weights minimize the variance of the generalized frequency polygon under some mild conditions. Analogous results are obtained for the generalized frequency polygon based on linearly prebinned data. Finally, we use two examples and a simulation study to compare the generalized midpoint and edge frequency polygons. Journal: Communications in Statistics - Theory and Methods Pages: 1666-1685 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673675 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673675 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1666-1685 Template-Type: ReDIF-Article 1.0 Author-Name: Nan Wang Author-X-Name-First: Nan Author-X-Name-Last: Wang Author-Name: Wei Liu Author-X-Name-First: Wei Author-X-Name-Last: Liu Title: A Distribution-free Approach in Statistical Modelling with Repeated Measurements and Missing Values Abstract: Mixed effect models, which contain both fixed effects and random effects, are frequently used in dealing with correlated data arising from repeated measurements (made on the same statistical units). In mixed effect models, the distributions of the random effects need to be specified and they are often assumed to be normal. The analysis of correlated data from repeated measurements can also be done with GEE by assuming any type of correlation as initial input. Both mixed effect models and GEE are approaches requiring distribution specifications (likelihood, score function). In this article, we consider a distribution-free least square approach under a general setting with missing value allowed. This approach does not require the specifications of the distributions and initial correlation input. Consistency and asymptotic normality of the estimation are discussed. Journal: Communications in Statistics - Theory and Methods Pages: 1686-1697 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673678 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673678 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1686-1697 Template-Type: ReDIF-Article 1.0 Author-Name: JosÉ E. ValdÉs Author-X-Name-First: JosÉ E. Author-X-Name-Last: ValdÉs Author-Name: Yoel G. Yera Author-X-Name-First: Yoel G. Author-X-Name-Last: Yera Author-Name: Leonel Zuaznabar Author-X-Name-First: Leonel Author-X-Name-Last: Zuaznabar Title: Bounds for the Expected Time to Extinction and the Probability of Extinction in the Galton-Watson Process Abstract: Upper bounds for the expected time to extinction in the Galton-Watson process are obtained. We also found upper and lower bounds for the probability of extinction of this process. These bounds improve some bounds previously obtained by other authors. Journal: Communications in Statistics - Theory and Methods Pages: 1698-1707 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673851 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673851 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1698-1707 Template-Type: ReDIF-Article 1.0 Author-Name: Simos G. Meintanis Author-X-Name-First: Simos G. Author-X-Name-Last: Meintanis Author-Name: Ma Dolores JimÉnez Gamero Author-X-Name-First: Ma Dolores JimÉnez Author-X-Name-Last: Gamero Author-Name: V. Alba-fernÁndez Author-X-Name-First: V. Author-X-Name-Last: Alba-fernÁndez Title: A Class of Goodness-of-fit Tests Based on Transformation Abstract: There is an increasing number of goodness-of-fit tests whose test statistics measure deviations between the empirical characteristic function and an estimated characteristic function of the distribution in the null hypothesis. With the aim of overcoming certain computational difficulties with the calculation of some of these test statistics, a transformation of the data is considered. To apply such a transformation, the data are assumed to be continuous with arbitrary dimension, but we also provide a modification for discrete random vectors. Practical considerations leading to analytic formulas for the test statistics are studied, as well as theoretical properties such as the asymptotic null distribution, validity of the corresponding bootstrap approximation, and consistency of the test against fixed alternatives. Five applications are provided in order to illustrate the theory. These applications also include numerical comparison with other existing techniques for testing goodness-of-fit. Journal: Communications in Statistics - Theory and Methods Pages: 1708-1735 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673673 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673673 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1708-1735 Template-Type: ReDIF-Article 1.0 Author-Name: Jochen Einbeck Author-X-Name-First: Jochen Author-X-Name-Last: Einbeck Author-Name: Mohammad A. Zayed Author-X-Name-First: Mohammad A. Author-X-Name-Last: Zayed Title: Some Asymptotics for Localized Principal Components and Curves Abstract: The asymptotic behavior of localized principal components applying kernels as weights is investigated. In particular, we show that the first-order approximation of the first localized principal component at any given point only depends on the bandwidth parameter(s) and the density at that point. This result is extended to the context of local principal curves, where the characteristics of the points at which the curve stops at the edges are identified. This is used to provide a method which allows the curve to proceed beyond its natural endpoint if desired. Journal: Communications in Statistics - Theory and Methods Pages: 1736-1749 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673676 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673676 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1736-1749 Template-Type: ReDIF-Article 1.0 Author-Name: Shuhe Hu Author-X-Name-First: Shuhe Author-X-Name-Last: Hu Author-Name: Xinghui Wang Author-X-Name-First: Xinghui Author-X-Name-Last: Wang Author-Name: Wenzhi Yang Author-X-Name-First: Wenzhi Author-X-Name-Last: Yang Author-Name: Xuejun Wang Author-X-Name-First: Xuejun Author-X-Name-Last: Wang Title: A Note on the Inverse Moment for the Non Negative Random Variables Abstract: Let {Zn} be a sequence of non negative random variables satisfying a Rosenthal-type inequality and Xn=Mn-1∑i=1nZi$X_n=M_n^{-1}\sum \nolimits _{i=1}^n Z_i$, where {Mn} is a sequence of positive real numbers. By using the Rosenthal-type inequality, the inverse moment E(a + Xn)− α can be asymptotically approximated by (a + EXn)− α for all a > 0 and α > 0. Furthermore, we show that E[f(Xn)]− 1 can be asymptotically approximated by [f(EXn)]− 1 for a function f( · ) satisfying certain conditions. Our results generalize and improve some corresponding results, which can allow immediate applications to compute the inverse moments for the non negative random variables whose distributions are such as Binomial distribution, Poisson distribution, Gamma distribution, etc. Journal: Communications in Statistics - Theory and Methods Pages: 1750-1757 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.673677 File-URL: http://hdl.handle.net/10.1080/03610926.2012.673677 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1750-1757 Template-Type: ReDIF-Article 1.0 Author-Name: K. Teerapabolarn Author-X-Name-First: K. Author-X-Name-Last: Teerapabolarn Title: An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables Abstract: This article uses the Stein-Chen method to obtain new non uniform bounds on the error of the cumulative distribution function of sums of dependent Bernoulli random variables and the Poisson cumulative distribution function. The bounds obtained in the present study are sharper than those reported in Teerapabolarn and Neammanee (2006). Examples are provided to illustrate applications of the obtained results. Journal: Communications in Statistics - Theory and Methods Pages: 1758-1777 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.674606 File-URL: http://hdl.handle.net/10.1080/03610926.2012.674606 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1758-1777 Template-Type: ReDIF-Article 1.0 Author-Name: Xiao Ling Author-X-Name-First: Xiao Author-X-Name-Last: Ling Author-Name: David E. Giles Author-X-Name-First: David E. Author-X-Name-Last: Giles Title: Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions Abstract: We derive analytic expressions for the biases, to O(n− 1), of the maximum likelihood estimators of the parameters of the generalized Rayleigh distribution family. Using these expressions to bias-correct the estimators is found to be extremely effective in terms of bias reduction, and generally results in a small reduction in relative mean squared error. In general, the analytic bias-corrected estimators are also found to be superior to the alternative of bias-correction via the bootstrap. Journal: Communications in Statistics - Theory and Methods Pages: 1778-1792 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.675114 File-URL: http://hdl.handle.net/10.1080/03610926.2012.675114 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1778-1792 Template-Type: ReDIF-Article 1.0 Author-Name: Andrius Čiginas Author-X-Name-First: Andrius Author-X-Name-Last: Čiginas Author-Name: Dalius Pumputis Author-X-Name-First: Dalius Author-X-Name-Last: Pumputis Title: A Note on the Upper Bound to Variance of the Sample Extreme from a Finite Population Abstract: We construct a new upper bound for the variance of the sample minimum and maximum in the case of a simple random sample drawn without replacement. The bound is optimal in the form provided. Similar bounds are shown for the other order statistics. Journal: Communications in Statistics - Theory and Methods Pages: 1793-1799 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.675216 File-URL: http://hdl.handle.net/10.1080/03610926.2012.675216 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1793-1799 Template-Type: ReDIF-Article 1.0 Author-Name: Shi-hang Yu Author-X-Name-First: Shi-hang Author-X-Name-Last: Yu Author-Name: De-hui Wang Author-X-Name-First: De-hui Author-X-Name-Last: Wang Title: Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data Abstract: In this article, we consider the empirical likelihood for the autoregressive error-in-explanatory variable models. With the help of validation, we first develop an empirical likelihood ratio test statistic for the parameters of interest, and prove that its asymptotic distribution is that of a weighted sum of independent standard χ21 random variables with unknown weights. Also, we propose an adjusted empirical likelihood and prove that its asymptotic distribution is a standard χ2. Furthermore, an empirical likelihood-based confidence region is given. Simulation results indicate that the proposed method works well for practical situations. Journal: Communications in Statistics - Theory and Methods Pages: 1800-1823 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.679763 File-URL: http://hdl.handle.net/10.1080/03610926.2012.679763 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1800-1823 Template-Type: ReDIF-Article 1.0 Author-Name: L. Hedhili Zaier Author-X-Name-First: L. Hedhili Author-X-Name-Last: Zaier Author-Name: M. Abed Author-X-Name-First: M. Author-X-Name-Last: Abed Title: Temporal Disaggregation of Economic Time Series using Artificial Neural Networks Abstract: Several methods based on smoothing or statistical criteria have been used for deriving disaggregated values compatible with observed annual totals. The present method is based on the artificial neural networks. This article evaluates the use of artificial neural networks (ANNs) for the disaggregation of annual US GDP data to quarterly time increments. A feed-forward neural network with back-propagation algorithm for learning was used. An ANN model is introduced and evaluated in this paper. The proposed method is considered as a temporal disaggregation method without related series. A comparison with previous temporal disaggregation methods without related series has been done. The disaggregated quarterly GDP data compared well with observed quarterly data. In addition, they preserved all the basic statistics such as summing to the annual data value, cross correlation structure among quarterly flows, etc. Journal: Communications in Statistics - Theory and Methods Pages: 1824-1833 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.677088 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677088 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1824-1833 Template-Type: ReDIF-Article 1.0 Author-Name: Aditi Pal Author-X-Name-First: Aditi Author-X-Name-Last: Pal Author-Name: Murari Mitra Author-X-Name-First: Murari Author-X-Name-Last: Mitra Author-Name: M. Z. Anis Author-X-Name-First: M. Z. Author-X-Name-Last: Anis Title: On Testing Exponentiality against NBAFR Alternatives Abstract: In this article, we propose an interesting approach for testing exponentiality against NBAFR alternatives. A measure of deviation from exponentiality has been derived on the basis of an inequality which we have proved. A test statistic has been constructed using density estimators and its asymptotic normality established. The consistency of the said test is also proved. Journal: Communications in Statistics - Theory and Methods Pages: 1834-1844 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.677086 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677086 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1834-1844 Template-Type: ReDIF-Article 1.0 Author-Name: Jean-franÇois Coeurjolly Author-X-Name-First: Jean-franÇois Author-X-Name-Last: Coeurjolly Author-Name: Kichun Lee Author-X-Name-First: Kichun Author-X-Name-Last: Lee Author-Name: Brani Vidakovic Author-X-Name-First: Brani Author-X-Name-Last: Vidakovic Title: Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters Abstract: Some real-world phenomena in geo-science, micro-economy, and turbulence, to name a few, can be effectively modeled by a fractional Brownian motion indexed by a Hurst parameter, a regularity level, and a scaling parameter σ2, an energy level. This article discusses estimation of a scaling parameter σ2 when a Hurst parameter is known. To estimate σ2, we propose three approaches based on maximum likelihood estimation, moment-matching, and concentration inequalities, respectively, and discuss the theoretical characteristics of the estimators and optimal-filtering guidelines. We also justify the improvement of the estimation of σ2 when a Hurst parameter is known. Using the three approaches and a parametric bootstrap methodology in a simulation study, we compare the confidence intervals of σ2 in terms of their lengths, coverage rates, and computational complexity and discuss empirical attributes of the tested approaches. We found that the approach based on maximum likelihood estimation was optimal in terms of efficiency and accuracy, but computationally expensive. The moment-matching approach was found to be not only comparably efficient and accurate but also computationally fast and robust to deviations from the fractional Brownian motion model. Journal: Communications in Statistics - Theory and Methods Pages: 1845-1858 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.677087 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677087 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1845-1858 Template-Type: ReDIF-Article 1.0 Author-Name: Mehdi Razzaghi Author-X-Name-First: Mehdi Author-X-Name-Last: Razzaghi Title: A Hierarchical Model for the Skew-normal Distribution with Application in Developmental Neurotoxicology Abstract: The distribution of the mean of a random sample drawn from a skew-normal population was derived by Chen et al. (2004). Here, we consider a hierarchical structure and derive the distribution of the sample mean when the location parameter itself is a random variable with a normal distribution. In neurotoxicological bioassay experiments with laboratory animals, often the response of interest is continuous in nature and the mean of responses is used for inferential purposes (Chen, 2006). However, in developmental neurotoxicity experiments where the neurological effect of a compound on the developing fetus is of interest, because of the intra-litter correlation, the mean of the response distribution may vary from one litter to another. The unconditional distribution of the litter sample mean is derived and its application in the analysis of data from developmental neurotoxicology is described. An example with real experimental data is used to provide further illustration. Journal: Communications in Statistics - Theory and Methods Pages: 1859-1872 Issue: 8 Volume: 43 Year: 2014 Month: 4 X-DOI: 10.1080/03610926.2012.675115 File-URL: http://hdl.handle.net/10.1080/03610926.2012.675115 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:8:p:1859-1872 Template-Type: ReDIF-Article 1.0 Author-Name: Tian Liu Author-X-Name-First: Tian Author-X-Name-Last: Liu Title: Statistical inference of partially linear panel data regression models with fixed individual and time effects Abstract: This article considers a partially linear panel data model with fixed individual and time effects in a setting where both N and T are large. Based on the within transformation and profile likelihood method, we propose an approach to estimating the parametric and non parametric components of the partially linear model. The resultant estimators are shown to be consistent and asymptotically normal. Monte Carlo simulations are also conducted to illustrate the finite-sample performance of the proposed estimators. Journal: Communications in Statistics - Theory and Methods Pages: 7267-7288 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2015.1116577 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1116577 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7267-7288 Template-Type: ReDIF-Article 1.0 Author-Name: Imad Bou-Hamad Author-X-Name-First: Imad Author-X-Name-Last: Bou-Hamad Title: Bayesian credit ratings: A random forest alternative approach Abstract: Cerciello and Giudici (2014) proposed a Bayesian approach to improve the ordinal variable selection in credit rating assessment. However, no comparison has been made with other methods and the predictive power was not tested. This study proposes an integrated framework of random forest (RF)-based methods and Bayesian model averaging (BMA) to validate and investigate the ordinal variable importance in evaluating credit risk and predicting default in greater depth. The proposed approach was superior to the Cerciello and Giudici method in terms of predictive accuracy and interpretability when applied to a European credit risk database. Journal: Communications in Statistics - Theory and Methods Pages: 7289-7300 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1148730 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148730 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7289-7300 Template-Type: ReDIF-Article 1.0 Author-Name: Sayed Mohammad Reza Alavi Author-X-Name-First: Sayed Mohammad Reza Author-X-Name-Last: Alavi Author-Name: Mahtab Tarhani Author-X-Name-First: Mahtab Author-X-Name-Last: Tarhani Title: On a Skew Bimodal Normal–Normal distribution fitted to the Old-Faithful geyser data Abstract: The Bimodal Normal distribution introduced by Alavi (2011) is a symmetric distribution where its variance is three times the variance of the corresponding normal distribution. Azzalini (1985) introduced the univariate Skew Normal distribution to model asymmetry data. In this paper the Skew Bimodal Normal–Normal distribution is introduced as a skew-symmetric distribution generated by the cumulative function of standard normal. Some properties of the distribution and some methods for generating data from this distribution are introduced. The maximum likelihood estimation of parameters is obtained. The distribution is fitted to the Old Faithful Geyser data. Journal: Communications in Statistics - Theory and Methods Pages: 7301-7312 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1148731 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148731 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7301-7312 Template-Type: ReDIF-Article 1.0 Author-Name: Shoujiang Zhao Author-X-Name-First: Shoujiang Author-X-Name-Last: Zhao Author-Name: Ting Chen Author-X-Name-First: Ting Author-X-Name-Last: Chen Title: Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge Abstract: We studied the large deviation expansion for maximum-likelihood estimator of α −Brownian bridge by using change of measure and time-varying change of probability. The full expansion provided a useful tool to approximate the tail probability of maximum-likelihood estimator. Journal: Communications in Statistics - Theory and Methods Pages: 7313-7326 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1148734 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148734 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7313-7326 Template-Type: ReDIF-Article 1.0 Author-Name: Ehab F. Abd-Elfattah Author-X-Name-First: Ehab F. Author-X-Name-Last: Abd-Elfattah Title: Densities and distribution functions of the ratio of two linear functions and the product of Gamma variates: A saddlepoint approach Abstract: Saddlepoint approximations for the densities and the distribution functions of the ratio of two linear functions of gamma random variables and the product of gamma random variables are derived. Ratios of linear functions with positive and negative weights and non identical gamma variables are considered. The saddlepoint approximations are very accurate in the tails as in the center of the distribution. Extensive simulation studies are used to evaluate the accuracy of the proposed methods. Journal: Communications in Statistics - Theory and Methods Pages: 7327-7336 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1148736 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148736 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7327-7336 Template-Type: ReDIF-Article 1.0 Author-Name: Jinru Wang Author-X-Name-First: Jinru Author-X-Name-Last: Wang Author-Name: Qingqing Zhang Author-X-Name-First: Qingqing Author-X-Name-Last: Zhang Author-Name: Junke Kou Author-X-Name-First: Junke Author-X-Name-Last: Kou Title: Wavelet estimators for the derivatives of the density function from data contaminated with heteroscedastic measurement errors Abstract: Measurement errors occur in many real data applications. In this paper, the linear and the non linear wavelet estimators of the derivatives of the density function are constructed in the case of data contaminated with heteroscedastic measurement errors. We establish Lp risk performance of the estimators and show that they achieve fast convergence rates under quite general conditions. Journal: Communications in Statistics - Theory and Methods Pages: 7337-7354 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1148735 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148735 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7337-7354 Template-Type: ReDIF-Article 1.0 Author-Name: Carolina Costa Mota Paraíba Author-X-Name-First: Carolina Costa Mota Author-X-Name-Last: Paraíba Author-Name: Carlos Alberto Ribeiro Diniz Author-X-Name-First: Carlos Alberto Ribeiro Author-X-Name-Last: Diniz Author-Name: Aline de Holanda Nunes Maia Author-X-Name-First: Aline de Holanda Nunes Author-X-Name-Last: Maia Author-Name: Lineu Neiva Rodrigues Author-X-Name-First: Lineu Neiva Author-X-Name-Last: Rodrigues Title: Truncated location-scale non linear regression models Abstract: We present a class of truncated non linear regression models for location and scale where the truncated nature of the data is incorporated into the statistical model by assuming that the response variable follows a truncated distribution. The location parameter of the response variable is assumed to be modeled by a continuous non linear function of covariates and unknown parameters. In addition, the proposed model also allows for the scale parameter of the responses to be characterized by a continuous function of the covariates and unknown parameters. Three particular cases of the proposed models are presented by considering the response variable to follow a truncated normal, truncated skew normal, and truncated beta distribution. These truncated non linear regression models are constructed assuming fixed known truncation limits and model parameters are estimated by direct maximization of the log-likelihood using a non linear optimization algorithm. Standardized residuals and diagnostic metrics based on the cases deletion are considered to verify the adequacy of the model and to detect outliers and influential observations. Results based on simulated data are presented to assess the frequentist properties of estimates, and a real data set on soil-water retention from the Buriti Vermelho River Basin database is analyzed using the proposed methodology. Journal: Communications in Statistics - Theory and Methods Pages: 7355-7374 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152485 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152485 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7355-7374 Template-Type: ReDIF-Article 1.0 Author-Name: Abdulhamid A. Alzaid Author-X-Name-First: Abdulhamid A. Author-X-Name-Last: Alzaid Author-Name: Fatimah E. Almuhayfith Author-X-Name-First: Fatimah E. Author-X-Name-Last: Almuhayfith Author-Name: Maha A. Omair Author-X-Name-First: Maha A. Author-X-Name-Last: Omair Title: Bivariate regression models based on compound Poisson distribution Abstract: Based on a compound Poisson distribution, new bivariate regression models are introduced and studied. The parameters of the bivariate regression models are estimated by using the maximum likelihood method. Two applications on real datasets are presented to illustrate the models. The results show that these models are compatible to other bivariate Poisson models. Journal: Communications in Statistics - Theory and Methods Pages: 7375-7389 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152483 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152483 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7375-7389 Template-Type: ReDIF-Article 1.0 Author-Name: Jingning Mei Author-X-Name-First: Jingning Author-X-Name-Last: Mei Author-Name: Q. Shao Author-X-Name-First: Q. Author-X-Name-Last: Shao Author-Name: R. Liu Author-X-Name-First: R. Author-X-Name-Last: Liu Title: Efficient inference for parameters of unobservable periodic autoregressive time series Abstract: This paper considers estimating the model coefficients when the observed periodic autoregressive time series is contaminated by a trend. The proposed Yule–Walker estimators are obtained by a two-step procedure. In the first step, the trend is estimated by a weighted local polynomial, and the residuals are obtained by subtracting the trend estimates from the observations; in the second step, the model coefficients are estimated by the well-known Yule–Walker method via the residuals. It is shown that under certain conditions such Yule–Walker estimators are oracally efficient, i.e., they are asymptotically equivalent to those obtained from periodic autoregressive time series without a trend. An easy-to-use implementation procedure is provided. The performance of the estimators is illustrated by simulation studies and real data analysis. In particular, the simulation studies show that the proposed estimator outperforms that obtained from the residuals when the trend is estimated by kernel smoothing without taking the heteroscedasticity into consideration. Journal: Communications in Statistics - Theory and Methods Pages: 7390-7408 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152484 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152484 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7390-7408 Template-Type: ReDIF-Article 1.0 Author-Name: Dandan Li Author-X-Name-First: Dandan Author-X-Name-Last: Li Author-Name: Siva Sivaganesan Author-X-Name-First: Siva Author-X-Name-Last: Sivaganesan Title: An objective Bayesian estimation in a two-period crossover design Abstract: Two-period crossover design is one of the commonly used designs in clinical trials. But, the estimation of treatment effect is complicated by the possible presence of carryover effect. It is known that ignoring the carryover effect when it exists can lead to poor estimates of the treatment effect. The classical approach by Grizzle (1965) consists of two stages. First, a preliminary test is conducted on carryover effect. If the carryover effect is significant, analysis is based only on data from period one; otherwise, analysis is based on data from both periods. A Bayesian approach with improper priors was proposed by Grieve (1985) which uses a mixture of two models: a model with carryover effect and another without. The indeterminacy of the Bayes factor due to the arbitrary constant in the improper prior was addressed by assigning a minimally discriminatory value to the constant. In this article, we present an objective Bayesian estimation approach to the two-period crossover design which is also based on a mixture model, but using the commonly recommended Zellner–Siow g-prior. We provide simulation studies and a real data example and compare the numerical results with Grizzle (1965)’s and Grieve (1985)’s approaches. Journal: Communications in Statistics - Theory and Methods Pages: 7409-7426 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152486 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152486 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7409-7426 Template-Type: ReDIF-Article 1.0 Author-Name: Weiguo Liu Author-X-Name-First: Weiguo Author-X-Name-Last: Liu Author-Name: Jiaowan Luo Author-X-Name-First: Jiaowan Author-X-Name-Last: Luo Title: Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion Abstract: Consider a class of mixed stochastic differential equation (SDE) involving both a Brownian motion and a fractional Brownian motion with Hurst parameter H∈(12,1).$H\in (\frac{1}{2},1).$ We get the mean square rate of convergence δ12$\delta ^{\frac{1}{2}}$ by using a modified Euler method, here δ is the diameter of partition. As we know, the classical Euler method has the rate of convergence δ12∧(2H-1)$\delta ^{\frac{1}{2}\wedge (2H-1)}$ for mixed SDE and δ2H − 1 (resp. δH) for pathwise (resp. Skorokhod) SDE driven only by fBm, which were proved by Mishura and Shevchenko Mishura and Shevchenko (2011) and Mishura and Shevchenko (2008), respectively. Therefore, we obtain a better result than those of them. Journal: Communications in Statistics - Theory and Methods Pages: 7427-7443 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152487 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152487 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7427-7443 Template-Type: ReDIF-Article 1.0 Author-Name: Arpan Bhowmik Author-X-Name-First: Arpan Author-X-Name-Last: Bhowmik Author-Name: Eldho Varghese Author-X-Name-First: Eldho Author-X-Name-Last: Varghese Author-Name: Seema Jaggi Author-X-Name-First: Seema Author-X-Name-Last: Jaggi Author-Name: Cini Varghese Author-X-Name-First: Cini Author-X-Name-Last: Varghese Title: Minimally changed run sequences in factorial experiments Abstract: Randomization of run sequences in factorial experiments may result in large number of changes in factor levels which will make the experimentation expensive, time-consuming and difficult. Experiments in which it is difficult to change the levels of factor(s) use of minimally changed run sequences may often be preferable to a random run sequence. In the present paper, we have developed method for obtaining minimally changed run sequences for factorial experiments. The general expression of factor-wise number of level changes for the developed minimally changed run sequences has also been obtained. A relationship has been established between the time count effect of a lower order factorial with minimally changed run sequences and that of a higher order factorial with minimally changed run sequences obtained through the lower order minimally changed run sequences. For providing a readymade solution to the end users, a SAS macro has also been developed for generating these minimally changed run sequences along with its parameters. Journal: Communications in Statistics - Theory and Methods Pages: 7444-7459 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152490 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152490 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7444-7459 Template-Type: ReDIF-Article 1.0 Author-Name: Yanning Liu Author-X-Name-First: Yanning Author-X-Name-Last: Liu Title: Planning the duration of a survival group sequential trial with a fixed follow-up time for all subjects Abstract: To explore the operation characteristics of survival group sequential trials with a fixed follow-up period, the accrual time and total trial duration to ensure power and type I error rate requirements are explained and investigated for hazard ratios ranging from 1.3 to 3.0, with slow or high accrual rate, and in the presence or absence of censoring. Impacts of hazard rate, accrual rate, and competitive censoring on accrual time and subsequently on total trial duration are carefully illustrated. Real time for interim analyses, needed number of events, and recruited number of subjects at time of interim analyses are also tabulated. Journal: Communications in Statistics - Theory and Methods Pages: 7460-7478 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152488 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152488 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7460-7478 Template-Type: ReDIF-Article 1.0 Author-Name: Y. Parmet Author-X-Name-First: Y. Author-X-Name-Last: Parmet Author-Name: E. Schechtman Author-X-Name-First: E. Author-X-Name-Last: Schechtman Title: Simultaneous decomposition of the variance by sources and subgroups – new insights Abstract: There are two types of decompositions: of linear combinations of random variables into contributions of individual variables (sources) and associations between them, and of populations into contributions of their subpopulations. Simultaneous treatment of the two types is called for, which takes into account the correlations between sources within subpopulations and between subpopulation means. The expected values of the subcomponents are derived and their sensitivity to correlations among sources within groups and among source group means is conducted. An example is provided, in which the correlations contribute 20--25% to total variability. This additional information is hidden when decompositions are not simultaneous. Journal: Communications in Statistics - Theory and Methods Pages: 7479-7494 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1152489 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1152489 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7479-7494 Template-Type: ReDIF-Article 1.0 Author-Name: G. Srinivasa Rao Author-X-Name-First: G. Author-X-Name-Last: Srinivasa Rao Author-Name: Muhammad Aslam Author-X-Name-First: Muhammad Author-X-Name-Last: Aslam Author-Name: Osama H. Arif Author-X-Name-First: Osama H. Author-X-Name-Last: Arif Title: Estimation of reliability in multicomponent stress–strength based on two parameter exponentiated Weibull Distribution Abstract: In this research article, we estimate the multicomponent stress–strength reliability of a system when strength and stress variates are drawn from an exponentiated Weibull distribution with different shape parameters α and β, and common shape and scale parameters γ and λ, respectively. We estimate the parameters by using maximum likelihood estimation (MLE) and hence the estimate of reliability obtained applying the MLE method of estimation when samples are drawn from stress and strength distributions. The small sample comparison of the reliability estimates is made through Monte Carlo simulation. Journal: Communications in Statistics - Theory and Methods Pages: 7495-7502 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1154155 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1154155 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7495-7502 Template-Type: ReDIF-Article 1.0 Author-Name: Huajiang Li Author-X-Name-First: Huajiang Author-X-Name-Last: Li Author-Name: Yi Ma Author-X-Name-First: Yi Author-X-Name-Last: Ma Author-Name: Hong Zhou Author-X-Name-First: Hong Author-X-Name-Last: Zhou Title: Generalized Holm’s procedure for multiple hypotheses testing problems Abstract: A generalized Holm’s procedure is proposed which can reject several null hypotheses at each step sequentially and also strongly controls the family-wise error rate regardless of the dependence of individual test statistics. The new procedure is more powerful than Holm’s procedure if the number of rejections m and m > 0 is prespecified before the test. Journal: Communications in Statistics - Theory and Methods Pages: 7503-7510 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1154158 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1154158 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7503-7510 Template-Type: ReDIF-Article 1.0 Author-Name: Hongmei Lin Author-X-Name-First: Hongmei Author-X-Name-Last: Lin Author-Name: Riquan Zhang Author-X-Name-First: Riquan Author-X-Name-Last: Zhang Author-Name: Jianhong Shi Author-X-Name-First: Jianhong Author-X-Name-Last: Shi Title: Local estimation for varying-coefficient models with longitudinal data Abstract: Varying-coefficient models are very useful for longitudinal data analysis. In this paper, we focus on varying-coefficient models for longitudinal data. We develop a new estimation procedure using Cholesky decomposition and profile least squares techniques. Asymptotic normality for the proposed estimators of varying-coefficient functions has been established. Monte Carlo simulation studies show excellent finite-sample performance. We illustrate our methods with a real data example. Journal: Communications in Statistics - Theory and Methods Pages: 7511-7528 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1154156 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1154156 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7511-7528 Template-Type: ReDIF-Article 1.0 Author-Name: Zengjing Chen Author-X-Name-First: Zengjing Author-X-Name-Last: Chen Author-Name: Cheng Hu Author-X-Name-First: Cheng Author-X-Name-Last: Hu Author-Name: Gaofeng Zong Author-X-Name-First: Gaofeng Author-X-Name-Last: Zong Title: Strong laws of large numbers for sub-linear expectation without independence Abstract: In this paper, we investigate some strong laws of large numbers for sub-linear expectation without independence which generalize the classical ones. We give some strong laws of large numbers for sub-linear expectation on some moment conditions with respect to the partial sum and some conditions similar to Petrov’s. We can reduce the conclusion to a simple form when the the sequence of random variables is i.i.d. We also show a strong law of large numbers for sub-linear expectation with assumptions of quasi-surely. Journal: Communications in Statistics - Theory and Methods Pages: 7529-7545 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1154157 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1154157 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7529-7545 Template-Type: ReDIF-Article 1.0 Author-Name: M. Maleki Author-X-Name-First: M. Author-X-Name-Last: Maleki Author-Name: A. R. Nematollahi Author-X-Name-First: A. R. Author-X-Name-Last: Nematollahi Title: Bayesian approach to epsilon-skew-normal family Abstract: The estimation problem of epsilon-skew-normal (ESN) distribution parameters is considered within Bayesian approaches. This family of distributions contains the normal distribution, can be used for analyzing the asymmetric and near-normal data. Bayesian estimates under informative and non informative Jeffreys prior distributions are obtained and performances of ESN family and these estimates are shown via a simulation study. A real data set is also used to illustrate the ideas. Journal: Communications in Statistics - Theory and Methods Pages: 7546-7561 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1157186 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1157186 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7546-7561 Template-Type: ReDIF-Article 1.0 Author-Name: Guangren Yang Author-X-Name-First: Guangren Author-X-Name-Last: Yang Author-Name: Xia Cui Author-X-Name-First: Xia Author-X-Name-Last: Cui Author-Name: Sumin Hou Author-X-Name-First: Sumin Author-X-Name-Last: Hou Title: Empirical likelihood confidence regions in the single-index model with growing dimensions Abstract: This paper investigates statistical inference for the single-index model when the number of predictors grows with sample size. Empirical likelihood method for constructing confidence region for the index vector, which does not require a multivariate non parametric smoothing, is employed. However, the classical empirical likelihood ratio for this model does not remain valid because plug-in estimation of an infinite-dimensional nuisance parameter causes a non negligible bias and the diverging number of parameters/predictors makes the limit not chi-squared any more. To solve these problems, we define an empirical likelihood ratio based on newly proposed weighted estimating equations and show that it is asymptotically normal. Also we find that different weights used in the weighted residuals require, for asymptotic normality, different diverging rate of the number of predictors. However, the rate n1/3, which is a possible fastest rate when there are no any other conditions assumed in the setting under study, is still attainable. A simulation study is carried out to assess the performance of our method. Journal: Communications in Statistics - Theory and Methods Pages: 7562-7579 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1157190 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1157190 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7562-7579 Template-Type: ReDIF-Article 1.0 Author-Name: S. M. A. Jahanshahi Author-X-Name-First: S. M. A. Author-X-Name-Last: Jahanshahi Author-Name: A. Habibi Rad Author-X-Name-First: A. Habibi Author-X-Name-Last: Rad Author-Name: V. Fakoor Author-X-Name-First: V. Author-X-Name-Last: Fakoor Title: Goodness-of-fit test under length-biased sampling Abstract: In this article, we study a goodness-of-fit (GOF) test in the presence of length-biased sampling. For this purpose, we introduce a smoothed estimator of distribution function (d.f.) and we investigate its asymptotic behaviors, such as uniform consistency and asymptotic normality. Based on this estimator, we define a one-sample Kolmogorov type of GOF test for length-biased data. We conduct Monte Carlo simulations to evaluate the performance of the proposed test statistic and compare it with the one-sample Kolmogorov type of GOF test obtained by the non smoothed estimator of d.f. Journal: Communications in Statistics - Theory and Methods Pages: 7580-7592 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1157187 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1157187 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7580-7592 Template-Type: ReDIF-Article 1.0 Author-Name: Kien C. Tran Author-X-Name-First: Kien C. Author-X-Name-Last: Tran Author-Name: Mike G. Tsionas Author-X-Name-First: Mike G. Author-X-Name-Last: Tsionas Title: Series estimation of functional-coefficient partially linear regression model Abstract: This paper develops an alternative and complement estimation procedure for functional coefficient partially linear regression (FCPLR) model based on series method. We derive the convergence rates and asymptotic normality of the proposed estimator. We examine its finite sample performance and compare it with the two-step local linear estimator via a small scale Monte Carlo simulation. Journal: Communications in Statistics - Theory and Methods Pages: 7593-7602 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1157189 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1157189 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7593-7602 Template-Type: ReDIF-Article 1.0 Author-Name: Ying-Xia Chen Author-X-Name-First: Ying-Xia Author-X-Name-Last: Chen Author-Name: Shui-Li Zhang Author-X-Name-First: Shui-Li Author-X-Name-Last: Zhang Author-Name: Fu-Qiang Ma Author-X-Name-First: Fu-Qiang Author-X-Name-Last: Ma Title: On the complete convergence for martingale difference sequence Abstract: In this paper, we establish several generalized results on complete convergence for martingale difference sequence, which include some well-known results. Journal: Communications in Statistics - Theory and Methods Pages: 7603-7611 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1157188 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1157188 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7603-7611 Template-Type: ReDIF-Article 1.0 Author-Name: L. Ramprasath Author-X-Name-First: L. Author-X-Name-Last: Ramprasath Title: Role of stylized features in constructing better estimators Abstract: This article discusses the role played by stylized features of financial time series in constructing better estimators for the model parameters. We study in detail one such estimator for the transition probabilities of a simple regime switching model. The estimator is based on the squared autocovariances of the time series, which has been discussed in several empirical studies of economic and financial time series. The effectiveness of this estimator in improving the estimation accuracy is investigated, using both finite sample and asymptotic computations. We also report simulation results to confirm our findings and to extend our conclusions over a bigger region of the parameter space. Journal: Communications in Statistics - Theory and Methods Pages: 7612-7620 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1157191 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1157191 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7612-7620 Template-Type: ReDIF-Article 1.0 Author-Name: Mathias Raschke Author-X-Name-First: Mathias Author-X-Name-Last: Raschke Title: Criticism of the predictive distribution Abstract: The predictive distribution is a mixture of the original distribution model and is used for predicting a future observation. Therein, the mixing distribution is the posterior distribution of the distribution parameters in the Bayesian inference. The mixture can also be computed for the frequentist inference because the Bayesian posterior distribution has the same meaning as a frequentist confidence interval. I present arguments against the concept of predictive distribution. Examples illustrate these. The most important argument is that the predictive distribution can depend on the parameterization. An improvement of the theory of the predictive distribution is recommended. Journal: Communications in Statistics - Theory and Methods Pages: 7621-7629 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1157884 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1157884 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7621-7629 Template-Type: ReDIF-Article 1.0 Author-Name: Zujun Ou Author-X-Name-First: Zujun Author-X-Name-Last: Ou Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Title: Analytic connections between a double design and its original design in terms of different optimality criteria Abstract: In recent years, there has been increasing interest in the study of double designs. Various popular optimality criteria have been proposed from different principles for design construction and comparison, such as E(s2), generalized minimum aberration (GMA), minimum moment aberration (MMA), and minimum projection uniformity (MPU). In this article, these criteria are reviewed, and analytic connections between a double design and its original design in terms of these criteria are investigated. These connections are suitable for general original two-level factorial design, whether regular or non regular. In addition, these results provide strong insight into the relationship between double design and original design from different viewpoints. Journal: Communications in Statistics - Theory and Methods Pages: 7630-7641 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1158836 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1158836 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7630-7641 Template-Type: ReDIF-Article 1.0 Author-Name: Gordon Hazen Author-X-Name-First: Gordon Author-X-Name-Last: Hazen Author-Name: Daniel Apley Author-X-Name-First: Daniel Author-X-Name-Last: Apley Author-Name: Neehar Parikh Author-X-Name-First: Neehar Author-X-Name-Last: Parikh Title: ANOVA models for Brownian motion Abstract: We investigate longitudinal models having Brownian-motion covariance structure. We show that any such model can be viewed as arising from a related “timeless” classical linear model where sample sizes correspond to longitudinal observation times. This relationship is of practical impact when there are closed-form ANOVA tables for the related classical model. Such tables can be directly transformed into the analogous tables for the original longitudinal model. We in particular provide complete results for one-way fixed and random effects ANOVA on the drift parameter in Brownian motion, and illustrate its use in estimating heterogeneity in tumor growth rates. Journal: Communications in Statistics - Theory and Methods Pages: 7642-7660 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1158834 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1158834 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7642-7660 Template-Type: ReDIF-Article 1.0 Author-Name: Hsiaw-Chan Yeh Author-X-Name-First: Hsiaw-Chan Author-X-Name-Last: Yeh Title: Multivariate semi-α-Laplace distributions Abstract: A multivariate semi-α-Laplace distribution (denoted by Ms-αLaplace) is introduced and studied in this paper. It is more general than the multivariate Linnik and Laplace distributions proposed by Sabu and Pillai (1991) or Anderson (1992). The Ms-αLaplace distribution has univariate semi-α-Laplace (Pillai, 1985) as marginal distribution. Various characterization theorems of the Ms-αLaplace distribution based on the closure property of the normalized geometric sum are proved. Journal: Communications in Statistics - Theory and Methods Pages: 7661-7671 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1158835 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1158835 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7661-7671 Template-Type: ReDIF-Article 1.0 Author-Name: Chia Chye Yee Author-X-Name-First: Chia Chye Author-X-Name-Last: Yee Author-Name: Yves F. Atchadé Author-X-Name-First: Yves F. Author-X-Name-Last: Atchadé Title: On the sparse Bayesian learning of linear models Abstract: This work is a re-examination of the sparse Bayesian learning (SBL) of linear regression models of Tipping (2001) in a high-dimensional setting with a sparse signal. We show that in general the SBL estimator does not recover the sparsity structure of the signal. To remedy this, we propose a hard-thresholded version of the SBL estimator that achieves, for orthogonal design matrices, the non asymptotic estimation error rate of σslogp/n$\sigma \sqrt{s\log p}/\sqrt{n}$, where n is the sample size, p is the number of regressors, σ is the regression model standard deviation, and s is the number of non zero regression coefficients. We also establish that with high probability the estimator recovers the sparsity structure of the signal. In our simulations we found that the performance of thresholded SBL depends on the strength of the signal. With a weak signal thresholded SBL performs poorly compared to least absolute shrinkage and selection operator (lasso) (Tibshirani, 1996), but outperforms lasso when the signal is strong. Journal: Communications in Statistics - Theory and Methods Pages: 7672-7691 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1158837 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1158837 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7672-7691 Template-Type: ReDIF-Article 1.0 Author-Name: N. G. Ushakov Author-X-Name-First: N. G. Author-X-Name-Last: Ushakov Author-Name: V. G. Ushakov Author-X-Name-First: V. G. Author-X-Name-Last: Ushakov Title: Permutation tests for homogeneity based on some characterizations Abstract: In this work, non parametric tests are proposed for testing the homogeneity of two or more populations. The tests are based on recently obtained characterizations. The test procedure is based on the permutation bootstrap technique. For the two-sample case the new tests are compared with permutation tests based on the empirical characteristic function and some other tests. The comparison is fulfilled via a Monte Carlo simulation. Journal: Communications in Statistics - Theory and Methods Pages: 7692-7702 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1158838 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1158838 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7692-7702 Template-Type: ReDIF-Article 1.0 Author-Name: Guangren Yang Author-X-Name-First: Guangren Author-X-Name-Last: Yang Author-Name: Yanqing Sun Author-X-Name-First: Yanqing Author-X-Name-Last: Sun Author-Name: Xia Cui Author-X-Name-First: Xia Author-X-Name-Last: Cui Title: Automatic structure discovery for varying-coefficient partially linear models Abstract: Varying-coefficient partially linear models provide a useful tools for modeling of covariate effects on the response variable in regression. One key question in varying-coefficient partially linear models is the choice of model structure, that is, how to decide which covariates have linear effect and which have non linear effect. In this article, we propose a profile method for identifying the covariates with linear effect or non linear effect. Our proposed method is a penalized regression approach based on group minimax concave penalty. Under suitable conditions, we show that the proposed method can correctly determine which covariates have a linear effect and which do not with high probability. The convergence rate of the linear estimator is established as well as the asymptotical normality. The performance of the proposed method is evaluated through a simulation study which supports our theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 7703-7716 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1161796 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1161796 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7703-7716 Template-Type: ReDIF-Article 1.0 Author-Name: Yuzhu Tian Author-X-Name-First: Yuzhu Author-X-Name-Last: Tian Author-Name: Heng Lian Author-X-Name-First: Heng Author-X-Name-Last: Lian Author-Name: Maozai Tian Author-X-Name-First: Maozai Author-X-Name-Last: Tian Title: Bayesian composite quantile regression for linear mixed-effects models Abstract: Longitudinal data are commonly modeled with the normal mixed-effects models. Most modeling methods are based on traditional mean regression, which results in non robust estimation when suffering extreme values or outliers. Median regression is also not a best choice to estimation especially for non normal errors. Compared to conventional modeling methods, composite quantile regression can provide robust estimation results even for non normal errors. In this paper, based on a so-called pseudo composite asymmetric Laplace distribution (PCALD), we develop a Bayesian treatment to composite quantile regression for mixed-effects models. Furthermore, with the location-scale mixture representation of the PCALD, we establish a Bayesian hierarchical model and achieve the posterior inference of all unknown parameters and latent variables using Markov Chain Monte Carlo (MCMC) method. Finally, this newly developed procedure is illustrated by some Monte Carlo simulations and a case analysis of HIV/AIDS clinical data set. Journal: Communications in Statistics - Theory and Methods Pages: 7717-7731 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1161798 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1161798 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7717-7731 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Surya K. Pal Author-X-Name-First: Surya K. Author-X-Name-Last: Pal Title: Improvement over variance estimation using auxiliary information in sample surveys Abstract: This paper addresses the problem of estimating the population variance S2y of the study variable y using auxiliary information in sample surveys. We have suggested a class of estimators of the population variance S2y of the study variable y when the population variance S2x of the auxiliary variable x is known. Asymptotic expressions of bias and mean squared error (MSE) of the proposed class of estimators have been obtained. Asymptotic optimum estimators in the proposed class of estimators have also been identified along with its MSE formula. A comparison has been provided. We have further provided the double sampling version of the proposed class of estimators. The properties of the double sampling version have been provided under large sample approximation. In addition, we support the present study with aid of a numerical illustration. Journal: Communications in Statistics - Theory and Methods Pages: 7732-7750 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1161799 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1161799 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7732-7750 Template-Type: ReDIF-Article 1.0 Author-Name: Jung In Seo Author-X-Name-First: Jung In Author-X-Name-Last: Seo Author-Name: Yongku Kim Author-X-Name-First: Yongku Author-X-Name-Last: Kim Title: Bayesian inference on extreme value distribution using upper record values Abstract: In this paper we address estimation and prediction problems for extreme value distributions under the assumption that the only available data are the record values. We provide some properties and pivotal quantities, and derive unbiased estimators for the location and rate parameters based on these properties and pivotal quantities. In addition, we discuss mean-squared errors of the proposed estimators and exact confidence intervals for the rate parameter. In Bayesian inference, we develop objective Bayesian analysis by deriving non informative priors such as the Jeffrey, reference, and probability matching priors for the location and rate parameters. We examine the validity of the proposed methods through Monte Carlo simulations for various record values of size and present a real data set for illustration purposes. Journal: Communications in Statistics - Theory and Methods Pages: 7751-7768 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1165848 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1165848 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7751-7768 Template-Type: ReDIF-Article 1.0 Author-Name: Pouya Faroughi Author-X-Name-First: Pouya Author-X-Name-Last: Faroughi Author-Name: Noriszura Ismail Author-X-Name-First: Noriszura Author-X-Name-Last: Ismail Title: Bivariate zero-inflated generalized Poisson regression model with flexible covariance Abstract: This paper introduces several forms of nested bivariate zero-inflated generalized Poisson (BZIGP) regression model which can be fitted to bivariate and zero-inflated count data. The main advantage of having several forms of BZIGP regression model is that they are nested and allow likelihood ratio test to be performed for choosing the best model. In addition, the BZIGP regression models have flexible forms of marginal mean–variance relationship, can be fitted to bivariate and zero-inflated count data with positive or negative correlations, and allow additional overdispersion of the two response variables. The BZIGP regression models are fitted to the Australian Health Survey data. Journal: Communications in Statistics - Theory and Methods Pages: 7769-7785 Issue: 15 Volume: 46 Year: 2017 Month: 8 X-DOI: 10.1080/03610926.2016.1165846 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1165846 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7769-7785 Template-Type: ReDIF-Article 1.0 Author-Name: Zhengyan Lin Author-X-Name-First: Zhengyan Author-X-Name-Last: Lin Author-Name: Tian-Xiao Pang Author-X-Name-First: Tian-Xiao Author-X-Name-Last: Pang Author-Name: Kyo-Shin Hwang Author-X-Name-First: Kyo-Shin Author-X-Name-Last: Hwang Title: An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables Abstract: We give here an almost sure central limit theorem for self-normalized partial sums of a strictly stationary φ-mixing sequences which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Our result substantially extend a result on the almost sure central limit theorem previously obtained by Huang and Pang (2010). Journal: Communications in Statistics - Theory and Methods Pages: 3411-3420 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2013.776688 File-URL: http://hdl.handle.net/10.1080/03610926.2013.776688 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3411-3420 Template-Type: ReDIF-Article 1.0 Author-Name: Rostyslav Bodnar Author-X-Name-First: Rostyslav Author-X-Name-Last: Bodnar Author-Name: Taras Bodnar Author-X-Name-First: Taras Author-X-Name-Last: Bodnar Author-Name: Wolfgang Schmid Author-X-Name-First: Wolfgang Author-X-Name-Last: Schmid Title: Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices Abstract: In this article we suggest a new multivariate autoregressive process for modeling time-dependent extreme value distributed observations. The idea behind the approach is to transform the original observations to latent variables that are univariate normally distributed. Then the vector autoregressive DCC model is fitted to the multivariate latent process. The distributional properties of the suggested model are extensively studied. The process parameters are estimated by applying a two-stage estimation procedure. We derive a prediction interval for future values of the suggested process. The results are applied in an empirically study by modeling the behavior of extreme daily stock prices. Journal: Communications in Statistics - Theory and Methods Pages: 3421-3440 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2013.791370 File-URL: http://hdl.handle.net/10.1080/03610926.2013.791370 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3421-3440 Template-Type: ReDIF-Article 1.0 Author-Name: Zai-Ying Zhou Author-X-Name-First: Zai-Ying Author-X-Name-Last: Zhou Author-Name: Ying Yang Author-X-Name-First: Ying Author-X-Name-Last: Yang Title: A random weighting approach for posterior distributions Abstract: In Bayesian theory, calculating a posterior probability distribution is highly important but typically difficult. Therefore, some methods have been proposed to deal with such problem, among which, the most popular one is the asymptotic expansions of posterior distributions. In this paper, we propose an alternative approach, named a random weighting method, for scaled posterior distributions, and give an ideal convergence rate, o(n( − 1/2)), which serves as the theoretical guarantee for methods of numerical simulations. Journal: Communications in Statistics - Theory and Methods Pages: 3441-3457 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2013.835412 File-URL: http://hdl.handle.net/10.1080/03610926.2013.835412 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3441-3457 Template-Type: ReDIF-Article 1.0 Author-Name: Jorge Navarro Author-X-Name-First: Jorge Author-X-Name-Last: Navarro Title: A very simple proof of the multivariate Chebyshev's inequality Abstract: In this short note, a very simple proof of the Chebyshev's inequality for random vectors is given. This inequality provides a lower bound for the percentage of the population of an arbitrary random vector X with finite mean μ = E(X) and a positive definite covariance matrix V = Cov(X) whose Mahalanobis distance with respect to V to the mean μ is less than a fixed value. The main advantage of the proof is that it is a simple exercise for a first year probability course. An alternative proof based on principal components is also provided. This proof can be used to study the case of a singular covariance matrix V. Journal: Communications in Statistics - Theory and Methods Pages: 3458-3463 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2013.873135 File-URL: http://hdl.handle.net/10.1080/03610926.2013.873135 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3458-3463 Template-Type: ReDIF-Article 1.0 Author-Name: Om Parkash Author-X-Name-First: Om Author-X-Name-Last: Parkash Author-Name: Mukesh Author-X-Name-First: Author-X-Name-Last: Mukesh Title: Contribution of maximum entropy principle in the field of queueing theory Abstract: In the literature of information theory, there exist many well known measures of entropy suitable for entropy optimization principles towards applications in different disciplines of science and technology. The object of this article is to develop a new generalized measure of entropy and to establish the relation between entropy and queueing theory. To fulfill our aim, we have made use of maximum entropy principle which provides the most uncertain probability distribution subject to some constraints expressed by mean values. Journal: Communications in Statistics - Theory and Methods Pages: 3464-3472 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2013.875574 File-URL: http://hdl.handle.net/10.1080/03610926.2013.875574 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3464-3472 Template-Type: ReDIF-Article 1.0 Author-Name: Muhammad Anas Knefati Author-X-Name-First: Muhammad Anas Author-X-Name-Last: Knefati Author-Name: Abderrahim Oulidi Author-X-Name-First: Abderrahim Author-X-Name-Last: Oulidi Author-Name: Belkacem Abdous Author-X-Name-First: Belkacem Author-X-Name-Last: Abdous Title: Local linear double and asymmetric kernel estimation of conditional quantiles Abstract: In this work, we propose and investigate a family of non parametric quantile regression estimates. The proposed estimates combine local linear fitting and double kernel approaches. More precisely, we use a Beta kernel when covariate’s support is compact and Gamma kernel for left-bounded supports. Finite sample properties together with asymptotic behavior of the proposed estimators are presented. It is also shown that these estimates enjoy the property of having finite variance and resistance to sparse design. Journal: Communications in Statistics - Theory and Methods Pages: 3473-3488 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.889923 File-URL: http://hdl.handle.net/10.1080/03610926.2014.889923 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3473-3488 Template-Type: ReDIF-Article 1.0 Author-Name: Jianhong Shi Author-X-Name-First: Jianhong Author-X-Name-Last: Shi Author-Name: Weixing Song Author-X-Name-First: Weixing Author-X-Name-Last: Song Title: Asymptotic results in gamma kernel regression Abstract: Based on the Gamma kernel density estimation procedure, this article constructs a nonparametric kernel estimate for the regression functions when the covariate are nonnegative. Asymptotic normality and uniform almost sure convergence results for the new estimator are systematically studied, and the finite performance of the proposed estimate is discussed via a simulation study and a comparison study with an existing method. Finally, the proposed estimation procedure is applied to the Geyser data set. Journal: Communications in Statistics - Theory and Methods Pages: 3489-3509 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.890225 File-URL: http://hdl.handle.net/10.1080/03610926.2014.890225 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3489-3509 Template-Type: ReDIF-Article 1.0 Author-Name: Sarjinder Singh Author-X-Name-First: Sarjinder Author-X-Name-Last: Singh Author-Name: Stephen Andrew Sedory Author-X-Name-First: Stephen Andrew Author-X-Name-Last: Sedory Title: Two-step calibration of design weights in survey sampling Abstract: In this article, a new two-step calibration technique of design weights is proposed. In the first step, the calibration weights are set proportional to the design weights in a given sample. In the second step, the constants of proportionality are determined based on different objectives of the investigator such as bias reduction or minimum mean squared error. Many estimators available in the literature can be shown to be special cases of the proposed two-step calibrated estimator. A simulation study, based on a real data set, is also included at the end. A few technical issues are raised with respect to the use of the proposed calibration technique: both limitations and benefits are discussed. Journal: Communications in Statistics - Theory and Methods Pages: 3510-3523 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.892137 File-URL: http://hdl.handle.net/10.1080/03610926.2014.892137 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3510-3523 Template-Type: ReDIF-Article 1.0 Author-Name: David Nelson Author-X-Name-First: David Author-X-Name-Last: Nelson Author-Name: Siamak Noorbaloochi Author-X-Name-First: Siamak Author-X-Name-Last: Noorbaloochi Title: Splice plots for generalized linear models Abstract: We develop splice plots as a diagnostic tool for parametric generalized linear models. Splice plots use the independence of the outcome and explanatory measures given the regression function. Plotting differences between the estimated parametric regression function and non-parametric estimates of the regression function computed in small neighborhoods of the fitted values from the parametric model can be used to assess model fit. Journal: Communications in Statistics - Theory and Methods Pages: 3524-3540 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.895842 File-URL: http://hdl.handle.net/10.1080/03610926.2014.895842 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3524-3540 Template-Type: ReDIF-Article 1.0 Author-Name: Abdul Haq Author-X-Name-First: Abdul Author-X-Name-Last: Haq Author-Name: Jennifer Brown Author-X-Name-First: Jennifer Author-X-Name-Last: Brown Author-Name: Elena Moltchanova Author-X-Name-First: Elena Author-X-Name-Last: Moltchanova Title: Improved best linear unbiased estimators for the simple linear regression model using double ranked set sampling schemes Abstract: In this paper, we consider the best linear unbiased estimators (BLUEs) based on double ranked set sampling (DRSS) and ordered DRSS (ODRSS) schemes for the simple linear regression model with replicated observations. We assume three symmetric distributions for the random error term, i.e., normal, Laplace and some scale contaminated normal distributions. The proposed BLUEs under DRSS (BLUEs-DRSS) and ODRSS (BLUEs-ODRSS) are compared with the BLUEs based on ordered simple random sampling (OSRS), ranked set sampling (RSS), and ordered RSS (ORSS) schemes. These estimators are compared in terms of relative efficiency (RE), RE of determinant (RED), and RE of trace (RET). It is found that the BLUEs-ODRSS are uniformly better than the BLUEs based on OSRS, RSS, ORSS, and DRSS schemes. We also compare the estimators based on imperfect RSS (IRSS) schemes. It is worth mentioning here that the BLUEs under ordered imperfect DRSS (OIDRSS) are better than their counterparts based on IRSS, ordered IRSS (OIRSS), and imperfect DRSS (IDRSS) methods. Moreover, for sensitivity analysis of the BLUEs, we calculate REs and REDs of the BLUEs under the assumption of normality when in fact the parent distribution follows a non normal symmetric distribution. It turns out that even under violation of normality assumptions, BLUEs of the intercept and the slope parameters are found to be unbiased with equal REs under each sampling scheme. It is also observed that the BLUEs under ODRSS are more efficient than the existing BLUEs. Journal: Communications in Statistics - Theory and Methods Pages: 3541-3561 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904350 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904350 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3541-3561 Template-Type: ReDIF-Article 1.0 Author-Name: Zhiyong Zhou Author-X-Name-First: Zhiyong Author-X-Name-Last: Zhou Author-Name: Zhengyan Lin Author-X-Name-First: Zhengyan Author-X-Name-Last: Lin Title: Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence Abstract: An asymptotic theory was given by Zhang and Yang (2010) for first-order random coefficient autoregressive time series yt = (ρn + φn)yt − 1 + ut, t = 1, …, n, with {ut} is a sequence of independent and identically distributed random variables with mean 0 and a finite second moment, ρn is a sequence of real numbers, and φn is a sequence of random variables. Conditional least squares estimator ρ^n$\hat{\rho }_{n}$ was shown to be asymptotically normality distributed. This model extended the moderate deviations from a unit root model proposed by Phillips and Magdalinos (2007), which just considered the case that ρn = 1 + c/kn and φn ≡ 0. In this paper, we show that the asymptotic theory in Zhang and Yang (2010) still holds when the truncated second moment of the errors l(x) = E[u211{|u1| ⩽ x}] is slowly varying function at ∞. Moreover, we propose a pivot for ρ^n$\hat{\rho }_{n}$, the limit distribution of which is proved to be standard normal. Journal: Communications in Statistics - Theory and Methods Pages: 3562-3576 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904354 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904354 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3562-3576 Template-Type: ReDIF-Article 1.0 Author-Name: Wei Wang Author-X-Name-First: Wei Author-X-Name-Last: Wang Author-Name: Linyi Qian Author-X-Name-First: Linyi Author-X-Name-Last: Qian Author-Name: Wensheng Wang Author-X-Name-First: Wensheng Author-X-Name-Last: Wang Title: Hedging of contingent claims written on non traded assets under Markov-modulated models Abstract: This paper studies the hedging problem of European contingent claims when the underlying asset is non traded. We assume that the share prices of the assets are governed by Markov-modulated processes; that is, the market parameters switch over the time according to a finite-state continuous time Markov chain. Due to the presence of Markov chain the non traded asset, the market which we consider is incomplete, we shall use the local risk minimization method to obtain an optimal hedging strategy in a closed-form for an investor. Finally, numerical illustrations of an optimal hedging strategy are given by the Monte Carlo simulation. Journal: Communications in Statistics - Theory and Methods Pages: 3577-3595 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904355 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904355 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3577-3595 Template-Type: ReDIF-Article 1.0 Author-Name: Alan M. Polansky Author-X-Name-First: Alan M. Author-X-Name-Last: Polansky Author-Name: Santu Ghosh Author-X-Name-First: Santu Author-X-Name-Last: Ghosh Title: Using observed confidence levels to perform principal component analyses Abstract: This paper focuses on applying the method of observed confidence levels to problems commonly encountered in principal component analyses. In particular, we focus on assigning levels of confidence to the number of components that explain a specified proportion of variation in the original data. Approaches based on the normal model as well as a non parametric model are explored. The usefulness of the methods are discussed using an example and an empirical study. Journal: Communications in Statistics - Theory and Methods Pages: 3596-3611 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904356 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904356 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3596-3611 Template-Type: ReDIF-Article 1.0 Author-Name: Peer Bilal Ahmad Author-X-Name-First: Peer Bilal Author-X-Name-Last: Ahmad Title: On the Bayes estimators of the parameters of size-biased generalized power series distributions Abstract: In this paper, we derive the Bayes estimators of functions of parameters of the size-biased generalized power series distribution under squared error loss function and weighted square error loss function. The results of size-biased GPSD are then used to obtain particular cases of the size-biased negative binomial, size-biased logarithmic series, and size-biased Poisson distributions. These estimators are better than the classical minimum variance unbiased estimators in the sense that they increase the range of the estimation. Finally, an example is provided to illustrate the results and a goodness of fit test is done using the maximum likelihood and Bayes estimators. Journal: Communications in Statistics - Theory and Methods Pages: 3612-3624 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904353 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904353 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3612-3624 Template-Type: ReDIF-Article 1.0 Author-Name: Jürg Hüsler Author-X-Name-First: Jürg Author-X-Name-Last: Hüsler Author-Name: Deyuan Li Author-X-Name-First: Deyuan Author-X-Name-Last: Li Author-Name: Mathias Raschke Author-X-Name-First: Mathias Author-X-Name-Last: Raschke Title: Extreme value index estimator using maximum likelihood and moment estimation Abstract: When a distribution function is in the max domain of attraction of an extreme value distribution, its tail can be well approximated by a generalized Pareto distribution. Based on this fact we use a moment estimation idea to propose an adapted maximum likelihood estimator for the extreme value index, which can be understood as a combination of the maximum likelihood estimation and moment estimation. Under certain regularity conditions, we derive the asymptotic normality of the new estimator and investigate its finite sample behavior by comparing with several classical or competitive estimators. A simulation study shows that the new estimator is competitive with other estimators in view of average bias, average MSE, and coefficient of variance of the new device for the optimal selection of the threshold. Journal: Communications in Statistics - Theory and Methods Pages: 3625-3636 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2013.861495 File-URL: http://hdl.handle.net/10.1080/03610926.2013.861495 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3625-3636 Template-Type: ReDIF-Article 1.0 Author-Name: Jau-Chuan Ke Author-X-Name-First: Jau-Chuan Author-X-Name-Last: Ke Author-Name: Dong-Yuh Yang Author-X-Name-First: Dong-Yuh Author-X-Name-Last: Yang Title: Analysis of a batch arrival queue with vacation policy and exceptional service Abstract: We consider the distributions of operating characteristics of an M[x]/G/1 queue under vacation policies, where the first customer of each busy period receives an exceptional service. When all the customers are served in the system exhaustively, the server deactivates and operates one of two vacation policies: (1) multiple vacation policy and (2) single vacation policy. We develop the performance measures for both systems. Finally, some numerical illustrations are also given. These two vacation models have potential applications in day-to-day life, such as post offices, banks, hospitals, etc. Journal: Communications in Statistics - Theory and Methods Pages: 3637-3657 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2013.878356 File-URL: http://hdl.handle.net/10.1080/03610926.2013.878356 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3637-3657 Template-Type: ReDIF-Article 1.0 Author-Name: Xiuqing Zhou Author-X-Name-First: Xiuqing Author-X-Name-Last: Zhou Author-Name: Guoxiang Liu Author-X-Name-First: Guoxiang Author-X-Name-Last: Liu Title: LAD-Lasso variable selection for doubly censored median regression models Abstract: A variable selection procedure based on least absolute deviation (LAD) estimation and adaptive lasso (LAD-Lasso for short) is proposed for median regression models with doubly censored data. The proposed procedure can select significant variables and estimate the parameters simultaneously, and the resulting estimators enjoy the oracle property. Simulation results show that the proposed method works well. Journal: Communications in Statistics - Theory and Methods Pages: 3658-3667 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904357 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904357 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3658-3667 Template-Type: ReDIF-Article 1.0 Author-Name: Feng-Shou Ko Author-X-Name-First: Feng-Shou Author-X-Name-Last: Ko Title: Sample size determination for quality control process using a multiple components tolerance interval Abstract: In the past, a tolerance interval was used for the statistical quality control process on raw materials and/or the final product. In the traditional concept of the tolerance interval, the variance from the measurements is a single component. However, we can find examples about several components that could vary in their measurements, so an approximate method must be found to modify the traditional tolerance interval. Now we employ a tolerance interval considering multiple components in the variance from the measurements to deal with quality control process. In our paper, the proposed method is used to solve the sample size determination for a two-sided tolerance interval approach considering multiple components on the variance of measurements. Journal: Communications in Statistics - Theory and Methods Pages: 3668-3674 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904358 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904358 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3668-3674 Template-Type: ReDIF-Article 1.0 Author-Name: Zohreh Mohammadi Author-X-Name-First: Zohreh Author-X-Name-Last: Mohammadi Author-Name: Mina Towhidi Author-X-Name-First: Mina Author-X-Name-Last: Towhidi Title: Empirical Bayes estimation for the mean of the selected normal population when there are additional data Abstract: This paper is concerned with the problem of estimation for the mean of the selected population from two normal populations with unknown means and common known variance in a Bayesian framework. The empirical Bayes estimator, when there are available additional observations, is derived and its bias and risk function are computed. The expected bias and risk of the empirical Bayes estimator and the intuitive estimator are compared. It is shown that the empirical Bayes estimator is asymptotically optimal and especially dominates the intuitive estimator in terms of Bayes risk, with respect to any normal prior. Also, the Bayesian correlation between the mean of the selected population (random parameter) and some interested estimators are obtained and compared. Journal: Communications in Statistics - Theory and Methods Pages: 3675-3691 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.904359 File-URL: http://hdl.handle.net/10.1080/03610926.2014.904359 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3675-3691 Template-Type: ReDIF-Article 1.0 Author-Name: Enkelejd Hashorva Author-X-Name-First: Enkelejd Author-X-Name-Last: Hashorva Author-Name: Chengxiu Ling Author-X-Name-First: Chengxiu Author-X-Name-Last: Ling Title: Maxima of skew elliptical triangular arrays Abstract: In this paper, we investigate the asymptotic behavior of the component-wise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transformations of bivariate spherical random vectors. We find the weak limit of the normalized maxima for both cases that the random radius pertaining to the elliptical random vectors is either in the Gumbel or in the Weibull max-domain of attractions. Journal: Communications in Statistics - Theory and Methods Pages: 3692-3705 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.906613 File-URL: http://hdl.handle.net/10.1080/03610926.2014.906613 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3692-3705 Template-Type: ReDIF-Article 1.0 Author-Name: Demei Yuan Author-X-Name-First: Demei Author-X-Name-Last: Yuan Author-Name: Lan Lei Author-X-Name-First: Lan Author-X-Name-Last: Lei Title: Some results following from conditional characteristic functions Abstract: The purpose of this article is to derive rigorously some results following from conditional characteristic functions and anticipate that they will prove to be of significant applicability. Specifically, Khintchine weak law of large numbers, Lévy central limit theorem, inversion theorem, uniqueness theorem, characterization of identical distribution, and characterization of independence are all generalized to conditional setup. Journal: Communications in Statistics - Theory and Methods Pages: 3706-3720 Issue: 12 Volume: 45 Year: 2016 Month: 6 X-DOI: 10.1080/03610926.2014.906614 File-URL: http://hdl.handle.net/10.1080/03610926.2014.906614 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3706-3720 Template-Type: ReDIF-Article 1.0 Author-Name: Jing Luo Author-X-Name-First: Jing Author-X-Name-Last: Luo Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Author-Name: Zhenghong Wang Author-X-Name-First: Zhenghong Author-X-Name-Last: Wang Title: Asymptotic distribution in affiliation finite discrete weighted networks with an increasing degree sequence Abstract: The asymptotic normality of a fixed number of the maximum likelihood estimators (MLEs) in the affiliation finite discrete weighted networks with an increasing degree sequence has been established recently. In this article, we further derive a central limit theorem for a linear combination of all the MLEs with an increasing dimension. Simulation studies are provided to illustrate the asymptotic results. Journal: Communications in Statistics - Theory and Methods Pages: 4195-4205 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1487984 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1487984 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4195-4205 Template-Type: ReDIF-Article 1.0 Author-Name: Rim Ben Elouefi Author-X-Name-First: Rim Ben Author-X-Name-Last: Elouefi Author-Name: Rim Ben Elouefi Author-X-Name-First: Rim Ben Author-X-Name-Last: Elouefi Title: A goodness-of-fit test for the stratified proportional hazards model for survival data Abstract: Goodness-of-fit testing is addressed in the stratified proportional hazards model for survival data. A test statistic based on within-strata cumulative sums of martingale residuals over covariates is proposed and its asymptotic distribution is derived under the null hypothesis of model adequacy. A Monte Carlo procedure is proposed to approximate the critical value of the test. Simulation studies are conducted to examine finite-sample performance of the proposed statistic. Journal: Communications in Statistics - Theory and Methods Pages: 4206-4220 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1489965 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1489965 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4206-4220 Template-Type: ReDIF-Article 1.0 Author-Name: Suxin Wang Author-X-Name-First: Suxin Author-X-Name-Last: Wang Author-Name: Ximin Rong Author-X-Name-First: Ximin Author-X-Name-Last: Rong Author-Name: Hui Zhao Author-X-Name-First: Hui Author-X-Name-Last: Zhao Title: Mean-variance problem for an insurer with default risk under a jump-diffusion risk model Abstract: This paper considers an optimal investment-reinsurance problem with default risk under the mean-variance criterion. We assume that the insurer is allowed to purchase proportional reinsurance and invest his/her surplus in a risk-free asset, a stock and a defaultable bond. The goal is to maximize the expectation and minimize the variance of the terminal wealth. We first formulate the problem to stochastic linear-quadratic (LQ) control problem with constraints. Then the optimal investment-reinsurance strategies and the corresponding value functions are obtained via the viscosity solutions of Hamilton-Jacobi-Bellman (HJB) equations for the post-default case and pre-default case, respectively. Finally, we provide numerical examples to illustrate the effects of model parameters on the optimal strategies and value functions. Journal: Communications in Statistics - Theory and Methods Pages: 4221-4249 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1490432 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1490432 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4221-4249 Template-Type: ReDIF-Article 1.0 Author-Name: Tiago M. Magalhães Author-X-Name-First: Tiago M. Author-X-Name-Last: Magalhães Author-Name: Denise A. Botter Author-X-Name-First: Denise A. Author-X-Name-Last: Botter Author-Name: Mônica C. Sandoval Author-X-Name-First: Mônica C. Author-X-Name-Last: Sandoval Author-Name: Gustavo H. A. Pereira Author-X-Name-First: Gustavo H. A. Author-X-Name-Last: Pereira Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Title: Skewness of maximum likelihood estimators in the varying dispersion beta regression model Abstract: Beta regression models have been widely used to model rates and proportions. We obtain a matrix formula of order n−1/2, where n is the sample size, for the skewness coefficient of the distribution of the maximum likelihood estimators of the linear parameters in varying dispersion beta regression models. The formula can be used to verify whether inference based on the asymptotic distribution of the maximum likelihood estimators should be performed. A simulation study and two applications are presented to illustrate the results. Journal: Communications in Statistics - Theory and Methods Pages: 4250-4260 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1490768 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1490768 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4250-4260 Template-Type: ReDIF-Article 1.0 Author-Name: Chin-Chih Chang Author-X-Name-First: Chin-Chih Author-X-Name-Last: Chang Author-Name: Yen-Luan Chen Author-X-Name-First: Yen-Luan Author-X-Name-Last: Chen Title: Optimization of continuous and discrete scheduled times for a cumulative damage system with age-dependent maintenance Abstract: This paper presents a preventive replacement problem when a system is operating successive works with random times and suffering stochastic shocks. The works cause random amount additive damage to the system, and the system fails whenever the cumulative damage reaches a failure level threshold. As an external shock occurs, the system experiences one of the two types of shocks with age-dependent maintenance mechanism: type-I (minor) shock is rectified by a minimal repair, or type-II (catastrophic) shock causes the system to fail. To control the deterioration process, preventive replacement is scheduled to replace the system at a continuous age T or at a discrete number N of working cycles, whichever occurs first, and corrective replacement is performed immediately whenever the system fails due to either shock or damage. The optimal preventive replacement schedule that minimizes the expected cost rate is discussed analytically and computed numerically. The proposed model provides a general framework for analyzing maintenance policies and extends several existing results. Journal: Communications in Statistics - Theory and Methods Pages: 4261-4277 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1491992 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1491992 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4261-4277 Template-Type: ReDIF-Article 1.0 Author-Name: Xianye Yu Author-X-Name-First: Xianye Author-X-Name-Last: Yu Title: Smoothness of self-intersection local time of multidimensional fractional Brownian motion Abstract: In this paper, we study the existence, Hölder continuity and fractional smoothness of the self-intersection local time with respect to fractional Brownian motion:βt(x):=∫0t∫0sδ(BsH−BrH−x)drds, x∈Rd, t∈[0,1]where BH is a d-dimensional fractional Brownian motion with Hurst index H∈(0,1). We also consider the case of intersection local time for two independent multidimensional fractional Brownian motions. Journal: Communications in Statistics - Theory and Methods Pages: 4278-4293 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1493508 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1493508 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4278-4293 Template-Type: ReDIF-Article 1.0 Author-Name: Roberto Campos Leoni Author-X-Name-First: Roberto Author-X-Name-Last: Campos Leoni Author-Name: Antonio Fernando Branco Costa Author-X-Name-First: Antonio Fernando Author-X-Name-Last: Branco Costa Title: The performance of the truncated mixed control chart Abstract: When the mixed chart proposed by Aslam et al. (2015) is in use, the sample items are classified as defective or not defective and, depending on the number of defectives, the quality characteristic X of the sample items are also measured. In this case, an Xbar chart decides the state of the process. The previous conforming/non-conforming classification truncates the X distribution and, because of that, the mathematical development to obtain the ARLs is complex. Aslam et al. (2015) didn’t pay attention to the fact that the X distribution is truncated and, due to that, they obtained incorrect ARLs. Journal: Communications in Statistics - Theory and Methods Pages: 4294-4301 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1494284 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494284 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4294-4301 Template-Type: ReDIF-Article 1.0 Author-Name: Yanhong Wu Author-X-Name-First: Yanhong Author-X-Name-Last: Wu Title: A combined SR-CUSUM procedure for detecting common changes in panel data Abstract: A procedure based on the sum of N Shiryayev–Roberts processes is proposed to detect common changes in panel data and shown to perform better for small portions of changed panels. The change-point for each panel is estimated by using the CUSUM process calculated in parallel. The changed panels are isolated by using the scores formed by the post-change parameter estimations and the common change point is then estimated from the isolated changed panels. A real example is used for illustration. An adaptive detection procedures is also proposed when the unknown post-change parameters are estimated adaptively in each panel. Journal: Communications in Statistics - Theory and Methods Pages: 4302-4319 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1494285 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494285 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4302-4319 Template-Type: ReDIF-Article 1.0 Author-Name: Haifeng Xu Author-X-Name-First: Haifeng Author-X-Name-Last: Xu Author-Name: Kazuhiro Ohtani Author-X-Name-First: Kazuhiro Author-X-Name-Last: Ohtani Title: PMSE performance of two different types of preliminary test estimators under a multivariate t error term Abstract: In this paper, assuming that the error terms follow a multivariate t distribution, we derive the exact formula for the predictive mean squared error (PMSE) of two different types of pretest estimators. It is shown analytically that one of the pretest estimator dominates the SR estimator if a critical value of the pretest is chosen appropriately. Also, we compare the PMSE of the pretest estimators with the MMSE, AMMSE, SR and PSR estimators by numerical evaluations. Our results show that the pretest estimators dominate the OLS estimator for all combinations when the degrees of freedom is not more than 5. Key Words: Predictive mean squared error; Homogeneous preliminary test estimator; Heterogeneous preliminary test estimator; Multivariate t error term. Journal: Communications in Statistics - Theory and Methods Pages: 4320-4338 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1494286 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494286 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4320-4338 Template-Type: ReDIF-Article 1.0 Author-Name: Hossein Mansouri Author-X-Name-First: Hossein Author-X-Name-Last: Mansouri Author-Name: Bo Li Author-X-Name-First: Bo Author-X-Name-Last: Li Title: On simultaneous confidence intervals based on rank-estimates with application to analysis of gene expression data Abstract: Inferential methods based on ranks present robust and powerful alternative methodology for testing and estimation. In this article, two objectives are followed. First, develop a general method of simultaneous confidence intervals based on the rank estimates of the parameters of a general linear model and derive the asymptotic distribution of the pivotal quantity. Second, extend the method to high dimensional data such as gene expression data for which the usual large sample approximation does not apply. It is common in practice to use the asymptotic distribution to make inference for small samples. The empirical investigation in this article shows that for methods based on the rank-estimates, this approach does not produce a viable inference and should be avoided. A method based on the bootstrap is outlined and it is shown to provide a reliable and accurate method of constructing simultaneous confidence intervals based on rank estimates. In particular it is shown that commonly applied methods of normal or t-approximation are not satisfactory, particularly for large-scale inferences. Methods based on ranks are uniquely suitable for analysis of microarray gene expression data since they often involve large scale inferences based on small samples containing a large number of outliers and violate the assumption of normality. A real microarray data is analyzed using the rank-estimate simultaneous confidence intervals. Viability of the proposed method is assessed through a Monte Carlo simulation study under varied assumptions. Journal: Communications in Statistics - Theory and Methods Pages: 4339-4349 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1494287 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494287 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4339-4349 Template-Type: ReDIF-Article 1.0 Author-Name: Sang-Hoon Cho Author-X-Name-First: Sang-Hoon Author-X-Name-Last: Cho Author-Name: Richard A. Johnson Author-X-Name-First: Richard A. Author-X-Name-Last: Johnson Title: Inference for IZAWA’S Bivariate Gamma Distribution Abstract: In this article, we aim to establish some theoretical properties of Izawa’s bivariate gamma distribution having equal shape parameters. First, we propose a procedure to obtain the maximum likelihood estimates and derive an expression for the Fisher information. Simulation studies illuminate the properties of maximum likelihood estimators. We also establish an asymptotic test for independence based on the limiting distribution of maximum likelihood estimators. Journal: Communications in Statistics - Theory and Methods Pages: 4350-4366 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1494288 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494288 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4350-4366 Template-Type: ReDIF-Article 1.0 Author-Name: K. V. Viswakala Author-X-Name-First: K. V. Author-X-Name-Last: Viswakala Author-Name: E. I. Abdul Sathar Author-X-Name-First: E. I. Author-X-Name-Last: Abdul Sathar Title: Classical estimation of hazard rate and mean residual life functions of Pareto distribution Abstract: In this paper we find the maximum likelihood estimates (MLEs) of hazard rate and mean residual life functions (MRLF) of Pareto distribution, their asymptotic non degenerate distribution, exact distribution and moments. We also discuss the uniformly minimum variance unbiased estimate (UMVUE) of hazard rate function and MRLF. Finally, two numerical examples with simulated data and real data set, are presented to illustrate the proposed estimates. Journal: Communications in Statistics - Theory and Methods Pages: 4367-4379 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1494289 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494289 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4367-4379 Template-Type: ReDIF-Article 1.0 Author-Name: Hanbing Zhu Author-X-Name-First: Hanbing Author-X-Name-Last: Zhu Author-Name: Riquan Zhang Author-X-Name-First: Riquan Author-X-Name-Last: Zhang Author-Name: Huiying Li Author-X-Name-First: Huiying Author-X-Name-Last: Li Title: Estimation on semi-functional linear errors-in-variables models Abstract: Semi-functional linear regression models are important in practice. In this paper, their estimation is discussed when function-valued and real-valued random variables are all measured with additive error. By means of functional principal component analysis and kernel smoothing techniques, the estimators of the slope function and the non parametric component are obtained. To account for errors in variables, deconvolution is involved in the construction of a new class of kernel estimators. The convergence rates of the estimators of the unknown slope function and non parametric component are established under suitable norm and conditions. Simulation studies are conducted to illustrate the finite sample performance of our method. Journal: Communications in Statistics - Theory and Methods Pages: 4380-4393 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1494836 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1494836 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4380-4393 Template-Type: ReDIF-Article 1.0 Author-Name: Juxia Xiao Author-X-Name-First: Juxia Author-X-Name-Last: Xiao Author-Name: Xu Li Author-X-Name-First: Xu Author-X-Name-Last: Li Author-Name: Jianhong Shi Author-X-Name-First: Jianhong Author-X-Name-Last: Shi Title: Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel Abstract: This paper proposes an estimation procedure for the partial linear regression models, when the explanatory variable of the non parametric component is supported on (0,∞), and the covariates in the parametric part are contaminated by the measurement errors. Bias corrected estimators for the regression parameters and the non parametric components are constructed when the model errors are homoscedastic and heteroscedastic. Under some regularity conditions, large sample properties, including the consistency and asymptotic normality of the proposed estimators, are discussed. Simulation studies and real data analysis are conducted to evaluate the finite sample performance of the proposed estimation procedure. Journal: Communications in Statistics - Theory and Methods Pages: 4394-4424 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1496255 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1496255 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4394-4424 Template-Type: ReDIF-Article 1.0 Author-Name: Arvind Pandey Author-X-Name-First: Arvind Author-X-Name-Last: Pandey Author-Name: Shashi Bhushan Author-X-Name-First: Shashi Author-X-Name-Last: Bhushan Author-Name: Ralte Lalpawimawha Author-X-Name-First: Ralte Author-X-Name-Last: Lalpawimawha Title: Shared frailty models with baseline generalized Pareto distribution Abstract: In this article, we have considered three different shared frailty models under the assumption of generalized Pareto Distribution as baseline distribution. Frailty models have been used in the survival analysis to account for the unobserved heterogeneity in an individual risks to disease and death. These three frailty models are with gamma frailty, inverse Gaussian frailty and positive stable frailty. Then we introduce the Bayesian estimation procedure using Markov chain Monte Carlo (MCMC) technique to estimate the parameters. We applied these three models to a kidney infection data and find the best fitted model for kidney infection data. We present a simulation study to compare true value of the parameters with the estimated values. Model comparison is made using Bayesian model selection criterion and a well-fitted model is suggested for the kidney infection data. Journal: Communications in Statistics - Theory and Methods Pages: 4425-4447 Issue: 17 Volume: 48 Year: 2019 Month: 9 X-DOI: 10.1080/03610926.2018.1500597 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1500597 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:17:p:4425-4447 Template-Type: ReDIF-Article 1.0 Author-Name: Abbas Pak Author-X-Name-First: Abbas Author-X-Name-Last: Pak Author-Name: Arjun Kumar Gupta Author-X-Name-First: Arjun Kumar Author-X-Name-Last: Gupta Title: Bayesian inference on P(X > Y) in bivariate Rayleigh model Abstract: In the literature, assuming independence of random variables X and Y, statistical estimation of the stress–strength parameter R = P(X > Y) is intensively investigated. However, in some real applications, the strength variable X could be highly dependent on the stress variable Y. In this paper, unlike the common practice in the literature, we discuss on estimation of the parameter R where more realistically X and Y are dependent random variables distributed as bivariate Rayleigh model. We derive the Bayes estimates and highest posterior density credible intervals of the parameters using suitable priors on the parameters. Because there are not closed forms for the Bayes estimates, we will use an approximation based on Laplace method and a Markov Chain Monte Carlo technique to obtain the Bayes estimate of R and unknown parameters. Finally, simulation studies are conducted in order to evaluate the performances of the proposed estimators and analysis of two data sets are provided. Journal: Communications in Statistics - Theory and Methods Pages: 4095-4105 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1367814 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367814 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4095-4105 Template-Type: ReDIF-Article 1.0 Author-Name: Jingyun Sun Author-X-Name-First: Jingyun Author-X-Name-Last: Sun Author-Name: Yongjun Li Author-X-Name-First: Yongjun Author-X-Name-Last: Li Author-Name: Ling Zhang Author-X-Name-First: Ling Author-X-Name-Last: Zhang Title: Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate Abstract: This paper considers a robust portfolio choice problem for a defined contribution pension plan with stochastic income and stochastic interest rate. The investment objective of the pension plan is to maximize the expected utility of the wealth at the retirement time. We assume that the financial market consists of a stock, a zero-coupon bond and a risk-free asset. And the member of defined contribution pension plan is ambiguity-averse, which means that the member is uncertain about the expected return rate of the bond and stock. Meanwhile, the member's ambiguity-aversion level toward these two financial assets is quite different. The closed-form expressions of the robust optimal investment strategy and the corresponding value function are derived by adopting the stochastic dynamic programming approach. Furthermore, the sensitive analysis of model parameters on the optimal investment strategy are presented. We find that the member's aversion on model ambiguity increases her hedging demand and has remarkable impact on the optimal investment strategy. Moreover, we demonstrate that ignoring model uncertainty will lead to significant utility loss for the ambiguity-averse member, and the model uncertainty about the stock dynamics implies greater effect on the outcome of the investment than the bond. Journal: Communications in Statistics - Theory and Methods Pages: 4106-4130 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1367815 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367815 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4106-4130 Template-Type: ReDIF-Article 1.0 Author-Name: Jesse Frey Author-X-Name-First: Jesse Author-X-Name-Last: Frey Author-Name: Timothy G. Feeman Author-X-Name-First: Timothy G. Author-X-Name-Last: Feeman Title: Finding the maximum efficiency for multistage ranked-set sampling Abstract: Multistage ranked-set sampling (MRSS) is a generalization of ranked-set sampling in which multiple stages of ranking are used. It is known that for a fixed distribution under perfect rankings, each additional stage provides a gain in efficiency when estimating the population mean. However, the maximum possible efficiency for the MRSS sample mean relative to the simple random sampling sample mean has not previously been determined. In this paper, we provide a method for computing this maximum possible efficiency under perfect rankings for any choice of the set size and the number of stages. The maximum efficiency tends to infinity as the number of stages increases, and, for large numbers of stages, the efficiency-maximizing distributions are symmetric multi-modal distributions where the number of modes matches the set size. The results in this paper correct earlier assertions in the literature that the maximum efficiency is bounded and that it is achieved when the distribution is uniform. Journal: Communications in Statistics - Theory and Methods Pages: 4131-4141 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1367816 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367816 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4131-4141 Template-Type: ReDIF-Article 1.0 Author-Name: Muhammad Rajab Author-X-Name-First: Muhammad Author-X-Name-Last: Rajab Author-Name: Rashid Ahmed Author-X-Name-First: Rashid Author-X-Name-Last: Ahmed Author-Name: Farrukh Shehzad Author-X-Name-First: Farrukh Author-X-Name-Last: Shehzad Author-Name: M. H. Tahir Author-X-Name-First: M. H. Author-X-Name-Last: Tahir Title: Some new constructions of circular balanced repeated measurements designs Abstract: Repeated measurements designs are widely used in medicine, pharmacology, animal sciences, and psychology. In this article, some infinite series are developed to generate the balanced repeated measurements designs for p (periods) even. For p odd, construction procedures are also described. Catalogues of the proposed designs are also presented for p = 5, 7, 9, when v ≤ 100. Journal: Communications in Statistics - Theory and Methods Pages: 4142-4151 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1367817 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367817 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4142-4151 Template-Type: ReDIF-Article 1.0 Author-Name: Songfeng Zheng Author-X-Name-First: Songfeng Author-X-Name-Last: Zheng Title: An improved Bennett's inequality Abstract: This paper gives an improvement to Bennett's inequality for tail probability of sum of independent random variables, without imposing any additional condition. The improved version has a closed form expression. Using a refined arithmetic-geometric mean inequality, we further improve the obtained inequality. Numerical comparisons show that the proposed inequalities often improve the upper bound significantly in the far tail area, and these improvements get more prominent for larger sample size. Journal: Communications in Statistics - Theory and Methods Pages: 4152-4159 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1367818 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367818 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4152-4159 Template-Type: ReDIF-Article 1.0 Author-Name: Donglin Guo Author-X-Name-First: Donglin Author-X-Name-Last: Guo Author-Name: Liugen Xue Author-X-Name-First: Liugen Author-X-Name-Last: Xue Title: CBPS-based estimation for linear models with responses missing at random Abstract: In this article, based on the covariate balancing propensity score (CBPS), estimators for the regression coefficients and the population mean are obtained, when the responses of linear models are missing at random. It is proved that the proposed estimators are asymptotically normal. In simulation studies and real example, the proposed estimators show improved performance relative to usual augmented inverse probability weighted estimators. Journal: Communications in Statistics - Theory and Methods Pages: 4160-4169 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1371752 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1371752 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4160-4169 Template-Type: ReDIF-Article 1.0 Author-Name: Rongfei Liu Author-X-Name-First: Rongfei Author-X-Name-Last: Liu Author-Name: Dingcheng Wang Author-X-Name-First: Dingcheng Author-X-Name-Last: Wang Author-Name: Fenglong Guo Author-X-Name-First: Fenglong Author-X-Name-Last: Guo Title: The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks Abstract: The finite-time ruin probability of a discrete-time risk model with dependent stochastic discount factors and dependent insurance and financial risks is investigated in this paper. Assume that the stochastic discount factors follow a GARCH process and the one-period insurance and financial risks form a sequence of independent and identically distributed random pairs, which are the copies of a random pair with a bivariate Sarmanov dependent distribution. When the common distribution of claim-sizes is heavy-tailed, we establish an asymptotic estimate for the finite-time ruin probability. Applying the result to a special case, we also get conservative asymptotic bounds. A numerical simulation is given at the end of the paper. Journal: Communications in Statistics - Theory and Methods Pages: 4170-4186 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1371753 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1371753 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4170-4186 Template-Type: ReDIF-Article 1.0 Author-Name: Rui Fang Author-X-Name-First: Rui Author-X-Name-Last: Fang Author-Name: Xiaohu Li Author-X-Name-First: Xiaohu Author-X-Name-Last: Li Title: Ordering extremes of interdependent random variables Abstract: For random variables with Archimedean copula or survival copula, we develop the reversed hazard rate order and the hazard rate order on sample extremes in the context of proportional reversed hazard models and proportional hazard models, respectively. The likelihood ratio order on sample maximum is also investigated for the proportional reversed hazard model. Several numerical examples are presented for illustrations as well. Journal: Communications in Statistics - Theory and Methods Pages: 4187-4201 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1371754 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1371754 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4187-4201 Template-Type: ReDIF-Article 1.0 Author-Name: Dingfang Li Author-X-Name-First: Dingfang Author-X-Name-Last: Li Author-Name: Yifan Gui Author-X-Name-First: Yifan Author-X-Name-Last: Gui Author-Name: Yifan Li Author-X-Name-First: Yifan Author-X-Name-Last: Li Author-Name: Lihua Xiong Author-X-Name-First: Lihua Author-X-Name-Last: Xiong Title: A method for constructing asymmetric pair-copula and its application Abstract: Pair-copula has become a hot spot in the research of both theory and application of statistics. Therefore, proper construction of pair-copula is an area worthy of study. Considering the asymmetry of variate dependence in practical applications and the disadvantages of the widely used asymmetric copulas, we propose a method to construct asymmetric pair-copula. In our method, we treat the asymmetric bivariate copula constructed by Liebscher's method as a generator, using this generator to construct asymmetric pair-copula. Also, on the basis of our method, we propose and prove a reference for selecting copula family in the construction. To verify the method, we construct asymmetric copulas and asymmetric pair-copulas using the daily runoff data collected at Yichang hydrological station to describe the extreme drought events of Yangtze River. After comparing the models in some aspects, we accept a model we construct, and the result displays the feasibility and practicality of the method we propose. Journal: Communications in Statistics - Theory and Methods Pages: 4202-4214 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1371755 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1371755 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4202-4214 Template-Type: ReDIF-Article 1.0 Author-Name: Xiaoguang Wang Author-X-Name-First: Xiaoguang Author-X-Name-Last: Wang Author-Name: Dawei Lu Author-X-Name-First: Dawei Author-X-Name-Last: Lu Author-Name: Lixin Song Author-X-Name-First: Lixin Author-X-Name-Last: Song Title: Robust image segmentation via Bayesian type criterion Abstract: Image segmentation plays an important role in image processing before image recognition or compression. Many segmentation solutions follow the information theoretic criteria and often have excellent results; however, they are not robust to reduce the noise effect in contaminated image data. To guarantee the optimal segmentation with possible noise, a robust Bayesian information criterion is proposed to segment a grayscale image and it is less sensitive to noise. The asymptotic properties are also studied. Monte Carlo numerical experiments along with a brain magnetic resonance image are conducted to evaluate the performance of the new method. Journal: Communications in Statistics - Theory and Methods Pages: 4215-4228 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1371756 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1371756 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4215-4228 Template-Type: ReDIF-Article 1.0 Author-Name: Myoungjin Jung Author-X-Name-First: Myoungjin Author-X-Name-Last: Jung Author-Name: Younshik Chung Author-X-Name-First: Younshik Author-X-Name-Last: Chung Title: Bayesian inference of three-parameter bathtub-shaped lifetime distribution Abstract: We investigate a Bayesian inference in the three-parameter bathtub-shaped lifetime distribution which is obtained by adding a power parameter to the two-parameter bathtub-shaped lifetime distribution suggested by Chen (2000). The Bayes estimators under the balanced squared error loss function are derived for three parameters. Then, we have used Lindley's and Tierney–Kadane approximations (see Lindley 1980; Tierney and Kadane 1986) for computing these Bayes estimators. In particular, we propose the explicit form of Lindley's approximation for the model with three parameters. We also give applications with a simulated data set and two real data sets to show the use of discussed computing methods. Finally, concluding remarks are mentioned. Journal: Communications in Statistics - Theory and Methods Pages: 4229-4241 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1371757 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1371757 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4229-4241 Template-Type: ReDIF-Article 1.0 Author-Name: Bikram Karmakar Author-X-Name-First: Bikram Author-X-Name-Last: Karmakar Author-Name: Indranil Mukhopadhyay Author-X-Name-First: Indranil Author-X-Name-Last: Mukhopadhyay Title: Risk efficient estimation of fully dependent random coefficient autoregressive models of general order Abstract: We consider a stochastic dynamic model with autoregressive progression. The drift coefficients of the autoregressive model are random where the randomness in the coefficients can have any dependence structure. We propose a two-step sequential estimator and study the asymptotic behavior of few important properties. Paradigm of sequential estimation has its own advantage in reducing sample size and plugging estimates of nuisance parameters while inferring about the main parameters. Our proposed estimator is asymptotically optimal as the predictive risk of the proposed estimator attains the risk of the oracle that assumes known nuisance parameters. Extensive simulation confirms our results. Journal: Communications in Statistics - Theory and Methods Pages: 4242-4253 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1371758 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1371758 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4242-4253 Template-Type: ReDIF-Article 1.0 Author-Name: Valbona Bejleri Author-X-Name-First: Valbona Author-X-Name-Last: Bejleri Author-Name: Balgobin Nandram Author-X-Name-First: Balgobin Author-X-Name-Last: Nandram Title: Bayesian and frequentist prediction limits for the Poisson distribution Abstract: Prediction limits for Poisson distribution are useful in real life when predicting the occurrences of some phenomena, for example, the number of infections from a disease per year among school children, or the number of hospitalizations per year among patients with cardiovascular disease. In order to allocate the right resources and to estimate the associated cost, one would want to know the worst (i.e., an upper limit) and the best (i.e., the lower limit) scenarios. Under the Poisson distribution, we construct the optimal frequentist and Bayesian prediction limits, and assess frequentist properties of the Bayesian prediction limits. We show that Bayesian upper prediction limit derived from uniform prior distribution and Bayesian lower prediction limit derived from modified Jeffreys non informative prior coincide with their respective frequentist limits. This is not the case for the Bayesian lower prediction limit derived from a uniform prior and the Bayesian upper prediction limit derived from a modified Jeffreys prior distribution. Furthermore, it is shown that not all Bayesian prediction limits derived from a proper prior can be interpreted in a frequentist context. Using a counterexample, we state a sufficient condition and show that Bayesian prediction limits derived from proper priors satisfying our condition cannot be interpreted in a frequentist context. Analysis of simulated data and data on Atlantic tropical storm occurrences are presented. Journal: Communications in Statistics - Theory and Methods Pages: 4254-4271 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1373814 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1373814 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4254-4271 Template-Type: ReDIF-Article 1.0 Author-Name: Ujjwal Das Author-X-Name-First: Ujjwal Author-X-Name-Last: Das Author-Name: Subhra Sankar Dhar Author-X-Name-First: Subhra Sankar Author-X-Name-Last: Dhar Author-Name: Vivek Pradhan Author-X-Name-First: Vivek Author-X-Name-Last: Pradhan Title: Corrected likelihood-ratio tests in logistic regression using small-sample data Abstract: Likelihood-ratio tests (LRTs) are often used for inferences on one or more logistic regression coefficients. Conventionally, for given parameters of interest, the nuisance parameters of the likelihood function are replaced by their maximum likelihood estimates. The new function created is called the profile likelihood function, and is used for inference from LRT. In small samples, LRT based on the profile likelihood does not follow χ2 distribution. Several corrections have been proposed to improve LRT when used with small-sample data. Additionally, complete or quasi-complete separation is a common geometric feature for small-sample binary data. In this article, for small-sample binary data, we have derived explicitly the correction factors of LRT for models with and without separation, and proposed an algorithm to construct confidence intervals. We have investigated the performances of different LRT corrections, and the corresponding confidence intervals through simulations. Based on the simulation results, we propose an empirical rule of thumb on the use of these methods. Our simulation findings are also supported by real-world data. Journal: Communications in Statistics - Theory and Methods Pages: 4272-4285 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1373815 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1373815 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4272-4285 Template-Type: ReDIF-Article 1.0 Author-Name: Yunxia Li Author-X-Name-First: Yunxia Author-X-Name-Last: Li Author-Name: Jiali Ding Author-X-Name-First: Jiali Author-X-Name-Last: Ding Title: Weighted composite quantile regression method via empirical likelihood for non linear models Abstract: In this paper, we investigate empirical likelihood (EL) inferences via weighted composite quantile regression for non linear models. Under regularity conditions, we establish that the proposed empirical log-likelihood ratio is asymptotically chi-squared, and then the confidence intervals for the regression coefficients are constructed. The proposed method avoids estimating the unknown error density function involved in the asymptotic covariance matrix of the estimators. Simulations suggest that the proposed EL procedure is more efficient and robust, and a real data analysis is used to illustrate the performance. Journal: Communications in Statistics - Theory and Methods Pages: 4286-4296 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1373816 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1373816 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4286-4296 Template-Type: ReDIF-Article 1.0 Author-Name: N. Balakrishnan Author-X-Name-First: N. Author-X-Name-Last: Balakrishnan Author-Name: M. V. Koutras Author-X-Name-First: M. V. Author-X-Name-Last: Koutras Author-Name: F. S. Milienos Author-X-Name-First: F. S. Author-X-Name-Last: Milienos Title: A weighted Poisson distribution and its application to cure rate models Abstract: The family of weighted Poisson distributions offers great flexibility in modeling discrete data due to its potential to capture over/under-dispersion by an appropriate selection of the weight function. In this paper, we introduce a flexible weighted Poisson distribution and further study its properties by using it in the context of cure rate modeling under a competing cause scenario. A special case of the new distribution is the COM-Poisson distribution which in turn encompasses the Bernoulli, Poisson, and geometric distributions; hence, many of the well-studied cure rate models may be seen as special cases of the proposed model. We focus on the estimation, through the maximum likelihood method, of the cured proportion and the properties of the failure time of the susceptibles/non cured individuals; a profile likelihood approach is also adopted for estimating the parameters of the weighted Poisson distribution. A Monte Carlo simulation study demonstrates the accuracy of the proposed inferential method. Finally, as an illustration, we fit the proposed model to a cutaneous melanoma data set. Journal: Communications in Statistics - Theory and Methods Pages: 4297-4310 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1373817 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1373817 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4297-4310 Template-Type: ReDIF-Article 1.0 Author-Name: Çağatay Çetinkaya Author-X-Name-First: Çağatay Author-X-Name-Last: Çetinkaya Author-Name: Ali İ. Genç Author-X-Name-First: Ali İ. Author-X-Name-Last: Genç Title: Moments of order statistics of the standard two-sided power distribution Abstract: The standard two-sided power distribution is a flexible distribution having uniform, power function and triangular as subdistributions, and it is a reasonable alternative to the Laplace distribution in some cases. In this work, computationally efficient expressions for moments of order statistics, expressions for L-moments, and asymptotic results for sample extrema are derived. Then a simulation study is performed for the location-scale estimation problem of a small data set by considering the maximum likelihood estimation method and the best linear unbiased estimation method based on the moments of order statistics. Journal: Communications in Statistics - Theory and Methods Pages: 4311-4328 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1373818 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1373818 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4311-4328 Template-Type: ReDIF-Article 1.0 Author-Name: Saminathan Balamurali Author-X-Name-First: Saminathan Author-X-Name-Last: Balamurali Author-Name: Liaquat Ahmad Author-X-Name-First: Liaquat Author-X-Name-Last: Ahmad Author-Name: Muhammad Aslam Author-X-Name-First: Muhammad Author-X-Name-Last: Aslam Author-Name: Jaffer Hussain Author-X-Name-First: Jaffer Author-X-Name-Last: Hussain Author-Name: Chi-Hyuck Jun Author-X-Name-First: Chi-Hyuck Author-X-Name-Last: Jun Title: Optimal designing of an SkSP-R double sampling plan Abstract: In this article, we propose a method of planning and determining the optimum parameters of a SkSP-R skip-lot sampling plan by using the attribute double sampling plan as the reference plan. The SkSP-R plan is a new type of skip-lot sampling plan which has a provision for re-inspecting the submitted lots. The optimal plan parameters of the suggested sampling plan are estimated with the target that the average sample number be minimized and satisfying both the specified producer's as well as the consumer's risks simultaneously. In order to obtain the optimum parameters, tables are also built for different combinations of the acceptable quality level and the limiting quality level in conjunctions with different producer's and consumer's risks. An illustrative example is provided for the implementation of the suggested plan. The advantages of the suggested plan over the existing conventional sampling plans and other existing skip-lot sampling plans are also described. Journal: Communications in Statistics - Theory and Methods Pages: 4329-4337 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1373819 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1373819 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4329-4337 Template-Type: ReDIF-Article 1.0 Author-Name: Rong-Xian Yue Author-X-Name-First: Rong-Xian Author-X-Name-Last: Yue Author-Name: Xiao-Dong Zhou Author-X-Name-First: Xiao-Dong Author-X-Name-Last: Zhou Title: Robust integer-valued designs for linear random intercept models Abstract: This article considers the robust design problem for linear random intercept models with both departures from fixed effects and correlated errors on a finite design space. Two strategies are proposed. One is a worst-case method minimizing the maximum value of the MSE of estimates for the fixed effects over the departure. The other is an average-case method minimizing the average value of the MSE with respect to some priors for the class of departure functions and correlation structures of random errors. Two examples are given to show robust designs for two polynomial models. Journal: Communications in Statistics - Theory and Methods Pages: 4338-4354 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1373820 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1373820 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4338-4354 Template-Type: ReDIF-Article 1.0 Author-Name: Roberto Baragona Author-X-Name-First: Roberto Author-X-Name-Last: Baragona Author-Name: Francesco Battaglia Author-X-Name-First: Francesco Author-X-Name-Last: Battaglia Author-Name: Domenico Cucina Author-X-Name-First: Domenico Author-X-Name-Last: Cucina Title: Portmanteau tests based on quadratic forms in the autocorrelations Abstract: Many white noise and goodness-of-fit tests are (asymptotically) written as quadratic forms in the ordinary autocorrelation estimates. The properties of such tests are studied by investigating the structure of the matrix of the quadratic form. We suggest to choose the matrix of the quadratic form in such a way that the power is maximized according to the information available about the alternative hypothesis. A simulation study sheds some light on the behavior of the test in finite samples. It is generally found more powerful than the most popular portmanteau tests, i.e., the Box and Pierce and the Ljung and Box tests. Journal: Communications in Statistics - Theory and Methods Pages: 4355-4374 Issue: 17 Volume: 47 Year: 2018 Month: 9 X-DOI: 10.1080/03610926.2017.1380829 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1380829 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4355-4374 Template-Type: ReDIF-Article 1.0 Author-Name: Yang Ding Author-X-Name-First: Yang Author-X-Name-Last: Ding Author-Name: Xuefei Tang Author-X-Name-First: Xuefei Author-X-Name-Last: Tang Author-Name: Hui Wang Author-X-Name-First: Hui Author-X-Name-Last: Wang Author-Name: Xuejun Wang Author-X-Name-First: Xuejun Author-X-Name-Last: Wang Title: Complete moment convergence of moving-average process generated by a class of random variables Abstract: In this article, we establish the complete moment convergence of a moving-average process generated by a class of random variables satisfying the Rosenthal-type maximal inequality and the week mean dominating condition. On the one hand, we give the correct proof for the case p = 1 in Ko (2015); on the other hand, we also consider the case αp = 1 which was not considered in Ko (2015). The results obtained in this article generalize some corresponding ones for some dependent sequences. Journal: Communications in Statistics - Theory and Methods Pages: 10903-10913 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1252401 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1252401 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10903-10913 Template-Type: ReDIF-Article 1.0 Author-Name: Georgios Psarrakos Author-X-Name-First: Georgios Author-X-Name-Last: Psarrakos Author-Name: Polychronis Economou Author-X-Name-First: Polychronis Author-X-Name-Last: Economou Title: On the generalized cumulative residual entropy weighted distributions Abstract: Recently, Feizjavadian and Hashemi (2015) introduced and studied the mean residual weighted (MRW) distribution as an alternative to the length-biased distribution, by using the concepts of the mean residual lifetime and the cumulative residual entropy (CRE). In this article, a new sequence of weighted distributions is introduced based on the generalized CRE. This sequence includes the MRW distribution. Properties of this sequence are obtained generalizing and extending previous results on the MRW distribution. Moreover, expressions for some known distributions are given, and finite mixtures between the new sequence of weighted distributions and the length-biased distribution are studied. Numerical examples are given to illustrate the new results. Journal: Communications in Statistics - Theory and Methods Pages: 10914-10925 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1252402 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1252402 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10914-10925 Template-Type: ReDIF-Article 1.0 Author-Name: Wang Zhong-Zhi Author-X-Name-First: Wang Author-X-Name-Last: Zhong-Zhi Title: A kind of asymptotic properties of moving averages for Markov chains in Markovian environments Abstract: Consider a Markov chain with finite alphabets. In this paper, we study the asymptotic properties of moving average, harmonic mean, and strong deviation theorems (limit theorems expressed by inequalities) of moving geometric average of random transition probabilities and the generalized entropy ergodic theorem for Markov chains in single infinite Markovian environments. It is shown that, under some mild conditions, the sequence of the generalized relative entropy density fan,bn(ω)$f_{a_n,b_n}(\omega)$ converges almost surely and in L1$\mathcal {L}_1$. The trick of the proofs is the construction of random variables with a parameter and the application of Borel–Cantelli lemma. Journal: Communications in Statistics - Theory and Methods Pages: 10926-10940 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1252404 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1252404 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10926-10940 Template-Type: ReDIF-Article 1.0 Author-Name: Lei Wang Author-X-Name-First: Lei Author-X-Name-Last: Wang Title: Bartlett-corrected two-sample adjusted empirical likelihood via resampling Abstract: To construct confidence regions for the difference of two population means, Liu and Yu (2010) proposed a two-sample adjusted empirical likelihood (AEL) with high-order precision. However, two issues have not been well addressed. The first one is that the AEL ratio function is bounded such that the size of the confidence regions may overly expand when the sample sizes are small and/or the dimension of data is large. The second issue is that its high-order precision relies on accurate estimation of the Bartlett factor, while accurately estimating the Bartlett factor is a serious challenge. In order to address these two problems simultaneously, we propose a two-sample modified AEL to ensure the boundedness of confidence regions and preserve the Bartlett correctability. A two-stage procedure is proposed for constructing accurate confidence regions via resampling. The finite-sample performance of the proposed method is illustrated by simulations and a real-data example. Journal: Communications in Statistics - Theory and Methods Pages: 10941-10952 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257720 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257720 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10941-10952 Template-Type: ReDIF-Article 1.0 Author-Name: A. Aghamohammadi Author-X-Name-First: A. Author-X-Name-Last: Aghamohammadi Author-Name: M. R. Meshkani Author-X-Name-First: M. R. Author-X-Name-Last: Meshkani Title: Bayesian quantile regression for skew-normal linear mixed models Abstract: Linear mixed models have been widely used to analyze repeated measures data which arise in many studies. In most applications, it is assumed that both the random effects and the within-subjects errors are normally distributed. This can be extremely restrictive, obscuring important features of within-and among-subject variations. Here, quantile regression in the Bayesian framework for the linear mixed models is described to carry out the robust inferences. We also relax the normality assumption for the random effects by using a multivariate skew-normal distribution, which includes the normal ones as a special case and provides robust estimation in the linear mixed models. For posterior inference, we propose a Gibbs sampling algorithm based on a mixture representation of the asymmetric Laplace distribution and multivariate skew-normal distribution. The procedures are demonstrated by both simulated and real data examples. Journal: Communications in Statistics - Theory and Methods Pages: 10953-10972 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257713 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257713 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10953-10972 Template-Type: ReDIF-Article 1.0 Author-Name: Hani Samawi Author-X-Name-First: Hani Author-X-Name-Last: Samawi Author-Name: Arpita Chatterjee Author-X-Name-First: Arpita Author-X-Name-Last: Chatterjee Author-Name: JingJing Yin Author-X-Name-First: JingJing Author-X-Name-Last: Yin Author-Name: Haresh Rochani Author-X-Name-First: Haresh Author-X-Name-Last: Rochani Title: On kernel density estimation based on different stratified sampling with optimal allocation Abstract: Kernel density estimation is probably the most widely used non parametric statistical method for estimating probability densities. In this paper, we investigate the performance of kernel density estimator based on stratified simple and ranked set sampling. Some asymptotic properties of kernel estimator are established under both sampling schemes. Simulation studies are designed to examine the performance of the proposed estimators under varying distributional assumptions. These findings are also illustrated with the help of a dataset on bilirubin levels in babies in a neonatal intensive care unit. Journal: Communications in Statistics - Theory and Methods Pages: 10973-10990 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257714 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257714 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10973-10990 Template-Type: ReDIF-Article 1.0 Author-Name: Ahad Jamalizadeh Author-X-Name-First: Ahad Author-X-Name-Last: Jamalizadeh Author-Name: Reza Pourmousa Author-X-Name-First: Reza Author-X-Name-Last: Pourmousa Author-Name: Mehdi Amiri Author-X-Name-First: Mehdi Author-X-Name-Last: Amiri Author-Name: N. Balakrishnan Author-X-Name-First: N. Author-X-Name-Last: Balakrishnan Title: Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data Abstract: In this article, by considering a multivariate normal mean–variance mixture distribution, we derive the exact joint distribution of linear combinations of order statistics and their concomitants. From this general result, we then deduce the exact marginal and conditional distributions of order statistics and their concomitants arising from this distribution. We finally illustrate the usefulness of these results by using a Swiss markets dataset. Journal: Communications in Statistics - Theory and Methods Pages: 10991-11009 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257719 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257719 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10991-11009 Template-Type: ReDIF-Article 1.0 Author-Name: Xiu-Li Du Author-X-Name-First: Xiu-Li Author-X-Name-Last: Du Author-Name: Jin-Guan Lin Author-X-Name-First: Jin-Guan Author-X-Name-Last: Lin Author-Name: Xiu-Qing Zhou Author-X-Name-First: Xiu-Qing Author-X-Name-Last: Zhou Title: Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix Abstract: Statistical inference for the diffusion coefficients of multivariate diffusion processes has been well established in recent years; however, it is not the case for the drift coefficients. Furthermore, most existing estimation methods for the drift coefficients are proposed under the assumption that the diffusion matrix is positive definite and time homogeneous. In this article, we put forward two estimation approaches for estimating the drift coefficients of the multivariate diffusion models with the time inhomogeneously positive semidefinite diffusion matrix. They are maximum likelihood estimation methods based on both the martingale representation theorem and conditional characteristic functions and the generalized method of moments based on conditional characteristic functions, respectively. Consistency and asymptotic normality of the generalized method of moments estimation are also proved in this article. Simulation results demonstrate that these methods work well. Journal: Communications in Statistics - Theory and Methods Pages: 11010-11025 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257721 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257721 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11010-11025 Template-Type: ReDIF-Article 1.0 Author-Name: Juan Liao Author-X-Name-First: Juan Author-X-Name-Last: Liao Author-Name: Huisheng Shu Author-X-Name-First: Huisheng Author-X-Name-Last: Shu Author-Name: Chao Wei Author-X-Name-First: Chao Author-X-Name-Last: Wei Title: Pricing power options with a generalized jump diffusion Abstract: In this article, the valuation of power option is investigated when the dynamic of the stock price is governed by a generalized jump-diffusion Markov-modulated model. The systematic risk is characterized by the diffusion part, and the non systematic risk is characterized by the pure jump process. The jumps are described by a generalized renewal process with generalized jump amplitude. By introducing NASDAQ Index Model, their risk premium is identified respectively. A risk-neutral measure is identified by employing Esscher transform with two families of parameters, which represent the two parts risk premium. In this article, the non systematic risk premium is considered, based on which the price of power option is studied under the generalized jump-diffusion Markov-modulated model. In the case of a special renewal process with log double exponential jump amplitude, the accurate expressions for the Esscher parameters and the pricing formula are provided. By numerical simulation, the influence of the non systematic risk’s price and the index of the power options on the price of the option is depicted. Journal: Communications in Statistics - Theory and Methods Pages: 11026-11046 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257138 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257138 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11026-11046 Template-Type: ReDIF-Article 1.0 Author-Name: M. Mirali Author-X-Name-First: M. Author-X-Name-Last: Mirali Author-Name: S. Baratpour Author-X-Name-First: S. Author-X-Name-Last: Baratpour Title: Dynamic version of weighted cumulative residual entropy Abstract: Some extensions of Shannon entropy to the survival function have been recently proposed. Misagh et al. (2011) introduced weighted cumulative residual entropy (WCRE) that was studied more by Mirali et al. (2015). In this article, the dynamic version of WCRE is proposed. Some relationships of this measure with well-known reliability measures and ageing classes are studied and some characterization results for exponential and Rayleigh distributions are provided. Also, a non parametric estimation of dynamic version of WCRE is introduced and its asymptotic behavior is investigated. Journal: Communications in Statistics - Theory and Methods Pages: 11047-11059 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257711 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257711 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11047-11059 Template-Type: ReDIF-Article 1.0 Author-Name: Deepesh Bhati Author-X-Name-First: Deepesh Author-X-Name-Last: Bhati Author-Name: Pooja Kumawat Author-X-Name-First: Pooja Author-X-Name-Last: Kumawat Author-Name: E. Gómez–Déniz Author-X-Name-First: E. Author-X-Name-Last: Gómez–Déniz Title: A new count model generated from mixed Poisson transmuted exponential family with an application to health care data Abstract: In this article, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential as mixing distribution. Distributional properties like unimodality, moments, over-dispersion, infinite divisibility are studied. Three methods viz. Method of moment, Method of moment and proportion, and Maximum-likelihood method are used for parameter estimation. Further, an actuarial application in context of aggregate claim distribution is presented. Finally, to show the applicability and superiority of proposed model, we discuss count data and count regression modeling and compare with some well established models. Journal: Communications in Statistics - Theory and Methods Pages: 11060-11076 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257712 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257712 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11060-11076 Template-Type: ReDIF-Article 1.0 Author-Name: H. W. You Author-X-Name-First: H. W. Author-X-Name-Last: You Author-Name: Michael B. C. Khoo Author-X-Name-First: Michael B. C. Author-X-Name-Last: Khoo Author-Name: M. H. Lee Author-X-Name-First: M. H. Author-X-Name-Last: Lee Author-Name: P. Castagliola Author-X-Name-First: P. Author-X-Name-Last: Castagliola Author-Name: S. Saha Author-X-Name-First: S. Author-X-Name-Last: Saha Title: Optimal design of exponentially weighted moving average– chart for the mean with estimated process parameters Abstract: This paper proposes an optimal design of the exponentially weighted moving average (EWMA)–X‾$\bar{X}$ chart with estimated process parameters in terms of average run length (ARL) and standard deviation of the run length (SDRL), using a Markov chain. An optimal design enables the EWMA–X‾$\bar{X}$ chart with estimated process parameters to be optimally designed by minimizing the out-of-control ARL, in order to overcome the current limitation, where only the EWMA–X‾$\bar{X}$ chart with known process parameters is optimally designed. With the proposed procedure, the EWMA–X‾$\bar{X}$ chart with estimated process parameters can be designed to have a similar in-control performance on average to its known process parameters counterpart. Journal: Communications in Statistics - Theory and Methods Pages: 11077-11090 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257716 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257716 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11077-11090 Template-Type: ReDIF-Article 1.0 Author-Name: Emre Dünder Author-X-Name-First: Emre Author-X-Name-Last: Dünder Author-Name: Serpil Gümüştekin Author-X-Name-First: Serpil Author-X-Name-Last: Gümüştekin Author-Name: Naci Murat Author-X-Name-First: Naci Author-X-Name-Last: Murat Author-Name: Mehmet Ali Cengiz Author-X-Name-First: Mehmet Ali Author-X-Name-Last: Cengiz Title: Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization Abstract: Subset selection is an extensively studied problem in statistical learning. Especially it becomes popular for regression analysis. This problem has considerable attention for generalized linear models as well as other types of regression methods. Quantile regression is one of the most used types of regression method. In this article, we consider subset selection problem for quantile regression analysis with adopting some recent Bayesian information criteria. We also utilized heuristic optimization during selection process. Simulation and real data application results demonstrate the capability of the mentioned information criteria. According to results, these information criteria can determine the true models effectively in quantile regression models. Journal: Communications in Statistics - Theory and Methods Pages: 11091-11098 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257718 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257718 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11091-11098 Template-Type: ReDIF-Article 1.0 Author-Name: Vidhika Tiwari Author-X-Name-First: Vidhika Author-X-Name-Last: Tiwari Author-Name: N. K. Singh Author-X-Name-First: N. K. Author-X-Name-Last: Singh Title: Process capability index for bivariate exponentially distributed quality characteristics and its sampling properties Abstract: In this paper, a process capability index for two correlated quality characteristics jointly following bivariate exponential distribution has been proposed. The expectation and sampling variance of the estimated index have been derived. Choice of the natural process interval corresponding to a specified coverage probability has been discussed. Journal: Communications in Statistics - Theory and Methods Pages: 11099-11109 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1257717 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1257717 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11099-11109 Template-Type: ReDIF-Article 1.0 Author-Name: Eiji Nakashima Author-X-Name-First: Eiji Author-X-Name-Last: Nakashima Title: Modification of GEE1 and linear mixed-effects models for heteroscedastic longitudinal Gaussian data Abstract: A characterization of GLMs is given. Modification of the Gaussian GEE1, modified GEE1, was applied to heteroscedastic longitudinal data, to which linear mixed-effects models are usually applied. The modified GEE1 models scale multivariate data to homoscedastic data maintaining the correlation structure and apply usual GEE1 to homoscedastic data, which needs no-diagnostics for diagonal variances. Relationships among multivariate linear regression methods, ordinary/generalized LS, naïve/modified GEE1, and linear mixed-effects models were discussed. An application showed modified GEE1 gave most efficient parameter estimation. Correct specification of the main diagonals of heteroscedastic data variance appears to be more important for efficient mean parameter estimation. Journal: Communications in Statistics - Theory and Methods Pages: 11110-11122 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260737 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260737 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11110-11122 Template-Type: ReDIF-Article 1.0 Author-Name: J. García Author-X-Name-First: J. Author-X-Name-Last: García Author-Name: D. E. Ramirez Author-X-Name-First: D. E. Author-X-Name-Last: Ramirez Title: The successive raising estimator and its relation with the ridge estimator Abstract: The raised estimators are used to reduce collinearity in linear regression models by raising a column in the experimental data matrix which may be nearly linear with the other columns. The raising procedure has two components, namely stretching and rotating, which we can analyze separately. We give the relationship between the raised estimators and the classical ridge estimators. Using a case study, we show how to determine the perturbation parameter for the raised estimators by controlling the amount of precision to be retained in the original data. Journal: Communications in Statistics - Theory and Methods Pages: 11123-11142 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260738 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260738 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11123-11142 Template-Type: ReDIF-Article 1.0 Author-Name: David D. Hanagal Author-X-Name-First: David D. Author-X-Name-Last: Hanagal Author-Name: Arvind Pandey Author-X-Name-First: Arvind Author-X-Name-Last: Pandey Title: Shared inverse Gaussian frailty models based on additive hazards Abstract: Frailty models are used in the survival analysis to account for the unobserved heterogeneity in individual risks to disease and death. To analyze the bivariate data on related survival times (e.g., matched pairs experiments, twin, or family data), the shared frailty models were suggested. These models are based on the assumption that frailty acts multiplicatively to hazard rate. In this article, we assume that frailty acts additively to hazard rate. We introduce the shared inverse Gaussian frailty models with three different baseline distributions, namely the generalized log-logistic, the generalized Weibull, and exponential power distribution. We introduce the Bayesian estimation procedure using Markov chain Monte Carlo technique to estimate the parameters involved in these models. We apply these models to a real-life bivariate survival dataset of McGilchrist and Aisbett (1991) related to the kidney infection data, and a better model is suggested for the data. Journal: Communications in Statistics - Theory and Methods Pages: 11143-11162 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260740 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260740 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11143-11162 Template-Type: ReDIF-Article 1.0 Author-Name: Yong Zhang Author-X-Name-First: Yong Author-X-Name-Last: Zhang Author-Name: Xiaodi Qian Author-X-Name-First: Xiaodi Author-X-Name-Last: Qian Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Author-Name: Ting Yan Author-X-Name-First: Ting Author-X-Name-Last: Yan Title: Affiliation networks with an increasing degree sequence Abstract: Affiliation network is one kind of two-mode social network with two different sets of nodes (namely, a set of actors and a set of social events) and edges representing the affiliation of the actors with the social events. Although a number of statistical models are proposed to analyze affiliation networks, the asymptotic behaviors of the estimator are still unknown or have not been properly explored. In this article, we study an affiliation model with the degree sequence as the exclusively natural sufficient statistic in the exponential family distributions. We establish the uniform consistency and asymptotic normality of the maximum likelihood estimator when the numbers of actors and events both go to infinity. Simulation studies and a real data example demonstrate our theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 11163-11180 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260741 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260741 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11163-11180 Template-Type: ReDIF-Article 1.0 Author-Name: Amanda Plunkett Author-X-Name-First: Amanda Author-X-Name-Last: Plunkett Author-Name: Junyong Park Author-X-Name-First: Junyong Author-X-Name-Last: Park Title: Two-sample tests for sparse high-dimensional binary data Abstract: In this article, we study the methods for two-sample hypothesis testing of high-dimensional data coming from a multivariate binary distribution. We test the random projection method and apply an Edgeworth expansion for improvement. Additionally, we propose new statistics which are especially useful for sparse data. We compare the performance of these tests in various scenarios through simulations run in a parallel computing environment. Additionally, we apply these tests to the 20 Newsgroup data showing that our proposed tests have considerably higher power than the others for differentiating groups of news articles with different topics. Journal: Communications in Statistics - Theory and Methods Pages: 11181-11193 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260743 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260743 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11181-11193 Template-Type: ReDIF-Article 1.0 Author-Name: Guoping Zeng Author-X-Name-First: Guoping Author-X-Name-Last: Zeng Title: On the existence of maximum likelihood estimates for weighted logistic regression Abstract: The problems of existence and uniqueness of maximum likelihood estimates for logistic regression were completely solved by Silvapulle in 1981 and Albert and Anderson in 1984. In this paper, we extend the well-known results by Silvapulle and by Albert and Anderson to weighted logistic regression. We analytically prove the equivalence between the overlap condition used by Albert and Anderson and that used by Silvapulle. We show that the maximum likelihood estimate of weighted logistic regression does not exist if there is a complete separation or a quasicomplete separation of the data points, and exists and is unique if there is an overlap of data points. Our proofs and results for weighted logistic apply to unweighted logistic regression. Journal: Communications in Statistics - Theory and Methods Pages: 11194-11203 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260742 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260742 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11194-11203 Template-Type: ReDIF-Article 1.0 Author-Name: Ying Lou Author-X-Name-First: Ying Author-X-Name-Last: Lou Author-Name: Jing Cao Author-X-Name-First: Jing Author-X-Name-Last: Cao Author-Name: Chul Ahn Author-X-Name-First: Chul Author-X-Name-Last: Ahn Title: Sample size estimation for comparing rates of change in K-group repeated count outcomes Abstract: Sample size estimation for comparing the rates of change in two-arm repeated measurements has been investigated by many investigators. In contrast, the literature has paid relatively less attention to sample size estimation for studies with multi-arm repeated measurements where the design and data analysis can be more complex than two-arm trials. For continuous outcomes, Jung and Ahn (2004) and Zhang and Ahn (2013) have presented sample size formulas to compare the rates of change and time-averaged responses in multi-arm trials, using the generalized estimating equation (GEE) approach. To our knowledge, there has been no corresponding development for multi-arm trials with count outcomes. We present a sample size formula for comparing the rates of change in multi-arm repeated count outcomes using the GEE approach that accommodates various correlation structures, missing data patterns, and unbalanced designs. We conduct simulation studies to assess the performance of the proposed sample size formula under a wide range of designing configurations. Simulation results suggest that empirical type I error and power are maintained close to their nominal levels. The proposed method is illustrated using an epileptic clinical trial example. Journal: Communications in Statistics - Theory and Methods Pages: 11204-11213 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260744 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260744 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11204-11213 Template-Type: ReDIF-Article 1.0 Author-Name: Kai Yang Author-X-Name-First: Kai Author-X-Name-Last: Yang Author-Name: Dehui Wang Author-X-Name-First: Dehui Author-X-Name-Last: Wang Title: Bayesian estimation for first-order autoregressive model with explanatory variables Abstract: In this article, we develop a Bayesian analysis in autoregressive model with explanatory variables. When σ2 is known, we consider a normal prior and give the Bayesian estimator for the regression coefficients of the model. For the case σ2 is unknown, another Bayesian estimator is given for all unknown parameters under a conjugate prior. Bayesian model selection problem is also being considered under the double-exponential priors. By the convergence of ρ-mixing sequence, the consistency and asymptotic normality of the Bayesian estimators of the regression coefficients are proved. Simulation results indicate that our Bayesian estimators are not strongly dependent on the priors, and are robust. Journal: Communications in Statistics - Theory and Methods Pages: 11214-11227 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260736 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260736 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11214-11227 Template-Type: ReDIF-Article 1.0 Author-Name: Guo-Liang Fan Author-X-Name-First: Guo-Liang Author-X-Name-Last: Fan Author-Name: Zhi-Qiang Jiang Author-X-Name-First: Zhi-Qiang Author-X-Name-Last: Jiang Author-Name: Jiang-Feng Wang Author-X-Name-First: Jiang-Feng Author-X-Name-Last: Wang Title: Empirical likelihood for high-dimensional partially linear model with martingale difference errors Abstract: In this paper, we focus on the empirical likelihood (EL) inference for high-dimensional partially linear model with martingale difference errors. An empirical log-likelihood ratio statistic of unknown parameter is constructed and is shown to have asymptotically normality distribution under some suitable conditions. This result is different from those derived before. Furthermore, an empirical log-likelihood ratio for a linear combination of unknown parameter is also proposed and its asymptotic distribution is chi-squared. Based on these results, the confidence regions both for unknown parameter and a linear combination of parameter can be obtained. A simulation study is carried out to show that our proposed approach performs better than normal approximation-based method. Journal: Communications in Statistics - Theory and Methods Pages: 11228-11242 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1260739 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1260739 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11228-11242 Template-Type: ReDIF-Article 1.0 Author-Name: Jan De Neve Author-X-Name-First: Jan Author-X-Name-Last: De Neve Author-Name: Olivier Thas Author-X-Name-First: Olivier Author-X-Name-Last: Thas Title: A Mann–Whitney type effect measure of interaction for factorial designs Abstract: We propose a measure for interaction for factorial designs that is formulated in terms of a probability similar to the effect size of the Mann–Whitney test. It is shown how asymptotic confidence intervals can be obtained for the effect size and how a statistical test can be constructed. We further show how the test is related to the test proposed by Bhapkar and Gore [Sankhya A, 36:261–272 (1974)]. The results of a simulation study indicate that the test has good power properties and illustrate when the asymptotic approximations are adequate. The effect size is demonstrated on an example dataset. Journal: Communications in Statistics - Theory and Methods Pages: 11243-11260 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1263739 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1263739 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11243-11260 Template-Type: ReDIF-Article 1.0 Author-Name: Hien D. Nguyen Author-X-Name-First: Hien D. Author-X-Name-Last: Nguyen Author-Name: Geoffrey J. McLachlan Author-X-Name-First: Geoffrey J. Author-X-Name-Last: McLachlan Title: Progress on a conjecture regarding the triangular distribution Abstract: Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval can be performed via an order statistic based method. It had been conjectured that such a method can be conducted using only a constant number of likelihood function evaluations, on average, as the sample size becomes large. We prove two theorems that validate this conjecture. Graphical and numerical results are presented to supplement our proofs. Journal: Communications in Statistics - Theory and Methods Pages: 11261-11271 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1263742 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1263742 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11261-11271 Template-Type: ReDIF-Article 1.0 Author-Name: Ebrahim Mazrae Farahani Author-X-Name-First: Ebrahim Mazrae Author-X-Name-Last: Farahani Author-Name: Reza Baradaran Kazemzadeh Author-X-Name-First: Reza Author-X-Name-Last: Baradaran Kazemzadeh Author-Name: Rassoul Noorossana Author-X-Name-First: Rassoul Author-X-Name-Last: Noorossana Author-Name: Ghazaleh Rahimian Author-X-Name-First: Ghazaleh Author-X-Name-Last: Rahimian Title: A statistical approach to social network monitoring Abstract: Social network monitoring consists of monitoring changes in networks with the aim of detecting significant ones and attempting to identify assignable cause(s) contributing to the occurrence of a change. This paper proposes a method that helps to overcome some of the weaknesses of the existing methods. A Poisson regression model for the probability of the number of communications between network members as a function of vertex attributes is constructed. Multivariate exponentially weighted moving average (MEWMA) and multivariate cumulative sum (MCUSUM) control charts are used to monitor the network formation process. The results indicate more efficient performance for the MEWMA chart in identifying significant changes. Journal: Communications in Statistics - Theory and Methods Pages: 11272-11288 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1263741 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1263741 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11272-11288 Template-Type: ReDIF-Article 1.0 Author-Name: Jinzhu Li Author-X-Name-First: Jinzhu Author-X-Name-Last: Li Title: A note on a by-claim risk model: Asymptotic results Abstract: In this note, we restudy a by-claim risk model with general dependence structures between each main claim and its by-claim. Within the framework of regular variation, we derive some asymptotic expansions for the infinite-time and finite-time ruin probabilities. Journal: Communications in Statistics - Theory and Methods Pages: 11289-11295 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1263743 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1263743 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11289-11295 Template-Type: ReDIF-Article 1.0 Author-Name: Jan Beran Author-X-Name-First: Jan Author-X-Name-Last: Beran Author-Name: Nadja Schumm Author-X-Name-First: Nadja Author-X-Name-Last: Schumm Title: On non parametric statistical inference for densities under long-range dependence Abstract: Statistical inference for kernel estimators of the marginal density is considered for stationary processes with long-range dependence. The asymptotic behavior is known to differ sharply between small and large bandwidths. The statistical implications of this dichotomy have not been fully explored in the literature. The optimal rate and a functional limit theorem are obtained for large bandwidths, if the long-memory parameter exceeds a certain threshold. The threshold can be lowered arbitrarily close to the lower bound of the long-memory range. This result is extended to processes with infinite variance, and the construction of simultaneous finite-sample confidence bands is considered. Journal: Communications in Statistics - Theory and Methods Pages: 11296-11314 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1263740 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1263740 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11296-11314 Template-Type: ReDIF-Article 1.0 Author-Name: Nimet Özbay Author-X-Name-First: Nimet Author-X-Name-Last: Özbay Author-Name: Selahattin Kaçıranlar Author-X-Name-First: Selahattin Author-X-Name-Last: Kaçıranlar Title: The performance of the adaptive optimal estimator under the extended balanced loss function Abstract: The adaptive optimal estimator of Farebrother (1975) is discussed by many authors, but the goodness of fitted model criterion that is used to investigate the performance of estimators is quite often ignored. Shalabh, Toutenburg, and Heumann (2009) proposed the extended balanced loss function in which the mean squared error and the Zellner's balanced loss function are just special cases of it. In this paper, we discuss the performance of the adaptive optimal estimator of Farebrother (1975) under the extended balanced loss function. Moreover, a Monte Carlo simulation experiment is conducted to examine the performance of the estimator in finite samples. Journal: Communications in Statistics - Theory and Methods Pages: 11315-11326 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1267760 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267760 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11315-11326 Template-Type: ReDIF-Article 1.0 Author-Name: J. Zhang Author-X-Name-First: J. Author-X-Name-Last: Zhang Author-Name: J. Huang Author-X-Name-First: J. Author-X-Name-Last: Huang Author-Name: X. Wu Author-X-Name-First: X. Author-X-Name-Last: Wu Title: Bayesian ratemaking under Dirichlet process mixtures Abstract: Experience ratemaking plays a crucial role in general insurance in determining future premiums of individuals in a portfolio by assessing observed claims from the whole portfolio. This paper investigates this problem in which claims can be modeled by certain parametric family of distributions. The Dirichlet process mixtures are employed to model the distributions of the parameters so as to make two advantages: to produce exact Bayesian experience premiums for a class of premium principles generated from generic error functions and, at the same time, provide robust and flexible ways to avoid possible bias caused by traditionally used priors such as non informative priors or conjugate priors. In this paper, the Bayesian experience ratemaking under Dirichlet process mixture models are investigated and due to the lack of analytical forms of the conditional expectations of the quantities concerned, the Gibbs sampling schemes are designed for the purpose of approximations. Journal: Communications in Statistics - Theory and Methods Pages: 11327-11340 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1267761 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267761 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11327-11340 Template-Type: ReDIF-Article 1.0 Author-Name: Inga Laukaityte Author-X-Name-First: Inga Author-X-Name-Last: Laukaityte Author-Name: Marie Wiberg Author-X-Name-First: Marie Author-X-Name-Last: Wiberg Title: Using plausible values in secondary analysis in large-scale assessments Abstract: Plausible values are typically used in large-scale assessment studies, in particular, in the Trends in International Mathematics and Science Study and the Programme for International Student Assessment. Despite its large spread, there are still some questions regarding the use of plausible values and how such use affects statistical analyses. The aim of this paper is to demonstrate the role of plausible values in large-scale assessment surveys when multilevel modeling is used. Different user strategies concerning plausible values for multilevel models as well as means and variances are examined. The results show that some commonly used user strategies give incorrect results while others give reasonable estimates but incorrect standard errors. These findings are important for anyone wishing to make secondary analyses of large-scale assessment data, especially those interested in using multilevel models to analyze the data. Journal: Communications in Statistics - Theory and Methods Pages: 11341-11357 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1267764 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267764 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11341-11357 Template-Type: ReDIF-Article 1.0 Author-Name: Deniz Inan Author-X-Name-First: Deniz Author-X-Name-Last: Inan Author-Name: Erol Egrioglu Author-X-Name-First: Erol Author-X-Name-Last: Egrioglu Author-Name: Busenur Sarica Author-X-Name-First: Busenur Author-X-Name-Last: Sarica Author-Name: Oykum Esra Askin Author-X-Name-First: Oykum Esra Author-X-Name-Last: Askin Author-Name: Mujgan Tez Author-X-Name-First: Mujgan Author-X-Name-Last: Tez Title: Particle swarm optimization based Liu-type estimator Abstract: In this study, a new method for the estimation of the shrinkage and biasing parameters of Liu-type estimator is proposed. Because k is kept constant and d is optimized in Liu’s method, a (k, d) pair is not guaranteed to be the optimal point in terms of the mean square error of the parameters. The optimum (k, d) pair that minimizes the mean square error, which is a function of the parameters k and d, should be estimated through a simultaneous optimization process rather than through a two-stage process. In this study, by utilizing a different objective function, the parameters k and d are optimized simultaneously with the particle swarm optimization technique. Journal: Communications in Statistics - Theory and Methods Pages: 11358-11369 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1267759 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267759 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11358-11369 Template-Type: ReDIF-Article 1.0 Author-Name: Ajit Chaturvedi Author-X-Name-First: Ajit Author-X-Name-Last: Chaturvedi Author-Name: Taruna Kumari Author-X-Name-First: Taruna Author-X-Name-Last: Kumari Title: Estimation and testing procedures for the reliability functions of a general class of distributions Abstract: We consider here the general class of distributions proposed by Sankaran and Gupta (2005) by zeroing in on two measures of reliability, R(t) = P(X > t) and P = P(X > Y). Thereafter, we develop point estimation for R(t) and ‘P’ and develop uniformly minimum variance unbiased estimators (UMVUES). Then we derive testing procedures for the hypotheses related to different parametric functions. Finally, we compare the results using the Monte Carlo simulation method. Using real data set, we illustrate the procedure clearly. Journal: Communications in Statistics - Theory and Methods Pages: 11370-11382 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1267765 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267765 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11370-11382 Template-Type: ReDIF-Article 1.0 Author-Name: Jing Xu Author-X-Name-First: Jing Author-X-Name-Last: Xu Author-Name: Jun Ma Author-X-Name-First: Jun Author-X-Name-Last: Ma Author-Name: Tania Prvan Author-X-Name-First: Tania Author-X-Name-Last: Prvan Title: Non parametric hazard estimation with dependent censoring using penalized likelihood and an assumed copula Abstract: This article introduces a novel non parametric penalized likelihood hazard estimation when the censoring time is dependent on the failure time for each subject under observation. More specifically, we model this dependence using a copula, and the method of maximum penalized likelihood (MPL) is adopted to estimate the hazard function. We do not consider covariates in this article. The non negatively constrained MPL hazard estimation is obtained using a multiplicative iterative algorithm. The consistency results and the asymptotic properties of the proposed hazard estimator are derived. The simulation studies show that our MPL estimator under dependent censoring with an assumed copula model provides a better accuracy than the MPL estimator under independent censoring if the sign of dependence is correctly specified in the copula function. The proposed method is applied to a real dataset, with a sensitivity analysis performed over various values of correlation between failure and censoring times. Journal: Communications in Statistics - Theory and Methods Pages: 11383-11403 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1267757 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267757 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11383-11403 Template-Type: ReDIF-Article 1.0 Author-Name: Rasool Roozegar Author-X-Name-First: Rasool Author-X-Name-Last: Roozegar Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: The power series skew normal class of distributions Abstract: A class of power series skew normal distributions is introduced by generalizing the geometric skew normal distribution of Kundu. Various mathematical properties are derived and estimation addressed by the method of maximum likelihood. The data application of Kundu [Sankhyā B, 76, 2014, 167–189] is revisited and the proposed class is shown to provide a better fit. Journal: Communications in Statistics - Theory and Methods Pages: 11404-11423 Issue: 22 Volume: 46 Year: 2017 Month: 11 X-DOI: 10.1080/03610926.2016.1267758 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267758 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11404-11423 Template-Type: ReDIF-Article 1.0 Author-Name: Han-Ying Liang Author-X-Name-First: Han-Ying Author-X-Name-Last: Liang Author-Name: Hong-Bing Zhou Author-X-Name-First: Hong-Bing Author-X-Name-Last: Zhou Author-Name: Qiu-Li Guo Author-X-Name-First: Qiu-Li Author-X-Name-Last: Guo Title: Asymptotic normality of conditional density estimation under truncated, censored and dependent data Abstract: In this paper, we focus on the left-truncated and right-censored model, and construct the local linear and Nadaraya-Watson type estimators of the conditional density. Under suitable conditions, we establish the asymptotic normality of the proposed estimators when the observations are assumed to be a stationary α-mixing sequence. Finite sample behavior of the estimators is investigated via simulations too. Journal: Communications in Statistics - Theory and Methods Pages: 5371-5391 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1619769 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1619769 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5371-5391 Template-Type: ReDIF-Article 1.0 Author-Name: Zhengcheng Zhang Author-X-Name-First: Zhengcheng Author-X-Name-Last: Zhang Author-Name: Yonghong Yang Author-X-Name-First: Yonghong Author-X-Name-Last: Yang Author-Name: Xiujie Ji Author-X-Name-First: Xiujie Author-X-Name-Last: Ji Title: On stochastic behaviors of load-sharing parallel systems Abstract: This paper mainly investigates a general load-sharing parallel system having two units. First, we construct some comparisons among a load standby system, a warm standby system, a hot standby system and a cold standby system. Moreover, some stochastic comparisons between the load-sharing parallel system and one of its two components are obtained in the sense of the usual stochastic order. Finally, the residual life of this system and its properties are examined. Journal: Communications in Statistics - Theory and Methods Pages: 5392-5405 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1642491 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1642491 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5392-5405 Template-Type: ReDIF-Article 1.0 Author-Name: Melis Zeybek Author-X-Name-First: Melis Author-X-Name-Last: Zeybek Title: Interval robust design under contaminated and non normal data Abstract: Robust parameter design (RPD) is an effective tool, which involves experimental design and strategic modeling to determine the optimal operating conditions of a system. The usual assumptions of RPD are that normally distributed experimental data and no contamination due to outliers. And generally the parameter uncertainties in response models are neglected. However, using normal theory modeling methods for a skewed data and ignoring parameter uncertainties can create a chain of degradation in optimization and production phases such that misleading fit, poor estimated optimal operating conditions, and poor quality products. This article presents a new approach based on confidence interval (CI) response modeling for the process mean. The proposed interval robust design makes the system median unbiased for the mean and uses midpoint of the interval as a measure of location performance response. As an alternative robust estimator for the process variance response modeling, using biweight midvariance is proposed which is both resistant and robust of efficiency where normality is not met. The results further show that the proposed interval robust design gives a robust solution to the skewed structure of the data and to contaminated data. The procedure and its advantages are illustrated using two experimental design studies. Journal: Communications in Statistics - Theory and Methods Pages: 5406-5418 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1710198 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1710198 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5406-5418 Template-Type: ReDIF-Article 1.0 Author-Name: Arijit Chaudhuri Author-X-Name-First: Arijit Author-X-Name-Last: Chaudhuri Author-Name: Purnima Shaw Author-X-Name-First: Purnima Author-X-Name-Last: Shaw Title: A finite population quantile estimation by unequal probability sampling Abstract: Using a model-assisted approach, this paper studies asymptotically design-unbiased (ADU) estimation of a population “distribution function” and extends to deriving an asymptotic and approximate unbiased estimator for a population quantile from a sample chosen with varying probabilities. The respective asymptotic standard errors and confidence intervals are then worked out. Numerical findings based on an actual data support the theory with efficient results. Journal: Communications in Statistics - Theory and Methods Pages: 5419-5426 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1618475 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1618475 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5419-5426 Template-Type: ReDIF-Article 1.0 Author-Name: Dawei Lu Author-X-Name-First: Dawei Author-X-Name-Last: Lu Author-Name: Qing Liu Author-X-Name-First: Qing Author-X-Name-Last: Liu Author-Name: Xinmei Shen Author-X-Name-First: Xinmei Author-X-Name-Last: Shen Title: Some improved tail bounds for the sum of variables with geometric distribution Abstract: In this paper, compared with the results in Janson (2018), we provide some improved explicit bounds for the tail probabilities of the sum of independent geometric variables with their expectations and variances. Particularly, in some cases, we demonstrate that our bounds are sharper than the ones in Janson (2018). Journal: Communications in Statistics - Theory and Methods Pages: 5427-5435 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1618476 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1618476 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5427-5435 Template-Type: ReDIF-Article 1.0 Author-Name: Hui Quan Author-X-Name-First: Hui Author-X-Name-Last: Quan Author-Name: Xiaodong Luo Author-X-Name-First: Xiaodong Author-X-Name-Last: Luo Author-Name: Tianyue Zhou Author-X-Name-First: Tianyue Author-X-Name-Last: Zhou Author-Name: Peng-Liang Zhao Author-X-Name-First: Peng-Liang Author-X-Name-Last: Zhao Title: Seamless phase II/III/IIIb clinical trial designs with different endpoints for different phases Abstract: In a seamless phase II/III/IIIb trial, K (K ≥ 2) doses versus placebo control are evaluated at phase II. Based on phase II results, one dose will be selected for phases III and IIIb. Pre-specified additional numbers of patients will be enrolled into the selected dose and placebo control during phases III and IIIb. Results of the phase III endpoint may be submitted for an early New Drug Application. Final analyses will be conducted for ultimate claims of treatment effects for the selected dose on the phase III and IIIb endpoints. Multiplicity adjustment is performed for the overall type I error rate control. Journal: Communications in Statistics - Theory and Methods Pages: 5436-5454 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1618871 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1618871 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5436-5454 Template-Type: ReDIF-Article 1.0 Author-Name: Liwang Ding Author-X-Name-First: Liwang Author-X-Name-Last: Ding Author-Name: Ping Chen Author-X-Name-First: Ping Author-X-Name-Last: Chen Author-Name: Li Yongming Author-X-Name-First: Li Author-X-Name-Last: Yongming Title: On some inequalities for ψ-mixing sequences and its applications in conditional value-at-risk estimate Abstract: In this paper, we present an inequality of characteristic functions for ψ-mixing random vectors, and derive an upper bound for the supremum of the absolute value of the difference of two multivariate probability density functions based on ψ-mixing random vectors. For its application, we discuss the Berry-Esseen type bounds for conditional value-at-risk estimator based on ψ-mixing sequences, by the suitable choice of some constants, the Berry-Esseen type bounds of the estimator can attain O(n−1/6). Journal: Communications in Statistics - Theory and Methods Pages: 5455-5467 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1618872 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1618872 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5455-5467 Template-Type: ReDIF-Article 1.0 Author-Name: Esmeralda Gonçalves Author-X-Name-First: Esmeralda Author-X-Name-Last: Gonçalves Author-Name: Nazaré Mendes-Lopes Author-X-Name-First: Nazaré Author-X-Name-Last: Mendes-Lopes Title: Signed compound poisson integer-valued GARCH processes Abstract: We propose signed compound Poisson integer-valued GARCH processes for the modeling of the difference of count time series data. We investigate the theoretical properties of these processes and we state their ergodicity and stationarity under mild conditions. We discuss the conditional maximum likelihood estimator when the series appearing in the difference are INGARCH with geometric distribution and explore its finite sample properties in a simulation study. Two real data examples illustrate this methodology. Journal: Communications in Statistics - Theory and Methods Pages: 5468-5492 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1619767 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1619767 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5468-5492 Template-Type: ReDIF-Article 1.0 Author-Name: Per Gösta Andersson Author-X-Name-First: Per Gösta Author-X-Name-Last: Andersson Title: A classroom approach to the construction of Bayesian credible intervals of a Poisson mean Abstract: The Poisson distribution is here used to illustrate Bayesian inference concepts with the ultimate goal to construct credible intervals for a mean. The evaluation of the resulting intervals is in terms of “mismatched” priors and posteriors. The discussion is in the form of an imaginary dialog between a teacher and a student, who have met earlier, discussing and evaluating the Wald and score confidence intervals, as well as confidence intervals based on transformation and bootstrap techniques. From the perspective of the student the learning process is akin to a real research situation. The student is supposed to have studied mathematical statistics for at least two semesters. Journal: Communications in Statistics - Theory and Methods Pages: 5493-5503 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1619768 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1619768 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5493-5503 Template-Type: ReDIF-Article 1.0 Author-Name: Raúl Torres Author-X-Name-First: Raúl Author-X-Name-Last: Torres Author-Name: Elena Di Bernardino Author-X-Name-First: Elena Author-X-Name-Last: Di Bernardino Author-Name: Henry Laniado Author-X-Name-First: Henry Author-X-Name-Last: Laniado Author-Name: Rosa E. Lillo Author-X-Name-First: Rosa E. Author-X-Name-Last: Lillo Title: On the estimation of extreme directional multivariate quantiles Abstract: In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk levels. This work provides tools to include directional notions into the MEVT, giving the opportunity to characterize the recently introduced directional multivariate quantiles (DMQ) at high levels. Then, an out-sample estimation method for these quantiles is given. A bootstrap procedure carries out the estimation of the tuning parameter in this multivariate framework and helps with the estimation of the DMQ. Asymptotic normality for the proposed estimator is provided and the methodology is illustrated with simulated data-sets. Finally, a real-life application to a financial case is also performed. Journal: Communications in Statistics - Theory and Methods Pages: 5504-5534 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1619770 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1619770 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5504-5534 Template-Type: ReDIF-Article 1.0 Author-Name: Subhash C. Bagui Author-X-Name-First: Subhash C. Author-X-Name-Last: Bagui Author-Name: K. L. Mehra Author-X-Name-First: K. L. Author-X-Name-Last: Mehra Title: On an elementary ratio technique for proving convergence of known distributions Abstract: Proschan offered a simple informal, the so called, ratio technique for deriving the convergence of binomial B(n,p) distribution to a limiting normal as the number n of trials increases to infinity (see also Bagui and Mehra). The technique offers only a heuristic derivation and not a viable proof. The object of the present article is to provide a frame-work so that this heuristic technique gets accepted as a method of proof, under a set of conditions that are readily verifiable. Journal: Communications in Statistics - Theory and Methods Pages: 5535-5552 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1619771 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1619771 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5535-5552 Template-Type: ReDIF-Article 1.0 Author-Name: Chun Gun Park Author-X-Name-First: Chun Gun Author-X-Name-Last: Park Author-Name: Inyoung Kim Author-X-Name-First: Inyoung Author-X-Name-Last: Kim Title: Robust difference-based outlier detection Abstract: In this paper, we propose an outlier-detection approach that uses the properties of an intercept estimator in a difference-based regression model (DBRM) that we first introduce. This DBRM uses multiple linear regression, and invented it to detect outliers in a multiple linear regression. Our outlier-detection approach uses only the intercept; it does not require estimates for the other parameters in the DBRM. In this paper, we first employed a difference-based intercept estimator to study the outlier-detection problem in a multiple regression model. We compared our approach with several existing methods in a simulation study and the results suggest that our approach outperformed the others. We also demonstrated the advantage of our approach using a real data application. Our approach can extend to nonparametric regression models for outliers detection. Journal: Communications in Statistics - Theory and Methods Pages: 5553-5577 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1620278 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620278 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5553-5577 Template-Type: ReDIF-Article 1.0 Author-Name: Kunpeng Wang Author-X-Name-First: Kunpeng Author-X-Name-Last: Wang Author-Name: Xuejun Wang Author-X-Name-First: Xuejun Author-X-Name-Last: Wang Title: Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces Abstract: In this paper, we investigate the almost sure convergence for partial sums of asymptotically negatively associated (ANA, for short) random vectors in Hilbert spaces. The Khintchine-Kolmogorov type convergence theorem, three series theorem and the Kolmogorov type strong law of large numbers for partial sums of ANA random vectors in Hilbert spaces are obtained. The results obtained in the paper generalize some corresponding ones for independent random vectors and negatively associated random vectors in Hilbert spaces. Journal: Communications in Statistics - Theory and Methods Pages: 5578-5586 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1620279 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620279 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5578-5586 Template-Type: ReDIF-Article 1.0 Author-Name: Graham Hepworth Author-X-Name-First: Graham Author-X-Name-Last: Hepworth Author-Name: Stephen D. Walter Author-X-Name-First: Stephen D. Author-X-Name-Last: Walter Title: Estimation of proportions by group testing with retesting of positive groups Abstract: When estimating a proportion p by group testing, and it is desired to increase precision, it is sometimes impractical to obtain additional individuals but it is possible to retest groups formed from the individuals within the groups that test positive at the first stage. Hepworth and Watson assessed four methods of retesting, and recommended a random regrouping of individuals from the first stage. They developed an estimator of p for their proposed method, and, because of the analytic complexity, used simulation to examine its variance properties. We now provide an analytical solution to the variance of the estimator, and compare its performance with the earlier simulated results. We show that our solution gives an acceptable approximation in a reasonable range of circumstances. Journal: Communications in Statistics - Theory and Methods Pages: 5587-5597 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1620280 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620280 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5587-5597 Template-Type: ReDIF-Article 1.0 Author-Name: Leila Amiri Author-X-Name-First: Leila Author-X-Name-Last: Amiri Author-Name: Mojtaba Ganjali Author-X-Name-First: Mojtaba Author-X-Name-Last: Ganjali Author-Name: Reza Hashemi Author-X-Name-First: Reza Author-X-Name-Last: Hashemi Author-Name: Mojtaba Khazaei Author-X-Name-First: Mojtaba Author-X-Name-Last: Khazaei Title: The competing risks analysis for parallel and series systems using Type-II progressive censoring Abstract: Recently, the study of the lifetime of systems in reliability and survival analysis in the presence of several causes of failure (competing risks) has attracted attention in the literature. In this paper, series and parallel systems with exponential lifetime for each item of the system are considered. Several causes of failure independently affect lifetime distributions and observations of failure times of the systems are considered under progressive Type-II censored scheme. For series systems, the maximum likelihood estimates of parameters are computed and confidence intervals for parameters of the model are obtained using Fisher information matrix. For parallel systems, the generalized EM algorithm which uses the Newton-Raphson algorithm inside the EM algorithm is used to compute the maximum likelihood estimates of parameters. Also, the standard errors of the maximum likelihood estimates are computed by using the supplemented EM algorithm. The simulation study confirms the good performance of the introduced approach. Journal: Communications in Statistics - Theory and Methods Pages: 5598-5612 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1620779 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620779 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5598-5612 Template-Type: ReDIF-Article 1.0 Author-Name: Jie Li Author-X-Name-First: Jie Author-X-Name-Last: Li Author-Name: Qunying Wu Author-X-Name-First: Qunying Author-X-Name-Last: Wu Title: Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations Abstract: In this paper, we establish the complete convergence and complete integral convergence for arrays of row-wise extended independent random variables under sub-linear expectation space with some conditions. At the same time we extend some complete convergence and complete integral convergence theorems from the classical probability space to the sub-linear expectation space. The results generalize corresponding results obtained by Wu et al. (2017). Journal: Communications in Statistics - Theory and Methods Pages: 5613-5626 Issue: 22 Volume: 49 Year: 2020 Month: 11 X-DOI: 10.1080/03610926.2019.1620954 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620954 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5613-5626 Template-Type: ReDIF-Article 1.0 Author-Name: Savitri Joshi Author-X-Name-First: Savitri Author-X-Name-Last: Joshi Author-Name: K. K. Jose Author-X-Name-First: K. K. Author-X-Name-Last: Jose Title: Wrapped Lindley distribution Abstract: In this article, we introduce a new circular distribution to be called as wrapped Lindley distribution and derive expressions for characteristic function, trigonometric moments, coefficients of skewness, and kurtosis. Method of maximum likelihood estimation is used for the estimation of parameters. We carry out a simulation study to show that the obtained maximum likelihood estimator is consistent. The proposed model is also applied to a real-life dataset, and its performance is compared with that of wrapped exponential distribution. Journal: Communications in Statistics - Theory and Methods Pages: 1013-1021 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1280168 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1280168 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1013-1021 Template-Type: ReDIF-Article 1.0 Author-Name: Hiroshi Yamada Author-X-Name-First: Hiroshi Author-X-Name-Last: Yamada Title: Several least-squares problems related to the Hodrick–Prescott filtering Abstract: The Hodrick–Prescott (HP) filtering is frequently used in macroeconometrics to decompose time series, such as real gross domestic product, into their trend and cyclical components. Because the HP filtering is a basic econometric tool, it is necessary to have a precise understanding of the nature of it. This article contributes to the literature by listing several (penalized) least-squares problems that are related to the HP filtering, three of which are newly introduced in the article, and showing their properties. We also remark on their generalization. Journal: Communications in Statistics - Theory and Methods Pages: 1022-1027 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1285934 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285934 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1022-1027 Template-Type: ReDIF-Article 1.0 Author-Name: C. Satheesh Kumar Author-X-Name-First: C. Satheesh Author-X-Name-Last: Kumar Author-Name: Subha R. Nair Author-X-Name-First: Subha R. Author-X-Name-Last: Nair Title: On some aspects of a flexible class of additive Weibull distribution Abstract: Here we consider a more flexible class of the additive Weibull distribution of Xie and Lai (Reliab. Eng. Syst. Safety, 1995) and investigate some of its important properties such as expressions for its cumulative distribution function, reliability measures, quantile function, characteristic function, raw moments, incomplete moments, etc. The distribution and moments of order statistics are obtained along with certain structural properties. The maximum-likelihood estimation of the parameters of the distribution is attempted and the usefulness of the model in certain applied areas is illustrated with the help of certain real life data sets. Journal: Communications in Statistics - Theory and Methods Pages: 1028-1049 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316399 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316399 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1028-1049 Template-Type: ReDIF-Article 1.0 Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Author-Name: Marcelo Bourguignon Author-X-Name-First: Marcelo Author-X-Name-Last: Bourguignon Author-Name: Edwin M. M. Ortega Author-X-Name-First: Edwin M. M. Author-X-Name-Last: Ortega Author-Name: Thiago G. Ramires Author-X-Name-First: Thiago G. Author-X-Name-Last: Ramires Title: General mathematical properties, regression and applications of the log-gamma-generated family Abstract: The construction of some wider families of continuous distributions obtained recently has attracted applied statisticians due to the analytical facilities available for easy computation of special functions in programming software. We study some general mathematical properties of the log-gamma-generated (LGG) family defined by Amini, MirMostafaee, and Ahmadi (2014). It generalizes the gamma-generated class pioneered by Ristić and Balakrishnan (2012). We present some of its special models and derive explicit expressions for the ordinary and incomplete moments, generating and quantile functions, mean deviations, Bonferroni and Lorenz curves, Shannon entropy, Rényi entropy, reliability, and order statistics. Models in this family are compared with nested and non nested models. Further, we propose and study a new LGG family regression model. We demonstrate that the new regression model can be applied to censored data since it represents a parametric family of models and therefore can be used more effectively in the analysis of survival data. We prove that the proposed models can provide consistently better fits in some applications to real data sets. Journal: Communications in Statistics - Theory and Methods Pages: 1050-1070 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316403 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316403 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1050-1070 Template-Type: ReDIF-Article 1.0 Author-Name: Nina Strydom Author-X-Name-First: Nina Author-X-Name-Last: Strydom Author-Name: Nico Crowther Author-X-Name-First: Nico Author-X-Name-Last: Crowther Title: Multivariate normal estimation: the case (n < p) Abstract: Estimation in the multivariate context when the number of observations available is less than the number of variables is a classical theoretical problem. In order to ensure estimability, one has to assume certain constraints on the parameters. A method for maximum likelihood estimation under constraints is proposed to solve this problem. Even in the extreme case where only a single multivariate observation is available, this may provide a feasible solution. It simultaneously provides a simple, straightforward methodology to allow for specific structures within and between covariance matrices of several populations. This methodology yields exact maximum likelihood estimates. Journal: Communications in Statistics - Theory and Methods Pages: 1071-1090 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316405 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316405 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1071-1090 Template-Type: ReDIF-Article 1.0 Author-Name: Pradip Kundu Author-X-Name-First: Pradip Author-X-Name-Last: Kundu Author-Name: Asok K. Nanda Author-X-Name-First: Asok K. Author-X-Name-Last: Nanda Title: Reliability study of proportional odds family of discrete distributions Abstract: The proportional odds model gives a method of generating new family of distributions by adding a parameter, called tilt parameter, to expand an existing family of distributions. The new family of distributions so obtained is known as Marshall–Olkin family of distributions or Marshall–Olkin extended distributions. In this paper, we consider Marshall–Olkin family of distributions in discrete case with fixed tilt parameter. We study different ageing properties, as well as different stochastic orderings of this family of distributions. All the results of this paper are supported by several examples. Journal: Communications in Statistics - Theory and Methods Pages: 1091-1103 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316397 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316397 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1091-1103 Template-Type: ReDIF-Article 1.0 Author-Name: Ruibing Qin Author-X-Name-First: Ruibing Author-X-Name-Last: Qin Author-Name: Yang Liu Author-X-Name-First: Yang Author-X-Name-Last: Liu Title: Block bootstrap testing for changes in persistence with heavy-tailed innovations Abstract: This article considers the detection of changes in persistence in heavy-tailed series. We adopt a Dickey–Fuller-type ratio statistic and derive its null asymptotic distribution of test statistic. We find that the asymptotic distribution depends on the stable index, which is often typically unknown and difficult to estimate. Therefore, the block bootstrap method is proposed to detect changes without estimating κ. The empirical sizes and power values are investigated to show that the block bootstrap test is valid. Finally, the validity of the method is demonstrated by analyzing the exchange rate of RMB and US dollars. Journal: Communications in Statistics - Theory and Methods Pages: 1104-1116 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316398 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316398 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1104-1116 Template-Type: ReDIF-Article 1.0 Author-Name: Kamonrat Kamjornkittikoon Author-X-Name-First: Kamonrat Author-X-Name-Last: Kamjornkittikoon Author-Name: Kritsana Neammanee Author-X-Name-First: Kritsana Author-X-Name-Last: Neammanee Author-Name: Nattakarn Chaidee Author-X-Name-First: Nattakarn Author-X-Name-Last: Chaidee Title: Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings Abstract: It is known that the normal approximation is applicable for sums of non negative random variables, W, with the commonly employed couplings. In this work, we use the Stein’s method to obtain a general theorem of non uniform exponential bound on normal approximation base on monotone size bias couplings of W. Applications of the main result to give the bound on normal approximation for binomial random variable, the number of bulbs on at the terminal time in the lightbulb process, and the number of m runs are also provided. Journal: Communications in Statistics - Theory and Methods Pages: 1117-1132 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316404 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316404 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1117-1132 Template-Type: ReDIF-Article 1.0 Author-Name: V. Jowaheer Author-X-Name-First: V. Author-X-Name-Last: Jowaheer Author-Name: N. Mamode Khan Author-X-Name-First: N. Mamode Author-X-Name-Last: Khan Author-Name: Y. Sunecher Author-X-Name-First: Y. Author-X-Name-Last: Sunecher Title: A BINAR(1) time-series model with cross-correlated COM–Poisson innovations Abstract: This article proposes a bivariate integer-valued autoregressive time-series model of order 1 (BINAR(1) with COM–Poisson marginals to analyze a pair of non stationary time series of counts. The interrelation between the series is induced by the correlated innovations, while the non stationarity is captured through a common set of time-dependent covariates that influence the count responses. The regression and dependence effects are estimated using generalized quasi-likelihood (GQL) approach. Simulation experiments are performed to assess the performance of the estimation algorithms. The proposed BINAR(1) process is applied to analyze a real-life series of day and night accidents in Mauritius. Journal: Communications in Statistics - Theory and Methods Pages: 1133-1154 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316400 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316400 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1133-1154 Template-Type: ReDIF-Article 1.0 Author-Name: Vikas Kumar Sharma Author-X-Name-First: Vikas Kumar Author-X-Name-Last: Sharma Title: Bayesian analysis of head and neck cancer data using generalized inverse Lindley stress–strength reliability model Abstract: In this article, we present the analysis of head and neck cancer data using generalized inverse Lindley stress–strength reliability model. We propose Bayes estimators for estimating P(X > Y), when X and Y represent survival times of two groups of cancer patients observed under different therapies. The X and Y are assumed to be independent generalized inverse Lindley random variables with common shape parameter. Bayes estimators are obtained under the considerations of symmetric and asymmetric loss functions assuming independent gamma priors. Since posterior becomes complex and does not possess closed form expressions for Bayes estimators, Lindley’s approximation and Markov Chain Monte Carlo techniques are utilized for Bayesian computation. An extensive simulation experiment is carried out to compare the performances of Bayes estimators with the maximum likelihood estimators on the basis of simulated risks. Asymptotic, bootstrap, and Bayesian credible intervals are also computed for the P(X > Y). Journal: Communications in Statistics - Theory and Methods Pages: 1155-1180 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316858 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316858 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1155-1180 Template-Type: ReDIF-Article 1.0 Author-Name: Daniel F. Linder Author-X-Name-First: Daniel F. Author-X-Name-Last: Linder Author-Name: Jingjing Yin Author-X-Name-First: Jingjing Author-X-Name-Last: Yin Author-Name: Haresh Rochani Author-X-Name-First: Haresh Author-X-Name-Last: Rochani Author-Name: Hani Samawi Author-X-Name-First: Hani Author-X-Name-Last: Samawi Author-Name: Sanjay Sethi Author-X-Name-First: Sanjay Author-X-Name-Last: Sethi Title: Increased Fisher’s information for parameters of association in count regression via extreme ranks Abstract: The article details a sampling scheme which can lead to a reduction in sample size and cost in clinical and epidemiological studies of association between a count outcome and risk factor. We show that inference in two common generalized linear models for count data, Poisson and negative binomial regression, is improved by using a ranked auxiliary covariate, which guides the sampling procedure. This type of sampling has typically been used to improve inference on a population mean. The novelty of the current work is its extension to log-linear models and derivations showing that the sampling technique results in an increase in information as compared to simple random sampling. Specifically, we show that under the proposed sampling strategy the maximum likelihood estimate of the risk factor’s coefficient is improved through an increase in the Fisher’s information. A simulation study is performed to compare the mean squared error, bias, variance, and power of the sampling routine with simple random sampling under various data-generating scenarios. We also illustrate the merits of the sampling scheme on a real data set from a clinical setting of males with chronic obstructive pulmonary disease. Empirical results from the simulation study and data analysis coincide with the theoretical derivations, suggesting that a significant reduction in sample size, and hence study cost, can be realized while achieving the same precision as a simple random sample. Journal: Communications in Statistics - Theory and Methods Pages: 1181-1203 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316859 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316859 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1181-1203 Template-Type: ReDIF-Article 1.0 Author-Name: Akio Namba Author-X-Name-First: Akio Author-X-Name-Last: Namba Author-Name: Kazuhiro Ohtani Author-X-Name-First: Kazuhiro Author-X-Name-Last: Ohtani Title: MSE performance of the weighted average estimators consisting of shrinkage estimators Abstract: In this paper, we consider a regression model and propose estimators which are the weighted averages of two estimators among three estimators; the Stein-rule (SR), the minimum mean squared error (MMSE), and the adjusted minimum mean-squared error (AMMSE) estimators. It is shown that one of the proposed estimators has smaller mean-squared error (MSE) than the positive-part Stein-rule (PSR) estimator over a moderate region of parameter space when the number of the regression coefficients is small (i.e., 3), and its MSE performance is comparable to the PSR estimator even when the number of the regression coefficients is not so small. Journal: Communications in Statistics - Theory and Methods Pages: 1204-1214 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1316860 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1316860 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1204-1214 Template-Type: ReDIF-Article 1.0 Author-Name: O. V. Chernoyarov Author-X-Name-First: O. V. Author-X-Name-Last: Chernoyarov Author-Name: Yu. A. Kutoyants Author-X-Name-First: Yu. A. Author-X-Name-Last: Kutoyants Author-Name: A. Top Author-X-Name-First: A. Author-X-Name-Last: Top Title: On multiple change-point estimation for Poisson process Abstract: This work is devoted to the problem of change-point parameter estimation in the case of the presence of multiple changes in the intensity function of the Poisson process. It is supposed that the observations are independent inhomogeneous Poisson processes with the same intensity function and this intensity function has two jumps separated by a known quantity. The asymptotic behavior of the maximum-likelihood and Bayesian estimators are described. It is shown that these estimators are consistent, have different limit distributions, the moments converge and that the Bayesian estimators are asymptotically efficient. The numerical simulations illustrate the obtained results. Journal: Communications in Statistics - Theory and Methods Pages: 1215-1233 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1317810 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1317810 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1215-1233 Template-Type: ReDIF-Article 1.0 Author-Name: Hukum Chandra Author-X-Name-First: Hukum Author-X-Name-Last: Chandra Author-Name: Nicola Salvati Author-X-Name-First: Nicola Author-X-Name-Last: Salvati Title: Small area estimation of proportions under a spatial dependent aggregated level random effects model Abstract: This paper describes small area estimation (SAE) of proportions under a spatial dependent generalized linear mixed model using aggregated level data. The SAE is also applied to produce reliable district level estimates and mapping of incidence of indebtedness in the State of Uttar Pradesh in India using debt and investment survey data collected by National Sample Survey Office (NSSO) and the secondary data from the Census. The results show a significant improvement in precision of model-based estimates generated by SAE as compared to direct estimates. The estimates generated by incorporating spatial information are more efficient than the one generated by ignoring this information. Journal: Communications in Statistics - Theory and Methods Pages: 1234-1255 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1317806 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1317806 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1234-1255 Template-Type: ReDIF-Article 1.0 Author-Name: Mohammad Saber Fallah Nezhad Author-X-Name-First: Mohammad Saber Author-X-Name-Last: Fallah Nezhad Author-Name: Tahereh Jafari Nodoushan Author-X-Name-First: Tahereh Author-X-Name-Last: Jafari Nodoushan Title: Designing an economic rectifying sampling plan in the presence of two markets Abstract: In this paper, an optimization model is developed for the economic design of a rectifying inspection sampling plan in the presence of two markets. A product with a normally distributed quality characteristic with unknown mean and variance is produced in the process. The quality characteristic has a lower specification limit. The aim of this paper is to maximize the profit, which consists the Taguchi loss function, under the constraints of satisfying the producer's and consumer's risk in two different markets simultaneously. Giveaway cost per unit of sold excess material is considered in the proposed model. A case study is presented to illustrate the application of proposed methodology. In addition, sensitivity analysis is performed to study the effect of model parameters on the expected profit and optimal solution. Optimal process adjustment problem and acceptance sampling plan is combined in the economical optimization model. Also, process mean and standard deviation are assumed to be unknown value, and their impact is analyzed. Finally, inspection error is considered, and its impact is investigated and analyzed. Journal: Communications in Statistics - Theory and Methods Pages: 1256-1272 Issue: 5 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1317807 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1317807 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:5:p:1256-1272 Template-Type: ReDIF-Article 1.0 Author-Name: Qunying Wu Author-X-Name-First: Qunying Author-X-Name-Last: Wu Title: Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences Abstract: Let X, X1, X2, … be a stationary sequence of negatively associated positive random variables. A universal result in almost sure central limit theorem for the self-normalized products of partial sums (∏i=1k(Si/(μi)))μ/(βVk)$(\scriptstyle\prod _{i=1}^{k}(S_i/(\mu i)))^{\mu /(\beta V_k)}$ is established, where Sn=∑i=1nXi,Vn2=∑i=1nXi2,μ=EX$S_n=\sum _{i=1}^nX_i, V^2_n=\sum _{i=1}^nX^2_i, \mu =\mathbb {E}X$. Journal: Communications in Statistics - Theory and Methods Pages: 2593-2606 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1006786 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1006786 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2593-2606 Template-Type: ReDIF-Article 1.0 Author-Name: Tanveer A. Tarray Author-X-Name-First: Tanveer A. Author-X-Name-Last: Tarray Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Title: A stratified randomized response model for sensitive characteristics using the negative hypergeometric distribution Abstract: Taking clue from the pioneer work of Singh and Sedory (2013), we have suggested a new stratified randomized response (RR) model. The properties of the suggested stratified RR model have been studied under proportional and “Neyman” allocations. The study has been also carried out in the presence of crude prior estimates. Numerical illustrations are also given in support of the present study. Journal: Communications in Statistics - Theory and Methods Pages: 2607-2629 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1010007 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1010007 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2607-2629 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Surya Kant Pal Author-X-Name-First: Surya Kant Author-X-Name-Last: Pal Author-Name: Ramkrishna S. Solanki Author-X-Name-First: Ramkrishna S. Author-X-Name-Last: Solanki Title: A new class of estimators of finite population mean in sample surveys Abstract: This article suggests the class of estimators of population mean of study variable using various parameters related to an auxiliary variable with its properties in simple random sampling. It has been identified that the some existing estimator/classes of estimators are members of suggested class. It has been found theoretically as well as empirically that the suggested class is better than the existing methods. Journal: Communications in Statistics - Theory and Methods Pages: 2630-2637 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1030429 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1030429 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2630-2637 Template-Type: ReDIF-Article 1.0 Author-Name: Tanveer A. Tarray Author-X-Name-First: Tanveer A. Author-X-Name-Last: Tarray Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Title: An optional randomized response model for estimating a rare sensitive attribute using Poisson distribution Abstract: The crux of this article is to estimate the mean of the number of persons possessing a rare sensitive attribute based on the Mangat (1991) randomization device by utilizing the Poisson distribution in simple random sampling and stratified sampling. Properties of the proposed randomized response (RR) model have been studied along with recommendations. It is also shown that the proposed model is more efficient than that of Land et al. (2011) in simple random sampling and that of Lee et al. (2013) in stratified random sampling when the proportion of persons possessing a rare unrelated attribute is known. Numerical illustrations are also given in support of the present study. Journal: Communications in Statistics - Theory and Methods Pages: 2638-2654 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1040506 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1040506 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2638-2654 Template-Type: ReDIF-Article 1.0 Author-Name: Muhamamd Yousaf Shad Author-X-Name-First: Muhamamd Author-X-Name-Last: Yousaf Shad Author-Name: Ijaz Husain Author-X-Name-First: Ijaz Author-X-Name-Last: Husain Title: Trade-off between cost and variance for a multi-objective compromise allocation in stratified random sampling Abstract: In the present paper, a multi-objective goal optimization mechanism is developed by trading off between cost and variance. Both are adversaries to each other while allocating a sample size even in stratified sampling design. Discussion section shows how these adversaries put their influence on optimal selection. This is a dual optimization procedure in which variance or mean square error is optimized in the first step and then considering some compromise on variance, cost is optimized. The process is applied to both individual and multi-objective programming models. Journal: Communications in Statistics - Theory and Methods Pages: 2655-2666 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1040507 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1040507 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2655-2666 Template-Type: ReDIF-Article 1.0 Author-Name: N. David Yanez Author-X-Name-First: N. David Author-X-Name-Last: Yanez Author-Name: Ibrahim Aljasser Author-X-Name-First: Ibrahim Author-X-Name-Last: Aljasser Author-Name: Mose Andre Author-X-Name-First: Mose Author-X-Name-Last: Andre Author-Name: Chengcheng Hu Author-X-Name-First: Chengcheng Author-X-Name-Last: Hu Author-Name: Michal Juraska Author-X-Name-First: Michal Author-X-Name-Last: Juraska Author-Name: Thomas Lumley Author-X-Name-First: Thomas Author-X-Name-Last: Lumley Title: Assessing the impact of measurement error in modeling change in the absence of auxiliary data Abstract: Measurement error is well known to cause bias in estimated regression coefficients and a loss of power for detecting associations. Methods commonly used to correct for bias often require auxiliary data. We develop a solution for investigating associations between the change in an imprecisely measured outcome and precisely measured predictors, adjusting for the baseline value of the outcome when auxiliary data are not available. We require the specification of ranges for the reliability or the measurement error variance. The solution allows one to investigate the associations for change and to assess the impact of the measurement error. Journal: Communications in Statistics - Theory and Methods Pages: 2667-2680 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1040508 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1040508 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2667-2680 Template-Type: ReDIF-Article 1.0 Author-Name: Xu Chen Author-X-Name-First: Xu Author-X-Name-Last: Chen Author-Name: Wang Qi Author-X-Name-First: Wang Author-X-Name-Last: Qi Title: The parametric hypothesis test of multiple uniform populations Abstract: X1, X2, …, Xk are k(k ⩾ 2) uniform populations which each Xi follows U(0, θi). This note shows the test statistic for the null hypothesis H0: θ1 = θ2 = ⋅⋅⋅ = θk by using the order statistics. Journal: Communications in Statistics - Theory and Methods Pages: 2681-2685 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1042274 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1042274 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2681-2685 Template-Type: ReDIF-Article 1.0 Author-Name: Idir Arab Author-X-Name-First: Idir Author-X-Name-Last: Arab Author-Name: Abdelnasser Dahmani Author-X-Name-First: Abdelnasser Author-X-Name-Last: Dahmani Title: Kiefer–Wolfowitz algorithm under quasi-associated random errors Abstract: In this article, we study the algorithm of Kiefer–Wolfowitz underquasi-associated random errors. We establish the complete convergence and obtain an exponential bound. Additionally, we build a confidence interval for the minimum. Numerical examples are sketched out to confirm the theoretical results and show the accuracy of the algorithm. Journal: Communications in Statistics - Theory and Methods Pages: 2686-2695 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1044668 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1044668 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2686-2695 Template-Type: ReDIF-Article 1.0 Author-Name: Trinh Hoai Nam Author-X-Name-First: Trinh Hoai Author-X-Name-Last: Nam Author-Name: Tien-Chung Hu Author-X-Name-First: Tien-Chung Author-X-Name-Last: Hu Author-Name: Andrei Volodin Author-X-Name-First: Andrei Author-X-Name-Last: Volodin Title: Maximal inequalities and strong law of large numbers for sequences of m-asymptotically almost negatively associated random variables Abstract: In this paper, we establish some inequalities for maximum of partial sums of m-asymptotically almost negatively associated random variables. With the help of these inequalities we prove some strong law of large numbers. Journal: Communications in Statistics - Theory and Methods Pages: 2696-2707 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048885 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048885 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2696-2707 Template-Type: ReDIF-Article 1.0 Author-Name: Santanu Dutta Author-X-Name-First: Santanu Author-X-Name-Last: Dutta Author-Name: Koushik Saha Author-X-Name-First: Koushik Author-X-Name-Last: Saha Title: Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths Abstract: We obtain the rates of pointwise and uniform convergence of multivariate kernel density estimators using a random bandwidth vector obtained by some data-based algorithm. We are able to obtain faster rate for pointwise convergence. The uniform convergence rate is obtained under some moment condition on the marginal distribution. The rates are obtained under i.i.d. and strongly mixing type dependence assumptions. Journal: Communications in Statistics - Theory and Methods Pages: 2708-2723 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048886 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048886 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2708-2723 Template-Type: ReDIF-Article 1.0 Author-Name: Tian-Fang Zhang Author-X-Name-First: Tian-Fang Author-X-Name-Last: Zhang Author-Name: Jian-Feng Yang Author-X-Name-First: Jian-Feng Author-X-Name-Last: Yang Author-Name: Zhi-Ming Li Author-X-Name-First: Zhi-Ming Author-X-Name-Last: Li Author-Name: Run-Chu Zhang Author-X-Name-First: Run-Chu Author-X-Name-Last: Zhang Title: Construction of regular 2n41 designs with general minimum lower-order confounding Abstract: Mixed-level designs, especially two- and four-level designs, are very useful in practice. In the last two decades, there are quite a few literatures investigating the selection of this kind of optimal designs. Recently, the general minimum lower-order confounding (GMC) criterion (Zhang et al., 2008) gave a new approach for choosing optimal factorials. It is proved that the GMC designs are more powerful than other criteria in the widely practical situations. In this paper, we extend the GMC theory to the mixed-level designs. Under the theory we establish a new criterion for choosing optimal regular two- and four-level designs. Further, a construction method is proposed to obtain all the 2n41 GMC designs with N/4 + 1 ⩽ n + 2 ⩽ 5N/16, where N is the number of runs and n is the number of two-level factors. Journal: Communications in Statistics - Theory and Methods Pages: 2724-2735 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048887 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048887 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2724-2735 Template-Type: ReDIF-Article 1.0 Author-Name: Shubhabrata Das Author-X-Name-First: Shubhabrata Author-X-Name-Last: Das Title: On generalized geometric distributions and improved estimation of batting average in cricket Abstract: Batting average is the most popular way of measuring a batsman's performance in cricket. However, in light of scores from not-out innings, the conventional way of computing the batting average is unsatisfactory from theoretical statistical perspective, as well as from intuitive and practitioner's point of view. We adopt alternative methods of calculating batting average, treating not-outs as right-censored data and using generalized class of geometric distributions (GGD) as models for the runs scored. In the proposed family of GGD, the generalization lies in the hazard of getting out possibly changing from one score to another. Each postulated structure of the hazards leads to a different member of the GGD family. Selection of appropriate member from the GGD family and maximum likelihood estimation of the hazard parameters in the model are discussed theoretically with illustrations. The proposed method subsumes the traditional average and product limit (Kaplan-Meier) estimate as the two extreme scenarios within this structure. We also discuss two alternative methods of estimating the true mean under the proposed framework and deliberate on issues while adopting these practices in practice. Journal: Communications in Statistics - Theory and Methods Pages: 2736-2750 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048888 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048888 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2736-2750 Template-Type: ReDIF-Article 1.0 Author-Name: Luke Smallman Author-X-Name-First: Luke Author-X-Name-Last: Smallman Author-Name: Andreas Artemiou Author-X-Name-First: Andreas Author-X-Name-Last: Artemiou Title: A study on imbalance support vector machine algorithms for sufficient dimension reduction Abstract: Li et al. (2011) presented the novel idea of using support vector machines (SVMs) to perform sufficient dimension reduction. In this work, we investigate the potential improvement in recovering the dimension reduction subspace when one changes the SVM algorithm to treat imbalance based on several proposals in the machine learning literature. We find out that in most situations, treating the imbalanced nature of the slices will help improve the estimation. Our results are verified through simulation and real data applications. Journal: Communications in Statistics - Theory and Methods Pages: 2751-2763 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048889 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048889 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2751-2763 Template-Type: ReDIF-Article 1.0 Author-Name: S. A. Alawadhi Author-X-Name-First: S. A. Author-X-Name-Last: Alawadhi Author-Name: F. A. Alawadhi Author-X-Name-First: F. A. Author-X-Name-Last: Alawadhi Title: Spatial–temporal interpolation of non methane hydrocarbon levels in Kuwait Abstract: This article handles the prediction of hourly concentrations ofnon methane hydrocarbon (NMHC) pollutants at 15 unmonitored sites in Kuwait using the data recorded from 6 monitored stations at successive time points. The trend model depends on hourly meteorological variables and seasonal effects. The stochasticcomponent of the trend model which has spatiotemporal features is modeled as autoregressive temporal process. A spatial predictive distribution for residuals of the AR model is developed for the unmonitored sites. By transforming the predicted residuals back to the original data scales, we impute Kuwait’s hourly NMHC field. Journal: Communications in Statistics - Theory and Methods Pages: 2764-2779 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2014.968731 File-URL: http://hdl.handle.net/10.1080/03610926.2014.968731 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2764-2779 Template-Type: ReDIF-Article 1.0 Author-Name: Sumith Gunasekera Author-X-Name-First: Sumith Author-X-Name-Last: Gunasekera Title: Bayesian inference for a common scale parameter of several Pareto populations Abstract: This article deals with the problem of Bayesian inference concerning the common scale parameter of several Pareto distributions. Bayesian hypothesis testing of, and Bayesian interval estimation for, the common scale parameter is given. Numerical studies including a comparison study, a simulation study, and a practical application study are given in order to illustrate our procedures and to demonstrate the performance, advantages, and merits of the Bayesian procedures over the classical and generalized variable procedures. Journal: Communications in Statistics - Theory and Methods Pages: 2780-2800 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048890 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048890 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2780-2800 Template-Type: ReDIF-Article 1.0 Author-Name: Yan Zhou Author-X-Name-First: Yan Author-X-Name-Last: Zhou Author-Name: Liya Fu Author-X-Name-First: Liya Author-X-Name-Last: Fu Author-Name: Baoxue Zhang Author-X-Name-First: Baoxue Author-X-Name-Last: Zhang Title: Two non parametric methods for change-point detection in distribution Abstract: The change-point detection problem is determining whether a change has taken place. Two non parametric methods based on empirical likelihood and the likelihood ratio are proposed for detecting a change-point problem in distributions for independent observations. Numerical studies are carried out to evaluate the performance of the proposed methods. The simulation results demonstrate that the proposed methods are robust, that is, they perform well regardless of whether the observations are from the same distribution family. Journal: Communications in Statistics - Theory and Methods Pages: 2801-2815 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048891 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048891 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2801-2815 Template-Type: ReDIF-Article 1.0 Author-Name: S. Minimol Author-X-Name-First: S. Author-X-Name-Last: Minimol Title: On generalized dynamic cumulative past entropy measure Abstract: Recently, the concept of dynamic cumulative residual entropy and its generalizations has gained much attention among researchers. In this work, a new generalized dynamic cumulative measure in the past lifetime is proposed. Further, some characterization results connecting this new generalized dynamic entropy measure and other reversed measures are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 2816-2822 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053928 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053928 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2816-2822 Template-Type: ReDIF-Article 1.0 Author-Name: Roy T. Sabo Author-X-Name-First: Roy T. Author-X-Name-Last: Sabo Author-Name: Ghalib Bello Author-X-Name-First: Ghalib Author-X-Name-Last: Bello Title: Optimal and lead-in adaptive allocation for binary outcomes: A comparison of Bayesian methods Abstract: We compare posterior and predictive estimators and probabilities in response-adaptive randomization designs for two- and three-group clinical trials with binary outcomes. Adaptation based upon posterior estimates are discussed, as are two predictive probability algorithms: one using the traditional definition, the other using a skeptical distribution. Optimal and natural lead-in designs are covered. Simulation studies show that efficacy comparisons lead to more adaptation than center comparisons, though at some power loss, skeptically predictive efficacy comparisons and natural lead-in approaches lead to less adaptation but offer reduced allocation variability. Though nuanced, these results help clarify the power-adaptation trade-off in adaptive randomization. Journal: Communications in Statistics - Theory and Methods Pages: 2823-2836 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053929 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053929 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2823-2836 Template-Type: ReDIF-Article 1.0 Author-Name: Yuan Lin Zhang Author-X-Name-First: Yuan Lin Author-X-Name-Last: Zhang Author-Name: Guan Jun Wang Author-X-Name-First: Guan Jun Author-X-Name-Last: Wang Title: An optimal age-replacement policy for a simple repairable system with delayed repair Abstract: In this article, a simple repairable system (i.e., a repairable system consisting of one component and one repairman) with delayed repair is studied. Assume that the system after repair is not “as good as new”, and the degeneration of the system is stochastic. Under these assumptions, using the geometric process repair model, we consider a replacement policy T based on system age under which the system is replaced when the system age reaches T. Our problem is to determine an optimal replacement policy T*, such that the average cost rate (i.e., the long-run average cost per unit time) of the system is minimized. The explicit expression of the average cost rate is derived, the corresponding optimal replacement policy T* can be determined by minimizing the average cost rate of the system. Finally, a numerical example is given to illustrate some theoretical results and the model's applicability. Journal: Communications in Statistics - Theory and Methods Pages: 2837-2850 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053930 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053930 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2837-2850 Template-Type: ReDIF-Article 1.0 Author-Name: Xu Chen Author-X-Name-First: Xu Author-X-Name-Last: Chen Author-Name: Chang Guisong Author-X-Name-First: Chang Author-X-Name-Last: Guisong Title: Exact distribution of the convolution of negative binomial random variables Abstract: In this note, we derive the exact distribution of S by using the method of generating function and BELL polynomials, where S = X1 + X2 + ⋅⋅⋅ + Xn, and each Xi follows the negative binomial distribution with arbitrary parameters. As a particular case, we also obtain the exact distribution of the convolution of geometric random variables. Journal: Communications in Statistics - Theory and Methods Pages: 2851-2856 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053931 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053931 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2851-2856 Template-Type: ReDIF-Article 1.0 Author-Name: M. Mirali Author-X-Name-First: M. Author-X-Name-Last: Mirali Author-Name: S. Baratpour Author-X-Name-First: S. Author-X-Name-Last: Baratpour Author-Name: V. Fakoor Author-X-Name-First: V. Author-X-Name-Last: Fakoor Title: On weighted cumulative residual entropy Abstract: In analogy with the weighted Shannon entropy proposed by Belis and Guiasu (1968) and Guiasu (1986), we introduce a new information measure called weighted cumulative residual entropy (WCRE). This is based on the cumulative residual entropy (CRE), which is introduced by Rao et al. (2004). This new information measure is “length-biased” shift dependent that assigns larger weights to larger values of random variable. The properties of WCRE and a formula relating WCRE and weighted Shannon entropy are given. Related studies of reliability theory is covered. Our results include inequalities and various bounds to the WCRE. Conditional WCRE and some of its properties are discussed. The empirical WCRE is proposed to estimate this new information measure. Finally, strong consistency and central limit theorem are provided. Journal: Communications in Statistics - Theory and Methods Pages: 2857-2869 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053932 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053932 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2857-2869 Template-Type: ReDIF-Article 1.0 Author-Name: Tanveer A. Tarray Author-X-Name-First: Tanveer A. Author-X-Name-Last: Tarray Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Title: An adept-stratified Kuk's randomized response model using Neyman allocation Abstract: This paper suggests a new stratified randomized response model based on Kuk's [Biometrika (1990), 77, 2, pp.436–438] model that has Neyman allocation and considerable gain in precision. It has been identified that the stratified randomized response models due to Kim and Warde (2004), Kim and Elam's (2005), and Kim and Elam's (2007) are members of the proposed model. It is shown that the proposed model is more efficient than Kuk's (1990) model both theoretically and empirically. The results of this paper are also extended in the situation when trials are repeated. Journal: Communications in Statistics - Theory and Methods Pages: 2870-2881 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053933 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053933 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2870-2881 Template-Type: ReDIF-Article 1.0 Author-Name: Dale Bowman Author-X-Name-First: Dale Author-X-Name-Last: Bowman Author-Name: E. Olusegun George Author-X-Name-First: E. Olusegun Author-X-Name-Last: George Title: Likelihood estimation for exchangeable multinomial data Abstract: In this article, maximum likelihood estimates of an exchangeable multinomial distribution using a parametric form to model the parameters as functions of covariates are derived. The non linearity of the exchangeable multinomial distribution and the parametric model make direct application of Newton Rahpson and Fisher's scoring algorithms computationally infeasible. Instead parameter estimates are obtained as solutions to an iterative weighted least-squares algorithm. A completely monotonic parametric form is proposed for defining the marginal probabilities that results in a valid probability model. Journal: Communications in Statistics - Theory and Methods Pages: 2882-2892 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053934 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053934 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2882-2892 Template-Type: ReDIF-Article 1.0 Author-Name: Sadegh Rezaei Author-X-Name-First: Sadegh Author-X-Name-Last: Rezaei Author-Name: Behnam Bahrami Sadr Author-X-Name-First: Behnam Bahrami Author-X-Name-Last: Sadr Author-Name: Morad Alizadeh Author-X-Name-First: Morad Author-X-Name-Last: Alizadeh Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: Topp–Leone generated family of distributions: Properties and applications Abstract: We introduce a new family of distributions based on a one-parameter distribution exhibiting bathtub-shaped hazard rates. We study the mathematical properties of the family and estimate its parameters by the method of maximum likelihood. Finally, the usefulness of the family is illustrated using a real dataset. Journal: Communications in Statistics - Theory and Methods Pages: 2893-2909 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053935 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053935 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2893-2909 Template-Type: ReDIF-Article 1.0 Author-Name: Javid Shabbir Author-X-Name-First: Javid Author-X-Name-Last: Shabbir Author-Name: Sat Gupta Author-X-Name-First: Sat Author-X-Name-Last: Gupta Title: On generalized exponential chain ratio estimators under stratified two-phase random sampling Abstract: Sanaullah et al. (2014) have suggested generalized exponential chain ratio estimators under stratified two-phase sampling scheme for estimating the finite population mean. However, the bias and mean square error (MSE) expressions presented in that work need some corrections, and consequently the study based on efficiency comparison also requires corrections. In this article, we revisit Sanaullah et al. (2014) estimator and provide the correct bias and MSE expressions of their estimator. We also propose an estimator which is more efficient than several competing estimators including the classes of estimators in Sanaullah et al. (2014). Three real datasets are used for efficiency comparisons. Journal: Communications in Statistics - Theory and Methods Pages: 2910-2920 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053936 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053936 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2910-2920 Template-Type: ReDIF-Article 1.0 Author-Name: Paweł Marcin Kozyra Author-X-Name-First: Paweł Marcin Author-X-Name-Last: Kozyra Author-Name: Tomasz Rychlik Author-X-Name-First: Tomasz Author-X-Name-Last: Rychlik Title: Sharp bounds on the expectations of L-statistics expressed in the Gini mean difference units Abstract: We describe a method of calculating sharp lower and upper bounds on the expectations of arbitrary, properly centered L-statistics expressed in the Gini mean difference units of the original i.i.d. observations. Precise values of bounds are derived for the single-order statistics, their differences, and some examples of L-estimators. We also present the families of discrete distributions which attain the bounds, possibly in the limit. Journal: Communications in Statistics - Theory and Methods Pages: 2921-2941 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053937 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053937 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2921-2941 Template-Type: ReDIF-Article 1.0 Author-Name: Antonello D'Ambra Author-X-Name-First: Antonello Author-X-Name-Last: D'Ambra Title: Cumulative correspondence analysis using orthogonal polynomials Abstract: Taguchi's statistic has long been known to be a more appropriate measure of association of the dependence for ordinal variables compared to the Pearson chi-squared statistic. Therefore, there is some advantage in using Taguchi's statistic in the correspondence analysis context when a two-way contingency table consists at least of an ordinal categorical variable. The aim of this paper, considering the contingency table with two ordinal categorical variables, is to show a decomposition of Taguchi's index into linear, quadratic and higher-order components. This decomposition has been developed using Emerson's orthogonal polynomials. Moreover, two case studies to explain the methodology have been analyzed. Journal: Communications in Statistics - Theory and Methods Pages: 2942-2954 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053938 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053938 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2942-2954 Template-Type: ReDIF-Article 1.0 Author-Name: Jaffer Hussain Author-X-Name-First: Jaffer Author-X-Name-Last: Hussain Author-Name: S. Balamurali Author-X-Name-First: S. Author-X-Name-Last: Balamurali Author-Name: Muhammad Aslam Author-X-Name-First: Muhammad Author-X-Name-Last: Aslam Author-Name: Chi-Hyuck Jun Author-X-Name-First: Chi-Hyuck Author-X-Name-Last: Jun Title: SkSP-R sampling plan based on process capability index Abstract: In this paper, we present an optimal designing methodology for the skip-lot sampling plan (SkSP) of type SkSP-R based on the most widely used process capability index (PCI) Cpk. The SkSP-R plan is one of the SkSPs that incorporate the provision of the reinspection concept. In order to design the optimal parameters, we consider both symmetric and asymmetric fraction non conforming cases. Tables are also constructed to determine the optimal parameters by formulating an optimization problem. The advantages of the proposed plan over the existing plan are also discussed. Application of the plan is explained with a real-life example. Journal: Communications in Statistics - Theory and Methods Pages: 2955-2966 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053939 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053939 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2955-2966 Template-Type: ReDIF-Article 1.0 Author-Name: Chaohui Guo Author-X-Name-First: Chaohui Author-X-Name-Last: Guo Author-Name: Hu Yang Author-X-Name-First: Hu Author-X-Name-Last: Yang Author-Name: Jing Lv Author-X-Name-First: Jing Author-X-Name-Last: Lv Title: Robust variable selection for generalized linear models with a diverging number of parameters Abstract: In this article, we focus on the problem of robust variable selection for high-dimensional generalized linear models. The proposed procedure is based on smooth-threshold estimating equations and a bounded exponential score function with a tuning parameter γ. The outstanding merit of this new procedure is that it is robust and efficient by selecting automatically the tuning parameter γ based on the observed data, and its performance is superior to some recently developed methods, in particular, when many outliers are included. Furthermore, under some regularity conditions, we have shown that the resulting estimator is n/pn$\scriptstyle\sqrt{n/{p_n}}$ -consistent and enjoys the oracle property, when the dimension pn of the predictors satisfies the condition p2n/n → 0, where n is the sample size. Finally, Monte Carlo simulation studies and a real data example are carried out to examine the finite-sample performance of the proposed method. Journal: Communications in Statistics - Theory and Methods Pages: 2967-2981 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053940 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053940 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2967-2981 Template-Type: ReDIF-Article 1.0 Author-Name: Jibo Wu Author-X-Name-First: Jibo Author-X-Name-Last: Wu Title: Quasi-minimax estimation in the partial linear model Abstract: This article discusses the minimax estimator in partial linear model y = Zβ + f + ε under ellipsoidal restrictions on the parameter space and quadratic loss function. The superiority of the minimax estimator over the two-step estimator is studied in the mean squared error matrix criterion. Journal: Communications in Statistics - Theory and Methods Pages: 2982-2989 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053941 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053941 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2982-2989 Template-Type: ReDIF-Article 1.0 Author-Name: Jolanta Pielaszkiewicz Author-X-Name-First: Jolanta Author-X-Name-Last: Pielaszkiewicz Author-Name: Dietrich Von Rosen Author-X-Name-First: Dietrich Von Author-X-Name-Last: Rosen Author-Name: Martin Singull Author-X-Name-First: Martin Author-X-Name-Last: Singull Title: On E∏i=0kTr{Wmi}${\mathbb {E}}\left[\prod _{i=0}^k \operatorname{Tr}\lbrace W^{m_i}\rbrace\right]$, where W∼Wp(I,n)$W\sim \mathcal {W}_p(I,n)$ Abstract: In this paper, we give a general recursive formula for E[∏i=0kTr{Wmi}]${\mathbb {E}}[\prod _{i=0}^k \operatorname{Tr}\lbrace W^{m_i}\rbrace ]$, where W∼Wp(I,n)$W\sim \mathcal {W}_p(I,n)$ denotes a real Wishart matrix. Formulas for fixed n, p are presented as well as asymptotic versions when np→n,p→∞c$\frac{{n}}{p}\overset{n,p\rightarrow \infty }{\rightarrow }c$, i.e., when the so called Kolmogorov condition holds. Finally, we show application of the asymptotic moment relation when deriving moments for the Marchenko–Pastur distribution (free Poisson law). A numerical illustration using implementation of the main result is also performed. Journal: Communications in Statistics - Theory and Methods Pages: 2990-3005 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053942 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053942 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2990-3005 Template-Type: ReDIF-Article 1.0 Author-Name: Salah Khardani Author-X-Name-First: Salah Author-X-Name-Last: Khardani Author-Name: Anne Françoise Yao Author-X-Name-First: Anne Françoise Author-X-Name-Last: Yao Title: Non linear parametric mode regression Abstract: In this article, we propose a semi-parametric mode regression for a non linear model. We use an expectation-maximization algorithm in order to estimate the regression coefficients of modal non linear regression. We also establish asymptotic properties for the proposed estimator under assumptions of the error density. We investigate the performance through a simulation study. Journal: Communications in Statistics - Theory and Methods Pages: 3006-3024 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2014.1002940 File-URL: http://hdl.handle.net/10.1080/03610926.2014.1002940 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3006-3024 Template-Type: ReDIF-Article 1.0 Author-Name: Farnoosh Ashoori Author-X-Name-First: Farnoosh Author-X-Name-Last: Ashoori Author-Name: Malihe Ebrahimpour Author-X-Name-First: Malihe Author-X-Name-Last: Ebrahimpour Author-Name: Abolghasem Bozorgnia Author-X-Name-First: Abolghasem Author-X-Name-Last: Bozorgnia Title: Modeling of maximum precipitation using maximal generalized extreme value distribution Abstract: Distribution of maximum or minimum values (extreme values) of a dataset is especially used in natural phenomena including sea waves, flow discharge, wind speeds, and precipitation and it is also used in many other applied sciences such as reliability studies and analysis of environmental extreme events. So if we can explain the extremal behavior via statistical formulas, we can estimate how their behavior would be in the future. In this paper, we study extreme values of maximum precipitation in Zahedan using maximal generalized extreme value distribution, which all maxima of a data set are modeled using it. Also, we apply four methods to estimate distribution parameters including maximum likelihood estimation, probability weighted moments, elemental percentile and quantile least squares then compare estimates by average scaled absolute error criterion and obtain quantiles estimates and confidence intervals. In addition, goodness-of-fit tests are described. As a part of result, the return period of maximum precipitation is computed. Journal: Communications in Statistics - Theory and Methods Pages: 3025-3033 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1034325 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1034325 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3025-3033 Template-Type: ReDIF-Article 1.0 Author-Name: Ming Ha Lee Author-X-Name-First: Ming Ha Author-X-Name-Last: Lee Author-Name: Michael B. C. Khoo Author-X-Name-First: Michael B. C. Author-X-Name-Last: Khoo Title: Optimal designs of multivariate synthetic |S| control chart based on median run length Abstract: The multivariate synthetic generalized sample variance |S| (synthetic |S|) chart is a combination of the |S| sub-chart and the conforming run length sub-chart. A procedure for optimal designs of the synthetic |S| chart, based on the median run length (MRL), for both zero and steady-state modes are provided by minimizing the out-of-control MRL. The comparative results show that the synthetic |S| chart performs better than the standard |S| chart for detecting shifts in the covariance matrix of a multivariate normally distributed process, in terms of the MRL. An example is given to illustrate the operation of the synthetic |S| chart. Journal: Communications in Statistics - Theory and Methods Pages: 3034-3053 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048884 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048884 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3034-3053 Template-Type: ReDIF-Article 1.0 Author-Name: Ernesto J. Veres-Ferrer Author-X-Name-First: Ernesto J. Author-X-Name-Last: Veres-Ferrer Author-Name: Jose M. Pavía Author-X-Name-First: Jose M. Author-X-Name-Last: Pavía Title: Properties of the elasticity of a continuous random variable. A special look at its behavior and speed of change Abstract: Belzunce et al. (1995) define the elasticity for non negative random variables as the reversed proportional failure rate (RPFR). Veres-Ferrer and Pavía (2012, 2014b) interpret it in economic terms, extending its definition to variables that can also take negative values, and briefly present the role of elasticity in characterizing probability distributions. This paper highlights a set of properties demonstrated by elasticity, which shows many similar properties to the reverse hazard function. This paper pays particular attention to studying the increase/decrease and the speed of change of the elasticity function. These are important properties because of the characterizing role of elasticity, which makes it possible to introduce our hypotheses and knowledge about the random process in a more meaningful and intuitive way. As a general rule, it is observed the need for distinguishing between positive and negative areas of the support. Journal: Communications in Statistics - Theory and Methods Pages: 3054-3069 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053943 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053943 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3054-3069 Template-Type: ReDIF-Article 1.0 Author-Name: Fatima Batool Author-X-Name-First: Fatima Author-X-Name-Last: Batool Author-Name: Javid Shabbir Author-X-Name-First: Javid Author-X-Name-Last: Shabbir Author-Name: Zawar Hussain Author-X-Name-First: Zawar Author-X-Name-Last: Hussain Title: On the estimation of a sensitive quantitative mean using blank cards Abstract: In this article, we introduce for the first time, the blank card methods for estimation of finite population mean of a sensitive variable. Two generic randomization devices are suggested, and for each device we identify the choices of special models. We introduce additive, multiplicative, and combination of both additive and multiplicative scrambling models that require use of a non sensitive variable. We derive the basic statistical properties of each model. It is interesting to note that various existing estimators can be viewed as the special cases of those presented here. The statistical efficiency of proposed techniques is compared with Greenberg et al. (1971) and modified Perri (2008) model. The proposed devices can easily be adjusted to achieve the required efficiency level by making suitable choices of different design parameters. Journal: Communications in Statistics - Theory and Methods Pages: 3070-3079 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053944 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053944 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3070-3079 Template-Type: ReDIF-Article 1.0 Author-Name: Adriano K. Suzuki Author-X-Name-First: Adriano K. Author-X-Name-Last: Suzuki Author-Name: Gladys D. C. Barriga Author-X-Name-First: Gladys D. C. Author-X-Name-Last: Barriga Author-Name: Francisco Louzada Author-X-Name-First: Francisco Author-X-Name-Last: Louzada Author-Name: Vicente G. Cancho Author-X-Name-First: Vicente G. Author-X-Name-Last: Cancho Title: A general long-term aging model with different underlying activation mechanisms: Modeling, Bayesian estimation, and case influence diagnostics Abstract: In this paper we propose a general cure rate aging model. Our approach enables different underlying activation mechanisms which lead to the event of interest. The number of competing causes of the event of interest is assumed to follow a logarithmic distribution. The model is parameterized in terms of the cured fraction which is then linked to covariates. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis for the proposed model. Moreover, some discussions on the model selection to compare the fitted models are given, as well as case deletion influence diagnostics are developed for the joint posterior distribution based on the ψ-divergence, which has several divergence measures as particular cases, such as the Kullback–Leibler (K-L), J-distance, L1 norm, and χ2-square divergence measures. Simulation studies are performed and experimental results are illustrated based on a real malignant melanoma data. Journal: Communications in Statistics - Theory and Methods Pages: 3080-3098 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1053945 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1053945 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3080-3098 Template-Type: ReDIF-Article 1.0 Author-Name: Budi Pratikno Author-X-Name-First: Budi Author-X-Name-Last: Pratikno Author-Name: Shahjahan Khan Author-X-Name-First: Shahjahan Author-X-Name-Last: Khan Title: Testing equality of two intercepts for the parallel regression model with non sample prior information Abstract: This paper proposes tests for equality of intercepts of two simple regression models when non sample prior information is available on the equality of two slopes. For three different scenarios on the values of the slope, namely (i) unknown (unspecified), (ii) known (specified), and (iii) suspected, we derive the unrestricted test (UT), restricted test (RT), and pre-test test (PTT) for testing the equality of intercepts. The test statistics, their sampling distributions, and power functions of the tests are obtained. Comparison of power function and size of the tests reveals that the PTT has a reasonable dominance over the UT and RT. Journal: Communications in Statistics - Theory and Methods Pages: 3099-3110 Issue: 6 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1054941 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1054941 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3099-3110 Template-Type: ReDIF-Article 1.0 Author-Name: Daoudi Hamza Author-X-Name-First: Daoudi Author-X-Name-Last: Hamza Author-Name: Boubaker Mechab Author-X-Name-First: Boubaker Author-X-Name-Last: Mechab Author-Name: Chikr Elmezouar Zouaoui Author-X-Name-First: Chikr Elmezouar Author-X-Name-Last: Zouaoui Title: Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data Abstract: The main goal of this paper is to study the estimation of the conditional hazard function of a scalar response variable Y given a hilbertian random variable X in functional single-index model. We construct an estimator of this nonparametric function and we study its asymptotic properties, under quasi-associated structure. Precisely, we establish the asymptotic normality of the constructed estimator. We carried out simulation experiments to examine the behavior of this asymptotic property over finite sample data. Journal: Communications in Statistics - Theory and Methods Pages: 513-530 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549248 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549248 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:513-530 Template-Type: ReDIF-Article 1.0 Author-Name: Dawei Lu Author-X-Name-First: Dawei Author-X-Name-Last: Lu Author-Name: Xiaoyan Chen Author-X-Name-First: Xiaoyan Author-X-Name-Last: Chen Author-Name: Jinghai Feng Author-X-Name-First: Jinghai Author-X-Name-Last: Feng Title: Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails Abstract: In this paper, we investigate the moderate deviations for random weighted sums of widely upper orthant dependent (WUOD) random variables with consistently varying tails, which are not necessarily identically distributed. In the end, we obtain the asymptotic relations for random weighted sums of random variables. Journal: Communications in Statistics - Theory and Methods Pages: 531-551 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1543775 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543775 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:531-551 Template-Type: ReDIF-Article 1.0 Author-Name: Bahram Sadeghpour Gildeh Author-X-Name-First: Bahram Author-X-Name-Last: Sadeghpour Gildeh Author-Name: Zainab Abbasi Ganji Author-X-Name-First: Zainab Author-X-Name-Last: Abbasi Ganji Title: The effect of measurement error on the process incapability index Abstract: Process capability and incapability indices are numerical tools that evaluate the ability of a process in conformance with the required specifications. The process incapability index Cpp″, introduced by Chen (1998), provides numerical measures on process precision, accuracy and performance. This paper considers the effect of measurement error, usually from measuring instruments, on Cpp″ and investigates the statistical properties of the estimated index. The results indicate that incapability index based on the measurement error has an important role in detecting process performance and ignoring it causes the process performance to be underestimated. Journal: Communications in Statistics - Theory and Methods Pages: 552-566 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1543777 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543777 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:552-566 Template-Type: ReDIF-Article 1.0 Author-Name: Zongyuan Huang Author-X-Name-First: Zongyuan Author-X-Name-Last: Huang Author-Name: Haiyang Wang Author-X-Name-First: Haiyang Author-X-Name-Last: Wang Author-Name: Zhen Wu Author-X-Name-First: Zhen Author-X-Name-Last: Wu Author-Name: Zhiyong Yu Author-X-Name-First: Zhiyong Author-X-Name-Last: Yu Title: Quadratic reflected BSDEs and related obstacle problems for PDEs Abstract: In this paper, we study a kind of reflected backward stochastic differential equations (BSDEs) whose generators are of quadratic growth in z and linear growth in y. We first give an estimate of solutions to such reflected BSDEs. Then under the condition that the generators are convex with respect to z, we can obtain a comparison theorem, which implies the uniqueness of solutions for this kind of reflected BSDEs. Besides, the assumption of convexity also leads to a stability property in the spirit of above estimate. We further establish the nonlinear Feynman-Kac formula of the related obstacle problems for partial differential equations (PDEs) in our framework. At last, a numerical example is given to illustrate the applications of our theoretical results, as well as its connection with an optimal stopping time problem. Journal: Communications in Statistics - Theory and Methods Pages: 567-589 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1543778 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1543778 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:567-589 Template-Type: ReDIF-Article 1.0 Author-Name: Mo Yang Author-X-Name-First: Mo Author-X-Name-Last: Yang Author-Name: Borek Puza Author-X-Name-First: Borek Author-X-Name-Last: Puza Title: Optimal confidence intervals for the geometric parameter Abstract: This article discusses optimal confidence estimation for the geometric parameter and shows how different criteria can be used for evaluating confidence sets within the framework of tail functions theory. The confidence interval obtained using a particular tail function is studied and shown to outperform others, in the sense of having smaller width or expected width under a specified weight function. It is also shown that it may not be possible to find the most powerful test regarding the parameter using the Neyman-Pearson lemma. The theory is illustrated by application to a fecundability study. Journal: Communications in Statistics - Theory and Methods Pages: 590-606 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549242 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549242 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:590-606 Template-Type: ReDIF-Article 1.0 Author-Name: Mehmet Niyazi Çankaya Author-X-Name-First: Mehmet Niyazi Author-X-Name-Last: Çankaya Author-Name: Olcay Arslan Author-X-Name-First: Olcay Author-X-Name-Last: Arslan Title: On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* Abstract: Examining the robustness properties of maximum likelihood (ML) estimators of parameters in exponential power and generalized t distributions has been considered together. The well-known asymptotic properties of ML estimators of location, scale and added skewness parameters in these distributions are studied. The ML estimators for location, scale and scale variant (skewness) parameters are represented as an iterative reweighting algorithm (IRA) to compute the estimates of these parameters simultaneously. The artificial data are generated to examine performance of IRA for ML estimators of parameters simultaneously. We make a comparison between these two distributions to test the fitting performance on real data sets. The goodness of fit test and information criteria approve that robustness and fitting performance should be considered together as a key for modeling issue to have the best information from real data sets. Journal: Communications in Statistics - Theory and Methods Pages: 607-630 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549243 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549243 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:607-630 Template-Type: ReDIF-Article 1.0 Author-Name: Waldemar Popiński Author-X-Name-First: Waldemar Author-X-Name-Last: Popiński Title: Least squares orthogonal polynomial regression estimation for irregular design Abstract: The problem of nonparametric function fitting using the complete orthogonal system of Legendre polynomials ek,k=0,1,…, for the observation model with errors in the independent and dependent variables yj=f(x0j+ξj)+ηj,j=1,2,…,n, is considered for f∈C[−1,1], where x0j are equidistant points in [−1,1], ξj are deterministic or random errors such that |ξj|<1/n, and ηj are correlated random variables with Eηηj=0,Eηηj2=ση2<∞. Finite sample properties and convergence rates of the integrated mean-square error Eη||f−f̂N(n)||22, pointwise mean-square error Eη(f(x)−f̂N(n)(x))2, mean supremum norm error Eη||f−f̂N(n)‖∞, as well as average sample error ∑j=1nEη(f(x0j+ξj)−f̂N(n)(x0j+ξj))2/n of the estimator f̂N(n)(x)=∑k=0N(n)−1ĉkek(x) with coefficients ĉk,k=0,1,…,N(n)−1, obtained by the least squares method are studied. Journal: Communications in Statistics - Theory and Methods Pages: 631-647 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549244 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549244 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:631-647 Template-Type: ReDIF-Article 1.0 Author-Name: Calisto Guambe Author-X-Name-First: Calisto Author-X-Name-Last: Guambe Author-Name: Rodwell Kufakunesu Author-X-Name-First: Rodwell Author-X-Name-Last: Kufakunesu Title: Optimal investment-consumption and life insurance with capital constraints Abstract: The aim of this paper is to solve an optimal investment, consumption and life insurance problem when the investor is restricted to capital guarantee. We consider an incomplete market described by a jump-diffusion model with stochastic volatility. Using the martingale approach, we prove the existence of the optimal strategy and the optimal martingale measure and we obtain the explicit solutions for the power utility functions. Journal: Communications in Statistics - Theory and Methods Pages: 648-669 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549246 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549246 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:648-669 Template-Type: ReDIF-Article 1.0 Author-Name: Richard A. Chechile Author-X-Name-First: Richard A. Author-X-Name-Last: Chechile Title: A Bayesian analysis for the Mann-Whitney statistic Abstract: A Bayesian analysis is developed for the Mann-Whitney (U) statistic. The analysis is focused on an Ω parameter, which is defined as the integrated proportion of the population in a generic experimental condition that has values that exceed values in a separate control condition. The likelihood function P(U|Ω) is approximated for both small and large sample size studies. The likelihood function is free of distributional assumptions about the actual experimental and control variates. A Monte Carlo method is used for small sample sizes, and a conjugate beta approximation model is developed for larger sample sizes. If there are 15 or more observations in each condition, the large sample approximation is highly accurate across a wide range of outcomes. The Bayes-factor efficiency and power efficiency are explored for the new Bayesian method. For properly specified Gaussian data, the power efficiency for the new method is nearly equal to that of the t test. But cases were identified for nonGaussian distributions where the power efficiency was superior for the Bayesian Mann-Whitney procedure. The new Bayesian analysis is thus a robust and powerful alternative to parametric models for examining the data from two independent conditions. Journal: Communications in Statistics - Theory and Methods Pages: 670-696 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549247 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549247 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:670-696 Template-Type: ReDIF-Article 1.0 Author-Name: Tahani Coolen-Maturi Author-X-Name-First: Tahani Author-X-Name-Last: Coolen-Maturi Author-Name: Frank P. A. Coolen Author-X-Name-First: Frank P. A. Author-X-Name-Last: Coolen Author-Name: Manal Alabdulhadi Author-X-Name-First: Manal Author-X-Name-Last: Alabdulhadi Title: Nonparametric predictive inference for diagnostic test thresholds Abstract: Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) curve and surface are useful tools to assess the ability of diagnostic tests to discriminate between ordered classes or groups. To define these diagnostic tests, selecting the optimal thresholds that maximize the accuracy of these tests is required. One procedure that is commonly used to find the optimal thresholds is by maximizing what is known as Youden’s index. This article presents nonparametric predictive inference (NPI) for selecting the optimal thresholds of a diagnostic test. NPI is a frequentist statistical method that is explicitly aimed at using few modeling assumptions, enabled through the use of lower and upper probabilities to quantify uncertainty. Based on multiple future observations, the NPI approach is presented for selecting the optimal thresholds for two-group and three-group scenarios. In addition, a pairwise approach has also been presented for the three-group scenario. The article ends with an example to illustrate the proposed methods and a simulation study of the predictive performance of the proposed methods along with some classical methods such as Youden index. The NPI-based methods show some interesting results that overcome some of the issues concerning the predictive performance of Youden’s index. Journal: Communications in Statistics - Theory and Methods Pages: 697-725 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549249 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549249 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:697-725 Template-Type: ReDIF-Article 1.0 Author-Name: Yong Li Author-X-Name-First: Yong Author-X-Name-Last: Li Title: A new stochastic mixed Liu estimator in linear regression model Abstract: To overcome multicollinearity, a new stochastic mixed Liu estimator is presented and its efficiency is considered. We also compare the proposed estimators in the sense of matrix mean squared error criteria. Finally a numerical example and a simulation study are given to show the performance of the estimators. Journal: Communications in Statistics - Theory and Methods Pages: 726-737 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549250 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549250 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:726-737 Template-Type: ReDIF-Article 1.0 Author-Name: Josemar Rodrigues Author-X-Name-First: Josemar Author-X-Name-Last: Rodrigues Author-Name: Jorge L. Bazán Author-X-Name-First: Jorge L. Author-X-Name-Last: Bazán Author-Name: Adriano K. Suzuki Author-X-Name-First: Adriano K. Author-X-Name-Last: Suzuki Title: A flexible procedure for formulating probability distributions on the unit interval with applications Abstract: In this paper, we present a flexible mechanism for constructing probability distributions on a bounded intervals which is based on the composition of the baseline cumulative probability function and the quantile transformation from another cumulative probability distribution. In particular, we are interested in the (0, 1) intervals. The composite quantile family of probability distributions contains many models that have been proposed in the recent literature and new probability distributions are introduced on the unit interval. The proposed methodology is illustrated with two examples to analyze a poverty dataset in Peru from the Bayesian paradigm and Likelihood points of view. Journal: Communications in Statistics - Theory and Methods Pages: 738-754 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549254 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549254 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:738-754 Template-Type: ReDIF-Article 1.0 Author-Name: Haruhiko Ogasawara Author-X-Name-First: Haruhiko Author-X-Name-Last: Ogasawara Title: An asymptotic equivalence of the cross-data and predictive estimators Abstract: Estimators using multiplicative tuning parameters for maximum likelihood estimators in cross-validation are called cross-data estimators in this paper. Single-sample versions of the cross-data estimators have been called predictive estimators in literatures, which are given by maximizing the expected log-likelihood, where the two-fold expectations are taken over the distributions of future and current data using maximum likelihood estimators based on current data. An asymptotic equivalence of the cross-data and predictive estimators is shown, which guarantees an optimality of the predictive estimator when an unknown population parameter vector is replaced by the sample counterpart. Examples using typical statistical distributions are shown. Journal: Communications in Statistics - Theory and Methods Pages: 755-768 Issue: 3 Volume: 49 Year: 2020 Month: 2 X-DOI: 10.1080/03610926.2018.1549258 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549258 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:755-768 Template-Type: ReDIF-Article 1.0 Author-Name: Conglian Yu Author-X-Name-First: Conglian Author-X-Name-Last: Yu Author-Name: Xiyang Wang Author-X-Name-First: Xiyang Author-X-Name-Last: Wang Title: A new model selection procedure for finite mixture regression models Abstract: In this article, we propose a new penalized-likelihood method to conduct model selection for finite mixture of regression models. The penalties are imposed on mixing proportions and regression coefficients, and hence order selection of the mixture and the variable selection in each component can be simultaneously conducted. The consistency of order selection and the consistency of variable selection are investigated. A modified EM algorithm is proposed to maximize the penalized log-likelihood function. Numerical simulations are conducted to demonstrate the finite sample performance of the estimation procedure. The proposed methodology is further illustrated via real data analysis. Journal: Communications in Statistics - Theory and Methods Pages: 4347-4366 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1601222 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1601222 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4347-4366 Template-Type: ReDIF-Article 1.0 Author-Name: Cen Chen Author-X-Name-First: Cen Author-X-Name-Last: Chen Author-Name: Shijie Wang Author-X-Name-First: Shijie Author-X-Name-Last: Wang Title: Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force Abstract: In this paper, we consider a by-claim risk model with a constant rate of interest force, in which the main claims and the by-claims form a sequence of pTQAI nonnegative random variables and all their distributions belong to the dominatedly-varying heavy-tailed subclass. We obtain the asymptotically upper and lower bound formulas of the ultimate ruin probability for such a by-claim risk model. As its by-products, some interesting properties for pTQAI structure are also investigated. The results extend some existing ones in the literature. Journal: Communications in Statistics - Theory and Methods Pages: 4367-4377 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1599022 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1599022 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4367-4377 Template-Type: ReDIF-Article 1.0 Author-Name: Lu Pan Author-X-Name-First: Lu Author-X-Name-Last: Pan Author-Name: Ting Yan Author-X-Name-First: Ting Author-X-Name-Last: Yan Title: Asymptotics in the β-model for networks with a differentially private degree sequence Abstract: The β-model is a natural model for characterizing the degree heterogeneity that widely exists in the network data. The estimators of the model parameters in the differentially private β-model with the denoised process have been shown to be consistent and asymptotically normal. In this paper, we show that the moment estimators of the parameters based on the differentially private degree sequence without the denoised process is consistent and asymptotically normal. Journal: Communications in Statistics - Theory and Methods Pages: 4378-4393 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1599023 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1599023 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4378-4393 Template-Type: ReDIF-Article 1.0 Author-Name: Višnja Jurić Author-X-Name-First: Višnja Author-X-Name-Last: Jurić Author-Name: Tomasz J. Kozubowski Author-X-Name-First: Tomasz J. Author-X-Name-Last: Kozubowski Author-Name: Mihael Perman Author-X-Name-First: Mihael Author-X-Name-Last: Perman Title: An asymmetric multivariate weibull distribution Abstract: A class of multivariate laws as an extension of univariate Weibull distribution is presented. A well known representation of the asymmetric univariate Laplace distribution is used as the starting point. This new family of distributions exhibits some similarities to the multivariate normal distribution. Properties of this class of distributions are explored including moments, correlations, densities and simulation algorithms. The distribution is applied to model bivariate exchange rate data. The fit of the proposed model seems remarkably good. Parameters are estimated and a bootstrap study performed to assess the accuracy of the estimators. Journal: Communications in Statistics - Theory and Methods Pages: 4394-4412 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1599949 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1599949 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4394-4412 Template-Type: ReDIF-Article 1.0 Author-Name: Brenda V. Mac’Oduol Author-X-Name-First: Brenda V. Author-X-Name-Last: Mac’Oduol Author-Name: Paul J. van Staden Author-X-Name-First: Paul J. Author-X-Name-Last: van Staden Author-Name: Robert A. R. King Author-X-Name-First: Robert A. R. Author-X-Name-Last: King Title: Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing Abstract: Balakrishnan et al. proposed a two-piece skew logistic distribution by making use of the cumulative distribution function (CDF) of half distributions as the building block, to give rise to an asymmetric family of two-piece distributions, through the inclusion of a single shape parameter. This paper proposes the construction of asymmetric families of two-piece distributions by making use of quantile functions of symmetric distributions as building blocks. This proposition will enable the derivation of a general formula for the L-moments of two-piece distributions. Examples will be presented, where the logistic, normal, Student’s t(2) and hyperbolic secant distributions are considered. Journal: Communications in Statistics - Theory and Methods Pages: 4413-4429 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1601219 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1601219 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4413-4429 Template-Type: ReDIF-Article 1.0 Author-Name: Dai Xiaowen Author-X-Name-First: Dai Author-X-Name-Last: Xiaowen Author-Name: Jin Libin Author-X-Name-First: Jin Author-X-Name-Last: Libin Author-Name: Tian Yuzhu Author-X-Name-First: Tian Author-X-Name-Last: Yuzhu Author-Name: Tian Maozai Author-X-Name-First: Tian Author-X-Name-Last: Maozai Author-Name: Tang Manlai Author-X-Name-First: Tang Author-X-Name-Last: Manlai Title: Quantile regression for panel data models with fixed effects under random censoring Abstract: The locally weighted censored quantile regression approach is proposed for panel data models with fixed effects, which allows for random censoring. The resulting estimators are obtained by employing the fixed effects quantile regression method. The weights are selected either parametrically, semi-parametrically or non-parametrically. The large panel data asymptotics are used in an attempt to cope with the incidental parameter problem. The consistency and limiting distribution of the proposed estimator are also derived. The finite sample performance of the proposed estimators are examined via Monte Carlo simulations. Journal: Communications in Statistics - Theory and Methods Pages: 4430-4445 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1601221 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1601221 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4430-4445 Template-Type: ReDIF-Article 1.0 Author-Name: Abdallah S. A. Yaseen Author-X-Name-First: Abdallah S. A. Author-X-Name-Last: Yaseen Author-Name: Ahmed M. Gad Author-X-Name-First: Ahmed M. Author-X-Name-Last: Gad Title: A stochastic variant of the EM algorithm to fit mixed (discrete and continuous) longitudinal data with nonignorable missingness Abstract: In longitudinal studies data are collected on the same set of units for more than one occasion. In medical studies it is very common to have mixed Poisson and continuous longitudinal data. In such studies, for different reasons, some intended measurements might not be available resulting in a missing data setting. When the probability of missingness is related to the missing values, the missingness mechanism is termed nonrandom. The stochastic expectation-maximization (SEM) algorithm and the parametric fractional imputation (PFI) method are developed to handle nonrandom missingness in mixed discrete and continuous longitudinal data assuming different covariance structures for the continuous outcome. The proposed techniques are evaluated using simulation studies. Also, the proposed techniques are applied to the interstitial cystitis data base (ICDB) data. Journal: Communications in Statistics - Theory and Methods Pages: 4446-4467 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1601223 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1601223 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4446-4467 Template-Type: ReDIF-Article 1.0 Author-Name: Rodolphe Priam Author-X-Name-First: Rodolphe Author-X-Name-Last: Priam Title: Visualization of generalized mean estimators using auxiliary information in survey sampling Abstract: The mean estimators with ratio depend on multiple auxiliary variables and unknown parameters in a finite population setting. We propose a new generalized approach with matrices for modeling the mutivariate mean estimators with two auxiliary variables. Our approach brings naturally a graphical analysis for comparing mean estimators. Journal: Communications in Statistics - Theory and Methods Pages: 4468-4489 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1601224 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1601224 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4468-4489 Template-Type: ReDIF-Article 1.0 Author-Name: Yoonsuh Jung Author-X-Name-First: Yoonsuh Author-X-Name-Last: Jung Title: Optimal regression parameter-specific shrinkage by plug-in estimation Abstract: One benefit of the bias-variance tradeoff is that regression estimators do not have to be strictly unbiased. However, to take full advantage of allowing bias, shrinkage regression estimators require that the appropriate level of bias is chosen carefully. Because the conventional grid search for the shrinkage parameters requires heavy computation, it is practically difficult to incorporate more than two shrinkage parameters. In this paper, we propose a class of shrinkage regression estimators which differently shrink each regression parameter. For this purpose, we set the number of shrinkage parameters to be the same as the number of regression coefficients. The ideal shrinkage for each parameter is suggested, meaning that a burdensome tuning process is not required for each parameter. The n-consistency and oracle property of the suggested estimators are established. The application of the proposed methods to simulated and real data sets produces the favorable performance of the suggested regression shrinkage methods without the need for a grid search of the entire parameter space. Journal: Communications in Statistics - Theory and Methods Pages: 4490-4505 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1602649 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1602649 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4490-4505 Template-Type: ReDIF-Article 1.0 Author-Name: Zofia Hanusz Author-X-Name-First: Zofia Author-X-Name-Last: Hanusz Author-Name: Mirosław Krzyśko Author-X-Name-First: Mirosław Author-X-Name-Last: Krzyśko Author-Name: Rafał Nadulski Author-X-Name-First: Rafał Author-X-Name-Last: Nadulski Author-Name: Łukasz Waszak Author-X-Name-First: Łukasz Author-X-Name-Last: Waszak Title: Discriminant coordinates analysis for multivariate functional data Abstract: One of the basic statistical methods of dimensionality reduction is analysis of discriminant coordinates given by Fisher (1936) and Rao (1948). The space of discriminant coordinates is a space convenient for presenting multidimensional data originating from multiple groups and for the use of various classification methods (methods of discriminant analysis). In the present paper, we adapt the classical discriminant coordinates analysis to multivariate functional data. The theory has been applied to analysis of textural properties of apples of six varieties, measured over a period of 180 days, stored in two types of refrigeration chamber. Journal: Communications in Statistics - Theory and Methods Pages: 4506-4519 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1602650 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1602650 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4506-4519 Template-Type: ReDIF-Article 1.0 Author-Name: Yanqiao Zheng Author-X-Name-First: Yanqiao Author-X-Name-Last: Zheng Author-Name: Xiaobing Zhao Author-X-Name-First: Xiaobing Author-X-Name-Last: Zhao Author-Name: Xiaoqi Zhang Author-X-Name-First: Xiaoqi Author-X-Name-Last: Zhang Title: A novel approach to estimate the Cox model with temporal covariates and application to medical cost data Abstract: We propose a novel approach to estimate the Cox model with temporal covariates. Our new approach treats the temporal covariates as arising from a longitudinal process which is modeled jointly with the event time. Different from the literature, the longitudinal process in our model is specified as a bounded variational process and determined by a family of Initial Value Problems associated with an Ordinary Differential Equation. Our specification has the advantage that only the observation of the temporal covariates at the event-time and the event-time itself are needed to fit the model, while it is fine but not necessary to have more longitudinal observations. This fact makes our approach very useful for many medical outcome datasets, such as the SPARCS and NIS, where it is important to find the hazard rate of being discharged given the accumulative cost but only the total cost at the discharge time is available due to the protection of private information. Our estimation procedure is based on maximizing the full information likelihood function. The resulting estimators are shown to be consistent and asymptotically normally distributed. Simulations and a real example illustrate the utility of the proposed model. Finally, a couple of extensions are discussed. Journal: Communications in Statistics - Theory and Methods Pages: 4520-4535 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1602651 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1602651 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4520-4535 Template-Type: ReDIF-Article 1.0 Author-Name: Jean-Michel Loubes Author-X-Name-First: Jean-Michel Author-X-Name-Last: Loubes Author-Name: Clément Marteau Author-X-Name-First: Clément Author-X-Name-Last: Marteau Author-Name: Maikol Solís Author-X-Name-First: Maikol Author-X-Name-Last: Solís Title: Rates of convergence in conditional covariance matrix with nonparametric entries estimation Abstract: Given X∈Rp and Y∈R two random variables, assume the model Y=ψ(X)+ε where ψ(·) is an unknown function and ε is a random error. We estimate the conditional covariance matrix Cov(E[X|Y]) applying a plug-in kernel-based algorithm to its entries. Next, we investigate the estimators rate of convergence under smoothness hypotheses on the density function of (X,Y). In a high-dimensional context, we improve the consistency the whole matrix estimator by providing a decreasing structure over the Cov(E[X|Y]) entries. We illustrate a sliced inverse regression setting with a simulation study. Journal: Communications in Statistics - Theory and Methods Pages: 4536-4558 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1602652 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1602652 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4536-4558 Template-Type: ReDIF-Article 1.0 Author-Name: Fabio Gobbi Author-X-Name-First: Fabio Author-X-Name-Last: Gobbi Author-Name: Sabrina Mulinacci Author-X-Name-First: Sabrina Author-X-Name-Last: Mulinacci Title: Mixing and moments properties of a non-stationary copula-based Markov process Abstract: We provide conditions under which a non-stationary copula-based Markov process is geometric β-mixing and geometric ρ-mixing. Our results generalize some results of Beare who considers the stationary case. As a particular case we introduce a stochastic process, that we call convolution-based Markov process, whose construction is obtained by using the C-convolution operator which allows the increments to be dependent. Within this subclass of processes we characterize a modified version of the standard random walk where copulas and marginal distributions involved are in the same elliptical family. We study mixing and moments properties to identify the differences compared to the standard case. Journal: Communications in Statistics - Theory and Methods Pages: 4559-4570 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1602653 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1602653 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4559-4570 Template-Type: ReDIF-Article 1.0 Author-Name: Pao-sheng Shen Author-X-Name-First: Pao-sheng Author-X-Name-Last: Shen Title: Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data Abstract: Based on the approach of Pan and Zhou, we demonstrate that empirical likelihood ratios in terms of cumulative hazard function for left-truncated and right-censored (LTRC) data can be used to form confidence intervals for the parameters that are linear functionals of the cumulative hazard function. Simulation studies indicate that the empirical likelihood ratio based confidence intervals work well in finite samples. Journal: Communications in Statistics - Theory and Methods Pages: 4571-4586 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1604960 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1604960 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4571-4586 Template-Type: ReDIF-Article 1.0 Author-Name: Hung-Mo Lin Author-X-Name-First: Hung-Mo Author-X-Name-Last: Lin Author-Name: John M. Williamson Author-X-Name-First: John M. Author-X-Name-Last: Williamson Author-Name: Hae-Young Kim Author-X-Name-First: Hae-Young Author-X-Name-Last: Kim Title: Firth adjustment for Weibull current-status survival analysis Abstract: Analysis of right-censored data is problematic due to infinite maximum likelihood estimates (MLE) and potentially biased estimates, especially for small numbers of events. Analyzing current-status data is especially troublesome because of the extreme loss of precision due to large failure intervals. We extend Firth’s method for regular parametric problems to current-status modeling with the Weibull distribution. Firth advocated a bias reduction method for MLE by systematically correcting the score equation. An advantage is that it is still applicable when the MLE does not exist. We present simulation studies and two illustrative analyses involving RFM mice lung tumor data. Journal: Communications in Statistics - Theory and Methods Pages: 4587-4602 Issue: 18 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1606241 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1606241 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4587-4602 Template-Type: ReDIF-Article 1.0 Author-Name: Huahui Yan Author-X-Name-First: Huahui Author-X-Name-Last: Yan Author-Name: Huisheng Shu Author-X-Name-First: Huisheng Author-X-Name-Last: Shu Author-Name: Xiu Kan Author-X-Name-First: Xiu Author-X-Name-Last: Kan Title: Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model Abstract: The Equity-Indexed annuities (EIAs) provide investors not only a minimum rate of return but also an opportunity to gain a potential profit that is linked to the performance of an equity index, typically S&$\&$P 500. These properties make EIAs become very popular in the market and receive considerable attention in the actuarial literature. In this article, we investigate the Equity-Indexed annuities valuation when the discrete dividend payments follow a Markov-modulated jump diffusion model. Using the generalized Itô formula, we obtain the explicit solution for dividend payments of the model. From Dividend Discount theory, which implies that the stock price should be equal to the net present value of all its future dividend payments, the stock price process is then deduced. Within this framework, closed-form solution to the point-to-point EIA pricing problem is derived via the characteristic function of the occupation times. Journal: Communications in Statistics - Theory and Methods Pages: 2207-2221 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.819922 File-URL: http://hdl.handle.net/10.1080/03610926.2013.819922 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2207-2221 Template-Type: ReDIF-Article 1.0 Author-Name: Nasser Davarzani Author-X-Name-First: Nasser Author-X-Name-Last: Davarzani Author-Name: Ahmad Parsian Author-X-Name-First: Ahmad Author-X-Name-Last: Parsian Author-Name: Ralf Peeters Author-X-Name-First: Ralf Author-X-Name-Last: Peeters Title: Dependent Right Censorship in the MOMW Distribution Abstract: In this paper, we consider paired survival data, in which pair members are subject to the same right censoring time, but they are dependent on each other. Assuming the Marshall–Olkin Multivariate Weibull distribution for the joint distribution of the lifetimes (X1, X2) and the censoring time X3, we derive the joint density of the actual observed data and obtain maximum likelihood estimators, Bayes estimators and posterior regret Gamma minimax estimators of the unknown parameters under squared error loss and weighted squared error loss functions. We compare the performances of the maximum likelihood estimators and Bayes estimators numerically in terms of biases and estimated Mean Squared Error Loss. Journal: Communications in Statistics - Theory and Methods Pages: 2222-2242 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.766342 File-URL: http://hdl.handle.net/10.1080/03610926.2013.766342 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2222-2242 Template-Type: ReDIF-Article 1.0 Author-Name: Kangning Wang Author-X-Name-First: Kangning Author-X-Name-Last: Wang Author-Name: Lu Lin Author-X-Name-First: Lu Author-X-Name-Last: Lin Title: Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data Abstract: We propose a penalized quantile regression for partially linear varying coefficient (VC) model with longitudinal data to select relevant non parametric and parametric components simultaneously. Selection consistency and oracle property are established. Furthermore, if linear part and VC part are unknown, we propose a new unified method, which can do three types of selections: separation of varying and constant effects, selection of relevant variables, and it can be carried out conveniently in one step. Consistency in the three types of selections and oracle property in estimation are established as well. Simulation studies and real data analysis also confirm our method. Journal: Communications in Statistics - Theory and Methods Pages: 2243-2266 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.857418 File-URL: http://hdl.handle.net/10.1080/03610926.2013.857418 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2243-2266 Template-Type: ReDIF-Article 1.0 Author-Name: M. Revan Özkale Author-X-Name-First: M. Revan Author-X-Name-Last: Özkale Author-Name: Tuğba Söküt Açar Author-X-Name-First: Tuğba Author-X-Name-Last: Söküt Açar Title: Leverages and Influential Observations in a Regression Model with Autocorrelated Errors Abstract: This article deals with the general form of the hat matrix and the DFBETA measure to detect the influential observations and the leverages in the linear regression model with more than one regressor when the errors are from AR(1) and AR(2) processes. Previous studies dealing with the influential observations and the leverages in the constant mean model and regression through the origin model are obtained as special cases. To demonstrate the utility of the hat matrix and the DFBETA measure, two numerical examples based on the ice cream consumption data with AR(1) errors and the Fox-Hartnagel data with AR(2) errors are analyzed. The results show that the parameter of the autoregressive process affects the influential and leverage points. Journal: Communications in Statistics - Theory and Methods Pages: 2267-2290 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781646 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781646 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2267-2290 Template-Type: ReDIF-Article 1.0 Author-Name: Haruka Yamashita Author-X-Name-First: Haruka Author-X-Name-Last: Yamashita Author-Name: Hideo Suzuki Author-X-Name-First: Hideo Author-X-Name-Last: Suzuki Title: The Methods for Approximation of Principal Points for Binary Distributions on the Basis of Submodularity Abstract: Principal points for binary distributions are able to be defined based on Flury’s principal points (1990). However, finding principal points for binary distributions is hard in a straightforward manner. In this article, a method for approximating principal points for binary distributions is proposed by formulating it as an uncapacitated location problem. Moreover, it is shown that the problem of finding principal points can be solved with the aid of submodular functions. It leads to a solution whose value is at least (1 − 1/e) times the optimal value. Journal: Communications in Statistics - Theory and Methods Pages: 2291-2309 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781645 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781645 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2291-2309 Template-Type: ReDIF-Article 1.0 Author-Name: Wichairat Chuntee Author-X-Name-First: Wichairat Author-X-Name-Last: Chuntee Author-Name: Kritsana Neammanee Author-X-Name-First: Kritsana Author-X-Name-Last: Neammanee Title: Bounds on Normal Approximations for the number of Descents and Inversions Abstract: In this article, we use Stein’s method to give non uniform bounds for normal approximation for the number of descents and inversions. Moreover, we also improve a constant on uniform bounds for normal approximation of those random variables in Fulman’s work in 2004. Our constants are 13.42 and 14.24, respectively. Journal: Communications in Statistics - Theory and Methods Pages: 2310-2329 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781642 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781642 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2310-2329 Template-Type: ReDIF-Article 1.0 Author-Name: Kenneth S. Berenhaut Author-X-Name-First: Kenneth S. Author-X-Name-Last: Berenhaut Author-Name: James W. Chernesky, Jr. Author-X-Name-First: James W. Author-X-Name-Last: Chernesky, Jr. Author-Name: Ross P. Hilton Author-X-Name-First: Ross P. Author-X-Name-Last: Hilton Title: Asymptotic Expansions for i.i.d. Sums Via Lower-order Convolutions Abstract: In this article, we introduce new asymptotic expansions for probability functions of sums of independent and identically distributed random variables. Results are obtained by efficiently employing information provided by lower-order convolutions. In comparison with Edgeworth-type theorems, advantages include improved asymptotic results in the case of symmetric random variables and ease of computation of main error terms and asymptotic crossing points. The first-order estimate can perform quite well against the corresponding renormalized saddlepoint approximation and, pointwise, requires evaluation of only a single convolution integral. While the new expansions are fairly straightforward, the implications are fortuitous and may spur further related work. Journal: Communications in Statistics - Theory and Methods Pages: 2330-2350 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.765473 File-URL: http://hdl.handle.net/10.1080/03610926.2013.765473 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2330-2350 Template-Type: ReDIF-Article 1.0 Author-Name: Junyong Park Author-X-Name-First: Junyong Author-X-Name-Last: Park Author-Name: Bimal Sinha Author-X-Name-First: Bimal Author-X-Name-Last: Sinha Author-Name: Arvind Shah Author-X-Name-First: Arvind Author-X-Name-Last: Shah Author-Name: Dihua Xu Author-X-Name-First: Dihua Author-X-Name-Last: Xu Author-Name: Jianxin Lin Author-X-Name-First: Jianxin Author-X-Name-Last: Lin Title: Likelihood Ratio Tests for Interval Hypotheses with Applications Abstract: In this article, we derive the likelihood ratio tests (LRTs) for simultaneously testing interval hypotheses for normal means with known and unknown variances, and also with unknown but equal variance. Special cases when the interval hypotheses boil down to a point hypothesis are also discussed. Remarks regarding comparison of the LRT with tests based on combination of p-values are made, and several applications based on real data are mentioned. Journal: Communications in Statistics - Theory and Methods Pages: 2351-2370 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781639 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781639 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2351-2370 Template-Type: ReDIF-Article 1.0 Author-Name: Miao Zhang Author-X-Name-First: Miao Author-X-Name-Last: Zhang Author-Name: Gaofeng Zong Author-X-Name-First: Gaofeng Author-X-Name-Last: Zong Title: Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion Abstract: In this paper, we introduce the concept of the p-mean almost periodicity for stochastic processes in non linear expectation spaces. The existence and uniqueness of square-mean almost periodic solutions to some non linear stochastic differential equations driven by G-Brownian motion are established under some assumptions for the coefficients. The asymptotic stability of the unique square-mean almost periodic solution in the square-mean sense is also discussed. Journal: Communications in Statistics - Theory and Methods Pages: 2371-2384 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.863935 File-URL: http://hdl.handle.net/10.1080/03610926.2013.863935 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2371-2384 Template-Type: ReDIF-Article 1.0 Author-Name: Abdelnasser Dahmani Author-X-Name-First: Abdelnasser Author-X-Name-Last: Dahmani Author-Name: Karima Belaide Author-X-Name-First: Karima Author-X-Name-Last: Belaide Title: Exponential Inequalities in Stochastic Inverse Problems Using an Iterative Method Abstract: We consider an iterative method in order to solve linear inverse problems. We establish exponential inequalities for the probability of the distance between the approximated solution and the exact one for a calibration problem. The approximate is given by an iterative method with Gaussian errors. We treat an operator equation of the form Ax = u, where A is a compact operator. Journal: Communications in Statistics - Theory and Methods Pages: 2385-2397 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.879183 File-URL: http://hdl.handle.net/10.1080/03610926.2013.879183 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2385-2397 Template-Type: ReDIF-Article 1.0 Author-Name: Saadia Masood Author-X-Name-First: Saadia Author-X-Name-Last: Masood Author-Name: Javid Shabbir Author-X-Name-First: Javid Author-X-Name-Last: Shabbir Title: On Some Families of Estimators of Variance of Post-Stratified Sample Mean Using Two Auxiliary Variables Abstract: In this article, we propose some families of estimators for finite population variance of post-stratified sample mean using information on two auxiliary variables. The families of estimators are discussed in their optimum cases. The MSE of these estimators are derived to the first order of approximation. The percent relative efficiency of proposed families of estimators has been demonstrated with the numerical illustrations. Journal: Communications in Statistics - Theory and Methods Pages: 2398-2415 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.788719 File-URL: http://hdl.handle.net/10.1080/03610926.2013.788719 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2398-2415 Template-Type: ReDIF-Article 1.0 Author-Name: Annamaria Bianchi Author-X-Name-First: Annamaria Author-X-Name-Last: Bianchi Author-Name: Nicola Salvati Author-X-Name-First: Nicola Author-X-Name-Last: Salvati Title: Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators Abstract: M-quantile regression is defined as a “quantile-like” generalization of robust regression based on influence functions. This article outlines asymptotic properties for the M-quantile regression coefficients estimators in the case of i.i.d. data with stochastic regressors, paying attention to adjustments due to the first-step scale estimation. A variance estimator of the M-quantile regression coefficients based on the sandwich approach is proposed. Empirical results show that this estimator appears to perform well under different simulated scenarios. The sandwich estimator is applied in the small area estimation context for the estimation of the mean squared error of an estimator for the small area means. The results obtained improve previous findings, especially in the case of heteroskedastic data. Journal: Communications in Statistics - Theory and Methods Pages: 2416-2429 Issue: 11 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.791375 File-URL: http://hdl.handle.net/10.1080/03610926.2013.791375 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:11:p:2416-2429 Template-Type: ReDIF-Article 1.0 Author-Name: Rui Li Author-X-Name-First: Rui Author-X-Name-Last: Li Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: The true maximum-likelihood estimators for the generalized Gaussian distribution with p = 3, 4, 5 Abstract: The generalized Gaussian distribution with location parameter μ, scale parameter σ, and shape parameter p contains the Laplace, normal, and uniform distributions as particular cases for p = 1, 2, +∞, respectively. Derivations of the true maximum-likelihood estimators of μ and σ for these special cases are popular exercises in many university courses. Here, we show how the true maximum-likelihood estimators of μ and σ can be derived for p = 3, 4, 5. The derivations involve solving of quadratic, cubic, and quartic equations. Journal: Communications in Statistics - Theory and Methods Pages: 8821-8835 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1185121 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1185121 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8821-8835 Template-Type: ReDIF-Article 1.0 Author-Name: Tian Xia Author-X-Name-First: Tian Author-X-Name-Last: Xia Author-Name: Xuejun Jiang Author-X-Name-First: Xuejun Author-X-Name-Last: Jiang Author-Name: Xueren Wang Author-X-Name-First: Xueren Author-X-Name-Last: Wang Title: Diagnostics for quasi-likelihood nonlinear models Abstract: Quasi-likelihood nonlinear models (QLNMs) are an extension of generalized linear model and include a widen class of models as special cases. This article investigates some diagnostic methods in QLNMs. An equivalency between a case-deletion model and a mean-shift outlier model in QLNM is established. Two simulation study and a real dataset are used to illustrate the proposed diagnostic methods. Journal: Communications in Statistics - Theory and Methods Pages: 8836-8851 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1193201 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1193201 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8836-8851 Template-Type: ReDIF-Article 1.0 Author-Name: Jing Luo Author-X-Name-First: Jing Author-X-Name-Last: Luo Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Author-Name: Ting Yan Author-X-Name-First: Ting Author-X-Name-Last: Yan Author-Name: Laala Zeyneb Author-X-Name-First: Laala Author-X-Name-Last: Zeyneb Title: A note on asymptotic distributions in directed exponential random graph models with bi-degree sequences Abstract: The asymptotic normality of a fixed number of the maximum likelihood estimators (MLEs) in the directed exponential random graph models with an increasing bi-degree sequence has been established recently. In this article, we further derive a central limit theorem for a linear combination of all the MLEs with an increasing dimension. Simulation studies are provided to illustrate the asymptotic results. Journal: Communications in Statistics - Theory and Methods Pages: 8852-8864 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1193202 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1193202 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8852-8864 Template-Type: ReDIF-Article 1.0 Author-Name: Ayman M. Abd-Elrahman Author-X-Name-First: Ayman M. Author-X-Name-Last: Abd-Elrahman Title: A new two-parameter lifetime distribution with decreasing, increasing or upside-down bathtub-shaped failure rate Abstract: In this paper, we introduce a generalization of the Bilal distribution, where a new two-parameter distribution is presented. We show that its failure rate function can be upside-down bathtub shaped. The failure rate can also be decreasing or increasing. A comprehensive mathematical treatment of the new distribution is provided. The estimation by maximum likelihood is discussed, and a closed-form expression for Fisher’s information matrix is obtained. Asymptotic interval estimators for both of the two unknown parameters are also given. A simulation study is conducted and applications to real data sets are presented. Journal: Communications in Statistics - Theory and Methods Pages: 8865-8880 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1193198 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1193198 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8865-8880 Template-Type: ReDIF-Article 1.0 Author-Name: M. A. Alawady Author-X-Name-First: M. A. Author-X-Name-Last: Alawady Author-Name: A. M. Elsawah Author-X-Name-First: A. M. Author-X-Name-Last: Elsawah Author-Name: Jianwei Hu Author-X-Name-First: Jianwei Author-X-Name-Last: Hu Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Title: Asymptotic random extremal ratio and product based on generalized order statistics and its dual Abstract: The extremal ratio has been used in several fields, most notably in industrial quality control, life testing, small-area variation analysis, and the classical heterogeneity of variance situation. In many biological, agricultural, military activity problems and in some quality control problems, it is almost impossible to have a fixed sample size, because some observations are always lost for various reasons. Therefore, the sample size itself is considered frequently to be an random variable (rv). Generalized order statistics (GOS) have been introduced as a unifying theme for several models of ascendingly ordered rvs. The concept of dual generalized order statistics (DGOS) is introduced to enable a common approach to descendingly ordered rvs. In this article, the limit dfs are obtained for the extremal ratio and product with random indices under non random normalization based on GOS and DGOS. Moreover, this article considers the conditions under which the cases of random and non random indices give the same asymptotic results. Some illustrative examples are obtained, which lend further support to our theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 8881-8896 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1197255 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1197255 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8881-8896 Template-Type: ReDIF-Article 1.0 Author-Name: Barry C. Arnold Author-X-Name-First: Barry C. Author-X-Name-Last: Arnold Author-Name: Indranil Ghosh Author-X-Name-First: Indranil Author-X-Name-Last: Ghosh Author-Name: Ayman Alzaatreh Author-X-Name-First: Ayman Author-X-Name-Last: Alzaatreh Title: Construction of bivariate and multivariate weighted distributions via conditioning Abstract: Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this article, we propose an alternative method to construct a new family of bivariate and multivariate weighted distributions. For illustrative purposes, some examples of the proposed method are presented. Several structural properties of the bivariate weighted distributions including marginal distributions together with distributions of the minimum and maximum, evaluation of the reliability parameter, and verification of total positivity of order two are also presented. In addition, we provide some multivariate extensions of the proposed models. A real-life data set is used to show the applicability of these bivariate weighted distributions. Journal: Communications in Statistics - Theory and Methods Pages: 8897-8912 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1197256 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1197256 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8897-8912 Template-Type: ReDIF-Article 1.0 Author-Name: Shanqi Pang Author-X-Name-First: Shanqi Author-X-Name-Last: Pang Author-Name: Rong Yan Author-X-Name-First: Rong Author-X-Name-Last: Yan Author-Name: Sen Li Author-X-Name-First: Sen Author-X-Name-Last: Li Title: Schematic saturated orthogonal arrays obtained by using the contractive replacement method Abstract: This paper presents a general method of constructing schematic saturated orthogonal arrays of strength two. We consider a class of mixed saturated orthogonal arrays produced from saturated symmetric orthogonal arrays by using the contractive replacement method, study the Hamming distances of the rows, construct their association schemes, and prove that they are schematic. Some examples are given to illustrate this construction method. Journal: Communications in Statistics - Theory and Methods Pages: 8913-8924 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1197253 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1197253 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8913-8924 Template-Type: ReDIF-Article 1.0 Author-Name: Jianzhang Wu Author-X-Name-First: Jianzhang Author-X-Name-Last: Wu Author-Name: Xiao Yu Author-X-Name-First: Xiao Author-X-Name-Last: Yu Author-Name: Wei Gao Author-X-Name-First: Wei Author-X-Name-Last: Gao Title: Disequilibrium multi-dividing ontology learning algorithm Abstract: As an effective tool for data storage, processing, and computing, ontology has been used in many fields of computer science and information technology. By means of its powerful performance on semantic query and knowledge extraction, domain ontology has been built on various disciplines such as biology, pharmaceutics, geography, chemistry, etc. and been smoothly employed for their engineering applications. In these ontology applications, we aim to get an optimal ontology function which maps each ontology to a real number and then determine the similarity between concepts by the distance of their corresponding real numbers. In former ontology learning approaches, all the instances in the training sample have equal status in the learning process. In this article, we present the disequilibrium multi-dividing ontology algorithm in which the important ontology data will be highlighted during the learning, and the relevant ontology data tend to be eliminated. Four experiments are designed to test the serviceability of our disequilibrium multi-dividing algorithm from angles of ontology similarity measuring and ontology mapping construction. Journal: Communications in Statistics - Theory and Methods Pages: 8925-8942 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1197254 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1197254 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8925-8942 Template-Type: ReDIF-Article 1.0 Author-Name: Dejian Lai Author-X-Name-First: Dejian Author-X-Name-Last: Lai Author-Name: Qiang Zhang Author-X-Name-First: Qiang Author-X-Name-Last: Zhang Author-Name: Jose-Miguel Yamal Author-X-Name-First: Jose-Miguel Author-X-Name-Last: Yamal Author-Name: Paula T. Einhorn Author-X-Name-First: Paula T. Author-X-Name-Last: Einhorn Author-Name: Barry R. Davis Author-X-Name-First: Barry R. Author-X-Name-Last: Davis Title: Conditional moving linear regression: Modeling the recruitment process for ALLHAT Abstract: Effective recruitment is a prerequisite for successful execution of a clinical trial. ALLHAT, a large hypertension treatment trial (N = 42,418), provided an opportunity to evaluate adaptive modeling of recruitment processes using conditional moving linear regression. Our statistical modeling of recruitment, comparing Brownian and fractional Brownian motion, indicates that fractional Brownian motion combined with moving linear regression is better than classic Brownian motion in terms of higher conditional probability of achieving a global recruitment goal in 4-week ahead projections. Further research is needed to evaluate how recruitment modeling can assist clinical trialists in planning and executing clinical trials. Journal: Communications in Statistics - Theory and Methods Pages: 8943-8951 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1197251 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1197251 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8943-8951 Template-Type: ReDIF-Article 1.0 Author-Name: Lisha Guo Author-X-Name-First: Lisha Author-X-Name-Last: Guo Author-Name: X. Joan Hu Author-X-Name-First: X. Joan Author-X-Name-Last: Hu Author-Name: Yanyan Liu Author-X-Name-First: Yanyan Author-X-Name-Last: Liu Title: Estimation under Cox proportional hazards model with covariates missing not at random Abstract: This paper considers likelihood-based estimation under the Cox proportional hazards model in the situations where some covariate entries are missing not at random. Assuming the conditional distribution of the missing entries is known, we demonstrate the existence of the semiparametric maximum likelihood estimator of the model parameters, establish the consistency and weak convergence. By simulation, we examine the finite-sample performance of the estimation procedure, and compare the SPMLE with the one resulted from using an estimated conditional distribution of the missing entries. We analyze the data from a tuberculosis (TB) study applying the proposed approach for illustration. Journal: Communications in Statistics - Theory and Methods Pages: 8952-8972 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1197252 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1197252 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8952-8972 Template-Type: ReDIF-Article 1.0 Author-Name: Raghunath Arnab Author-X-Name-First: Raghunath Author-X-Name-Last: Arnab Author-Name: J. O. Olaomi Author-X-Name-First: J. O. Author-X-Name-Last: Olaomi Title: Optional randomized response technique in two-phase sampling Abstract: Two-phase optional randomized response (TORR) technique has been proposed. The proposed randomized response (RR) performs much better in general than the existing RR techniques. Theoretical and numerical illustrations identified conditions of superiority of the proposed TORR over the existing comparable optional randomized response (ORR) techniques. Journal: Communications in Statistics - Theory and Methods Pages: 8973-8986 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1197257 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1197257 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8973-8986 Template-Type: ReDIF-Article 1.0 Author-Name: S. H. Patil Author-X-Name-First: S. H. Author-X-Name-Last: Patil Author-Name: D. T. Shirke Author-X-Name-First: D. T. Author-X-Name-Last: Shirke Title: Economic design of non parametric sign control chart Abstract: An economic design of sign chart to control the median is proposed. Since the sign chart is distribution free, it can easily be applied to any process without prior knowledge of process quality distribution. The effect on loss cost observed for different shifts in location shows that the sign chart performs better for large shifts. The economic statistical performance study reveals that statistical performance of sign chart can be improved sufficiently for moderate shifts in the process. Sensitivity study shows that design is more sensitive for change in values of penalty loss cost and time required for search and repair of an assignable cause. Journal: Communications in Statistics - Theory and Methods Pages: 8987-8998 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1200095 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1200095 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8987-8998 Template-Type: ReDIF-Article 1.0 Author-Name: D. Dai Author-X-Name-First: D. Author-X-Name-Last: Dai Author-Name: T. Holgersson Author-X-Name-First: T. Author-X-Name-Last: Holgersson Author-Name: P. Karlsson Author-X-Name-First: P. Author-X-Name-Last: Karlsson Title: Expected and unexpected values of individual Mahalanobis distances Abstract: This paper derives first-order sampling moments of individual Mahalanobis distances (MDs) in cases when the dimension p of the variable is proportional to the sample size n. Asymptotic expected values when n, p → ∞ are derived under the assumption p/n → c, 0 ⩽ c < 1. It is shown that some types of standard estimators remain unbiased in this case, while others are asymptotically biased, a property that appears to be unnoticed in the literature. Second-order moments are also supplied to give some additional insight to the matter. Journal: Communications in Statistics - Theory and Methods Pages: 8999-9006 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1200096 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1200096 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:8999-9006 Template-Type: ReDIF-Article 1.0 Author-Name: Emilio Gómez–Déniz Author-X-Name-First: Emilio Author-X-Name-Last: Gómez–Déniz Author-Name: Jorge V. Pérez–Rodríguez Author-X-Name-First: Jorge V. Author-X-Name-Last: Pérez–Rodríguez Title: Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model Abstract: In this paper, we assume that the duration of a process has two different intrinsic components or phases which are independent. The first is the time it takes for a trade to be initiated in the market (for example, the time during which agents obtain knowledge about the market in which they are operating and accumulate information, which is coherent with Brownian motion) and the second is the subsequent time required for the trade to develop into a complete duration. Of course, if the first time is zero then the trade is initiated immediately and no initial knowledge is required. If we assume a specific compound Bernoulli distribution for the first time and an inverse Gaussian distribution for the second, the resulting convolution model has a mixture of an inverse Gaussian distribution with its reciprocal, which allows us to specify and test the unobserved heterogeneity in the autoregressive conditional duration (ACD) model.Our proposals make it possible not only to capture various density shapes of the durations but also easily to accommodate the behaviour of the tail of the distribution and the non monotonic hazard function. The proposed model is easy to fit and characterizes the behaviour of the conditional durations reasonably well in terms of statistical criteria based on point and density forecasts. Journal: Communications in Statistics - Theory and Methods Pages: 9007-9025 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1200094 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1200094 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9007-9025 Template-Type: ReDIF-Article 1.0 Author-Name: Yahia Abdel-Aty Author-X-Name-First: Yahia Author-X-Name-Last: Abdel-Aty Title: Exact likelihood inference for two populations from two-parameter exponential distributions under joint Type-II censoring Abstract: In this article, we develop exact inference for two populations that have a two-parameter exponential distribution with the same location parameter and different scale parameters when Type-II censoring is implemented on the two samples in a combined manner. We obtain the conditional maximum likelihood estimators (MLEs) of the three parameters. We then derive the exact distributions of these MLEs along with their moment generating functions. Based on general entropy loss function, Bayesian study about the parameters is presented. Finally, some simulation results and an illustrative example are presented to illustrate the methods of inference developed here. Journal: Communications in Statistics - Theory and Methods Pages: 9026-9041 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1200093 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1200093 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9026-9041 Template-Type: ReDIF-Article 1.0 Author-Name: Takayuki Yamada Author-X-Name-First: Takayuki Author-X-Name-Last: Yamada Author-Name: Tetsuto Himeno Author-X-Name-First: Tetsuto Author-X-Name-Last: Himeno Author-Name: Tetsuro Sakurai Author-X-Name-First: Tetsuro Author-X-Name-Last: Sakurai Title: Interval estimation in discriminant analysis for large dimension Abstract: This paper is concerned with the interval estimation for the log odds of the posterior probability that the observation vector belongs to one of two homoscedastic multivariate normal distributions (Π1 and Π2). We give the limiting distribution of the unbiased estimator for the log odds as the sample sizes and the dimension jointly tend to infinity, and approximate the confidence interval based on the asymptotic distribution. Small-scale simulations are performed to check the precision of the approximation. Journal: Communications in Statistics - Theory and Methods Pages: 9042-9052 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1202282 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1202282 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9042-9052 Template-Type: ReDIF-Article 1.0 Author-Name: Ahmad Reza Soltani Author-X-Name-First: Ahmad Reza Author-X-Name-Last: Soltani Author-Name: Kamel Abdollahnezhad Author-X-Name-First: Kamel Author-X-Name-Last: Abdollahnezhad Title: Limiting behavior of random Stieltjes partial sum: adjusted method of moments estimators Abstract: We prove strong consistency for the kth-order random Stieltjes partial sums (RSPS) whenever the underlying distribution function is supported by a finite interval and derive explicit formula for its kth moment about zero. Then, we provide formulas for the mean and variance of RSPS. We examine the power distribution with density function f(x;ν,θ)=νθ(x/θ)ν-1,00,θ>0$f(x;\nu ,\,\theta )=\frac{\nu }{\theta }(x/\theta )^{\nu -1},\;00,\,\theta >0$, where θ is an unknown parameter. In this class, we observe that the expected square relative error for the adjusted method of moments estimator for θ asymptotically is one-half of the corresponding term for the maximum likelihood estimator. Journal: Communications in Statistics - Theory and Methods Pages: 9053-9062 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1202283 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1202283 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9053-9062 Template-Type: ReDIF-Article 1.0 Author-Name: Tingxun Gou Author-X-Name-First: Tingxun Author-X-Name-Last: Gou Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Author-Name: Kashinath Chatterjee Author-X-Name-First: Kashinath Author-X-Name-Last: Chatterjee Title: A new extension strategy on three-level factorials under wrap-around L2-discrepancy Abstract: Sequential experiment is an indispensable strategy and is applied immensely to various fields of science and engineering. In such experiments, it is desirable that a given design should retain the properties as much as possible when few runs are added to it. The designs based on sequential experiment strategy are called extended designs. In this paper, we have studied theoretical properties of such experimental strategies using uniformity measure. We have also derived a lower bound of extended designs under wrap-around L2-discrepancy measure. Moreover, we have provided an algorithm to construct uniform (or nearly uniform) extended designs. For ease of understanding, some examples are also presented and a lot of sequential strategies for a 27-run original design are tabulated for practice. Journal: Communications in Statistics - Theory and Methods Pages: 9063-9074 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1202284 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1202284 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9063-9074 Template-Type: ReDIF-Article 1.0 Author-Name: Shijie Wang Author-X-Name-First: Shijie Author-X-Name-Last: Wang Author-Name: Cen Chen Author-X-Name-First: Cen Author-X-Name-Last: Chen Author-Name: Xuejun Wang Author-X-Name-First: Xuejun Author-X-Name-Last: Wang Title: Some novel results on pairwise quasi-asymptotical independence with applications to risk theory Abstract: In this article we obtain some novel results on pairwise quasi-asymptotically independent (pQAI) random variables. Concretely speaking, let X1, …, Xn be n real-valued pQAI random variables, and W1, …, Wn be another n non negative and arbitrarily dependent random variables, but independent of X1, …, Xn. Under some mild conditions, we prove that W1X1, …, WnXn are still pQAI as well. Our result is in a general setting whether the primary random variables X1, …, Xn are heavy-tailed or not. Finally, a special case of above result is applied to risk theory for investigating the finite-time ruin probability for a discrete-time risk model with a wide type of dependence structure. Journal: Communications in Statistics - Theory and Methods Pages: 9075-9085 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1202287 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1202287 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9075-9085 Template-Type: ReDIF-Article 1.0 Author-Name: Youyou Chen Author-X-Name-First: Youyou Author-X-Name-Last: Chen Author-Name: Tailong Li Author-X-Name-First: Tailong Author-X-Name-Last: Li Title: Moment convergence rates for the uniform empirical process and the uniform sample quantile process Abstract: Let {U1, U2, …, Un} be a sequence of independent and identically U[0, 1]-distributed random variables. Define the uniform empirical process as αn(t) = n− 1/2∑ni = 1(I{Ui ⩽ t} − t), 0 ⩽ t ⩽ 1, where ∥αn∥=sup0≤t≤1|αn(t)|$\Vert \alpha _n\Vert =\sup _{0\le t\le 1}|\alpha _n(t)|$. This paper estimates the exact convergence rates of weighted infinite series of E{∥αn∥-ε2logn}+$\textsf {E}{\lbrace }\Vert \alpha _n\Vert -\varepsilon \sqrt{2\log n} {\rbrace }_{+}$ and E{∥αn∥-ε2loglogn}+$\textsf {E}{\lbrace }\Vert \alpha _n\Vert -\varepsilon \sqrt{2\log \log n} {\rbrace }_{+}$ as ϵ tends to a positive constant. The corresponding results for the uniform sample quantile process are also presented. Journal: Communications in Statistics - Theory and Methods Pages: 9086-9091 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205614 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205614 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9086-9091 Template-Type: ReDIF-Article 1.0 Author-Name: Chong-Zhi Di Author-X-Name-First: Chong-Zhi Author-X-Name-Last: Di Author-Name: Kwun Chuen Gary Chan Author-X-Name-First: Kwun Chuen Gary Author-X-Name-Last: Chan Author-Name: Cheng Zheng Author-X-Name-First: Cheng Author-X-Name-Last: Zheng Author-Name: Kung-Yee Liang Author-X-Name-First: Kung-Yee Author-X-Name-Last: Liang Title: Testing homogeneity in semiparametric mixture case–control models Abstract: Parametric and semiparametric mixture models have been widely used in applications from many areas, and it is often of interest to test the homogeneity in these models. However, hypothesis testing is non standard due to the fact that several regularity conditions do not hold under the null hypothesis. We consider a semiparametric mixture case–control model, in the sense that the density ratio of two distributions is assumed to be of an exponential form, while the baseline density is unspecified. This model was first considered by Qin and Liang (2011, biometrics), and they proposed a modified score statistic for testing homogeneity. In this article, we consider alternative testing procedures based on supremum statistics, which could improve power against certain types of alternatives. We demonstrate the connection and comparison among the proposed and existing approaches. In addition, we provide a unified theoretical justification of the supremum test and other existing test statistics from an empirical likelihood perspective. The finite-sample performance of the supremum test statistics was evaluated in simulation studies. Journal: Communications in Statistics - Theory and Methods Pages: 9092-9100 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205612 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205612 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9092-9100 Template-Type: ReDIF-Article 1.0 Author-Name: Yousri Slaoui Author-X-Name-First: Yousri Author-X-Name-Last: Slaoui Title: Recursive kernel density estimators under missing data Abstract: In this article, we propose an automatic bandwidth selection of the recursive kernel density estimators with missing data in the context of global and local density estimation. We showed that, using the selected bandwidth and a special stepsize, the proposed recursive estimators outperformed the non recursive ones in terms of estimation error in the case of global estimation. However, the recursive estimators are much better in terms of computational costs. We corroborated these theoretical results through simulation studies and on the simulated data of the Aquitaine cohort of HIV$\texttt {HIV}$-1-infected patients and on the Coriell cell lines using the chromosome number 11. Journal: Communications in Statistics - Theory and Methods Pages: 9101-9125 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205618 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205618 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9101-9125 Template-Type: ReDIF-Article 1.0 Author-Name: Xujie Jia Author-X-Name-First: Xujie Author-X-Name-Last: Jia Author-Name: Jingyuan Shen Author-X-Name-First: Jingyuan Author-X-Name-Last: Shen Author-Name: Liying Wang Author-X-Name-First: Liying Author-X-Name-Last: Wang Author-Name: Zhongping Li Author-X-Name-First: Zhongping Author-X-Name-Last: Li Title: Vine copula constructions of higher-dimensional dependent reliability systems Abstract: Copulas have proved to be very successful tools for the flexible modeling of dependence. Bivariate copulas have been deeply researched in recent years, while building higher-dimensional copulas is still recognized to be a difficult task. In this paper, we study the higher-dimensional dependent reliability systems using a type of decomposition called “vine,” by which a multivariate distribution can be decomposed into a cascade of bivariate copulas. Some equations of system reliability for parallel, series, and k-out-of-n systems are obtained and then decomposed based on C-vine and D-vine copulas. Finally, a shutdown system is considered to illustrate the results obtained in the paper. Journal: Communications in Statistics - Theory and Methods Pages: 9126-9136 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205620 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205620 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9126-9136 Template-Type: ReDIF-Article 1.0 Author-Name: Christopher S. Withers Author-X-Name-First: Christopher S. Author-X-Name-Last: Withers Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: Discrete random vectors generated by Taylor expansions Abstract: We demonstrate how univariate discrete and multivariate discrete distributions can be generated using Taylor expansions. Some of the results involve use of Bell polynomials. Journal: Communications in Statistics - Theory and Methods Pages: 9137-9149 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205622 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205622 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9137-9149 Template-Type: ReDIF-Article 1.0 Author-Name: Thomas E. Bartlett Author-X-Name-First: Thomas E. Author-X-Name-Last: Bartlett Title: Network inference and community detection, based on covariance matrices, correlations, and test statistics from arbitrary distributions Abstract: In this article we propose methodology for inference of binary-valued adjacency matrices from various measures of the strength of association between pairs of network nodes, or more generally pairs of variables. This strength of association can be quantified by sample covariance and correlation matrices, and more generally by test-statistics and hypothesis test p-values from arbitrary distributions. Community detection methods such as block modeling typically require binary-valued adjacency matrices as a starting point. Hence, a main motivation for the methodology we propose is to obtain binary-valued adjacency matrices from such pairwise measures of strength of association between variables. The proposed methodology is applicable to large high-dimensional data sets and is based on computationally efficient algorithms. We illustrate its utility in a range of contexts and data sets. Journal: Communications in Statistics - Theory and Methods Pages: 9150-9165 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205624 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205624 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9150-9165 Template-Type: ReDIF-Article 1.0 Author-Name: Devendra Kumar Author-X-Name-First: Devendra Author-X-Name-Last: Kumar Author-Name: Sanku Dey Author-X-Name-First: Sanku Author-X-Name-Last: Dey Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: Extended exponential distribution based on order statistics Abstract: The extended exponential distribution due to Nadarajah and Haghighi (2011) is an alternative to and always provides better fits than the gamma, Weibull, and the exponentiated exponential distributions whenever the data contain zero values. We establish recurrence relations for the single and product moments of order statistics from the extended exponential distribution. These recurrence relations enable computation of the means, variances, and covariances of all order statistics for all sample sizes in a simple and efficient manner. By using these relations, we tabulate the means, variances, and covariances of order statistics and derive best linear unbiased estimates of the extended exponential distribution. Finally, a data application is provided. Journal: Communications in Statistics - Theory and Methods Pages: 9166-9184 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205625 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205625 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9166-9184 Template-Type: ReDIF-Article 1.0 Author-Name: Yogesh Mani Tripathi Author-X-Name-First: Yogesh Mani Author-X-Name-Last: Tripathi Author-Name: Somesh Kumar Author-X-Name-First: Somesh Author-X-Name-Last: Kumar Author-Name: C. Petropoulos Author-X-Name-First: C. Author-X-Name-Last: Petropoulos Title: Minimax estimators for the lower-bounded scale parameter of a location-scale family of distributions Abstract: This article is concerned with the minimax estimation of a scale parameter under the quadratic loss function where the family of densities is location-scale type. We obtain results for the case when the scale parameter is bounded below by a known constant. Implications for the estimation of a lower-bounded scale parameter of an exponential distribution are presented under unknown location. Furthermore, classes of improved minimax estimators are derived for the restricted parameter using the Integral Expression for Risk Difference (IERD) approach of Kubokawa (1994). These classes are shown to include some existing estimators from literature. Journal: Communications in Statistics - Theory and Methods Pages: 9185-9193 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205611 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205611 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9185-9193 Template-Type: ReDIF-Article 1.0 Author-Name: Yanning Liu Author-X-Name-First: Yanning Author-X-Name-Last: Liu Title: Covariance and variance evaluations of two estimators for drug–placebo difference in a trial with sequential parallel design Abstract: Chen et al. [Contemp. Clin. Trials, 32: 592–604 (2011)] heuristically proved that the covariance of two estimators is zero assuming equal correlation coefficients. In this article, the above covariance is analytically and rigorously re-derived without any strong assumption in equality between two correlation coefficients. Under rigorous analytic derivations plus assuming number of subjects continuing into Period 2 is a random variable, covariance is reconfirmed to be zero for both normal and binomial data. Journal: Communications in Statistics - Theory and Methods Pages: 9194-9217 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205613 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205613 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9194-9217 Template-Type: ReDIF-Article 1.0 Author-Name: Karima Boualam Author-X-Name-First: Karima Author-X-Name-Last: Boualam Author-Name: Youcef Berkoun Author-X-Name-First: Youcef Author-X-Name-Last: Berkoun Title: Hill's estimator under weak dependence Abstract: In this article, we investigate the asymptotic normality of the Hill's estimator of the tail index parameter, when the observations are weakly dependent in the sense of Doukhan and Louhichi (1999) and are drawn from a strictly linear process. We show that the previous result on Hill estimator obtained by Rootzen et al. (1990) and Resnick and Starica (1997) for strong mixing can be extended to weak dependence. Journal: Communications in Statistics - Theory and Methods Pages: 9218-9229 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205615 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205615 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9218-9229 Template-Type: ReDIF-Article 1.0 Author-Name: M. M. Saber Author-X-Name-First: M. M. Author-X-Name-Last: Saber Author-Name: A. R. Nematollahi Author-X-Name-First: A. R. Author-X-Name-Last: Nematollahi Title: Comparison of spatial interpolation methods in the first order stationary multiplicative spatial autoregressive models Abstract: Three linear prediction methods of a single missing value for a stationary first order multiplicative spatial autoregressive model are proposed based on the quarter observations, observations in the first neighborhood, and observations in the nearest neighborhood. Three different types of innovations including Gaussian (symmetric and thin tailed), exponential (skew to right), and asymmetric Laplace (skew and heavy tailed) are considered. In each case, the proposed predictors are compared based on the two well-known criteria: mean square prediction and Pitman's measure of closeness. Parameter estimation is performed by maximum likelihood, least square errors, and Markov chain Monte Carlo (MCMC). Journal: Communications in Statistics - Theory and Methods Pages: 9230-9246 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205619 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205619 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9230-9246 Template-Type: ReDIF-Article 1.0 Author-Name: Vahid Fakoor Author-X-Name-First: Vahid Author-X-Name-Last: Fakoor Author-Name: Raheleh Zamini Author-X-Name-First: Raheleh Author-X-Name-Last: Zamini Title: Lp distance for kernel density estimator in length-biased data Abstract: In this article we prove a central limit theorem for the Lp distance In(p)=∫R|fn(x)-f(x)|pdμ(x),1≤p<∞,$I_{n}(p)=\int _{\mathbb {R}} {|f_{n}(x)-f(x)|}^{p} d\mu (x), 1\le p<\infty,$ where μ is a weight function and fn is the kernel density estimator proposed by Jones (1991) for length-biased data. The approach is based on the invariance principle for the empirical processes proved by Horváth (1985). We study the difference In(p) with its approximation in terms of its rates of convergence to zero. We subsequently present a central limit theorem for approximation of In(p). Journal: Communications in Statistics - Theory and Methods Pages: 9247-9264 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1205621 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1205621 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9247-9264 Template-Type: ReDIF-Article 1.0 Author-Name: Miin-Jye Wen Author-X-Name-First: Miin-Jye Author-X-Name-Last: Wen Author-Name: Li-Ching Huang Author-X-Name-First: Li-Ching Author-X-Name-Last: Huang Author-Name: Junjiang Zhong Author-X-Name-First: Junjiang Author-X-Name-Last: Zhong Title: Single-stage sampling procedure of the t best populations under heteroscedasticity Abstract: Given k( ⩾ 3) independent normal populations with unknown means and unknown and unequal variances, a single-stage sampling procedure to select the best t out of k populations is proposed and the procedure is completely independent of the unknown means and the unknown variances. For various combinations of k and probability requirement, tables of procedure parameters are provided for practitioners. Journal: Communications in Statistics - Theory and Methods Pages: 9265-9273 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1206935 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1206935 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9265-9273 Template-Type: ReDIF-Article 1.0 Author-Name: Jibo Wu Author-X-Name-First: Jibo Author-X-Name-Last: Wu Author-Name: Yasin Asar Author-X-Name-First: Yasin Author-X-Name-Last: Asar Title: A weighted stochastic restricted ridge estimator in partially linear model Abstract: In this article, we consider the estimation of a partially linear model when stochastic linear restrictions on the parameter components are assumed to hold. Based on the weighted mixed estimator, profile least-squares method, and ridge method, a weighted stochastic restricted ridge estimator of the parametric component is introduced. The properties of the new estimator are also discussed. Finally, a simulation study is given to show the performance of the new estimator. Journal: Communications in Statistics - Theory and Methods Pages: 9274-9283 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1206936 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1206936 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9274-9283 Template-Type: ReDIF-Article 1.0 Author-Name: A. N. Kumar Author-X-Name-First: A. N. Author-X-Name-Last: Kumar Author-Name: N. S. Upadhye Author-X-Name-First: N. S. Author-X-Name-Last: Upadhye Title: On perturbations of Stein operator Abstract: In this article, we obtain a Stein operator for the sum of n independent random variables (rvs) which is shown as the perturbation of the negative binomial (NB) operator. Comparing the operator with NB operator, we derive the error bounds for total variation distance by matching parameters. Also, three-parameter approximation for such a sum is considered and is shown to improve the existing bounds in the literature. Finally, an application of our results to a function of waiting time for (k1, k2)-events is given. Journal: Communications in Statistics - Theory and Methods Pages: 9284-9302 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1206937 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1206937 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9284-9302 Template-Type: ReDIF-Article 1.0 Author-Name: Kumari Priyanka Author-X-Name-First: Kumari Author-X-Name-Last: Priyanka Author-Name: Richa Mittal Author-X-Name-First: Richa Author-X-Name-Last: Mittal Title: A fresh approach for intercession of nonresponse in multivariate longitudinal designs Abstract: The occurrence of nonresponse is very much plebeian in surveys, which troubles the analysis, and hence, an inappropriate inference is left out. To counterbalance the sour effects of the incompleteness, fresh imputation techniques have been proposed with the aid of multi-auxiliary variates for the estimation of population mean on successive waves. Properties of the proposed estimators have been elaborated, and they have been compared with the work of Priyanka et al. (2015). Detailed simulation study is carried out to substantiate the empirical and theoretical results. Several possible cases have been addressed in which nonresponse can occur. Journal: Communications in Statistics - Theory and Methods Pages: 9303-9323 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1208240 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208240 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9303-9323 Template-Type: ReDIF-Article 1.0 Author-Name: Gholamreza Hesamian Author-X-Name-First: Gholamreza Author-X-Name-Last: Hesamian Author-Name: Mohamad Ghasem Akbari Author-X-Name-First: Mohamad Ghasem Author-X-Name-Last: Akbari Title: Statistical test based on intuitionistic fuzzy hypotheses Abstract: In this paper, the classical statistical test based on intuitionistic fuzzy hypotheses in relation to the underlying population parametric is extended. In this approach, the type-I, type-II, power of test, and p-value are extended for intuitionistic fuzzy hypotheses. Throughout the paper, some applied examples are provided for both parametric and non parametric cases to clarify the discussions. Journal: Communications in Statistics - Theory and Methods Pages: 9324-9334 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1208241 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208241 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9324-9334 Template-Type: ReDIF-Article 1.0 Author-Name: Barry C. Arnold Author-X-Name-First: Barry C. Author-X-Name-Last: Arnold Author-Name: Indranil Ghosh Author-X-Name-First: Indranil Author-X-Name-Last: Ghosh Title: Some alternative bivariate Kumaraswamy models Abstract: In this article we discuss various strategies for constructing bivariate Kumaraswamy distributions. As alternatives to the Nadarajah et al. (2011) bivariate model, four different models are introduced utilizing a conditional specification approach, a conditional survival function approach, and an Arnold–Ng bivariate beta distribution construction approach. Distributional properties for such bivariate distributions are investigated. Parameter estimation strategies for the models are discussed, as are the consequences of fitting two of the models to a particular data set involving the proportion of foggy days at two different airports in Colombia. Journal: Communications in Statistics - Theory and Methods Pages: 9335-9354 Issue: 18 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1208244 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1208244 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:18:p:9335-9354 Template-Type: ReDIF-Article 1.0 Author-Name: Yanting Xiao Author-X-Name-First: Yanting Author-X-Name-Last: Xiao Author-Name: Zheng Tian Author-X-Name-First: Zheng Author-X-Name-Last: Tian Author-Name: Jin Sun Author-X-Name-First: Jin Author-X-Name-Last: Sun Title: Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data Abstract: In this article, partially non linear models when the response variable is measured with error and explanatory variables are measured exactly are considered. Without specifying any error structure equation, a semiparametric dimension reduction technique is employed. Two estimators of unknown parameter in non linear function are obtained and asymptotic normality is proved. In addition, empirical likelihood method for parameter vector is provided. It is shown that the estimated empirical log-likelihood ratio has asymptotic Chi-square distribution. A simulation study indicates that, compared with normal approximation method, empirical likelihood method performs better in terms of coverage probabilities and average length of the confidence intervals. Journal: Communications in Statistics - Theory and Methods Pages: 7103-7118 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978021 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978021 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7103-7118 Template-Type: ReDIF-Article 1.0 Author-Name: Junshan Xie Author-X-Name-First: Junshan Author-X-Name-Last: Xie Title: A limit theorem on moment convergence of centered spectral statistics of random matrices Abstract: The eigenvalues of a random matrix are a sequence of specific dependent random variables, the limiting properties of which are one of interesting topics in probability theory. The aim of the article is to extend some probability limiting properties of i.i.d. random variables in the context of the complete moment convergence to the centered spectral statistics of random matrices. Some precise asymptotic results related to the complete convergence of p-order conditional moment of Wigner matrices and sample covariance matrices are obtained. The proofs mainly depend on the central limit theorem and large deviation inequalities of spectral statistics. Journal: Communications in Statistics - Theory and Methods Pages: 7119-7129 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978022 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978022 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7119-7129 Template-Type: ReDIF-Article 1.0 Author-Name: Moutushi Chatterjee Author-X-Name-First: Moutushi Author-X-Name-Last: Chatterjee Author-Name: Ashis Kumar Chakraborty Author-X-Name-First: Ashis Kumar Author-X-Name-Last: Chakraborty Title: Some process capability indices for unilateral specification limits—Their properties and the process capability control charts Abstract: Processes with smaller the better and larger the better types of quality characteristics and consequently the unilateral specification limits are very common in manufacturing industries. However, very little theoretical resources are available in literature, compared to the bilateral specification limits, for assessing the capability of such processes. In the present article, we have studied the expressions for the threshold value and relationship with proportion of non conformance for some of the process capability indices (PCIs) for unilateral specification limits. We have also explored the distributional aspects along with the uniformly minimum variance unbiased estimators of those PCIs based on both single-sample information as well as the information obtained from the corresponding X‾-R$\overline{X} - R$ and X‾-S$\overline{X} - S$ control charts. The process capability control charts for these PCIs have been designed as well for the purpose of the continuous assessment of the capability of a process over the entire production cycle. Finally, a numerical example has been discussed in the context of the theory developed in this article. Journal: Communications in Statistics - Theory and Methods Pages: 7130-7160 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978023 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978023 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7130-7160 Template-Type: ReDIF-Article 1.0 Author-Name: Nigel G. Bean Author-X-Name-First: Nigel G. Author-X-Name-Last: Bean Author-Name: Ali Eshragh Author-X-Name-First: Ali Author-X-Name-Last: Eshragh Author-Name: Joshua V. Ross Author-X-Name-First: Joshua V. Author-X-Name-Last: Ross Title: Fisher Information for a partially observable simple birth process Abstract: In this paper, we study the Fisher Information for the birth rate of a partially observable simple birth process involving n observations. We suppose that at each observation time, each individual in the population can be observed independently with known fixed probability p. Finding an analytical form of the Fisher Information in general appears intractable. Nonetheless, we find a very good approximation for the Fisher Information by exploiting the probabilistic properties of the underlying stochastic process. Both numerical and theoretical results strongly support the latter approximation and confirm its high level of accuracy. Journal: Communications in Statistics - Theory and Methods Pages: 7161-7183 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978024 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978024 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7161-7183 Template-Type: ReDIF-Article 1.0 Author-Name: Yalian Li Author-X-Name-First: Yalian Author-X-Name-Last: Li Author-Name: Hu Yang Author-X-Name-First: Hu Author-X-Name-Last: Yang Title: More on the two-parameter estimation in the restricted regression Abstract: In this paper, we introduce a new restricted two-parameter (RTP) estimator for the vector of parameters in a linear model when additional linear restrictions on the parameter vector are assumed to hold. We show that our new biased estimator is superior in the matrix mean square error criterion to the restricted ridge estimator proposed by Groß (2003), restricted Liu estimator introduced by Kaçiranlar et al. (1999), and RTP estimator introduced by Özkale and Kaçiranlar (2007). A numerical example and a Monte Carlo simulation have been analyzed to illustrate some of the theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 7184-7196 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978944 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978944 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7184-7196 Template-Type: ReDIF-Article 1.0 Author-Name: Guikai Hu Author-X-Name-First: Guikai Author-X-Name-Last: Hu Author-Name: Qingguo Li Author-X-Name-First: Qingguo Author-X-Name-Last: Li Author-Name: Shenghua Yu Author-X-Name-First: Shenghua Author-X-Name-Last: Yu Title: Linear minimax prediction of finite population regression coefficient under a balanced loss function Abstract: Under a balanced loss function, we investigate the minimax prediction of finite population regression coefficient in a superpopulation model with Gauss–Markov type errors. The linear minimax predictor (LMP) proved to be admissible in the class of homogeneous linear predictors is obtained. Under the balanced loss function, we further prove that LMP dominates the best linear unbiased predictor (BLUP) proposed by Bolfarine et al. [Bolfarine et al., Optimal prediction of the finite population regression coefficient. Sankhya‾$\bar{\rm a}$. Ser. B. 56 (1994) 1–10] on certain conditions. Moreover, a numerical example is performed to illustrate the theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 7197-7209 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978945 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978945 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7197-7209 Template-Type: ReDIF-Article 1.0 Author-Name: Nicy Sebastian Author-X-Name-First: Nicy Author-X-Name-Last: Sebastian Author-Name: Rudolf Gorenflo Author-X-Name-First: Rudolf Author-X-Name-Last: Gorenflo Title: Time series models associated with Mittag-Leffler type distributions and its properties Abstract: We have provided a fractional generalization of the Poisson renewal processes by replacing the first time derivative in the relaxation equation of the survival probability by a fractional derivative of order α(0 < α ⩽ 1). A generalized Laplacian model associated with the Mittag-Leffler distribution is examined. We also discuss some properties of this new model and its relevance to time series. Distribution of gliding sums, regression behaviors, and sample path properties are studied. Finally we introduce the q-Mittag-Leffler process associated with the q-Mittag-Leffler distribution. Journal: Communications in Statistics - Theory and Methods Pages: 7210-7225 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978946 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978946 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7210-7225 Template-Type: ReDIF-Article 1.0 Author-Name: Esra Gökpinar Author-X-Name-First: Esra Author-X-Name-Last: Gökpinar Author-Name: Fikri Gökpinar Author-X-Name-First: Fikri Author-X-Name-Last: Gökpinar Title: A modified Mack–Wolfe test for the umbrella alternative problem Abstract: The Mack–Wolfe test is the most frequently used non parametric procedure for the umbrella alternative problem. In this paper, modifications of the Mack–Wolfe test are proposed for both known peak and unknown peak umbrellas. The exact mean and variance of the proposed tests in the null hypothesis are also derived. We compare these tests with some of the existing tests in terms of the type I error rate and power. In addition, a real data example is presented. Journal: Communications in Statistics - Theory and Methods Pages: 7226-7241 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.975821 File-URL: http://hdl.handle.net/10.1080/03610926.2014.975821 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7226-7241 Template-Type: ReDIF-Article 1.0 Author-Name: Xing Wu Author-X-Name-First: Xing Author-X-Name-Last: Wu Author-Name: Conglian Yu Author-X-Name-First: Conglian Author-X-Name-Last: Yu Title: Estimation of the mixtures of GLMs with covariate-dependent mixing proportions Abstract: In this article, we study the estimation for a class of semiparametric mixtures of generalized linear models where mixing proportions depend on a covariate non parametrically. We investigate a backfitting estimation procedure and show the asymptotic normality of the proposed estimators under mild conditions. We conduct simulation to show the good performance of our methodology and give a real data analysis as an illustration. Journal: Communications in Statistics - Theory and Methods Pages: 7242-7257 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.975822 File-URL: http://hdl.handle.net/10.1080/03610926.2014.975822 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7242-7257 Template-Type: ReDIF-Article 1.0 Author-Name: Leila Golparvar Author-X-Name-First: Leila Author-X-Name-Last: Golparvar Author-Name: Ahmad Parsian Author-X-Name-First: Ahmad Author-X-Name-Last: Parsian Title: Inference on proportional hazard rate model parameter under Type-I progressively hybrid censoring scheme Abstract: In this paper, under Type-I progressive hybrid censoring sample, we obtain maximum likelihood estimator of unknown parameter when the parent distribution belongs to proportional hazard rate family. We derive the conditional probability density function of the maximum likelihood estimator using moment-generating function technique. The exact confidence interval is obtained and compared by conducting a Monte Carlo simulation study for burr Type XII distribution. Finally, we obtain the Bayes and posterior regret gamma minimax estimates of the parameter under a precautionary loss function with precautionary index k = 2 and compare their behavior via a Monte Carlo simulation study. Journal: Communications in Statistics - Theory and Methods Pages: 7258-7274 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978020 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978020 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7258-7274 Template-Type: ReDIF-Article 1.0 Author-Name: Jinyu Li Author-X-Name-First: Jinyu Author-X-Name-Last: Li Author-Name: Xingtong Chen Author-X-Name-First: Xingtong Author-X-Name-Last: Chen Author-Name: Song Zhu Author-X-Name-First: Song Author-X-Name-Last: Zhu Title: Smoothed empirical likelihood for GARCH models with heavy-tailed errors Abstract: This paper proposes an empirical likelihood (EL) method for estimating the GARCH(p, q) models with heavy-tailed errors. Using the kernel smoothing method, we derive a smoothed EL ratio statistic, which yields a smoothed EL estimator. Moreover, we derive a profile EL for the partial parameters in the presence of nuisance parameters. Simulations and empirical results are conducted to illustrate our proposed method. Journal: Communications in Statistics - Theory and Methods Pages: 7275-7293 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978947 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978947 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7275-7293 Template-Type: ReDIF-Article 1.0 Author-Name: Shanshan Wang Author-X-Name-First: Shanshan Author-X-Name-Last: Wang Author-Name: Tao Hu Author-X-Name-First: Tao Author-X-Name-Last: Hu Author-Name: Hengjian Cui Author-X-Name-First: Hengjian Author-X-Name-Last: Cui Title: Adjusted empirical likelihood inference for additive hazards regression Abstract: This article develops an adjusted empirical likelihood (EL) method for the additive hazards model. The adjusted EL ratio is shown to have a central chi-squared limiting distribution under the null hypothesis. We also evaluate its asymptotic distribution as a non central chi-squared distribution under the local alternatives of order n− 1/2, deriving the expression for the asymptotic power function. Simulation studies and a real example are conducted to evaluate the finite sample performance of the proposed method. Compared with the normal approximation-based method, the proposed method tends to have more larger empirical power and smaller confidence regions with comparable coverage probabilities. Journal: Communications in Statistics - Theory and Methods Pages: 7294-7305 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.978948 File-URL: http://hdl.handle.net/10.1080/03610926.2014.978948 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7294-7305 Template-Type: ReDIF-Article 1.0 Author-Name: Xiang Gao Author-X-Name-First: Xiang Author-X-Name-Last: Gao Author-Name: Ming Zheng Author-X-Name-First: Ming Author-X-Name-Last: Zheng Title: Causal inference for recurrent events data with all-or-none compliance Abstract: In this article, causal inference in randomized studies with recurrent events data and all-or-none compliance is considered. We use the counting process to analyze the recurrent events data and propose a causal proportional intensity model. The maximum likelihood approach is adopted to estimate the parameters of the proposed causal model. To overcome the computational difficulties created by the mixture structure of the problem, we develop an expectation-maximization (EM) algorithm. The resulting estimators are shown to be consistent and asymptotically normal. We further estimate the complier average causal effect (CACE), which is defined as the difference of the average numbers of recurrence between treatment and control groups within the complier class. The corresponding inferential procedures are established. Some simulation studies are conducted to assess the finite sample performance of the proposed approach. Journal: Communications in Statistics - Theory and Methods Pages: 7306-7325 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.980515 File-URL: http://hdl.handle.net/10.1080/03610926.2014.980515 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7306-7325 Template-Type: ReDIF-Article 1.0 Author-Name: M. H. Tahir Author-X-Name-First: M. H. Author-X-Name-Last: Tahir Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Author-Name: Ayman Alzaatreh Author-X-Name-First: Ayman Author-X-Name-Last: Alzaatreh Author-Name: M. Mansoor Author-X-Name-First: M. Author-X-Name-Last: Mansoor Author-Name: M. Zubair Author-X-Name-First: M. Author-X-Name-Last: Zubair Title: The logistic-X family of distributions and its applications Abstract: The logistic distribution has a prominent role in the theory and practice of statistics. We introduce a new family of continuous distributions generated from a logistic random variable called the logistic-X family. Its density function can be symmetrical, left-skewed, right-skewed, and reversed-J shaped, and can have increasing, decreasing, bathtub, and upside-down bathtub hazard rates shaped. Further, it can be expressed as a linear combination of exponentiated densities based on the same baseline distribution. We derive explicit expressions for the ordinary and incomplete moments, quantile and generating functions, Bonferroni and Lorenz curves, Shannon entropy, and order statistics. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. We also investigate the properties of one special model, the logistic-Fréchet distribution, and illustrate its importance by means of two applications to real data sets. Journal: Communications in Statistics - Theory and Methods Pages: 7326-7349 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.980516 File-URL: http://hdl.handle.net/10.1080/03610926.2014.980516 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7326-7349 Template-Type: ReDIF-Article 1.0 Author-Name: B. Babadi Author-X-Name-First: B. Author-X-Name-Last: Babadi Author-Name: A. Rasekh Author-X-Name-First: A. Author-X-Name-Last: Rasekh Author-Name: K. Zare Author-X-Name-First: K. Author-X-Name-Last: Zare Author-Name: A. A. Rasekhi Author-X-Name-First: A. A. Author-X-Name-Last: Rasekhi Title: A variance shift model for detection of outliers in the linear mixed measurement error models Abstract: In this paper, we extend a variance shift model, previously considered in the linear mixed models, to the linear mixed measurement error models using the corrected likelihood of Nakamura (1990). This model assumes that a single outlier arises from an observation with inflated variance. We derive the score test and the analogue of the likelihood ratio test, to assess whether the ith observation has inflated variance. A parametric bootstrap procedure is implemented to obtain empirical distributions of the test statistics. Finally, results of a simulation study and an example of real data are presented to illustrate the performance of proposed tests. Journal: Communications in Statistics - Theory and Methods Pages: 7350-7366 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.980517 File-URL: http://hdl.handle.net/10.1080/03610926.2014.980517 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7350-7366 Template-Type: ReDIF-Article 1.0 Author-Name: José M. R. Murteira Author-X-Name-First: José M. R. Author-X-Name-Last: Murteira Title: Goodness-of-link tests for multivariate regression models Abstract: This note presents an approximation to multivariate regression models which is obtained from a first-order series expansion of the multivariate link function. The proposed approach yields a variable-addition approximation of regression models that enables a multivariate generalization of the well-known goodness-of-link specification test, available for univariate generalized linear models. Application of this general methodology is illustrated with models of multinomial discrete choice and multivariate fractional data, in which context it is shown to lead to well-established approximation and testing procedures. Journal: Communications in Statistics - Theory and Methods Pages: 7367-7375 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.980518 File-URL: http://hdl.handle.net/10.1080/03610926.2014.980518 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7367-7375 Template-Type: ReDIF-Article 1.0 Author-Name: M. H. Tahir Author-X-Name-First: M. H. Author-X-Name-Last: Tahir Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Author-Name: M. Mansoor Author-X-Name-First: M. Author-X-Name-Last: Mansoor Author-Name: M. Zubair Author-X-Name-First: M. Author-X-Name-Last: Zubair Author-Name: Morad Alizadeh Author-X-Name-First: Morad Author-X-Name-Last: Alizadeh Title: The Weibull–Dagum distribution: Properties and applications Abstract: In this article, we define a new lifetime model called the Weibull–Dagum distribution. The proposed model is based on the Weibull–G class. It can also be defined by a simple transformation of the Weibull random variable. Its density function is very flexible and can be symmetrical, left-skewed, right-skewed, and reversed-J shaped. It has constant, increasing, decreasing, upside-down bathtub, bathtub, and reversed-J shaped hazard rate. Various structural properties are derived including explicit expressions for the quantile function, ordinary and incomplete moments, and probability weighted moments. We also provide explicit expressions for the Rényi and q-entropies. We derive the density function of the order statistics as a mixture of Dagum densities. We use maximum likelihood to estimate the model parameters and illustrate the potentiality of the new model by means of a simulation study and two applications to real data. In fact, the proposed model outperforms the beta-Dagum, McDonald–Dagum, and Dagum models in these applications. Journal: Communications in Statistics - Theory and Methods Pages: 7376-7398 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2014.983610 File-URL: http://hdl.handle.net/10.1080/03610926.2014.983610 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7376-7398 Template-Type: ReDIF-Article 1.0 Author-Name: Serkan Eryilmaz Author-X-Name-First: Serkan Author-X-Name-Last: Eryilmaz Title: Discrete time cold standby repairable system: Combinatorial analysis Abstract: In this article, we obtain exact expression for the distribution of the time to failure of discrete time cold standby repairable system under the classical assumptions that both working time and repair time of components are geometric. Our method is based on alternative representation of lifetime as a waiting time random variable on a binary sequence, and combinatorial arguments. Such an exact expression for the time to failure distribution is new in the literature. Furthermore, we obtain the probability generating function and the first two moments of the lifetime random variable. Journal: Communications in Statistics - Theory and Methods Pages: 7399-7405 Issue: 24 Volume: 45 Year: 2016 Month: 12 X-DOI: 10.1080/03610926.2013.776689 File-URL: http://hdl.handle.net/10.1080/03610926.2013.776689 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7399-7405 Template-Type: ReDIF-Article 1.0 Author-Name: Zahoor Ahmad Author-X-Name-First: Zahoor Author-X-Name-Last: Ahmad Author-Name: Ijaz Hussain Author-X-Name-First: Ijaz Author-X-Name-Last: Hussain Author-Name: Muhammad Hanif Author-X-Name-First: Muhammad Author-X-Name-Last: Hanif Title: Estimation of finite population variance in successive sampling using multi-auxiliary variables Abstract: In this paper, a general class of estimators for estimating the finite population variance in successive sampling on two occasions using multi-auxiliary variables has been proposed. The expression of variance has also been derived. Further, it has been shown that the proposed general class of estimators is more efficient than the usual variance estimator and the class of variance estimators proposed by Singh et al. (2011) when we used more than one auxiliary variable. In addition, we support this with the aid of numerical illustration. Journal: Communications in Statistics - Theory and Methods Pages: 553-565 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.833236 File-URL: http://hdl.handle.net/10.1080/03610926.2013.833236 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:553-565 Template-Type: ReDIF-Article 1.0 Author-Name: Hu Yang Author-X-Name-First: Hu Author-X-Name-Last: Yang Author-Name: Jiewu Huang Author-X-Name-First: Jiewu Author-X-Name-Last: Huang Title: Further research on the principal component two-parameter estimator in linear model Abstract: In this article, we introduce a generalized Mahalanobis loss function which can be applied to the estimator for regression coefficients whether its covariance matrix is singular or non singular. Then, we give detailed comparisons between those estimators that can be derived from the principal component two-parameter estimator under the generalized Mahalanobis loss function by the average loss criterion. Also, we obtain conditions for the superiority of one estimator over the other and propose the optimal values for ridge parameter k and Liu parameter d. Furthermore, we illustrate the theoretical results by a numerical example and a Monte Carlo simulation study. Journal: Communications in Statistics - Theory and Methods Pages: 566-576 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.833237 File-URL: http://hdl.handle.net/10.1080/03610926.2013.833237 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:566-576 Template-Type: ReDIF-Article 1.0 Author-Name: M.C. Jones Author-X-Name-First: M.C. Author-X-Name-Last: Jones Title: On bivariate transformation of scale distributions Abstract: Elsewhere, I have promoted (univariate continuous) “transformation of scale” (ToS) distributions having densities of the form 2g(Π−1(x)) where g is a symmetric distribution and Π is a transformation function with a special property. Here, I develop bivariate (readily multivariate) ToS distributions. Univariate ToS distributions have a transformation of random variable relationship with Azzalini-type skew-symmetric distributions; the bivariate ToS distribution here arises from marginal variable transformation of a particular form of bivariate skew-symmetric distribution. Examples are given, as are basic properties—unimodality, a covariance property, random variate generation—and connections with a bivariate inverse Gaussian distribution are pointed out. Journal: Communications in Statistics - Theory and Methods Pages: 577-588 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.833238 File-URL: http://hdl.handle.net/10.1080/03610926.2013.833238 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:577-588 Template-Type: ReDIF-Article 1.0 Author-Name: Shan Lin Author-X-Name-First: Shan Author-X-Name-Last: Lin Title: Comparison of simultaneous confidence bands for univariate polynomial regression over an interval Abstract: This article compares confidence bands for univariate polynomial regressions over an interval constraint. The competing methods are those from Naiman (1986), Sun and Loader (1994), and Liu et al. (2008), respectively. They are compared in terms of critical values under various designs. It is found that Sun’s bands can be somewhat narrower or much wider than Liu’s bands that underlines the fact that Sun’s bands are approximate and so can be both liberal or conservative while Liu’s bands are exact when the number of simulations is large enough. Naiman’s bands are conservative but can be substantially wider than Liu’s bands. Journal: Communications in Statistics - Theory and Methods Pages: 589-596 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.833242 File-URL: http://hdl.handle.net/10.1080/03610926.2013.833242 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:589-596 Template-Type: ReDIF-Article 1.0 Author-Name: Jin-Guo Xian Author-X-Name-First: Jin-Guo Author-X-Name-Last: Xian Author-Name: Dong Han Author-X-Name-First: Dong Author-X-Name-Last: Han Author-Name: Jian-Qi Yu Author-X-Name-First: Jian-Qi Author-X-Name-Last: Yu Title: Online change detection of Markov chains with unknown post-change transition probabilities Abstract: In this paper, we investigate the performance of cumulative sum (CUSUM) stopping rules for the online detection of unknown change point in a time homogeneous Markov chain. Under the condition that the post-change transition probabilities are unknown, we proposed two CUSUM type schemes for the detection. The first scheme is based on the maximum likelihood estimates of the post-change transition probabilities. This scheme is limited by its computation burden, which is mitigated by another scheme based on the reference transition probabilities selected from a prior known region. We give the bounds of the mean delay time and the mean time between false alarms to illustrate the effectiveness of the proposed schemes. The results of the simulation also demonstrate the feasibility of the proposed schemes. Journal: Communications in Statistics - Theory and Methods Pages: 597-611 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.833243 File-URL: http://hdl.handle.net/10.1080/03610926.2013.833243 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:597-611 Template-Type: ReDIF-Article 1.0 Author-Name: M. Bhaskara Rao Author-X-Name-First: M. Bhaskara Author-X-Name-Last: Rao Author-Name: Haimeng Zhang Author-X-Name-First: Haimeng Author-X-Name-Last: Zhang Author-Name: Chunfeng Huang Author-X-Name-First: Chunfeng Author-X-Name-Last: Huang Author-Name: Fu-Chih Cheng Author-X-Name-First: Fu-Chih Author-X-Name-Last: Cheng Title: A discrete probability problem in card shuffling Abstract: There are n cards serially numbered from 1 to n. The cards are shuffled and placed in a line one after the other on top of a table with faces up. The numbers on the faces are read from left to right. If there are consecutive numbers in increasing order of magnitude the corresponding cards are merged into one. After the merger, the cards are numbered serially from one to whatever the number of cards we now have. The cards are shuffled and placed in a line one after another on top of the table with faces up. The process continues until we have only one card left. In this paper, we develop a probabilistic recurrence relation approach to obtain the mean, variance, and distribution of the number of shuffles needed. A Markov chain formulation and its properties are discussed in the paper as well. Journal: Communications in Statistics - Theory and Methods Pages: 612-620 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.834451 File-URL: http://hdl.handle.net/10.1080/03610926.2013.834451 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:612-620 Template-Type: ReDIF-Article 1.0 Author-Name: Peng Xiuyun Author-X-Name-First: Peng Author-X-Name-Last: Xiuyun Author-Name: Yan Zaizai Author-X-Name-First: Yan Author-X-Name-Last: Zaizai Title: Bayesian estimation and prediction for the inverse weibull distribution under general progressive censoring Abstract: This paper deals with Bayesian estimation and prediction for the inverse Weibull distribution with shape parameter α and scale parameter λ under general progressive censoring. We prove that the posterior conditional density functions of α and λ are both log-concave based on the assumption that λ has a gamma prior distribution and α follows a prior distribution with log-concave density. Then, we present the Gibbs sampling strategy to estimate under squared-error loss any function of the unknown parameter vector (α, λ) and find credible intervals, as well as to obtain prediction intervals for future order statistics. Monte Carlo simulations are given to compare the performance of Bayesian estimators derived via Gibbs sampling with the corresponding maximum likelihood estimators, and a real data analysis is discussed in order to illustrate the proposed procedure. Finally, we extend the developed methodology to other two-parameter distributions, including the Weibull, Burr type XII, and flexible Weibull distributions, and also to general progressive hybrid censoring. Journal: Communications in Statistics - Theory and Methods Pages: 621-635 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.834452 File-URL: http://hdl.handle.net/10.1080/03610926.2013.834452 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:621-635 Template-Type: ReDIF-Article 1.0 Author-Name: Ayman Alzaatreh Author-X-Name-First: Ayman Author-X-Name-Last: Alzaatreh Author-Name: Indranil Ghosh Author-X-Name-First: Indranil Author-X-Name-Last: Ghosh Title: A study of the Gamma-Pareto (IV) distribution and its applications Abstract: Pareto distributions and their close relatives and generalizations provide very flexible families of heavy-tailed distributions that may be used to model income distributions as well as a wide variety of other social and economic distributions. On the other hand, gamma distribution has a wide application in various social and economic spheres such as survival analysis, to model aggregate insurance claims, and the amount of rainfall accumulated in a reservoir etc. Combining the above two heavy-tailed distributions, using the technique by Alzaatreh et al. (2012), we define a new distribution, namely Gamma-Pareto (IV) distribution, hereafter called as GPD(IV) distribution. Various properties of the GPD(IV) are investigated such as limiting behavior, moments, mode, and Shannon entropy. Also some characterizations of the GPD(IV) distribution are mentioned in this paper. Maximum likelihood method is proposed for estimating the model parameters. For illustrative purposes, real data sets are considered as applications of the GPD(IV) distribution. Journal: Communications in Statistics - Theory and Methods Pages: 636-654 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.834453 File-URL: http://hdl.handle.net/10.1080/03610926.2013.834453 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:636-654 Template-Type: ReDIF-Article 1.0 Author-Name: Feng-Shou Ko Author-X-Name-First: Feng-Shou Author-X-Name-Last: Ko Title: Identification of potential longitudinal biomarkers under the accelerated failure time model in multivariate survival data Abstract: In recent years, joint analysis of longitudinal measurements and survival data has received much attention. However, previous work has primarily focused on a single failure type for the event time. In this paper, we consider joint modeling of repeated measurements and multivariate failure time data. The accelerated failure time (AFT) model is also used to deal with multivariate survival data when the proportionality assumption fails to capture the relationship between the survival time and covariates. A proposed method based on the frailty AFT model is used to identify longitudinal biomarkers or surrogates for a multivariate survival. With a carefully chosen definition of complete data, the maximum likelihood estimation is performed via an Expectation-Maximization (EM) algorithm. We use simulations to explore how the number of individuals, the number of time points per individual, and the functional form of the random effects from the longitudianl biomarkers influence the power to detect the association of a longitudinal biomarker and the multivariate survival time. The proposed method is illustrated by using the gastric cancer data. Journal: Communications in Statistics - Theory and Methods Pages: 655-669 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.834454 File-URL: http://hdl.handle.net/10.1080/03610926.2013.834454 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:655-669 Template-Type: ReDIF-Article 1.0 Author-Name: M. G. M. Khan Author-X-Name-First: M. G. M. Author-X-Name-Last: Khan Author-Name: N. Ahmad Author-X-Name-First: N. Author-X-Name-Last: Ahmad Author-Name: L. S. Rafi Author-X-Name-First: L. S. Author-X-Name-Last: Rafi Title: Determining the optimal allocation of testing resource for modular software system using dynamic programming Abstract: Reliability is a major concern in the process of software development because unreliable software can cause failure in the computer system that can be hazardous. A way to enhance the reliability of software is to detect and remove the faults during the testing phase, which begins with module testing wherein modules are tested independently to remove a substantial number of faults within a limited resource. Therefore, the available resource must be allocated among the modules in such a way that the number of faults is removed as much as possible from each of the modules to achieve higher software reliability. In this article, we discuss the problem of optimal resource allocation of the testing resource for a modular software system, which maximizes the number of faults removed subject to the conditions that the amount of testing-effort is fixed, a certain percentage of faults is to be removed and a desired level of reliability is to be achieved. The problem is formulated as a non linear programming problem (NLPP), which is modeled by the inflection S-shaped software reliability growth models (SRGM) based on a non homogeneous Poisson process (NHPP) which incorporates the exponentiated Weibull (EW) testing-effort functions. A solution procedure is then developed using a dynamic programming technique to solve the NLPP. Furthermore, three special cases of optimum resource allocations are also discussed. Finally, numerical examples using three sets of software failure data are presented to illustrate the procedure developed and to validate the performance of the strategies proposed in this article. Experimental results indicate that the proposed strategies may be helpful to software project managers for making the best decisions in allocating the testing resource. In addition, the results are compared with those of Kapur et al. (2004), Huang and Lyu (2005), and Jha et al. (2010) that are available in the literature to deal the similar problems addressed in this article. It reveals that the proposed dynamic programming method for the testing-resource allocation problem yields a gain in efficiency over other methods. Journal: Communications in Statistics - Theory and Methods Pages: 670-694 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.834455 File-URL: http://hdl.handle.net/10.1080/03610926.2013.834455 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:670-694 Template-Type: ReDIF-Article 1.0 Author-Name: Ehsan Ormoz Author-X-Name-First: Ehsan Author-X-Name-Last: Ormoz Author-Name: Farzad Eskandari Author-X-Name-First: Farzad Author-X-Name-Last: Eskandari Title: Variable selection in finite mixture of semi-parametric regression models Abstract: In this paper we are concerned with variable selection in finite mixture of semiparametric regression models. This task consists of model selection for non parametric component and variable selection for parametric part. Thus, we encountered separate model selections for every non parametric component of each sub model. To overcome this computational burden, we introduced a class of variable selection procedures for finite mixture of semiparametric regression models using penalized approach for variable selection. It is shown that the new method is consistent for variable selection. Simulations show that the performance of proposed method is good, and it consequently improves pervious works in this area and also requires much less computing power than existing methods. Journal: Communications in Statistics - Theory and Methods Pages: 695-711 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.835413 File-URL: http://hdl.handle.net/10.1080/03610926.2013.835413 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:695-711 Template-Type: ReDIF-Article 1.0 Author-Name: Tomoaki Imoto Author-X-Name-First: Tomoaki Author-X-Name-Last: Imoto Title: Properties of Lagrangian distributions Abstract: Lagrange’s expansion is the power series expansion of the inverse function of an analytic function, and it leads to general Lagrangian distributions of the first kind as well as of the second kind. We present some theorems in which different sets of two analytic functions provide a Lagrangian distribution. Potential applicability of the theorem to tandem queueing process is studied. Journal: Communications in Statistics - Theory and Methods Pages: 712-721 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.835414 File-URL: http://hdl.handle.net/10.1080/03610926.2013.835414 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:712-721 Template-Type: ReDIF-Article 1.0 Author-Name: Roohollah Roozegar Author-X-Name-First: Roohollah Author-X-Name-Last: Roozegar Author-Name: Ahad Jamalizadeh Author-X-Name-First: Ahad Author-X-Name-Last: Jamalizadeh Author-Name: Alireza Nematollahi Author-X-Name-First: Alireza Author-X-Name-Last: Nematollahi Title: Concomitants of multivariate order statistics from multivariate elliptical distributions Abstract: In this article, we consider a (k + 1)n-dimensional elliptically contoured random vector (XT1, X2T, …, XTk, ZT)T = (X11, …, X1n, …, Xk1, …, Xkn, Z1, …, Zn)T and derive the distribution of concomitant of multivariate order statistics arising from X1, X2, …, Xk. Specially, we derive a mixture representation for concomitant of bivariate order statistics. The joint distribution of the concomitant of bivariate order statistics is also obtained. Finally, the usefulness of our result is illustrated by a real-life data. Journal: Communications in Statistics - Theory and Methods Pages: 722-738 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.835416 File-URL: http://hdl.handle.net/10.1080/03610926.2013.835416 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:722-738 Template-Type: ReDIF-Article 1.0 Author-Name: Timothy G. Feeman Author-X-Name-First: Timothy G. Author-X-Name-Last: Feeman Author-Name: Jesse Frey Author-X-Name-First: Jesse Author-X-Name-Last: Frey Title: Efficiency bounds for a generalization of ranked-set sampling Abstract: Partially rank-ordered set sampling (PROSS) is a generalization of ranked-set sampling (RSS) in which the ranker is not required to give a full ranking in each set. In this paper, we compare the efficiency of the sample mean as an estimator of the population mean under PROSS, RSS, and simple random sampling (SRS). We find that for fixed set size and total sample size, the efficiency of PROSS falls between that of SRS and that of RSS. We also develop a method for finding a sharp upper bound on the efficiency of PROSS relative to SRS for a particular design. Journal: Communications in Statistics - Theory and Methods Pages: 739-756 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.835418 File-URL: http://hdl.handle.net/10.1080/03610926.2013.835418 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:739-756 Template-Type: ReDIF-Article 1.0 Author-Name: Carmelo Rodríguez Author-X-Name-First: Carmelo Author-X-Name-Last: Rodríguez Author-Name: Isabel Ortiz Author-X-Name-First: Isabel Author-X-Name-Last: Ortiz Author-Name: Ignacio Martínez Author-X-Name-First: Ignacio Author-X-Name-Last: Martínez Title: A-optimal designs for heteroscedastic multifactor regression models Abstract: This paper searches for A-optimal designs for Kronecker product and additive regression models when the errors are heteroscedastic. Sufficient conditions are given so that A-optimal designs for the multifactor models can be built from A-optimal designs for their sub-models with a single factor. The results of an efficiency study carried out to check the adequacy of the products of optimal designs for uni-factor marginal models when these are used to estimate different multi-factor models are also reported. Journal: Communications in Statistics - Theory and Methods Pages: 757-771 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.835419 File-URL: http://hdl.handle.net/10.1080/03610926.2013.835419 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:757-771 Template-Type: ReDIF-Article 1.0 Author-Name: Mohsen Khosravi Author-X-Name-First: Mohsen Author-X-Name-Last: Khosravi Author-Name: Víctor Leiva Author-X-Name-First: Víctor Author-X-Name-Last: Leiva Author-Name: Ahad Jamalizadeh Author-X-Name-First: Ahad Author-X-Name-Last: Jamalizadeh Author-Name: Emilio Porcu Author-X-Name-First: Emilio Author-X-Name-Last: Porcu Title: On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics Abstract: The Birnbaum-Saunders (BS) distribution is an asymmetric probability model that is receiving considerable attention. In this article, we propose a methodology based on a new class of BS models generated from the Student-t distribution. We obtain a recurrence relationship for a BS distribution based on a nonlinear skew–t distribution. Model parameters estimators are obtained by means of the maximum likelihood method, which are evaluated by Monte Carlo simulations. We illustrate the obtained results by analyzing two real data sets. These data analyses allow the adequacy of the proposed model to be shown and discussed by applying model selection tools. Journal: Communications in Statistics - Theory and Methods Pages: 772-793 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.851223 File-URL: http://hdl.handle.net/10.1080/03610926.2013.851223 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:772-793 Template-Type: ReDIF-Article 1.0 Author-Name: Shimin Zheng Author-X-Name-First: Shimin Author-X-Name-Last: Zheng Author-Name: Jeff Knisley Author-X-Name-First: Jeff Author-X-Name-Last: Knisley Author-Name: Kesheng Wang Author-X-Name-First: Kesheng Author-X-Name-Last: Wang Title: Moments and quadratic forms of matrix variate skew normal distributions Abstract: In 2007, Domínguez-Molina et al. obtained the moment generating function (mgf) of the matrix variate closed skew normal distribution. In this paper, we use their mgf to obtain the first two moments and some additional properties of quadratic forms for the matrix variate skew normal distributions. The quadratic forms are particularly interesting because they are essentially correlation tests that introduce a new type of orthogonality condition. Journal: Communications in Statistics - Theory and Methods Pages: 794-803 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.851230 File-URL: http://hdl.handle.net/10.1080/03610926.2013.851230 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:794-803 Template-Type: ReDIF-Article 1.0 Author-Name: Waldemar Popiński Author-X-Name-First: Waldemar Author-X-Name-Last: Popiński Title: Trigonometric regression estimation for observations with additive and multiplicative errors Abstract: The problem of non parametric function fitting using the complete orthogonal system of trigonometric functions em, m = 0, ±1, ±2, …, for the observation model yj = djf(xjn) + ηj, j = 0, 1, …, n − 1, is considered, where f:[0,2π]→C$f:[0,2\pi ]\rightarrow \mathbb {C}$, ηj are uncorrelated random variables with zero mean value and finite variance, dj are uncorrelated random variables with mean value d ≠ 0 and finite variance, independent of ηj, and the observation points xjn ∈ [0, 2π] are equidistant. Conditions for convergence of the integrated mean-square error E∥f-f^N(n)∥22$E\Vert f-\hat{f}_{N(n)}\Vert ^2_2$ and the pointwise mean-square error E(f(x)-f^N(n)(x))2$E(f(x)-\hat{f}_{N(n)}(x))^2$ of the estimator f^N(n)(x)=∑m=-N(n)N(n)c˜mem(x)/d$\hat{f}_{N(n)}(x) = \sum _{m=-N(n)}^{N(n)}\tilde{c}_me_m(x)/d$ for f ∈ BV[0, 2π] and coefficients c˜-N(n),...,c˜N(n)$\tilde{c}_{-N(n)},\ldots,\tilde{c}_{N(n)}$ obtained by the least squares method are studied. Journal: Communications in Statistics - Theory and Methods Pages: 804-812 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.851236 File-URL: http://hdl.handle.net/10.1080/03610926.2013.851236 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:804-812 Template-Type: ReDIF-Article 1.0 Author-Name: Sui He Author-X-Name-First: Sui Author-X-Name-Last: He Author-Name: Ting Du Author-X-Name-First: Ting Author-X-Name-Last: Du Author-Name: Liuquan Sun Author-X-Name-First: Liuquan Author-X-Name-Last: Sun Title: Joint modeling of longitudinal data with a dependent terminal event Abstract: Longitudinal data often arise in longitudinal follow-up studies, and there may exist a dependent terminal event such as death that stops the follow-up. In this article, we propose a new joint modeling for the analysis of longitudinal data with informative observation times via a dependent terminal event and two latent variables. Estimating equations are developed for parameter estimation, and asymptotic properties of the resulting estimators are established. In addition, a generalization of the joint model with time-varying coefficients for the longitudinal response variable is considered, and goodness-of-fit methods for assessing the adequacy of the model are also provided. The proposed method works well in our simulation studies, and is applied to a data set from a bladder cancer study. Journal: Communications in Statistics - Theory and Methods Pages: 813-835 Issue: 3 Volume: 45 Year: 2016 Month: 2 X-DOI: 10.1080/03610926.2013.851237 File-URL: http://hdl.handle.net/10.1080/03610926.2013.851237 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:813-835 Template-Type: ReDIF-Article 1.0 Author-Name: Florencia Statti Author-X-Name-First: Florencia Author-X-Name-Last: Statti Author-Name: Mariela Sued Author-X-Name-First: Mariela Author-X-Name-Last: Sued Author-Name: Victor J. Yohai Author-X-Name-First: Victor J. Author-X-Name-Last: Yohai Title: High breakdown point robust estimators with missing data Abstract: In this paper, we propose a new procedure to estimate the distribution of a variable y when there are missing data. To compensate the presence of missing responses, it is assumed that a covariate vector x is observed and that y and x are related by means of a semi-parametric regression model. Observed residuals are combined with predicted values to estimate the missing response distribution. Once the responses distribution is consistently estimated, we can estimate any parameter defined through a continuous functional T using a plug in procedure. We prove that the proposed estimators have high breakdown point. Journal: Communications in Statistics - Theory and Methods Pages: 5145-5162 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388396 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388396 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5145-5162 Template-Type: ReDIF-Article 1.0 Author-Name: Rong Lu Author-X-Name-First: Rong Author-X-Name-Last: Lu Author-Name: Danxin Wang Author-X-Name-First: Danxin Author-X-Name-Last: Wang Author-Name: Min Wang Author-X-Name-First: Min Author-X-Name-Last: Wang Author-Name: Grzegorz A. Rempala Author-X-Name-First: Grzegorz A. Author-X-Name-Last: Rempala Title: Estimation of Sobol's sensitivity indices under generalized linear models Abstract: We derive explicit formulas for Sobol's sensitivity indices (SSIs) under the generalized linear models (GLMs) with independent or multivariate normal inputs. We argue that the main-effect SSIs provide a powerful tool for variable selection under GLMs with identity links under polynomial regressions. We also show via examples that the SSI-based variable selection results are similar to the ones obtained by the random forest algorithm but without the computational burden of data permutation. Finally, applying our results to the problem of gene network discovery, we identify through the SSI analysis of a public microarray dataset several novel higher-order gene–gene interactions missed out by the more standard inference methods. The relevant functions for SSI analysis derived here under GLMs with identity, log, and logit links are implemented and made available in the R package Sobol sensitivity. Journal: Communications in Statistics - Theory and Methods Pages: 5163-5195 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388397 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388397 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5163-5195 Template-Type: ReDIF-Article 1.0 Author-Name: Mian Huang Author-X-Name-First: Mian Author-X-Name-Last: Huang Author-Name: Qinghua Ji Author-X-Name-First: Qinghua Author-X-Name-Last: Ji Author-Name: Weixin Yao Author-X-Name-First: Weixin Author-X-Name-Last: Yao Title: Semiparametric hidden Markov model with non-parametric regression Abstract: The hidden Markov model regression (HMMR) has been popularly used in many fields such as gene expression and activity recognition. However, the traditional HMMR requires the strong linearity assumption for the emission model. In this article, we propose a hidden Markov model with non-parametric regression (HMM-NR), where the mean and variance of emission model are unknown smooth functions. The new semiparametric model might greatly reduce the modeling bias and thus enhance the applicability of the traditional hidden Markov model regression. We propose an estimation procedure for the transition probability matrix and the non-parametric mean and variance functions by combining the ideas of the EM algorithm and the kernel regression. Simulation studies and a real data set application are used to demonstrate the effectiveness of the new estimation procedure. Journal: Communications in Statistics - Theory and Methods Pages: 5196-5204 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388398 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388398 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5196-5204 Template-Type: ReDIF-Article 1.0 Author-Name: Mohammed K. Shakhatreh Author-X-Name-First: Mohammed K. Author-X-Name-Last: Shakhatreh Title: A new three-parameter extension of the log-logistic distribution with applications to survival data Abstract: In this article, a new three-parameter extension of the two-parameter log-logistic distribution is introduced. Several distributional properties such as moment-generating function, quantile function, mean residual lifetime, the Renyi and Shanon entropies, and order statistics are considered. The estimation of the model parameters for complete and right-censored cases is investigated competently by maximum likelihood estimation (MLE). A simulation study is conducted to show that these MLEs are consistent in moderate samples. Two real datasets are considered; one is a right-censored data to show that the proposed model has a superior performance over several existing popular models. Journal: Communications in Statistics - Theory and Methods Pages: 5205-5226 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388399 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388399 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5205-5226 Template-Type: ReDIF-Article 1.0 Author-Name: Edmund Rudiuk Author-X-Name-First: Edmund Author-X-Name-Last: Rudiuk Author-Name: Aleksander Kowalski Author-X-Name-First: Aleksander Author-X-Name-Last: Kowalski Title: The exact distribution function of the ratio of two dependent quadratic forms Abstract: A closed-form representation of the distribution function of the ratio of two linear combinations of Chi-squared variables is derived. The ratio is of the following form R = (X + aY)/(bY + Z), where X, Y, Z are independent Chi-square variables and a, b > 0. Two methods of obtaining the distribution function of this ratio are used. The exact density function of such a ratio is then obtained by differentiation. Two numerical examples are provided. Journal: Communications in Statistics - Theory and Methods Pages: 5227-5240 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388400 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388400 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5227-5240 Template-Type: ReDIF-Article 1.0 Author-Name: Richard A. Chechile Author-X-Name-First: Richard A. Author-X-Name-Last: Chechile Title: A Bayesian analysis for the Wilcoxon signed-rank statistic Abstract: A Bayesian analysis is provided for the Wilcoxon signed-rank statistic (T+). The Bayesian analysis is based on a sign-bias parameter φ on the (0, 1) interval. For the case of a uniform prior probability distribution for φ and for small sample sizes (i.e., 6 ⩽ n ⩽ 25), values for the statistic T+ are computed that enable probabilistic statements about φ. For larger sample sizes, approximations are provided for the asymptotic likelihood function P(T+|φ) as well as for the posterior distribution P(φ|T+). Power analyses are examined both for properly specified Gaussian sampling and for misspecified non Gaussian models. The new Bayesian metric has high power efficiency in the range of 0.9–1 relative to a standard t test when there is Gaussian sampling. But if the sampling is from an unknown and misspecified distribution, then the new statistic still has high power; in some cases, the power can be higher than the t test (especially for probability mixtures and heavy-tailed distributions). The new Bayesian analysis is thus a useful and robust method for applications where the usual parametric assumptions are questionable. These properties further enable a way to do a generic Bayesian analysis for many non Gaussian distributions that currently lack a formal Bayesian model. Journal: Communications in Statistics - Theory and Methods Pages: 5241-5254 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388402 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388402 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5241-5254 Template-Type: ReDIF-Article 1.0 Author-Name: Wolfgang Wiedermann Author-X-Name-First: Wolfgang Author-X-Name-Last: Wiedermann Title: A note on fourth moment-based direction dependence measures when regression errors are non normal Abstract: Measures of direction dependence enable researchers to determine the directionality of linear effects in bivariate data. Existing fourth moment-based approaches assume that regression errors are at least mesokurtic. Direction dependence measures based on the co-kurtosis of variables are proposed that relax this assumption. Simulations suggest that co-kurtosis-based measures perform equally well as existing kurtosis-based methods when distributional assumptions of the latter are fulfilled. However, kurtosis-based approaches are sensitive to platy- or leptokurtic errors, while co-kurtosis-based measures protect Type I error and power rates. Data requirements necessary for causal inference and recommendations for selecting proper direction dependence measures are discussed. Journal: Communications in Statistics - Theory and Methods Pages: 5255-5264 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388403 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388403 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5255-5264 Template-Type: ReDIF-Article 1.0 Author-Name: Adji Achmad Rinaldo Fernandes Author-X-Name-First: Adji Author-X-Name-Last: Achmad Rinaldo Fernandes Author-Name: Paul Janssen Author-X-Name-First: Paul Author-X-Name-Last: Janssen Author-Name: Umu Sa'adah Author-X-Name-First: Umu Author-X-Name-Last: Sa'adah Author-Name: Solimun Author-X-Name-First: Author-X-Name-Last: Solimun Author-Name: Achmad Effendi Author-X-Name-First: Achmad Author-X-Name-Last: Effendi Author-Name: Nurjannah Author-X-Name-First: Author-X-Name-Last: Nurjannah Author-Name: Luthfatul Amaliana Author-X-Name-First: Luthfatul Author-X-Name-Last: Amaliana Title: Comparison of spline estimator at various levels of autocorrelation in smoothing spline non parametric regression for longitudinal data Abstract: The purpose of this research are: (1) to obtain spline function estimation in non parametric regression for longitudinal data with and without considering the autocorrelation between data of observation within subject, (2) to develop the algorithm that generates simulation data with certain autocorrelation level based on size of sample (N) and error variance (EV), and (3) to establish shape of spline estimator in non parametric regression for longitudinal data to simulation with various level of autocorrelation, as well as compare DM and TM approaches in predicting spline estimator in the data simulation with different of autocorrelation observational data on within subject. The results of the application are as follows: (a) implementation of smoothing spline with penalized weighted least square (PWLS) approach with or without consideration of autocorrelation in general (in all sizes and all error variances levels) provides significantly different spline estimator when the autocorrelation level >0.8; (b) based on size comparison, spline estimator in non parametric regression smoothing spline with PLS approach with (DM), or without (DM) consideration of autocorrelation showed significantly different result in level of autocorrelation > 0.8 (in overall size, moderate and large sample size), and > 0.7 (in small sample size); (c) based on level of variance, spline estimator in non parametric regression smoothing spline with PLS approach with (DM), or without (DM) consideration of autocorrelation showed significantly different result in level of autocorrelation > 0.8 (in overall level of variance, moderate and large variance), and > 0.7 (in small variance). Journal: Communications in Statistics - Theory and Methods Pages: 5265-5285 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388404 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388404 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5265-5285 Template-Type: ReDIF-Article 1.0 Author-Name: Huilin Huang Author-X-Name-First: Huilin Author-X-Name-Last: Huang Author-Name: Weiguo Yang Author-X-Name-First: Weiguo Author-X-Name-Last: Yang Author-Name: Zhiyan Shi Author-X-Name-First: Zhiyan Author-X-Name-Last: Shi Title: The Shannon–McMillan theorem for Markov chains in Markovian environments indexed by homogeneous trees Abstract: This article presents the definition of Markov chain indexed by homogeneous trees in Markovian environment. Then we mainly study the strong limit theorems for a Markov chain indexed by homogeneous trees in Markovian environment. We also establish the strong law of large numbers and the Shannon–McMillan theorems for finite Markov chains indexed by a homogeneous tree in a Markovian environment with finite state space. We only prove the results on a Bethe tree and then just state the analogous results on a rooted Cayley tree. There are abundant achievements in research of Markov chains in determined environments, but few results about this topic of Markov chains indexed by trees in random environment. The results of this manuscript are very meaningful to give a good start to establish the strong limit properties for Markov chains indexed by trees in different random environments. Journal: Communications in Statistics - Theory and Methods Pages: 5286-5297 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1388405 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1388405 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5286-5297 Template-Type: ReDIF-Article 1.0 Author-Name: Haydar Koç Author-X-Name-First: Haydar Author-X-Name-Last: Koç Author-Name: Emre Dünder Author-X-Name-First: Emre Author-X-Name-Last: Dünder Author-Name: Serpil Gümüştekin Author-X-Name-First: Serpil Author-X-Name-Last: Gümüştekin Author-Name: Tuba Koç Author-X-Name-First: Tuba Author-X-Name-Last: Koç Author-Name: Mehmet Ali Cengiz Author-X-Name-First: Mehmet Ali Author-X-Name-Last: Cengiz Title: Particle swarm optimization-based variable selection in Poisson regression analysis via information complexity-type criteria Abstract: Modeling of count responses is widely performed via Poisson regression models. This paper covers the problem of variable selection in Poisson regression analysis. The basic emphasis of this paper is to present the usefulness of information complexity-based criteria for Poisson regression. Particle swarm optimization (PSO) algorithm was adopted to minimize the information criteria. A real dataset example and two simulation studies were conducted for highly collinear and lowly correlated datasets. Results demonstrate the capability of information complexity-type criteria. According to the results, information complexity-type criteria can be effectively used instead of classical criteria in count data modeling via the PSO algorithm. Journal: Communications in Statistics - Theory and Methods Pages: 5298-5306 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390129 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390129 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5298-5306 Template-Type: ReDIF-Article 1.0 Author-Name: Mohammad Saber Fallah Nezhad Author-X-Name-First: Mohammad Saber Author-X-Name-Last: Fallah Nezhad Author-Name: Faeze Zahmatkesh Saredorahi Author-X-Name-First: Faeze Author-X-Name-Last: Zahmatkesh Saredorahi Title: A new policy for designing acceptance sampling plan based on Bayesian inference in the presence of inspection errors Abstract: The purpose of this article is to present a new policy for designing an acceptance sampling plan based on the minimum proportion of the lot that should be inspected in the presence of inspection errors. It is assumed that inspection is not perfect and every defective item cannot be detected with complete certainty. The Bayesian method is used for obtaining the probability distribution function of the number of defective items in the lot. To design this model, two constraints of producer risk and consumer risk are considered during the inspection process by using two specified points on operating characteristic curve. In order to illustrate the application of the proposed model, an example is presented. In addition, a sensitivity analysis is performed to analyze the model performance under different scenarios of process parameters and the results are elaborated. Finally, the efficiency of the proposed model is compared with the sampling method of Spencer and Kevan de Lopez (2017) at the same conditions. Journal: Communications in Statistics - Theory and Methods Pages: 5307-5318 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390130 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390130 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5307-5318 Template-Type: ReDIF-Article 1.0 Author-Name: Carlos Tenreiro Author-X-Name-First: Carlos Author-X-Name-Last: Tenreiro Title: A new class of boundary kernels for distribution function estimation Abstract: In this note we introduce a new class of boundary kernels for distribution function estimation which shows itself to be especially performing when the classical kernel distribution function estimator suffers from severe boundary problems. Journal: Communications in Statistics - Theory and Methods Pages: 5319-5332 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390131 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390131 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5319-5332 Template-Type: ReDIF-Article 1.0 Author-Name: Ayman A. Amin Author-X-Name-First: Ayman A. Author-X-Name-Last: Amin Title: Bayesian inference for double SARMA models Abstract: In this paper, we present a Bayesian analysis of double seasonal autoregressive moving average models. We first consider the problem of estimating unknown lagged errors in the moving average part using non linear least squares method, and then using natural conjugate and Jeffreys’ priors we approximate the marginal posterior distributions to be multivariate t and gamma distributions for the model coefficients and precision, respectively. We evaluate the proposed Bayesian methodology using simulation study, and apply to real-world hourly electricity load data sets. Journal: Communications in Statistics - Theory and Methods Pages: 5333-5345 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390132 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390132 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5333-5345 Template-Type: ReDIF-Article 1.0 Author-Name: Xiang Deng Author-X-Name-First: Xiang Author-X-Name-Last: Deng Author-Name: Jing Yao Author-X-Name-First: Jing Author-X-Name-Last: Yao Title: On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality Abstract: This note consists of two parts . In the first part, we provide a pedagogic review on the multivariate generalized hyperbolic (MGH) distribution. We show that this probability family is close under margining, conditioning, and linear transforms; however, such property does not hold for its subclasses. In the second part, we obtain the Stein-type inequality in the context of MGH distribution. Moreover, we apply the Stein-type inequality to prove a lower bound for Var[h(X)]. Particularly, we present examples when X belongs to some well-known subclasses in MGH family. Journal: Communications in Statistics - Theory and Methods Pages: 5346-5356 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390134 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390134 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5346-5356 Template-Type: ReDIF-Article 1.0 Author-Name: Pao-sheng Shen Author-X-Name-First: Pao-sheng Author-X-Name-Last: Shen Author-Name: Li Ning Weng Author-X-Name-First: Li Ning Author-X-Name-Last: Weng Title: The Cox–Aalen model for left-truncated and right-censored data Abstract: We analyze left-truncated and right-censored (LTRC) data using an additive-multiplicative Cox–Aalen model proposed by Scheike and Zhang (2002), which extends the Cox regression model as well as the additive Aalen model. Based on the conditional likelihood function, we derive the weighted least-squared (WLS) estimators for the regression parameters and cumulative intensity functions of the model. The estimators are shown to be consistent and asymptotically normal. A simulation study is conducted to investigate the performance of the proposed estimators. Journal: Communications in Statistics - Theory and Methods Pages: 5357-5368 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390135 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390135 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5357-5368 Template-Type: ReDIF-Article 1.0 Author-Name: Suling Kang Author-X-Name-First: Suling Author-X-Name-Last: Kang Author-Name: Rashid Abbasi Author-X-Name-First: Rashid Author-X-Name-Last: Abbasi Author-Name: Huiling Wang Author-X-Name-First: Huiling Author-X-Name-Last: Wang Author-Name: Lixiang Xu Author-X-Name-First: Lixiang Author-X-Name-Last: Xu Author-Name: Xiaofeng Wang Author-X-Name-First: Xiaofeng Author-X-Name-Last: Wang Author-Name: Yuanyan Tang Author-X-Name-First: Yuanyan Author-X-Name-Last: Tang Title: Asymptotic behaviour of frequency polygons under φ-mixing samples Abstract: Under mild conditions, we study the asymptotic behaviour of the uniformly strong consistency of the frequency polygon investigated by Scott under φ −mixing samples. The results obtained weaken the relevant conditions used by Carbon et al. [6]. Journal: Communications in Statistics - Theory and Methods Pages: 5369-5377 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1406516 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1406516 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5369-5377 Template-Type: ReDIF-Article 1.0 Author-Name: Eunju Hwang Author-X-Name-First: Eunju Author-X-Name-Last: Hwang Author-Name: Dong Wan Shin Author-X-Name-First: Dong Wan Author-X-Name-Last: Shin Title: Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models Abstract: Tests for structural breaks in the coefficients of the long-memory heterogeneous autoregressive (HAR) models are developed. The tests are based on the partial sum process of the normalized efficient score vector. The tests have the nice property of identifying the parameters of the daily, weekly, and monthly regressors in which breaks occur. Limiting null distributions of the proposed tests are proven to be derived from standard Brownian bridges. A finite sample Monte-Carlo experiment shows reasonable size and power properties of the proposed tests. The proposed method is illustrated by a real data analysis. Journal: Communications in Statistics - Theory and Methods Pages: 5378-5389 Issue: 21 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1408827 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1408827 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5378-5389 Template-Type: ReDIF-Article 1.0 Author-Name: Yong Li Author-X-Name-First: Yong Author-X-Name-Last: Li Title: Comments on “Improvement of generalized difference-based mixed Liu estimator in partially linear model” Abstract: We make some comments about the article of Wu (2018) and correct the theorems in that article. Journal: Communications in Statistics - Theory and Methods Pages: 5193-5194 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1508721 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508721 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5193-5194 Template-Type: ReDIF-Article 1.0 Author-Name: Raja Ben Hajria Author-X-Name-First: Raja Author-X-Name-Last: Ben Hajria Author-Name: Salah Khardani Author-X-Name-First: Salah Author-X-Name-Last: Khardani Author-Name: Hamdi Raïssi Author-X-Name-First: Hamdi Author-X-Name-Last: Raïssi Title: Testing for abrupt breaks in variance structures with smooth changes Abstract: We investigate the problem of testing for variance breaks in the case where the variance structure is assumed to be smoothly time-varying under the null. Since the classical tests are aimed to detect any change in the variance, they are not able to distinguish between smooth non constant variance and abrupt breaks. In this paper a new procedure for detecting variance breaks taking into account for smooth changes in the variance under the null is proposed. The finite sample properties of the test we introduce are investigated by Monte Carlo experiments. The theoretical outputs are illustrated using U.S. macroeconomic data. Journal: Communications in Statistics - Theory and Methods Pages: 5195-5212 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1510002 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1510002 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5195-5212 Template-Type: ReDIF-Article 1.0 Author-Name: Dennis DeRiggi Author-X-Name-First: Dennis Author-X-Name-Last: DeRiggi Title: A central limit theorem for correlated variables with limited normal or gamma distributions Abstract: Non-negative limited normal or gamma distributed random variables are commonly used to model physical phenomenon such as the concentration of compounds within gaseous clouds. This paper demonstrates that when a collection of random variables with limited normal or gamma distributions represents a stationary process for which the underlying variables have exponentially decreasing correlations, then a central limit theorem applies to the correlated random variables. Journal: Communications in Statistics - Theory and Methods Pages: 5213-5222 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1536212 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1536212 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5213-5222 Template-Type: ReDIF-Article 1.0 Author-Name: Rashid Ahmed Author-X-Name-First: Rashid Author-X-Name-Last: Ahmed Author-Name: Farrukh Shehzad Author-X-Name-First: Farrukh Author-X-Name-Last: Shehzad Author-Name: Muhammad Rajab Author-X-Name-First: Muhammad Author-X-Name-Last: Rajab Author-Name: Muhammad Daniyal Author-X-Name-First: Muhammad Author-X-Name-Last: Daniyal Author-Name: M. H. Tahir Author-X-Name-First: M. H. Author-X-Name-Last: Tahir Title: Minimal circular balanced repeated measurement designs in unequal period sizes Abstract: Repeated measurement designs (RMDs) are widely used in medicine, pharmacology, animal sciences and psychology. In these fields, there are several situations where these designs should be used in periods of different sizes. With the use of RMD, residual effects or carry over effects may arise and balanced RMDs are solution to this problem. In this article, therefore, some infinite series are developed through method of cyclic shifts to obtain circular balanced repeated measurements designs in periods of two different sizes. Journal: Communications in Statistics - Theory and Methods Pages: 5223-5232 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1508719 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508719 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5223-5232 Template-Type: ReDIF-Article 1.0 Author-Name: Samuel Rosa Author-X-Name-First: Samuel Author-X-Name-Last: Rosa Title: E- and R-optimality of block designs for treatment-control comparisons Abstract: We study optimal block designs for comparing a set of test treatments with a control treatment. We provide the class of all E-optimal approximate block designs, which is characterized by simple linear constraints. Based on this characterization, we obtain a class of E-optimal exact designs for unequal block sizes. In the studied model, we provide a statistical interpretation for wide classes of E-optimal designs. Moreover, we show that all approximate A-optimal designs and a large class of A-optimal exact designs for treatment-control comparisons are also R-optimal. This reinforces the observation that A-optimal designs perform well even for rectangular confidence regions. Journal: Communications in Statistics - Theory and Methods Pages: 5233-5244 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1508720 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1508720 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5233-5244 Template-Type: ReDIF-Article 1.0 Author-Name: Ajit Chaturvedi Author-X-Name-First: Ajit Author-X-Name-Last: Chaturvedi Author-Name: Ananya Malhotra Author-X-Name-First: Ananya Author-X-Name-Last: Malhotra Title: Shrinkage estimators of the reliability characteristics of a family of lifetime distributions based on records Abstract: A family of lifetime distributions is considered which covers many distributions as its special cases. Two measures of reliability are studied, Rt=P(X>t) and P=P(X>Y). Assuming the availability of some prior information on the parameter of interest, shrinkage estimators are developed for the powers of the scale parameter and reliability functions based on records. These proposed estimators are compared with the maximum likelihood estimators and uniformly minimum variance unbiased estimators of the parametric functions in terms of their relative efficiency. We establish that all the proposed estimators outperform the usual estimators as the true value of parameters approaches their hypothesized value. Journal: Communications in Statistics - Theory and Methods Pages: 5245-5264 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1510001 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1510001 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5245-5264 Template-Type: ReDIF-Article 1.0 Author-Name: Nora Saadi Author-X-Name-First: Nora Author-X-Name-Last: Saadi Author-Name: Smail Adjabi Author-X-Name-First: Smail Author-X-Name-Last: Adjabi Author-Name: Lamia Djerroud Author-X-Name-First: Lamia Author-X-Name-Last: Djerroud Title: On the estimation of the quantile density function by orthogonal series Abstract: The classical estimator of a quantile density function by orthogonal series depends on the empirical distribution function estimator Hn. The fact that Hn is a step function even when the underlying cumulative distribution function H(.) is continuous, has called for the need (in certain areas of application like estimating the quantile density function ψ(.)) for smooth estimators of Hn. The present work has two goals. The first one is to introduce a new technique for estimating ψ(.) by orthogonal series for any orthonormal system in L2[0,1], a smooth nonparametric estimators of ψ(.) and H(.) are proposed. Asymptotic properties of the proposed estimators are studied. The second is to introduce a new method for selection of a smoothing parameter. A simulation study is done to compare the performances of the new approach with the (Chesneau et al 2016) one, when comparing mean integrated square error of the two estimators. Journal: Communications in Statistics - Theory and Methods Pages: 5265-5289 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1510003 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1510003 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5265-5289 Template-Type: ReDIF-Article 1.0 Author-Name: Michael J. Brusco Author-X-Name-First: Michael J. Author-X-Name-Last: Brusco Author-Name: J. Dennis Cradit Author-X-Name-First: J. Dennis Author-X-Name-Last: Cradit Author-Name: Susan Brudvig Author-X-Name-First: Susan Author-X-Name-Last: Brudvig Title: An integrated dominance analysis and dynamic programing approach for measuring predictor importance for customer satisfaction Abstract: Dominance analysis is a procedure for measuring the importance of predictors in multiple regression analysis. We show that dominance analysis can be enhanced using a dynamic programing approach for the rank-ordering of predictors. Using customer satisfaction data from a call center operation, we demonstrate how the integration of dominance analysis with dynamic programing can provide a better understanding of predictor importance. As a cautionary note, we recommend careful reflection on the relationship between predictor importance and variable subset selection. We observed that slight changes in the selected predictor subset can have an impact on the importance rankings produced by a dominance analysis. Journal: Communications in Statistics - Theory and Methods Pages: 5290-5307 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1510004 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1510004 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5290-5307 Template-Type: ReDIF-Article 1.0 Author-Name: Chen Chen Author-X-Name-First: Chen Author-X-Name-Last: Chen Author-Name: Panpan Zhang Author-X-Name-First: Panpan Author-X-Name-Last: Zhang Title: Characterizations of asymptotic distributions of continuous-time Pólya processes Abstract: We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the process, coupled with the method of moments applied in a bootstrapped manner. We show that the limiting distribution of the process underlying the Bagchi-Pal urn is gamma. We also look into the tenable and balanced processes associated with randomized replacement matrix. Similar results carry over to the process, with minor modifications in the methods of proof, done mutatis mutandis. Journal: Communications in Statistics - Theory and Methods Pages: 5308-5321 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1510005 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1510005 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5308-5321 Template-Type: ReDIF-Article 1.0 Author-Name: Jun Jin Author-X-Name-First: Jun Author-X-Name-Last: Jin Author-Name: Chenyan Hao Author-X-Name-First: Chenyan Author-X-Name-Last: Hao Author-Name: Tiefeng Ma Author-X-Name-First: Tiefeng Author-X-Name-Last: Ma Title: B-spline estimation for partially linear varying coefficient composite quantile regression models Abstract: In this article, a new composite quantile regression estimation (CQR) approach is proposed for partially linear varying coefficient models (PLVCM) under composite quantile loss function with B-spline approximations. The major advantage of the proposed procedures over the existing ones is easy to implement using existing software, and it requires no specification of the error distributions. Under the regularity conditions, the consistency and asymptotic normality of the estimators are also derived. Finally, a simulation study and a real data application are undertaken to assess the finite sample performance of the proposed estimation procedure. Journal: Communications in Statistics - Theory and Methods Pages: 5322-5335 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1510006 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1510006 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5322-5335 Template-Type: ReDIF-Article 1.0 Author-Name: Chandi Ram Kalita Author-X-Name-First: Chandi Ram Author-X-Name-Last: Kalita Author-Name: Gautam Choudhury Author-X-Name-First: Gautam Author-X-Name-Last: Choudhury Title: Analysis of an unreliable MX/G1G2/1/repeated service queue with delayed repair under randomized vacation policy Abstract: In this article we consider an unreliable MX/G/1 queue with two types of general heterogeneous service and optional repeated service subject to server’s break down and delayed repair under randomized vacation policy. We assume that customer arrive to the system according to a compound Poisson process. The server provides two types of general heterogeneous service and a customer can choose either type of service before its service start. After the completion of either type of service, the customer has the further option to repeat the same type of service once again. While the server is working with any types of service or repeated service, it may breakdown at any instant. Further the concept of randomized vacation is also introduced. For this model, we first derive the joint distribution of state of the server and queue size by considering both elapsed and remaining time, which is one of the objective of this article. Next, we derive Laplace Stieltjes transform of busy period distribution. Finally, we obtain some important performance measure and reliability indices of this model. Journal: Communications in Statistics - Theory and Methods Pages: 5336-5369 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513142 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513142 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5336-5369 Template-Type: ReDIF-Article 1.0 Author-Name: Lin Dai Author-X-Name-First: Lin Author-X-Name-Last: Dai Author-Name: Junhui Yin Author-X-Name-First: Junhui Author-X-Name-Last: Yin Author-Name: Zhengfen Xie Author-X-Name-First: Zhengfen Author-X-Name-Last: Xie Author-Name: Liucang Wu Author-X-Name-First: Liucang Author-X-Name-Last: Wu Title: Robust variable selection in finite mixture of regression models using the t distribution Abstract: Variable selection in finite mixture of regression (FMR) models is frequently used in statistical modeling. The majority of applications of variable selection in FMR models use a normal distribution for regression error. Such assumptions are unsuitable for a set of data containing a group or groups of observations with heavy tails and outliers. In this paper, we introduce a robust variable selection procedure for FMR models using the t distribution. With appropriate selection of the tuning parameters, the consistency and the oracle property of the regularized estimators are established. To estimate the parameters of the model, we develop an EM algorithm for numerical computations and a method for selecting tuning parameters adaptively. The parameter estimation performance of the proposed model is evaluated through simulation studies. The application of the proposed model is illustrated by analyzing a real data set. Journal: Communications in Statistics - Theory and Methods Pages: 5370-5386 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513143 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513143 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5370-5386 Template-Type: ReDIF-Article 1.0 Author-Name: Muhammad Nouman Qureshi Author-X-Name-First: Muhammad Nouman Author-X-Name-Last: Qureshi Author-Name: Sadia Khalil Author-X-Name-First: Sadia Author-X-Name-Last: Khalil Author-Name: Chang-Tai Chao Author-X-Name-First: Chang-Tai Author-X-Name-Last: Chao Author-Name: Muhammad Hanif Author-X-Name-First: Muhammad Author-X-Name-Last: Hanif Title: Estimation of rare and clustered population variance in adaptive cluster sampling Abstract: Many researchers used auxiliary information together with survey variable to improve the efficiency of population parameters like mean, variance, total and proportion. Ratio and regression estimation are the most commonly used methods that utilized auxiliary information in different ways to get the maximum benefits in the form of high precision of the estimators. Thompson first introduced the concept of Adaptive cluster sampling, which is an appropriate technique for collecting the samples from rare and clustered populations. In this article, a generalized exponential type estimator is proposed and its properties have been studied for the estimation of rare and highly clustered population variance using single auxiliary information. A numerical study is carried out on a real and artificial population to judge the performance of the proposed estimator over the competing estimators. It is shown that the proposed generalized exponential type estimator is more efficient than the adaptive and non adaptive estimators under conventional sampling design. Journal: Communications in Statistics - Theory and Methods Pages: 5387-5400 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513144 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513144 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5387-5400 Template-Type: ReDIF-Article 1.0 Author-Name: Pingyan Chen Author-X-Name-First: Pingyan Author-X-Name-Last: Chen Author-Name: Soo Hak Sung Author-X-Name-First: Soo Hak Author-X-Name-Last: Sung Title: Weak laws of large numbers for nonnegative independent random variables without finite means Abstract: For a sequence of nonnegative independent random variables {Xn,n≥1} with P(Xn > x) ≈ ln(x)/x, where ln(x) > 0,n≥1, are slowly varying functions, we present some mild conditions on {ln(x)} under which ∑i=1nXi/bn→1 in probability, where {bn,n≥1} is a norming sequence of positive numbers with bn→∞ When the distributions of the random variables are specified more precisely, the norming sequence can be obtained more concretely. As special cases, we obtain the results of Adler (2012, 2017) and Nakata (2016). Journal: Communications in Statistics - Theory and Methods Pages: 5401-5413 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513145 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513145 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5401-5413 Template-Type: ReDIF-Article 1.0 Author-Name: H. Naderi Author-X-Name-First: H. Author-X-Name-Last: Naderi Author-Name: P. Matuła Author-X-Name-First: P. Author-X-Name-Last: Matuła Author-Name: M. Amini Author-X-Name-First: M. Author-X-Name-Last: Amini Author-Name: H. Ahmadzade Author-X-Name-First: H. Author-X-Name-Last: Ahmadzade Title: A version of the Kolmogrov–Feller weak law of large numbers for maximal weighted sums of random variables Abstract: In this paper we establish Kolmogrov–Feller weak law of large numbers for maximal weighted sums of i.i.d. random variables. Journal: Communications in Statistics - Theory and Methods Pages: 5414-5418 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513146 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513146 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5414-5418 Template-Type: ReDIF-Article 1.0 Author-Name: Raúl Pérez-Fernández Author-X-Name-First: Raúl Author-X-Name-Last: Pérez-Fernández Author-Name: Bernard De Baets Author-X-Name-First: Bernard Author-X-Name-Last: De Baets Title: The sample monomode and an associated test for discrete monomodality Abstract: The notions of (sample) mean, median and mode are common tools for describing the central tendency of a given probability distribution. In this article, we propose a new measure of central tendency, the sample monomode, which is related to the notion of sample mode. We also illustrate the computation of the sample monomode and propose a statistical test for discrete monomodality based on the likelihood ratio statistic. Journal: Communications in Statistics - Theory and Methods Pages: 5419-5426 Issue: 21 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513148 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513148 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5419-5426 Template-Type: ReDIF-Article 1.0 Author-Name: Guangjun Shen Author-X-Name-First: Guangjun Author-X-Name-Last: Shen Author-Name: Litan Yan Author-X-Name-First: Litan Author-X-Name-Last: Yan Title: An Approximation of Subfractional Brownian Motion Abstract: In this article, we obtain an approximation theorem for subfractional Brownian motion with H > 1/2, using martingale differences. The proof involves the tightness and identification of finite dimensional distributions. Journal: Communications in Statistics - Theory and Methods Pages: 1873-1886 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2013.769598 File-URL: http://hdl.handle.net/10.1080/03610926.2013.769598 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1873-1886 Template-Type: ReDIF-Article 1.0 Author-Name: Peter Zörnig Author-X-Name-First: Peter Author-X-Name-Last: Zörnig Title: On Generalized Binomial and Negative Binomial Distributions for Dependent Bernoulli Variables Abstract: We study the distributions of the random variables Sn and Vr related to a sequence of dependent Bernoulli variables, where Sn denotes the number of successes in n trials and Vr the number of trials necessary to obtain r successes. The purpose of this article is twofold: (1) Generalizing some results on the “nature” of the binomial and negative binomial distributions we show that Sn and Vr can follow any prescribed discrete distribution. The corresponding joint distributions of the Bernoulli variables are characterized as the solutions of systems of linear equations. (2) We consider a specific type of dependence of the Bernoulli variables, where the probability of a success depends only on the number of previous successes. We develop some theory based on new closed-form representations for the probability mass functions of Sn and Vr which enable direct computations of the probabilities. Journal: Communications in Statistics - Theory and Methods Pages: 1887-1906 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.672614 File-URL: http://hdl.handle.net/10.1080/03610926.2012.672614 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1887-1906 Template-Type: ReDIF-Article 1.0 Author-Name: Nenghui Kuang Author-X-Name-First: Nenghui Author-X-Name-Last: Kuang Author-Name: Fuqing Gao Author-X-Name-First: Fuqing Author-X-Name-Last: Gao Title: Hypothesis Testing in a Rayleigh Diffusion Model Abstract: Applying the large and moderate deviations for the log-likelihood ratio of the Rayleigh diffusion model, we give the negative regions in testing Rayleigh diffusion model and obtain the decay rates of the error probabilities. Journal: Communications in Statistics - Theory and Methods Pages: 1907-1917 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.677089 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677089 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1907-1917 Template-Type: ReDIF-Article 1.0 Author-Name: Fabrizio Durante Author-X-Name-First: Fabrizio Author-X-Name-Last: Durante Author-Name: Juan Fernández Sánchez Author-X-Name-First: Juan Fernández Author-X-Name-Last: Sánchez Title: A Note on the Compatibility of Bivariate Copulas Abstract: This article answers to a problem by Kolesárová, Mesiar, and Sempi about the class of all copulas that are compatible with two given bivariate copulas A and B. It is shown that, even if A and B are not completely dependent, the class of all copulas compatible with A and B may consist of a singleton. Journal: Communications in Statistics - Theory and Methods Pages: 1918-1923 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.677090 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677090 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1918-1923 Template-Type: ReDIF-Article 1.0 Author-Name: Soudabeh Shemehsavar Author-X-Name-First: Soudabeh Author-X-Name-Last: Shemehsavar Title: A Bivariate Gamma Model for a Latent Degradation Process Abstract: A model is presented in this article based on a bivariate gamma process in which, the first component is latent and determines the failure time and the second represents the marker. This process is a more realistic model for a degradation process. After introducing the model, we obtain failure and survival probability distributions and discuss parametric and predictive inferences based on the Maximum Likelihood method and in a Bayesian setup. Journal: Communications in Statistics - Theory and Methods Pages: 1924-1938 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.677300 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677300 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1924-1938 Template-Type: ReDIF-Article 1.0 Author-Name: J. Navarro Author-X-Name-First: J. Author-X-Name-Last: Navarro Author-Name: S. M. Sunoj Author-X-Name-First: S. M. Author-X-Name-Last: Sunoj Author-Name: M. N. Linu Author-X-Name-First: M. N. Author-X-Name-Last: Linu Title: Characterizations of Bivariate Models Using Some Dynamic Conditional Information Divergence Measures Abstract: In this article, we study some relevant information divergence measures viz. Renyi divergence and Kerridge’s inaccuracy measures. These measures are extended to conditionally specified models and they are used to characterize some bivariate distributions using the concepts of weighted and proportional hazard rate models. Moreover, some bounds are obtained for these measures using the likelihood ratio order. Journal: Communications in Statistics - Theory and Methods Pages: 1939-1948 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.677925 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677925 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1939-1948 Template-Type: ReDIF-Article 1.0 Author-Name: Miroslav Šiman Author-X-Name-First: Miroslav Author-X-Name-Last: Šiman Title: Multivariate Process Capability Indices: A Directional Approach Abstract: We propose a unified, universal, natural, and very intuitive way how to obtain new multivariate and tool wear extensions of univariate process capability indices by means of projection pursuit. We also illustrate the methodology in detail of the popular precision and accuracy indices, generalize the latter in a few different ways in the same spirit, add some personal insight, discuss the computational issues involved, and demonstrate the advantages of our approach in a small data example. Journal: Communications in Statistics - Theory and Methods Pages: 1949-1955 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.677926 File-URL: http://hdl.handle.net/10.1080/03610926.2012.677926 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1949-1955 Template-Type: ReDIF-Article 1.0 Author-Name: Jingle Wang Author-X-Name-First: Jingle Author-X-Name-Last: Wang Author-Name: Ming Zheng Author-X-Name-First: Ming Author-X-Name-Last: Zheng Author-Name: Wen Yu Author-X-Name-First: Wen Author-X-Name-Last: Yu Title: Wavelet Analysis of Change Points in Nonparametric Hazard Rate Models Under Random Censorship Abstract: In this article, we consider detection and estimation of change points in nonparametric hazard rate models. Wavelet methods are utilized to develop a testing procedure for change points detection. The asymptotic properties of the test statistic are explored. When there exist change points in hazard function, we also propose estimators for the number, the locations, and the jump sizes of the change points. The asymptotic properties of these estimators are systematically derived. Some simulation examples are conducted to assess the finite sample performance of the proposed approach and to make comparisons with some existing methods. A real data analysis is provided to illustrate the new approach. Journal: Communications in Statistics - Theory and Methods Pages: 1956-1978 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.681416 File-URL: http://hdl.handle.net/10.1080/03610926.2012.681416 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1956-1978 Template-Type: ReDIF-Article 1.0 Author-Name: Dongliang Wang Author-X-Name-First: Dongliang Author-X-Name-Last: Wang Author-Name: Alan D. Hutson Author-X-Name-First: Alan D. Author-X-Name-Last: Hutson Title: A Smooth Bootstrap Procedure towards Deriving Confidence Intervals for the Relative Risk Abstract: Given a pair of sample estimators of two independent proportions, bootstrap methods are a common strategy towards deriving the associated confidence interval for the relative risk. We develop a new smooth bootstrap procedure, which generates pseudo-samples from a continuous quantile function. Under a variety of settings, our simulation studies show that our method possesses a better or equal performance in comparison with asymptotic theory based and existing bootstrap methods, particularly for heavily unbalanced data in terms of coverage probability and power. We illustrate our procedure as applied to several published data sets. Journal: Communications in Statistics - Theory and Methods Pages: 1979-1990 Issue: 9 Volume: 43 Year: 2014 Month: 5 X-DOI: 10.1080/03610926.2012.681418 File-URL: http://hdl.handle.net/10.1080/03610926.2012.681418 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1979-1990 Template-Type: ReDIF-Article 1.0 Author-Name: Garib Nath Singh Author-X-Name-First: Garib Nath Author-X-Name-Last: Singh Author-Name: Mohd Khalid Author-X-Name-First: Mohd Author-X-Name-Last: Khalid Title: Some imputation methods to compensate with non-response for estimation of population mean in two-occasion successive sampling Abstract: Non-response is an unavoidable phenomenon in almost all sample survey, and if it is not dealt carefully at the very starting of the analysis, results may lead to significant biases in the survey estimates. Keeping these facts in mind and inspired by the work of Singh (2009), this article suggests some alternative efficient methods to deal with the missing data problems at the beginning of the analysis and proposes estimation procedures of the current population mean in two-occasion successive sampling. The properties of the resultant estimation procedures have been examined and supplemented with empirical studies. Results have been critically analyzed, and recommendations are made to the survey practitioners. Journal: Communications in Statistics - Theory and Methods Pages: 3329-3351 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1586945 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1586945 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3329-3351 Template-Type: ReDIF-Article 1.0 Author-Name: Yuebao Wang Author-X-Name-First: Yuebao Author-X-Name-Last: Wang Author-Name: Dongya Cheng Author-X-Name-First: Dongya Author-X-Name-Last: Cheng Title: Elementary renewal theorems for widely dependent random variables with applications to precise large deviations Abstract: On the basis of Wang and Cheng (J. Math. Anal. Appl. 384 (2011) 597–606), this paper further investigates elementary renewal theorems for counting processes generated by random walks with widely orthant dependent increments. The obtained results improve the corresponding ones of the above-mentioned paper mainly in the sense of weakening the moment conditions on the positive parts of the increments. Meanwhile, a revised version of strong law of large numbers for random walks with widely orthant dependent increments is established, which improves Theorem 1.4 of Wang and Cheng (2011) by enlarging the regions of dominating coefficients. Finally, by using the above results, some precise large deviation results for a nonstandard renewal risk model are established, in which the innovations are widely orthant dependent random variables with common heavy tails, and the inter-arrival times are also widely orthant dependent. Journal: Communications in Statistics - Theory and Methods Pages: 3352-3374 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1586947 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1586947 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3352-3374 Template-Type: ReDIF-Article 1.0 Author-Name: Piyali Kundu Author-X-Name-First: Piyali Author-X-Name-Last: Kundu Author-Name: Nabakumar Jana Author-X-Name-First: Nabakumar Author-X-Name-Last: Jana Author-Name: Somesh Kumar Author-X-Name-First: Somesh Author-X-Name-Last: Kumar Author-Name: Kashinath Chatterjee Author-X-Name-First: Kashinath Author-X-Name-Last: Chatterjee Title: Stress-strength reliability estimation for exponentially distributed system with common minimum guarantee time Abstract: In this article, we study the problem of estimating the stress-strength reliability, where the stress and strength variables follow independent exponential distributions with a common location parameter but different scale parameters. All parameters are assumed to be unknown. We derive the MLE, the UMVUE of the reliability parameter. We also derive the Bayes estimators considering conjugate prior distributions for the scale parameters and a dependent prior for the common location parameter. Monte Carlo simulations have been carried out to compare among the proposed estimators with respect to different loss functions. Journal: Communications in Statistics - Theory and Methods Pages: 3375-3396 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1586948 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1586948 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3375-3396 Template-Type: ReDIF-Article 1.0 Author-Name: Stefan Bedbur Author-X-Name-First: Stefan Author-X-Name-Last: Bedbur Author-Name: Udo Kamps Author-X-Name-First: Udo Author-X-Name-Last: Kamps Author-Name: Miriam Marner Author-X-Name-First: Miriam Author-X-Name-Last: Marner Title: Rényi entropy of m-generalized order statistics Abstract: Characterizing relations via Rényi entropy of m-generalized order statistics are considered along with examples and related stochastic orderings. Previous results for common order statistics are included. Journal: Communications in Statistics - Theory and Methods Pages: 3397-3406 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1588321 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1588321 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3397-3406 Template-Type: ReDIF-Article 1.0 Author-Name: Tolga Zaman Author-X-Name-First: Tolga Author-X-Name-Last: Zaman Author-Name: Hasan Bulut Author-X-Name-First: Hasan Author-X-Name-Last: Bulut Title: Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling Abstract: This article proposes new regression-type estimators by considering Tukey-M, Hampel M, Huber MM, LTS, LMS and LAD robust methods and MCD and MVE robust covariance matrices in stratified sampling. Theoretically, we obtain the mean square error (MSE) for these estimators. We compare the efficiencies based on MSE equations, between the proposed estimators and the traditional combined and separate regression estimators. As a result of these comparisons, we observed that our proposed estimators give more efficient results than traditional approaches. And, these theoretical results are supported with the aid of numerical examples and simulation based on data sets that include outliers. Journal: Communications in Statistics - Theory and Methods Pages: 3407-3420 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1588324 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1588324 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3407-3420 Template-Type: ReDIF-Article 1.0 Author-Name: Qian Zhao Author-X-Name-First: Qian Author-X-Name-Last: Zhao Author-Name: Peng Li Author-X-Name-First: Peng Author-X-Name-Last: Li Author-Name: Jie Zhang Author-X-Name-First: Jie Author-X-Name-Last: Zhang Title: Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes Abstract: In this paper, we consider a model with stochastic interest rate and stochastic mortality, which is driven by a Lévy process. Under the assumption that the stochastic mortality and interest rate are dependent, we discuss the valuation of life insurance contracts. Employing the method of change of measure together with the Bayes’ rule, we present the pricing formulas in closed form for the survival and death benefit models. Finally, numerical experiments illustrate the effects of some parameters. Journal: Communications in Statistics - Theory and Methods Pages: 3421-3437 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1589514 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1589514 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3421-3437 Template-Type: ReDIF-Article 1.0 Author-Name: Yunlong Wang Author-X-Name-First: Yunlong Author-X-Name-Last: Wang Author-Name: Zhaojun Wang Author-X-Name-First: Zhaojun Author-X-Name-Last: Wang Author-Name: Xuemin Zi Author-X-Name-First: Xuemin Author-X-Name-Last: Zi Title: Rank-based multiple change-point detection Abstract: A nonparametric procedure is proposed to estimate multiple change-points of location changes in a univariate data sequence by using ranks instead of the raw data. While existing rank-based multiple change-point detection methods are mostly based on sequential tests, we treat it as a model selection problem. We derive the corresponding Schwarz’s information criterion for rank-statistics, theoretically prove the consistency of the change-point estimator and use a pruned dynamic programing algorithm to achieve the change-point estimator. Simulation studies show our method’s robustness, effectiveness and efficiency in detecting mean-changes. We also apply the method to a gene dataset as an illustration. Journal: Communications in Statistics - Theory and Methods Pages: 3438-3454 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1589515 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1589515 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3438-3454 Template-Type: ReDIF-Article 1.0 Author-Name: Mingzhu Song Author-X-Name-First: Mingzhu Author-X-Name-Last: Song Author-Name: Quanxin Zhu Author-X-Name-First: Quanxin Author-X-Name-Last: Zhu Title: The strong convergence properties of weighted sums for a class of dependent random variables Abstract: Let {Xni,un≤i≤vn,n≥1} be an arrays of rowwise pairwise negatively quadrant dependent (NQD) random variables. In this paper, some novel sufficient conditions of LP-convergence for {Xni,un≤i≤vn,n≥1} are presented. Compared with some previous results, our results are more general, even under the weaker conditions. In addition, the method applied in this paper is different from some previous papers. Journal: Communications in Statistics - Theory and Methods Pages: 3455-3465 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1589516 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1589516 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3455-3465 Template-Type: ReDIF-Article 1.0 Author-Name: Ajit Chaturvedi Author-X-Name-First: Ajit Author-X-Name-Last: Chaturvedi Author-Name: Sudeep R. Bapat Author-X-Name-First: Sudeep R. Author-X-Name-Last: Bapat Author-Name: Neeraj Joshi Author-X-Name-First: Neeraj Author-X-Name-Last: Joshi Title: Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure Abstract: In this article, we have proposed a three-stage procedure for the estimation of the difference of the means of two multivariate normal populations having unknown and unequal variances. Point as well as confidence region estimation is done for the same. Here, we have used the concept of classical Behrens-Fisher problem. Second-order approximations are obtained in both the cases, i.e., point estimation and confidence region estimation. Journal: Communications in Statistics - Theory and Methods Pages: 3466-3480 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1589517 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1589517 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3466-3480 Template-Type: ReDIF-Article 1.0 Author-Name: Sang Wu Author-X-Name-First: Sang Author-X-Name-Last: Wu Author-Name: Yinghui Dong Author-X-Name-First: Yinghui Author-X-Name-Last: Dong Author-Name: Wenxin Lv Author-X-Name-First: Wenxin Author-X-Name-Last: Lv Author-Name: Guojing Wang Author-X-Name-First: Guojing Author-X-Name-Last: Wang Title: Optimal asset allocation for participating contracts with mortality risk under minimum guarantee Abstract: We investigate an optimal investment problem of participating insurance contracts with mortality risk under minimum guarantee. The insurer aims to maximize the expected utility of the terminal payoff. Due to its piecewise payoff structure, this optimization problem is a non-concave utility maximization problem. We adopt a concavification technique and a Lagrange dual method to solve the problem and derive the representations of the optimal wealth process and trading strategies. We also carry out some numerical analysis to show how the portfolio insurance constraint impacts the optimal terminal wealth. Journal: Communications in Statistics - Theory and Methods Pages: 3481-3497 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1589518 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1589518 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3481-3497 Template-Type: ReDIF-Article 1.0 Author-Name: Yao Kang Author-X-Name-First: Yao Author-X-Name-Last: Kang Author-Name: Dehui Wang Author-X-Name-First: Dehui Author-X-Name-Last: Wang Author-Name: Kai Yang Author-X-Name-First: Kai Author-X-Name-Last: Yang Title: Extended binomial AR(1) processes with generalized binomial thinning operator Abstract: In this article, we introduce an extended binomial AR(1) model based on the generalized binomial thinning operator. This operator relaxes the independence assumption of the binomial thinning operator and contains dependent Bernoulli counting series. The new model contains the binomial AR(1) model as a particular case. Some probabilistic and statistical properties are explored. Estimators of the model parameters are derived by conditional maximum likelihood (CML), conditional least squares (CLS) and weighted conditional least squares (WCLS) methods. Some asymptotic properties and numerical results of the estimators are studied. The good performance of the new model is illustrated, among other competitive models in the literature, by an application to the monthly drunken driving counts. Journal: Communications in Statistics - Theory and Methods Pages: 3498-3520 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1589519 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1589519 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3498-3520 Template-Type: ReDIF-Article 1.0 Author-Name: Mikail Et Author-X-Name-First: Mikail Author-X-Name-Last: Et Author-Name: Hatice Gidemen Author-X-Name-First: Hatice Author-X-Name-Last: Gidemen Title: On Δvm(f)–statistical convergence of order α Abstract: In this article we introduce and examine the concepts of Δvm(f)− statistical convergence of order α and strong Δvm(f)− Cesàro summability of order α, and give some relations between Δvm(f)− statistical convergence of order α and strong Δvm(f)− Cesàro summability of order α. Journal: Communications in Statistics - Theory and Methods Pages: 3521-3529 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1589520 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1589520 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3521-3529 Template-Type: ReDIF-Article 1.0 Author-Name: Jalil Kazemitabar Author-X-Name-First: Jalil Author-X-Name-Last: Kazemitabar Author-Name: Javad Kazemitabar Author-X-Name-First: Javad Author-X-Name-Last: Kazemitabar Title: Measuring the conformity of distributions to Benford's law Abstract: We propose a new approach to explore Benford’s law. We take the uniform interpretation of Benford’s law and relax the modulus to define a range of Benford-like characteristics. We then show all fat-tailed distributions approximately satisfy Benford’s law. Our theory shows Benford’s law is a natural property of Riemannian sums for continuous probability densities. Our simulations corroborate this connection. Journal: Communications in Statistics - Theory and Methods Pages: 3530-3536 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1590599 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1590599 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3530-3536 Template-Type: ReDIF-Article 1.0 Author-Name: Yuttana Ratibenyakool Author-X-Name-First: Yuttana Author-X-Name-Last: Ratibenyakool Author-Name: Kritsana Neammanee Author-X-Name-First: Kritsana Author-X-Name-Last: Neammanee Title: Rate of convergence of binomial formula for option pricing Abstract: The Binomial and Black–Scholes formulas are tools for valuating a call option at any specified time. We have already known that the Binomial formula converges to the Black–Scholes formula as the number of periods (n) converges to infinity. This research obtains the rate of this convergence, namely 1nn. Our rate of convergence is better than those obtained by Cox, Ross, and Rubinstein (1979), Leisen and Reimer (1996), Heston and Zhon (2000), Diener and Diener (2004) and Chang and Palmer (2007). We also provide the explicit constant of the bound of this convergence. Journal: Communications in Statistics - Theory and Methods Pages: 3537-3556 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1590600 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1590600 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3537-3556 Template-Type: ReDIF-Article 1.0 Author-Name: Xuan Cao Author-X-Name-First: Xuan Author-X-Name-Last: Cao Author-Name: Shaojun Zhang Author-X-Name-First: Shaojun Author-X-Name-Last: Zhang Title: A permutation-based Bayesian approach for inverse covariance estimation Abstract: Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian methods for inverse covariance matrix estimation under Gaussian graphical models require the underlying graph and hence the ordering of variables to be known. However, in practice, such information on the true underlying model is often unavailable. We therefore propose a novel permutation-based Bayesian approach to tackle the unknown variable ordering issue. In particular, we utilize multiple maximum a posteriori estimates under the DAG-Wishart prior for each permutation, and subsequently construct the final estimate of the inverse covariance matrix. The proposed estimator has smaller variability and yields order-invariant property. We establish posterior convergence rates under mild assumptions and illustrate that our method outperforms existing approaches in estimating the inverse covariance matrices via simulation studies. Journal: Communications in Statistics - Theory and Methods Pages: 3557-3571 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1590601 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1590601 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3557-3571 Template-Type: ReDIF-Article 1.0 Author-Name: Guangyu Mao Author-X-Name-First: Guangyu Author-X-Name-Last: Mao Title: On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient Abstract: This paper investigates a class of statistics based on Pearson’s correlation coefficient for testing the mutual independence of a random vector in high dimensions. Two existing statistics, proposed by Schott (2005) and Mao (2014) respectively, are special cases of the class. A generic testing theory for the class of statistics is developed, which clarifies under what conditions the class of statistics can be employed for the testing purpose. By virtue of the theory, three new tests are introduced, and related statistical properties are discussed. To examine our theoretical findings and check the performance of the new tests, simulation studies are applied. The simulation results justify the theoretical findings and show that the newly introduced tests perform well, as long as both the dimension and the sample size of the data are moderately large. Journal: Communications in Statistics - Theory and Methods Pages: 3572-3584 Issue: 14 Volume: 49 Year: 2020 Month: 7 X-DOI: 10.1080/03610926.2019.1593459 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1593459 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3572-3584 Template-Type: ReDIF-Article 1.0 Author-Name: Ying Lou Author-X-Name-First: Ying Author-X-Name-Last: Lou Author-Name: Jing Cao Author-X-Name-First: Jing Author-X-Name-Last: Cao Author-Name: Song Zhang Author-X-Name-First: Song Author-X-Name-Last: Zhang Author-Name: Chul Ahn Author-X-Name-First: Chul Author-X-Name-Last: Ahn Title: Sample size estimation for a two-group comparison of repeated count outcomes using GEE Abstract: Randomized clinical trials with count measurements as the primary outcome are common in various medical areas such as seizure counts in epilepsy trials, or relapse counts in multiple sclerosis trials. Controlled clinical trials frequently use a conventional parallel-group design that assigns subjects randomly to one of two treatment groups and repeatedly evaluates them at baseline and intervals across a treatment period of a fixed duration. The primary interest is to compare the rates of change between treatment groups. Generalized estimating equations (GEEs) have been widely used to compare rates of change between treatment groups because of its robustness to misspecification of the true correlation structure. In this paper, we derive a sample size formula for comparing the rates of change between two groups in a repeatedly measured count outcome using GEE. The sample size formula incorporates general missing patterns such as independent missing and monotone missing, and general correlation structures such as AR(1) and compound symmetry (CS). The performance of the sample size formula is evaluated through simulation studies. Sample size estimation is illustrated by a clinical trial example from epilepsy. Journal: Communications in Statistics - Theory and Methods Pages: 6743-6753 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1134572 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1134572 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6743-6753 Template-Type: ReDIF-Article 1.0 Author-Name: A. E. Monsalve-Cobis Author-X-Name-First: A. E. Author-X-Name-Last: Monsalve-Cobis Author-Name: W. González-Manteiga Author-X-Name-First: W. Author-X-Name-Last: González-Manteiga Author-Name: W. Stute Author-X-Name-First: W. Author-X-Name-Last: Stute Title: The statistical impact of inflation on interest rates Abstract: Understanding the behavior of interest rates is of central importance in finance. This is due to the fact that interest and forward rates serve as underlyings for many fixed income products. Furthermore, interest rate-based quantities may be used as numeraires when it comes to computing present values of future payoffs. An important macroeconomic factor which is likely to trigger interest rates is inflation. In this paper we extend a well-known continuous time interest rate model by incorporating inflation. Finally, we apply a statistical test to real data to explore the goodness-of-fit of the inflation-based model. Journal: Communications in Statistics - Theory and Methods Pages: 6754-6763 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1130842 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1130842 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6754-6763 Template-Type: ReDIF-Article 1.0 Author-Name: Lulu Zheng Author-X-Name-First: Lulu Author-X-Name-Last: Zheng Author-Name: Yang Ding Author-X-Name-First: Yang Author-X-Name-Last: Ding Author-Name: Xuejun Wang Author-X-Name-First: Xuejun Author-X-Name-Last: Wang Title: Asymptotic normality for the estimator of non parametric regression model under ϕ-mixing errors Abstract: In this article, by using the Rosenthal-type inequality and the Bernstein's big-block and small-block procedure, we establish the asymptotic normality for the estimators of non parametric regression model based on ϕ-mixing errors. The result obtained in the article generalizes some corresponding ones for some dependent random variables. Journal: Communications in Statistics - Theory and Methods Pages: 6764-6773 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1134574 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1134574 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6764-6773 Template-Type: ReDIF-Article 1.0 Author-Name: Jake Olivier Author-X-Name-First: Jake Author-X-Name-Last: Olivier Author-Name: Warren L. May Author-X-Name-First: Warren L. Author-X-Name-Last: May Author-Name: Melanie L. Bell Author-X-Name-First: Melanie L. Author-X-Name-Last: Bell Title: Relative effect sizes for measures of risk Abstract: Effect sizes are an important component of experimental design, data analysis, and interpretation of statistical results. In some situations, an effect size of clinical or practical importance may be unknown to the researcher. In other situations, the researcher may be interested in comparing observed effect sizes to known standards to quantify clinical importance. In these cases, the notion of relative effect sizes (small, medium, large) can be useful as benchmarks. Although there is generally an extensive literature on relative effect sizes for continuous data, little of this research has focused on relative effect sizes for measures of risk that are common in epidemiological or biomedical studies. The aim of this paper, therefore, is to extend existing relative effect sizes to the relative risk, odds ratio, hazard ratio, rate ratio, and Mantel–Haenszel odds ratio for related samples. In most scenarios with equal group allocation, effect sizes of 1.22, 1.86, and 3.00 can be taken as small, medium, and large, respectively. The odds ratio for a non rare event is a notable exception and modified relative effect sizes are 1.32, 2.38, and 4.70 in that situation. Journal: Communications in Statistics - Theory and Methods Pages: 6774-6781 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1134575 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1134575 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6774-6781 Template-Type: ReDIF-Article 1.0 Author-Name: V. S. S. Yadavalli Author-X-Name-First: V. S. S. Author-X-Name-Last: Yadavalli Author-Name: V. S. Vaidyanathan Author-X-Name-First: V. S. Author-X-Name-Last: Vaidyanathan Author-Name: P. Chandrasekhar Author-X-Name-First: P. Author-X-Name-Last: Chandrasekhar Author-Name: S. Abbas Author-X-Name-First: S. Author-X-Name-Last: Abbas Title: Applications of quadrivariate exponential distribution to a three-unit warm standby system with dependent structure Abstract: Two-unit warm standby systems have been elaborately dealt within the literature. However, the study of standby systems with more than two units, though very relevant in state-of-the-art practical situations, has received little attention because of mathematical intricacies involved in analyzing them. Also, such systems have been studied assuming: (i) the lifetime or repair time of the units to be exponential, or (ii) the lifetime and repair time to be independent. The present contribution is an improvement in the state-of-the-art in the sense that three-unit warm standby system with dependent structure is shown to be capable of comprehensive analysis. Journal: Communications in Statistics - Theory and Methods Pages: 6782-6790 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1134576 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1134576 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6782-6790 Template-Type: ReDIF-Article 1.0 Author-Name: Xufeng Zhao Author-X-Name-First: Xufeng Author-X-Name-Last: Zhao Author-Name: Satoshi Mizutani Author-X-Name-First: Satoshi Author-X-Name-Last: Mizutani Author-Name: Toshio Nakagawa Author-X-Name-First: Toshio Author-X-Name-Last: Nakagawa Title: Replacement policies for age and working numbers with random life cycle Abstract: It has been modeled for several replacement policies in literatures that the whole life cycle or operating interval of an operating unit should be finite rather than infinite as is done with the traditional method. However, it is more natural to consider the case in which the finite life cycle is a fluctuated parameter that could be used to estimate replacement times, which will be taken up in this article. For this, we first formulate a general model in which the unit is replaced at random age U, random time Y for the first working number, random life cycle S, or at failure X, whichever occurs first. The following models included in the general model, such that replacement done at age T when variable U is a degenerate distribution, and replacement done at working numbers N summed by number N of variable Y, are optimized. We obtain the total expected cost until replacement and the expected replacement cost rate for each model. Optimal age T, working number N, and a pair of (T, N) are discussed analytically and computed numerically. Journal: Communications in Statistics - Theory and Methods Pages: 6791-6802 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1136416 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1136416 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6791-6802 Template-Type: ReDIF-Article 1.0 Author-Name: Fuxia Cheng Author-X-Name-First: Fuxia Author-X-Name-Last: Cheng Title: Strong uniform consistency rates of kernel estimators of cumulative distribution functions Abstract: In this paper we consider the uniform strong consistency, along with a rate, of the cumulative distribution function (CDF) estimator. We extend the extended Glivenko–Cantelli lemma (for empirical distribution function) in Fabian and Hannan (1985, pp. 80–83) to the kernel estimator of the CDF. Journal: Communications in Statistics - Theory and Methods Pages: 6803-6807 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1136417 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1136417 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6803-6807 Template-Type: ReDIF-Article 1.0 Author-Name: Xing Zhang Author-X-Name-First: Xing Author-X-Name-Last: Zhang Author-Name: Jian Liu Author-X-Name-First: Jian Author-X-Name-Last: Liu Author-Name: Chao Tan Author-X-Name-First: Chao Author-X-Name-Last: Tan Title: Economic design based on a multivariate Bayesian VSI chart with a dual control limit Abstract: In this paper, a multivariate Bayesian variable sampling interval (VSI) control chart for the economic design and optimization of statistical parameters is designed. Based on the VSI sampling strategy of a multivariate Bayesian control chart with dual control limits, the optimal expected cost function is constructed. The proposed model allows the determination of the scheme parameters that minimize the expected cost per time of the process. The effectiveness of the Bayesian VSI chart is estimated through economic comparisons with the Bayesian fixed sampling interval and the Hotelling's T2 chart. This study is an in-depth study on a Bayesian multivariate control chart with variable parameter. Furthermore, it is shown that significant cost improvement may be realized through the new model. Journal: Communications in Statistics - Theory and Methods Pages: 6808-6822 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1136418 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1136418 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6808-6822 Template-Type: ReDIF-Article 1.0 Author-Name: Zhiyan Shi Author-X-Name-First: Zhiyan Author-X-Name-Last: Shi Author-Name: Jinli Ji Author-X-Name-First: Jinli Author-X-Name-Last: Ji Author-Name: Weiguo Yang Author-X-Name-First: Weiguo Author-X-Name-Last: Yang Title: A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains Abstract: Let {Xn, n ⩾ 0} be a sequence of random variables on the probability space (Ω,F,P)$(\Omega ,{\cal F},P)$ taking values in alphabet S = {0, 1, 2, …}. Let Q be another probability measure on F${\cal F}$, under which {Xn, n ⩾ 0} is a homogeneous Markov chain. Let h(P∣Q) be the sample divergence rate of P with respect to Q related to {Xn, n ⩾ 0}. In this paper, the authors obtain several strong laws of large numbers and Shannnon–McMillan theorem for countable state homogeneous Markov chains by establishing the small deviation theorems of {Xn, n ⩾ 0} with respect to countable state homogeneous Markov chain. Journal: Communications in Statistics - Theory and Methods Pages: 6823-6830 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1137594 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1137594 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6823-6830 Template-Type: ReDIF-Article 1.0 Author-Name: Edit Gombay Author-X-Name-First: Edit Author-X-Name-Last: Gombay Author-Name: Fuxiao Li Author-X-Name-First: Fuxiao Author-X-Name-Last: Li Author-Name: Hao Yu Author-X-Name-First: Hao Author-X-Name-Last: Yu Title: Retrospective change detection in categorical time series Abstract: The aim of this paper is to propose methods of detecting change in the coefficients of a multinomial logistic regression model for categorical time series offline. The alternatives to the null hypothesis of stationarity can be either the hypothesis that it is not true, or that there is a temporary change in the sequence. We use the efficient score vector of the partial likelihood function. This has several advantages. First, the alternative value of the parameter does not have to be estimated; hence, we have a procedure that has a simple structure with only one parameter estimation using all available observations. This is in contrast with the generalized likelihood ratio-based change point tests. The efficient score vector is used in various ways. As a vector, its components correspond to the different components of the multinomial logistic regression model’s parameter vector. Using its quadratic form a test can be defined, where the presence of a change in any or all parameters is tested for. If there are too many parameters one can test for any subset while treating the rest as nuisance parameters. Our motivating example is a DNA sequence of four categories, and our test result shows that in the published data the distribution of the four categories is not stationary. Journal: Communications in Statistics - Theory and Methods Pages: 6831-6845 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1137595 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1137595 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6831-6845 Template-Type: ReDIF-Article 1.0 Author-Name: Yanning Liu Author-X-Name-First: Yanning Author-X-Name-Last: Liu Author-Name: Pilar Lim Author-X-Name-First: Pilar Author-X-Name-Last: Lim Title: Sample size increase during a survival trial when interim results are promising Abstract: This paper is to extend Mehta and Pocock (2011) to provide a way in doing sample size increase in survival trials. Sample space is divided by observed test statistic at interim into three zones: unfavorable, promising, and favorable, within which sample size (required number of events) has a proper increase if falling into the promising zone and otherwise remains unchanged. Simulations with scenarios in the presence/absence of censoring, with/without adaptation, and allowing fourfolds versus twofolds of increase in sample size are compared. Journal: Communications in Statistics - Theory and Methods Pages: 6846-6863 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1137596 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1137596 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6846-6863 Template-Type: ReDIF-Article 1.0 Author-Name: Yasin Asar Author-X-Name-First: Yasin Author-X-Name-Last: Asar Author-Name: Murat Erişoğlu Author-X-Name-First: Murat Author-X-Name-Last: Erişoğlu Author-Name: Mohammad Arashi Author-X-Name-First: Mohammad Author-X-Name-Last: Arashi Title: Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model Abstract: In the context of estimating regression coefficients of an ill-conditioned binary logistic regression model, we develop a new biased estimator having two parameters for estimating the regression vector parameter β when it is subjected to lie in the linear subspace restriction Hβ = h. The matrix mean squared error and mean squared error (MSE) functions of these newly defined estimators are derived. Moreover, a method to choose the two parameters is proposed. Then, the performance of the proposed estimator is compared to that of the restricted maximum likelihood estimator and some other existing estimators in the sense of MSE via a Monte Carlo simulation study. According to the simulation results, the performance of the estimators depends on the sample size, number of explanatory variables, and degree of correlation. The superiority region of our proposed estimator is identified based on the biasing parameters, numerically. It is concluded that the new estimator is superior to the others in most of the situations considered and it is recommended to the researchers. Journal: Communications in Statistics - Theory and Methods Pages: 6864-6873 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1137597 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1137597 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6864-6873 Template-Type: ReDIF-Article 1.0 Author-Name: Stanislaus S. Uyanto Author-X-Name-First: Stanislaus S. Author-X-Name-Last: Uyanto Title: Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2] Abstract: This article derives a new coefficient of relationship of two symmetric alpha-stable variables when alpha is in the interval (1,2] based on covariation. Its numerical value ranges from −1 to +1. Simulation studies are used to evaluate the performance of the coefficient of relationship estimators. Journal: Communications in Statistics - Theory and Methods Pages: 6874-6881 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1137599 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1137599 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6874-6881 Template-Type: ReDIF-Article 1.0 Author-Name: C. M. Barros Author-X-Name-First: C. M. Author-X-Name-Last: Barros Author-Name: G. J. A. Amaral Author-X-Name-First: G. J. A. Author-X-Name-Last: Amaral Author-Name: A. D. C. Nascimento Author-X-Name-First: A. D. C. Author-X-Name-Last: Nascimento Author-Name: A. H. M. A. Cysneiros Author-X-Name-First: A. H. M. A. Author-X-Name-Last: Cysneiros Title: Detecting influential observations in Watson data Abstract: A method for detecting outliers in axial data has been proposed by Best and Fisher (1986). For extending that work, we propose four new methods. Two of them are suitable for outlier detection and they depend on the classic geodesic distance and a modified version of this distance. The other two procedures, which are designed for influential observation detection, are based on the Kullback–Leibler and Cook’s distances. Some simulation experiments are performed to compare all considered methods. Detection and error rates are used as comparison criteria. Numerical results provide evidence in favor of the KL distance. Journal: Communications in Statistics - Theory and Methods Pages: 6882-6898 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1139130 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1139130 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6882-6898 Template-Type: ReDIF-Article 1.0 Author-Name: Sunah Chung Author-X-Name-First: Sunah Author-X-Name-Last: Chung Author-Name: S.Y. Hwang Author-X-Name-First: S.Y. Author-X-Name-Last: Hwang Title: A profile Godambe information of power transformations for ARCH time series Abstract: Due to Godambe (1985), one can obtain the Godambe optimum estimating functions (EFs) each of which is optimum (in the sense of maximizing the Godambe information) within a linear class of EFs. Quasi-likelihood scores can be viewed as special cases of the Godambe optimum EFs (see, for instance, Hwang and Basawa, 2011). The paper concerns conditionally heteroscedastic time series with unknown likelihood. Power transformations are introduced in innovations to construct a class of Godambe optimum EFs. A “best” power transformation for Godambe innovation is then obtained via maximizing the “profile” Godambe information. To illustrate, the KOrea Stock Prices Index is analyzed for which absolute value transformation and square transformation are recommended according to the ARCH(1) and GARCH(1,1) models, respectively. Journal: Communications in Statistics - Theory and Methods Pages: 6899-6908 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1139133 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1139133 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6899-6908 Template-Type: ReDIF-Article 1.0 Author-Name: Conghua Cheng Author-X-Name-First: Conghua Author-X-Name-Last: Cheng Author-Name: Yiming Liu Author-X-Name-First: Yiming Author-X-Name-Last: Liu Author-Name: Zhi Liu Author-X-Name-First: Zhi Author-X-Name-Last: Liu Title: Empirical likelihood ratio under infinite second moment Abstract: In this article, we show that the log empirical likelihood ratio statistic for the population mean converges in distribution to χ2(1) as n → ∞ when the population is in the domain of attraction of normal law but has infinite variance. The simulation results show that the empirical likelihood ratio method is applicable under the infinite second moment condition. Journal: Communications in Statistics - Theory and Methods Pages: 6909-6915 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1139135 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1139135 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6909-6915 Template-Type: ReDIF-Article 1.0 Author-Name: Zhi Lin Chong Author-X-Name-First: Zhi Lin Author-X-Name-Last: Chong Author-Name: Michael B. C. Khoo Author-X-Name-First: Michael B. C. Author-X-Name-Last: Khoo Author-Name: Ming Ha Lee Author-X-Name-First: Ming Ha Author-X-Name-Last: Lee Author-Name: Chung-Ho Chen Author-X-Name-First: Chung-Ho Author-X-Name-Last: Chen Title: Group runs revised m-of-k runs rule control chart Abstract: Runs rules are commonly used to increase the sensitivity of the Shewhart X‾$\bar{X}$ chart, for detecting small and moderate mean shifts. This paper presents a group runs (GR) revised m-of-k (R − m/k) runs rule chart for the mean. The proposed GR R − m/k runs rule chart has superior zero-state and steady-state performances to the basic GR, synthetic and R − m/k runs rule charts, for detecting small and moderate shifts, while maintaining the same efficiency toward large shifts. For zero-state case, the proposed chart can be designed to outperform the exponentially weighted moving average (EWMA) chart, except for small shifts. However, the EWMA chart prevails for steady-state case. Journal: Communications in Statistics - Theory and Methods Pages: 6916-6935 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1140779 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1140779 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6916-6935 Template-Type: ReDIF-Article 1.0 Author-Name: Bai Jing Pan Author-X-Name-First: Bai Jing Author-X-Name-Last: Pan Author-Name: Ma Ming Author-X-Name-First: Ma Author-X-Name-Last: Ming Author-Name: Yang Ya Wen Author-X-Name-First: Yang Ya Author-X-Name-Last: Wen Title: Parameter estimation of the censored δ-shock model on uniform interval Abstract: The censored δ-shock model is a special kind of shock model and it has very important research values in the reliability theory. In this paper, we discuss the parameter estimation of the censored δ-shock model when the inter-arrival times between two successive shocks follows uniform distribution on [a, b]. With the maximum likelihood estimation, we obtain the parameter estimator and expectation of estimator and lifetime of the model. By numerical simulation, we get the empirical result on the estimator of δ and the relationship between δ and other parameters. Journal: Communications in Statistics - Theory and Methods Pages: 6936-6946 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1140780 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1140780 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6936-6946 Template-Type: ReDIF-Article 1.0 Author-Name: Tao Wang Author-X-Name-First: Tao Author-X-Name-Last: Wang Author-Name: Zhonghua Li Author-X-Name-First: Zhonghua Author-X-Name-Last: Li Title: Outlier detection in high-dimensional regression model Abstract: An outlier is defined as an observation that is significantly different from the others in its dataset. In high-dimensional regression analysis, datasets often contain a portion of outliers. It is important to identify and eliminate the outliers for fitting a model to a dataset. In this paper, a novel outlier detection method is proposed for high-dimensional regression problems. The leave-one-out idea is utilized to construct a novel outlier detection measure based on distance correlation, and then an outlier detection procedure is proposed. The proposed method enjoys several advantages. First, the outlier detection measure can be simply calculated, and the detection procedure works efficiently even for high-dimensional regression data. Moreover, it can deal with a general regression, which does not require specification of a linear regression model. Finally, simulation studies show that the proposed method behaves well for detecting outliers in high-dimensional regression model and performs better than some other competing methods. Journal: Communications in Statistics - Theory and Methods Pages: 6947-6958 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1140783 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1140783 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6947-6958 Template-Type: ReDIF-Article 1.0 Author-Name: Amy M. Kwon Author-X-Name-First: Amy M. Author-X-Name-Last: Kwon Author-Name: Gong Tang Author-X-Name-First: Gong Author-X-Name-Last: Tang Title: Application of an imputation method for variance estimation under pseudo-likelihood when missing data are NMAR Abstract: When data are outcome-dependent non response, pseudo-likelihood yields consistent regression coefficients without specifying the missing data mechanism. However, it is onerous to derive parameter estimators including their standard errors from the regression coefficients under pseudo-likelihood (PL). The present study applies an imputation method to compute the asymptotic standard errors of parameter estimators. The proposed method is simpler than Delta method and it showed similar effect size of the standard errors to bootstrapping in simulation and application studies. Journal: Communications in Statistics - Theory and Methods Pages: 6959-6966 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1143008 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1143008 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6959-6966 Template-Type: ReDIF-Article 1.0 Author-Name: Wenhui Zhou Author-X-Name-First: Wenhui Author-X-Name-Last: Zhou Author-Name: Qiang Wan Author-X-Name-First: Qiang Author-X-Name-Last: Wan Author-Name: Yanfang Zheng Author-X-Name-First: Yanfang Author-X-Name-Last: Zheng Author-Name: Yong-wu Zhou Author-X-Name-First: Yong-wu Author-X-Name-Last: Zhou Title: A joint-adaptive np control chart with multiple dependent state sampling scheme Abstract: Although the classical Shewhart np control chart has been widely used to detect an out-of-control status of manufacturing process, it is static and there is lack of responsiveness to slight process changes. In this paper, an adaptive np control chart with a joint sampling strategy combining double sampling (DS) and variable sampling interval (VSI) is developed. The multiple dependent state sampling scheme is adopted to further improve the performance of the control chart. An economical design model to minimize the general cost of using the proposed chart is established and solved by a genetic algorithm. The numerical results show that comparing to traditional static np control chart, the proposed np chart yields better performance in terms of shorter time to signal an out-of-control process and less expected cost per unit of time. Comparisons are made to show the capability of the proposed chart in yielding average reductions of 5.01% and 8.89%, in the cost of the proposed model compared to situations in which either the DSVSI np chart or the traditional np chart is used. Journal: Communications in Statistics - Theory and Methods Pages: 6967-6979 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1132323 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1132323 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6967-6979 Template-Type: ReDIF-Article 1.0 Author-Name: Jimoh Olawale Ajadi Author-X-Name-First: Jimoh Olawale Author-X-Name-Last: Ajadi Author-Name: Muhammad Riaz Author-X-Name-First: Muhammad Author-X-Name-Last: Riaz Title: Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring Abstract: Multivariate exponential weighted moving average and cumulative sum charts are the most common memory type multivariate control charts. They make use of the present and past information to detect small shifts in the process parameter(s). In this article, we propose two new multivariate control charts using a mixed version of their design setups. The plotting statistics of the proposed charts are based on the cumulative sum of the multivariate exponentially weighted moving averages. The performances of these schemes are evaluated in terms of average run length. The proposals are compared with their existing counterparts, including HotellingT2, MCUSUM, MEWMA, and MC1 charts. An application example is also presented for practical considerations using a real dataset. Journal: Communications in Statistics - Theory and Methods Pages: 6980-6993 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1139132 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1139132 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6980-6993 Template-Type: ReDIF-Article 1.0 Author-Name: Shuxia Zhang Author-X-Name-First: Shuxia Author-X-Name-Last: Zhang Author-Name: Boping Tian Author-X-Name-First: Boping Author-X-Name-Last: Tian Title: Inference for random coefficient INAR(k) with the occasional level shift random noise based on dual empirical likelihood Abstract: The INAR(k) model has been widely used in various kinds of fields. However, there are little discussions about the INAR(k) model with the occasional level shift random noise. In this paper, the maximum likelihood estimation of parameter based on martingale difference sequence is given, the log  empirical likelihood ratio test statistic is obtained and the test statistic converges to chi-square distribution, we prove that the confidence region of the parameter is convex. Furthermore, the numerical simulation of the proposed INAR(k) model is given, which illustrates the effectiveness of the model. Then, the proofs of asymptotic results are given in the Appendix. Journal: Communications in Statistics - Theory and Methods Pages: 6994-7006 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1139134 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1139134 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:6994-7006 Template-Type: ReDIF-Article 1.0 Author-Name: Ümit Aksoy Author-X-Name-First: Ümit Author-X-Name-Last: Aksoy Author-Name: Sofiya Ostrovska Author-X-Name-First: Sofiya Author-X-Name-Last: Ostrovska Author-Name: Ahmet Yaşar Özban Author-X-Name-First: Ahmet Yaşar Author-X-Name-Last: Özban Title: Polynomial logistic distribution associated with a cubic polynomial Abstract: Let P(x) be a polynomial monotone increasing on ( − ∞, +∞). The probability distribution possessing the distribution function F(x)=11+e-P(x)$F(x)=\frac{1}{1+e^{-P(x)}}$ is called the polynomial logistic distribution with associated polynomial P. This has recently been introduced by Koutras et al., who have also demonstrated its importance for modeling financial data. In this article, the properties of the polynomial logistic distribution with an associated polynomial of degree 3 have been investigated in detail. An example of polynomial logistic distribution describing daily exchange rate fluctuations for the US dollar versus the Turkish lira is provided. Journal: Communications in Statistics - Theory and Methods Pages: 7007-7019 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1140781 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1140781 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7007-7019 Template-Type: ReDIF-Article 1.0 Author-Name: Peng Zhao Author-X-Name-First: Peng Author-X-Name-Last: Zhao Author-Name: Lei Wang Author-X-Name-First: Lei Author-X-Name-Last: Wang Author-Name: Yiying Zhang Author-X-Name-First: Yiying Author-X-Name-Last: Zhang Title: On extreme order statistics from heterogeneous beta distributions with applications Abstract: This paper treats the problem of stochastic comparisons for the extreme order statistics arising from heterogeneous beta distributions. Some sufficient conditions involved in majorization-type partial orders are provided for comparing the extreme order statistics in the sense of various magnitude orderings including the likelihood ratio order, the reversed hazard rate order, the usual stochastic order, and the usual multivariate stochastic order. The results established here strengthen and extend those including Kochar and Xu (2007), Mao and Hu (2010), Balakrishnan et al. (2014), and Torrado (2015). A real application in system assembly and some numerical examples are also presented to illustrate the theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 7020-7038 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1143007 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1143007 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7020-7038 Template-Type: ReDIF-Article 1.0 Author-Name: Ali Al-Sharadqah Author-X-Name-First: Ali Author-X-Name-Last: Al-Sharadqah Title: A new perspective in functional EIV linear model: Part I Abstract: Simple linear regression in the functional errors-in-variables (EIV) model is revisited from a different perspective, where the problem is addressed by using the small-sigma model instead of large sample theory. A general analysis is developed to study the slope’s estimator that minimizes a family of objective functions, of which the least-squares fit and the maximum likelihood estimator are minimizers of such special functions. General formulas for the higher-order terms of the bias, the variance, and the mean square error are derived. Accordingly, two efficient estimators are proposed after implementing the pre- and the post-bias elimination techniques. Numerical tests confirm the superiority of the proposed estimators over others. Journal: Communications in Statistics - Theory and Methods Pages: 7039-7062 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1143009 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1143009 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7039-7062 Template-Type: ReDIF-Article 1.0 Author-Name: Jie-hua Xie Author-X-Name-First: Jie-hua Author-X-Name-Last: Xie Author-Name: Wei Zou Author-X-Name-First: Wei Author-X-Name-Last: Zou Title: Dividend barrier and ruin problems for a risk model with delayed claims Abstract: In this paper, a compound Poisson risk model in the presence of a constant dividend barrier is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and and the time of delay for the claim is assumed to be random. A system of integro-differential equations with certain boundary conditions for the expected discounted penalty function is derived. We show that its solution can be expressed as the solution to the expected discounted penalty function in the same risk model with the absence of a barrier plus a linear combination of two linearly independent solutions to the associated homogeneous integro-differential equation. Using systems of integro-differential equations for the moment-generating function as well as for the arbitrary moments of the sum of discounted dividend payments until ruin, a matrix version of the dividends–penalty type relationship is derived. We also prove that ruin is certain under constant dividend barrier strategy. The closed form expressions are given when the claim amounts from both classes are exponentially distributed. Finally, a numerical example is presented to illustrate the solution procedure. Journal: Communications in Statistics - Theory and Methods Pages: 7063-7084 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1143010 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1143010 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7063-7084 Template-Type: ReDIF-Article 1.0 Author-Name: Mohammadreza Nourbakhsh Author-X-Name-First: Mohammadreza Author-X-Name-Last: Nourbakhsh Author-Name: Gholamhoseein Yari Author-X-Name-First: Gholamhoseein Author-X-Name-Last: Yari Title: Weighted Renyi's entropy for lifetime distributions Abstract: Recently, Di Crescenzo and Longobardi (2006) have studied “length-biased” shift-dependent information measure and its dynamic versions. On the other hand, Renyi's entropy plays a vital role in the literature of information theory that is a generalization of Shannon's entropy. In this article, the concepts of weighted Renyi's entropy, weighted residual Renyi's entropy, and weighted past Renyi's entropy are introduced and their properties are discussed. Journal: Communications in Statistics - Theory and Methods Pages: 7085-7098 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1148729 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148729 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7085-7098 Template-Type: ReDIF-Article 1.0 Author-Name: H. M. Barakat Author-X-Name-First: H. M. Author-X-Name-Last: Barakat Author-Name: E. M. Nigm Author-X-Name-First: E. M. Author-X-Name-Last: Nigm Author-Name: E. O. Abo Zaid Author-X-Name-First: E. O. Abo Author-X-Name-Last: Zaid Title: Limit distributions of order statistics with random indices in a stationary Gaussian sequence Abstract: In this article, we study the limit distributions of the extreme, intermediate, and central order statistics (os) of a stationary Gaussian sequence under equi-correlated setup. When the random sample size is assumed to converge weakly and to be independent of the basic variables, the sufficient (and in some cases the necessary) conditions for the convergence are derived. Finally, we show that the obtained result for the maximum os, with random sample size, is also applicable in the case of the non constant correlation case. Journal: Communications in Statistics - Theory and Methods Pages: 7099-7113 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1148732 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148732 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7099-7113 Template-Type: ReDIF-Article 1.0 Author-Name: Hadi Alizadeh Noughabi Author-X-Name-First: Hadi Author-X-Name-Last: Alizadeh Noughabi Title: Gini index based goodness-of-fit test for the logistic distribution Abstract: To model growth curves in survival analysis and biological studies the logistic distribution has been widely used. In this article, we propose a goodness-of-fit test for the logistic distribution based on an estimate of the Gini index. The exact distribution of the proposed test statistic and also its asymptotic distribution are presented. In order to compute the proposed test statistic, parameters of the logistic distribution are estimated by approximate maximum likelihood estimators (AMLEs), which are simple explicit estimators. Through Monte Carlo simulations, power comparisons of the proposed test with some known competing tests are carried. Finally, an illustrative example is presented and analyzed. Journal: Communications in Statistics - Theory and Methods Pages: 7114-7124 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1144767 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1144767 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7114-7124 Template-Type: ReDIF-Article 1.0 Author-Name: Ying-Ying Zhang Author-X-Name-First: Ying-Ying Author-X-Name-Last: Zhang Title: The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss Abstract: For the variance parameter of the hierarchical normal and inverse gamma model, we analytically calculate the Bayes rule (estimator) with respect to a prior distribution IG (alpha, beta) under Stein's loss function. This estimator minimizes the posterior expected Stein's loss (PESL). We also analytically calculate the Bayes rule and the PESL under the squared error loss. Finally, the numerical simulations exemplify that the PESLs depend only on alpha and the number of observations. The Bayes rules and PESLs under Stein's loss are unanimously smaller than those under the squared error loss. Journal: Communications in Statistics - Theory and Methods Pages: 7125-7133 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1148733 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148733 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7125-7133 Template-Type: ReDIF-Article 1.0 Author-Name: Jacek Białek Author-X-Name-First: Jacek Author-X-Name-Last: Białek Title: Bounds for the expected value of the stochastic Divisia's price index Abstract: In this article, we estimate bounds for the expected value of the stochastic Divisia's price index, that is, we assume that prices and quantities of the given commodities are stochastic processes with continuous time. We consider some special case of the stochastic model in which prices and quantities are described by the geometric Brownian motion. It is shown that the precision of this estimation depends rather on the volatility of prices than quantities volatilities. Journal: Communications in Statistics - Theory and Methods Pages: 7134-7146 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1148737 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148737 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7134-7146 Template-Type: ReDIF-Article 1.0 Author-Name: Francisco Louzada Author-X-Name-First: Francisco Author-X-Name-Last: Louzada Author-Name: Anderson Ara Author-X-Name-First: Anderson Author-X-Name-Last: Ara Author-Name: Guilherme Fernandes Author-X-Name-First: Guilherme Author-X-Name-Last: Fernandes Title: The bivariate alpha-skew-normal distribution Abstract: In this paper, we propose a new bivariate distribution, namely bivariate alpha-skew-normal distribution. The proposed distribution is very flexible and capable of generalizing the univariate alpha-skew-normal distribution as its marginal component distributions; it features a probability density function with up to two modes and has the bivariate normal distribution as a special case. The joint moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach. The asymptotic properties of the maximum-likelihood estimates are verified in light of a simulation study. The usefulness of the new model is illustrated in a real benchmark data. Journal: Communications in Statistics - Theory and Methods Pages: 7147-7156 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2015.1024865 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1024865 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7147-7156 Template-Type: ReDIF-Article 1.0 Author-Name: Fuqi Chen Author-X-Name-First: Fuqi Author-X-Name-Last: Chen Author-Name: Sévérien Nkurunziza Author-X-Name-First: Sévérien Author-X-Name-Last: Nkurunziza Title: On estimation of the change points in multivariate regression models with structural changes Abstract: In this article, we consider the estimation of possibly multiple change points in multivariate regression models with structural changes. A salient feature of the methods is that the dependence structure of the error terms and the regressors can be as weak as that of L2$\mathcal {L}^{2}$-Mixingale arrays of size − 1/2. Further, we also provide some numerical simulations and a real data application to illustrate the efficiency of the proposed methods. Journal: Communications in Statistics - Theory and Methods Pages: 7157-7173 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1143510 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1143510 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7157-7173 Template-Type: ReDIF-Article 1.0 Author-Name: Gregori Baetschmann Author-X-Name-First: Gregori Author-X-Name-Last: Baetschmann Author-Name: Rainer Winkelmann Author-X-Name-First: Rainer Author-X-Name-Last: Winkelmann Title: A dynamic hurdle model for zero-inflated count data Abstract: Excess zeros are encountered in many empirical count data applications. We provide a new explanation of extra zeros, related to the underlying stochastic process that generates events. The process has two rates: a lower rate until the first event and a higher one thereafter. We derive the corresponding distribution of the number of events during a fixed period and extend it to account for observed and unobserved heterogeneity. An application to the socioeconomic determinants of the individual number of doctor visits in Germany illustrates the usefulness of the new approach. Journal: Communications in Statistics - Theory and Methods Pages: 7174-7187 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1146766 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1146766 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7174-7187 Template-Type: ReDIF-Article 1.0 Author-Name: Fanyin He Author-X-Name-First: Fanyin Author-X-Name-Last: He Author-Name: Sati Mazumdar Author-X-Name-First: Sati Author-X-Name-Last: Mazumdar Author-Name: Gong Tang Author-X-Name-First: Gong Author-X-Name-Last: Tang Author-Name: Triptish Bhatia Author-X-Name-First: Triptish Author-X-Name-Last: Bhatia Author-Name: Stewart J. Anderson Author-X-Name-First: Stewart J. Author-X-Name-Last: Anderson Author-Name: Mary Amanda Dew Author-X-Name-First: Mary Amanda Author-X-Name-Last: Dew Author-Name: Robert Krafty Author-X-Name-First: Robert Author-X-Name-Last: Krafty Author-Name: Vishwajit Nimgaonkar Author-X-Name-First: Vishwajit Author-X-Name-Last: Nimgaonkar Author-Name: Smita Deshpande Author-X-Name-First: Smita Author-X-Name-Last: Deshpande Author-Name: Martica Hall Author-X-Name-First: Martica Author-X-Name-Last: Hall Author-Name: Charles F. Reynolds Author-X-Name-First: Charles F. Author-X-Name-Last: Reynolds Title: Non-parametric MANOVA approaches for non-normal multivariate outcomes with missing values Abstract: Between-group comparisons often entail many correlated response variables. The multivariate linear model, with its assumption of multivariate normality, is the accepted standard tool for these tests. When this assumption is violated, the non-parametric multivariate Kruskal–Wallis (MKW) test is frequently used. However, this test requires complete cases with no missing values in response variables. Deletion of cases with missing values likely leads to inefficient statistical inference. Here we extend the MKW test to retain information from partially observed cases. Results of simulated studies and analysis of real data show that the proposed method provides adequate coverage and superior power to complete case analyses. Journal: Communications in Statistics - Theory and Methods Pages: 7188-7200 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1146767 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1146767 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7188-7200 Template-Type: ReDIF-Article 1.0 Author-Name: G. N. Singh Author-X-Name-First: G. N. Author-X-Name-Last: Singh Author-Name: A. K. Sharma Author-X-Name-First: A. K. Author-X-Name-Last: Sharma Author-Name: A. Bandyopadhyay Author-X-Name-First: A. Author-X-Name-Last: Bandyopadhyay Title: Effectual variance estimation strategy in two-occasion successive sampling in presence of random non response Abstract: Present investigation deals with the problem of random non response in estimation of population variance on current occasion in two-occasion successive sampling. To reduce the negative impact of random non response on both occasions, regression type imputation method has been suggested. Using auxiliary information, efficient estimation strategies have been developed for estimation of population variance on the current occasion. Estimator for the population variance is also derived as a special case when random non response occurs only on the current occasion. Empirical studies are carried out to show the dominance of suggested estimators over sample variance and exponential type estimators. Results are interpreted. Journal: Communications in Statistics - Theory and Methods Pages: 7201-7224 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1146769 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1146769 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7201-7224 Template-Type: ReDIF-Article 1.0 Author-Name: Johann Cuenin Author-X-Name-First: Johann Author-X-Name-Last: Cuenin Author-Name: Adrien Faivre Author-X-Name-First: Adrien Author-X-Name-Last: Faivre Author-Name: Célestin C. Kokonendji Author-X-Name-First: Célestin C. Author-X-Name-Last: Kokonendji Title: On generalized variance of product of powered components and multiple stable Tweedie models Abstract: A flexible family of multivariate models, named multiple stable Tweedie (MST) models, is introduced and produces generalized variance functions which are products of powered components of the mean. These MST models are built from a fixed univariate stable Tweedie variable having a positive value domain, and the remaining random variables given the fixed one are also real independent Tweedie variables, with the same dispersion parameter equal to the fixed component. In this huge family of MST models, generalized variance estimators are explicitly pointed out by maximum likelihood method and, moreover, computably presented for the uniform minimum variance and unbiased approach. The second estimator is brought from modified Lévy measures of MST which lead to some solutions of particular Monge–Ampère equations. Journal: Communications in Statistics - Theory and Methods Pages: 7225-7237 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1146770 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1146770 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7225-7237 Template-Type: ReDIF-Article 1.0 Author-Name: Fen Liu Author-X-Name-First: Fen Author-X-Name-Last: Liu Author-Name: Yimin Shi Author-X-Name-First: Yimin Author-X-Name-Last: Shi Title: Inference for a simple step-stress model with progressively censored competing risks data from Weibull distribution Abstract: In reliability analysis, it is common to consider several causes, either mechanical or electrical, those are competing to fail a unit. These causes are called “competing risks.” In this paper, we consider the simple step-stress model with competing risks for failure from Weibull distribution under progressive Type-II censoring. Based on the proportional hazard model, we obtain the maximum likelihood estimates (MLEs) of the unknown parameters. The confidence intervals are derived by using the asymptotic distributions of the MLEs and bootstrap method. For comparison, we obtain the Bayesian estimates and the highest posterior density (HPD) credible intervals based on different prior distributions. Finally, their performance is discussed through simulations. Journal: Communications in Statistics - Theory and Methods Pages: 7238-7255 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1147585 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1147585 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7238-7255 Template-Type: ReDIF-Article 1.0 Author-Name: Xi Liu Author-X-Name-First: Xi Author-X-Name-Last: Liu Author-Name: Yan Shen Author-X-Name-First: Yan Author-X-Name-Last: Shen Author-Name: Jie Yang Author-X-Name-First: Jie Author-X-Name-Last: Yang Author-Name: Yamei Lu Author-X-Name-First: Yamei Author-X-Name-Last: Lu Title: Complete moment convergence of widely orthant dependent random variables Abstract: It is known that the dependence structure of widely orthant dependent (WOD) random variables is weaker than those of negatively associated (NA) random variables, negatively superadditive dependent (NSD) random variables, negatively orthant dependent (NOD) random variables, and extended negatively dependent (END) random variables. In this article, the results of complete moment convergence and complete convergence are presented for WOD sequence under the same moment conditions as independent sequence in classical result (Chow 1988). Journal: Communications in Statistics - Theory and Methods Pages: 7256-7265 Issue: 14 Volume: 46 Year: 2017 Month: 7 X-DOI: 10.1080/03610926.2016.1148728 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1148728 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7256-7265 Template-Type: ReDIF-Article 1.0 Author-Name: Indranil Ghosh Author-X-Name-First: Indranil Author-X-Name-Last: Ghosh Author-Name: Ayman Alzaatreh Author-X-Name-First: Ayman Author-X-Name-Last: Alzaatreh Title: A new class of generalized logistic distribution Abstract: The logistic distribution and the S-shaped pattern of its cumulative distribution and quantile functions have been extensively used in many different spheres affecting human life. By far, the most well-known application of logistic distribution is in the logistic regression that is used for modeling categorical response variables. The exponentiated-exponential logistic distribution, a generalization of the logistic distribution, is obtained using the technique proposed by Alzaatreh et al. (2013) of mixing two distributions, hereafter called the EEL distribution. This distribution subsumes various types of logistic distribution. The structural analysis of the distribution in this paper includes limiting behavior, quantiles, moments, mode, skewness, kurtosis, order statistics, the large sample distributions of the sample maximum and the sample minimum, and the distribution of the sample median. For illustrative purposes, a real-life data set is considered as an application of the EEL distribution. Journal: Communications in Statistics - Theory and Methods Pages: 2043-2055 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2013.835420 File-URL: http://hdl.handle.net/10.1080/03610926.2013.835420 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2043-2055 Template-Type: ReDIF-Article 1.0 Author-Name: Indranil Ghosh Author-X-Name-First: Indranil Author-X-Name-Last: Ghosh Author-Name: G. G. Hamedani Author-X-Name-First: G. G. Author-X-Name-Last: Hamedani Title: The Gamma–Kumaraswamy distribution: An alternative to Gamma distribution Abstract: In this article, a new generalization of the Kumaraswamy distribution, namely the Gamma–Kumaraswamy distribution, is defined and studied. Various properties of the Gamma–Kumaraswamy are obtained. The structural analysis of the distribution in this article includes limiting behavior, mode, quantiles, moments, skewness, kurtosis, Shannon’s entropy, and order statistics. The method of maximum likelihood estimation is proposed for estimating the model parameters. For illustrative purposes, two real datasets are analyzed as application of the Gamma–Kumaraswamy distribution. Journal: Communications in Statistics - Theory and Methods Pages: 2056-2072 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2015.1122055 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1122055 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2056-2072 Template-Type: ReDIF-Article 1.0 Author-Name: I. Ghosh Author-X-Name-First: I. Author-X-Name-Last: Ghosh Author-Name: G. G. Hamedani Author-X-Name-First: G. G. Author-X-Name-Last: Hamedani Author-Name: N. Bansal Author-X-Name-First: N. Author-X-Name-Last: Bansal Author-Name: M. Maadooliat Author-X-Name-First: M. Author-X-Name-Last: Maadooliat Title: On the mixtures of Weibull and Pareto (IV) distribution: An alternative to Pareto distribution Abstract: Finite mixture models have provided a reasonable tool to model various types of observed phenomena, specially those which are random in nature. In this article, a finite mixture of Weibull and Pareto (IV) distribution is considered and studied. Some structural properties of the resulting model are discussed including estimation of the model parameters via expectation maximization (EM) algorithm. A real-life data application exhibits the fact that in certain situations, this mixture model might be a better alternative than the rival popular models. Journal: Communications in Statistics - Theory and Methods Pages: 2073-2084 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2016.1171353 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1171353 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2073-2084 Template-Type: ReDIF-Article 1.0 Author-Name: Dinesh Sarvate Author-X-Name-First: Dinesh Author-X-Name-Last: Sarvate Author-Name: Nutan Mishra Author-X-Name-First: Nutan Author-X-Name-Last: Mishra Author-Name: Kasifa Namyalo Author-X-Name-First: Kasifa Author-X-Name-Last: Namyalo Title: Group divisible designs with block size five from Clatworthy's table Abstract: Clatworthy's table (Clatworthy, 1973) lists 37 designs with block size 5 where the number of groups is at the most equal to the block size. Mwesigwa, Sarvate, and Zhang have generalized one of these designs in a recent paper (Mwesigwa et al., 2016). In this note we generalize all but one such design listed in the table. As an aside, we prove that group divisible design (n,4,5;9nn-1,2)$(n,4,5;\frac{9n}{n-1},2)$ with intersection pattern (1, 4) does not exist for any n except for n = 4. Journal: Communications in Statistics - Theory and Methods Pages: 2085-2097 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2016.1179763 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179763 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2085-2097 Template-Type: ReDIF-Article 1.0 Author-Name: M. A. Pasha Author-X-Name-First: M. A. Author-X-Name-Last: Pasha Author-Name: M. Bameni Moghadam Author-X-Name-First: M. Bameni Author-X-Name-Last: Moghadam Title: An extension of Ben-Daya–Rahim (2000) and Rahim–Banerjee (1993) cost models for economic design of T2-control charts for multivariate deteriorating processes with preventive maintenance and early replacement Abstract: Along with economic aspects of statistical quality control, monitoring multiple quality characteristics of industrial processes are usually crucial to mutual relation between customers and manufacturers. In addition, the possibility of age-dependent repair before failure and the preventive maintenance that reduce the shift rate to the out-of-control state of the process can also be applied to increase reliability of a system. To attain joint optimization of the maintenance level, the early replacement time, and the economic design parameters of control charts (the sample size, the sampling interval, and the control limits coefficient), the general approach of Ben-Daya and Rahim (2000) and Rahim and Banerjee (1993) is applied in this paper for multivariate process control. A numerical study assuming the Weibull shock model with increasing failure rate is performed due to its wide application in deteriorating processes. Journal: Communications in Statistics - Theory and Methods Pages: 2098-2109 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1295159 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1295159 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2098-2109 Template-Type: ReDIF-Article 1.0 Author-Name: Hui Dang Author-X-Name-First: Hui Author-X-Name-Last: Dang Title: The strong law of large numbers for non homogeneous M-bifurcating Markov chains indexed by a M-branch Cayley tree Abstract: This article is devoted to the strong law of large numbers and the entropy ergodic theorem for non homogeneous M-bifurcating Markov chains indexed by a M-branch Cayley tree, which generalizes the relevant results of tree-indexed nonhomogeneous bifurcating Markov chains. Meanwhile, our proof is quite different from the traditional method. Journal: Communications in Statistics - Theory and Methods Pages: 2110-2125 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1335417 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335417 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2110-2125 Template-Type: ReDIF-Article 1.0 Author-Name: Sergey V. Malov Author-X-Name-First: Sergey V. Author-X-Name-Last: Malov Author-Name: Stephen J. O’Brien Author-X-Name-First: Stephen J. Author-X-Name-Last: O’Brien Title: Life table estimator revisited Abstract: We explore the standard life table (actuarial) estimator for grouped right-censored survival data and its extensions in order to consider its relationship with the Kaplan–Meier estimator, and to investigate the critical properties of the extended life table estimators (ELTEs). We discuss certain conditions for the ELTE to be consistent and develop a characterization of the standard life table estimator using the consistency property under any choice of at least two observation times of a finite interval. We also perform a comparative analysis of the ELTEs with the corresponding maximum likelihood estimators for grouped right-censored survival data. Journal: Communications in Statistics - Theory and Methods Pages: 2126-2133 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1335418 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1335418 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2126-2133 Template-Type: ReDIF-Article 1.0 Author-Name: Zhulin He Author-X-Name-First: Zhulin Author-X-Name-Last: He Title: Conditional logistic regression in cluster-specific 1: m matched treatment–control designs Abstract: Conditional logistic regression is a popular method for estimating a treatment effect while eliminating cluster-specific nuisance parameters when they are not of interest. Under a cluster-specific 1: m matched treatment–control study design, we present a new closed-form relationship between the conditional logistic regression estimator and the ordinary logistic regression estimator. In addition, we prove an equivalence between the ordinary logistic regression and the conditional logistic regression estimators, when the clusters are replicated infinitely often, which indicates that potential bias concerns when applying conditional logistic regression to complex survey samples. Journal: Communications in Statistics - Theory and Methods Pages: 2134-2145 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337141 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337141 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2134-2145 Template-Type: ReDIF-Article 1.0 Author-Name: Eugene Kouassi Author-X-Name-First: Eugene Author-X-Name-Last: Kouassi Author-Name: Patrice Takam Soh Author-X-Name-First: Patrice Takam Author-X-Name-Last: Soh Author-Name: Morvan N. Donfack Author-X-Name-First: Morvan N. Author-X-Name-Last: Donfack Author-Name: Jean Marcelin B. Bosson Author-X-Name-First: Jean Marcelin B. Author-X-Name-Last: Bosson Title: The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations Abstract: This paper investigates the pseudo-maximum likelihood (PML) estimation of an ARCH(2) model when the innovations' law belongs to the quadratic exponential family. In addition, the error terms are conditionally independent, but not necessarily dependent. The consistency and asymptotic normality of the PML estimator are obtained by means of martingale techniques. Journal: Communications in Statistics - Theory and Methods Pages: 2146-2171 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337142 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337142 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2146-2171 Template-Type: ReDIF-Article 1.0 Author-Name: H. S. Rupasinghe Arachchige Don Author-X-Name-First: H. S. Author-X-Name-Last: Rupasinghe Arachchige Don Author-Name: L. C. R. Pelawa Watagoda Author-X-Name-First: L. C. R. Author-X-Name-Last: Pelawa Watagoda Title: Bootstrapping analogs of the two-sample hotelling’s T2 test Abstract: Suppose there are two independent random samples from two populations or groups. A common multivariate two-sample test of hypotheses is H0:μ1=μ2$H_0: \mbox{\boldmath $\mu $}_1 = \mbox{\boldmath $\mu $}_2$ versus H1:μ1≠μ2$H_1: \mbox{\boldmath $\mu $}_1 \ne \mbox{\boldmath $\mu $}_2$ where μi$\mbox{\boldmath $\mu $}_i$ is a population location measure of the ith population for i = 1, 2. The two-sample Hotelling’s T2 test is the classical method, and is a special case of the one way MANOVA model if the two populations are assumed to have the same population covariance matrix. This paper suggests using a recent bootstrap technique to develop analogs of Hotelling’s T2 test. The new tests can have considerable outlier resistance, and the tests do not need the population covariance matrices to be equal. Journal: Communications in Statistics - Theory and Methods Pages: 2172-2182 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337146 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337146 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2172-2182 Template-Type: ReDIF-Article 1.0 Author-Name: Zahid Bashir Author-X-Name-First: Zahid Author-X-Name-Last: Bashir Author-Name: Rashid Ahmed Author-X-Name-First: Rashid Author-X-Name-Last: Ahmed Author-Name: M. H. Tahir Author-X-Name-First: M. H. Author-X-Name-Last: Tahir Author-Name: Syed Shakir Ali Ghazali Author-X-Name-First: Syed Shakir Ali Author-X-Name-Last: Ghazali Author-Name: Farrukh Shehzad Author-X-Name-First: Farrukh Author-X-Name-Last: Shehzad Title: Some extensions of circular balanced and circular strongly balanced repeated measurements designs Abstract: Repeated measurement designs are widely used in medicine, pharmacology, animal sciences, and psychology. In this paper the works of Iqbal and Tahir (2009) and Iqbal, Tahir, and Ghazali (2010) are generalized for the construction of circular-balanced and circular strongly balanced repeated measurements designs through the method of cyclic shifts for three periods. Journal: Communications in Statistics - Theory and Methods Pages: 2183-2194 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337140 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337140 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2183-2194 Template-Type: ReDIF-Article 1.0 Author-Name: Zohra Guessoum Author-X-Name-First: Zohra Author-X-Name-Last: Guessoum Author-Name: Mohamed-Amine Mansouri Author-X-Name-First: Mohamed-Amine Author-X-Name-Last: Mansouri Author-Name: Elias Ould Saïd Author-X-Name-First: Elias Ould Author-X-Name-Last: Saïd Title: Asymptotic properties of the kernel mode estimator under twice censorship model Abstract: In this article, we study the asymptotic properties of the kernel estimator of the mode and density function when the data are twice censored. More specifically, we first establish a strong uniform consistency over a compact set with a rate of the kernel density estimator and then we give the consistency with rate and asymptotic normality for the kernel mode estimator. An application to confidence bands is given. Journal: Communications in Statistics - Theory and Methods Pages: 2195-2212 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337143 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337143 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2195-2212 Template-Type: ReDIF-Article 1.0 Author-Name: S. Ghorbanpour Author-X-Name-First: S. Author-X-Name-Last: Ghorbanpour Author-Name: R. Chinipardaz Author-X-Name-First: R. Author-X-Name-Last: Chinipardaz Author-Name: S. M. R. Alavi Author-X-Name-First: S. M. R. Author-X-Name-Last: Alavi Title: Fisher information in exponential-weighted location-scale distributions Abstract: In this article, the comparison between the Fisher information on parameters of the weighted distributions and the parent distributions is done. The most common family of distributions, location–scale family, is considered with the exponential weight function w(x) = eβx where β is a constant. Conditions under which the weighted distributions are more (less) informative than the parent distribution are given. This was done for location, scale, and location–scale families when the scale parameter is considered as a nuisance parameter. Furthermore, using the transformation technique, we show that the results in location–scale family can be generalized to the broader classes of problems that studied the Fisher information of the weighted distributions such as Tzavelas and Economou (2014). As the exponential weight function can include some other weight functions, the obtained results in this article can be generalized for some other weight functions. Journal: Communications in Statistics - Theory and Methods Pages: 2213-2226 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337147 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337147 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2213-2226 Template-Type: ReDIF-Article 1.0 Author-Name: Sheng-Li Zhao Author-X-Name-First: Sheng-Li Author-X-Name-Last: Zhao Author-Name: Qian-Qian Zhao Author-X-Name-First: Qian-Qian Author-X-Name-Last: Zhao Title: Some results on constructing two-level block designs with general minimum lower order confounding Abstract: Block designs are widely used in experimental situations where the experimental units are heterogeneous. The blocked general minimum lower order confounding (B-GMC) criterion is suitable for selecting optimal block designs when the experimenters have some prior information on the importance of ordering of the treatment factors. This paper constructs B-GMC 2n − m: 2r designs with 5 × 2l/16 + 1 ⩽ n − (N − 2l) < 2l − 1 for l(r + 1 ⩽ l ⩽ n − m − 1), where 2n − m: 2r denotes a two-level regular block design with N = 2n − m runs, n treatment factors, and 2r blocks. With suitable choice of the blocking factors, each B-GMC block design has a common specific structure. Some examples illustrate the simple and effective construction method. Journal: Communications in Statistics - Theory and Methods Pages: 2227-2237 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337148 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337148 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2227-2237 Template-Type: ReDIF-Article 1.0 Author-Name: Anastasios N. Arapis Author-X-Name-First: Anastasios N. Author-X-Name-Last: Arapis Author-Name: Frosso S. Makri Author-X-Name-First: Frosso S. Author-X-Name-Last: Makri Author-Name: Zaharias M. Psillakis Author-X-Name-First: Zaharias M. Author-X-Name-Last: Psillakis Title: Distributions of statistics describing concentration of runs in non homogeneous Markov-dependent trials Abstract: In the first n, n ⩾ 3, trials of a non homogeneous zero-one Markov chain of first order, we consider runs of ones of length exceeding a threshold. The article deals with statistics denoting, the length and the position of the shortest segment of the chain in which all such runs of ones are concentrated. The study provides recursive schemes for conditional distributions of these statistics. Numerical examples illustrate the theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 2238-2250 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337144 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337144 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2238-2250 Template-Type: ReDIF-Article 1.0 Author-Name: Serkan Eryilmaz Author-X-Name-First: Serkan Author-X-Name-Last: Eryilmaz Title: On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences Abstract: This article is concerned with a two-dimensional discrete time risk model based on exchangeable dependent claim occurrences. In particular, we obtain a recursive expression for the finite time non ruin probability under such a dependence among claim occurrences. For an illustration, we define a bivariate compound beta-binomial risk model and present numerical results on this model by comparing the corresponding results of the bivariate compound binomial risk model. Journal: Communications in Statistics - Theory and Methods Pages: 2251-2258 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1337145 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1337145 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2251-2258 Template-Type: ReDIF-Article 1.0 Author-Name: Jung In Seo Author-X-Name-First: Jung In Author-X-Name-Last: Seo Author-Name: Yongku Kim Author-X-Name-First: Yongku Author-X-Name-Last: Kim Title: Robust Bayesian analysis for exponential parameters under generalized Type-II progressive hybrid censoring Abstract: The Type-II progressive hybrid censoring scheme has received wide attention, but it has a disadvantage in that long time may be required to complete the life test. The generalized progressive Type-II hybrid censoring scheme has recently been proposed to solve this problem. Under the censoring scheme, the time on test does not exceed a predetermined time. In this paper, we propose a robust Bayesian approach based on a hierarchical structure when the generalized progressive Type-II hybrid censored sample has a two-parameter exponential distribution. For unknown parameters, marginal posterior distributions are provided in closed forms, and their statistical properties are discussed. To examine the robustness of the proposed method, Monte Carlo simulations are conducted and a real data set is analyzed. Further, the quality and adequacy of the proposed model are evaluated in an analysis based on the real data. Journal: Communications in Statistics - Theory and Methods Pages: 2259-2277 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1339086 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1339086 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2259-2277 Template-Type: ReDIF-Article 1.0 Author-Name: Nilgün Yıldız Author-X-Name-First: Nilgün Author-X-Name-Last: Yıldız Title: On the performance of the Jackknifed Liu-type estimator in linear regression model Abstract: In this paper, we are proposing a modified jackknife Liu-type estimator (MJLTE) that was created by combining the ideas underlying both the Liu-type estimator (LTE) and the jackknifed Liu-type estimator (JLTE). We will also present the necessary and sufficient conditions for superiority of the MJLTE over the LTE and JLTE, in terms of mean square error matrix criterion. Finally, a real data example and a Monte Carlo simulation are also given to illustrate theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 2278-2290 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1339087 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1339087 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2278-2290 Template-Type: ReDIF-Article 1.0 Author-Name: Servane Gey Author-X-Name-First: Servane Author-X-Name-Last: Gey Title: Vapnik–Chervonenkis dimension of axis-parallel cuts Abstract: Algorithms in high dimension uses axis-parallel cuts to partition Rd${\mathbb {R}}^d$ in order to reduce the computational time of classifiers or regressors. Evaluating the complexity of such partitions is then crucial to evaluate estimation performance. In this framework, we show that the Vapnik–Chervonenkis dimension (VC dimension) of the set of half-spaces of Rd${\mathbb {R}}^d$ with frontiers parallel to the axes is of the order of log 2d. Journal: Communications in Statistics - Theory and Methods Pages: 2291-2296 Issue: 9 Volume: 47 Year: 2018 Month: 5 X-DOI: 10.1080/03610926.2017.1339088 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1339088 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2291-2296 Template-Type: ReDIF-Article 1.0 Author-Name: Mahdi Salehi Author-X-Name-First: Mahdi Author-X-Name-Last: Salehi Author-Name: Jafar Ahmadi Author-X-Name-First: Jafar Author-X-Name-Last: Ahmadi Author-Name: Sanku Dey Author-X-Name-First: Sanku Author-X-Name-Last: Dey Title: Comparison of two sampling schemes for generating record-breaking data from the proportional hazard rate models Abstract: In this article, we consider a sampling scheme in record-breaking data set-up, as record ranked set sampling. We compare the proposed sampling with the well-known sampling scheme in record values known as inverse sampling scheme when the underlying distribution follows the proportional hazard rate model. Various point estimators are obtained in each sampling schemes and compared with respect to mean squared error and Pitman measure of closeness criteria. It is observed in most of the situations that the new sampling scheme provides more efficient estimators than their counterparts. Finally, one data set has been analyzed for illustrative purposes. Journal: Communications in Statistics - Theory and Methods Pages: 3721-3733 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.909938 File-URL: http://hdl.handle.net/10.1080/03610926.2014.909938 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3721-3733 Template-Type: ReDIF-Article 1.0 Author-Name: Jianwei Gao Author-X-Name-First: Jianwei Author-X-Name-Last: Gao Author-Name: Liyuan Wu Author-X-Name-First: Liyuan Author-X-Name-Last: Wu Author-Name: Huihui Liu Author-X-Name-First: Huihui Author-X-Name-Last: Liu Title: On the probability of ruin in a continuous risk model with two types of delayed claims Abstract: This article studies a risk model involving one type of main claims and two types of by-claims, which is an extension of the general risk model with delayed claims. We suppose that every main claim may not induce any by-claims or may induce one by-claim belonging to one of the two types of by-claims with a certain probability. In addition, assume that the by-claim and its associated main claim may occur at the same time and that the occurrence of the by-claim may be delayed. An integro-differential equation system for survival probabilities is derived by using two auxiliary risk models. The expression of the survival probability is obtained by applying Laplace transforms and Rouché theorem. Furthermore, we provide a method for solving the survival probability when the two by-claim amounts satisfy different exponential distributions. As a special case, an explicit expression of survival probability is given when all the claim amounts obey the same exponential distribution. Finally, numerical results are provided to examine the proposed method. Journal: Communications in Statistics - Theory and Methods Pages: 3734-3750 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.909939 File-URL: http://hdl.handle.net/10.1080/03610926.2014.909939 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3734-3750 Template-Type: ReDIF-Article 1.0 Author-Name: Junfeng Shang Author-X-Name-First: Junfeng Author-X-Name-Last: Shang Title: A diagnostic of influential cases based on the information complexity criteria in generalized linear mixed models Abstract: Modeling diagnostics assess models by means of a variety of criteria. Each criterion typically performs its evaluation upon a specific inferential objective. For instance, the well-known DFBETAS in linear regression models are a modeling diagnostic which is applied to discover the influential cases in fitting a model. To facilitate the evaluation of generalized linear mixed models (GLMM), we develop a diagnostic for detecting influential cases based on the information complexity (ICOMP) criteria for detecting influential cases which substantially affect the model selection criterion ICOMP. In a given model, the diagnostic compares the ICOMP criterion between the full data set and a case-deleted data set. The computational formula of the ICOMP criterion is evaluated using the Fisher information matrix. A simulation study is accomplished and a real data set of cancer cells is analyzed using the logistic linear mixed model for illustrating the effectiveness of the proposed diagnostic in detecting the influential cases. Journal: Communications in Statistics - Theory and Methods Pages: 3751-3760 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911902 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911902 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3751-3760 Template-Type: ReDIF-Article 1.0 Author-Name: A. A. Jafari Author-X-Name-First: A. A. Author-X-Name-Last: Jafari Author-Name: S. Tahmasebi Author-X-Name-First: S. Author-X-Name-Last: Tahmasebi Title: Gompertz-power series distributions Abstract: In this article, we introduce the Gompertz power series (GPS) class of distributions which is obtained by compounding Gompertz and power series distributions. This distribution contains several lifetime models such as Gompertz-geometric (GG), Gompertz-Poisson (GP), Gompertz-binomial (GB), and Gompertz-logarithmic (GL) distributions as special cases. Sub-models of the GPS distribution are studied in details. The hazard rate function of the GPS distribution can be increasing, decreasing, and bathtub-shaped. We obtain several properties of the GPS distribution such as its probability density function, and failure rate function, Shannon entropy, mean residual life function, quantiles, and moments. The maximum likelihood estimation procedure via a EM-algorithm is presented, and simulation studies are performed for evaluation of this estimation for complete data, and the MLE of parameters for censored data. At the end, a real example is given. Journal: Communications in Statistics - Theory and Methods Pages: 3761-3781 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911904 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911904 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3761-3781 Template-Type: ReDIF-Article 1.0 Author-Name: E. Androulakis Author-X-Name-First: E. Author-X-Name-Last: Androulakis Author-Name: K. Drosou Author-X-Name-First: K. Author-X-Name-Last: Drosou Author-Name: C. Koukouvinos Author-X-Name-First: C. Author-X-Name-Last: Koukouvinos Author-Name: Y.-D. Zhou Author-X-Name-First: Y.-D. Author-X-Name-Last: Zhou Title: Measures of uniformity in experimental designs: A selective overview Abstract: Discrepancies are measures which are defined as the deviation between the empirical and the theoretical uniform distribution. In this way, discrepancy is a measure of uniformity which provides a way of construction a special kind of space filling designs, namely uniform designs. Several discrepancies have been proposed in recent literature. A brief, selective review of these measures including some construction algorithms are given in this paper. Furthermore, a critical discussion along with some comparisons is provided, as well. Journal: Communications in Statistics - Theory and Methods Pages: 3782-3806 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.966843 File-URL: http://hdl.handle.net/10.1080/03610926.2014.966843 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3782-3806 Template-Type: ReDIF-Article 1.0 Author-Name: Xingfa Zhang Author-X-Name-First: Xingfa Author-X-Name-Last: Zhang Author-Name: Heung Wong Author-X-Name-First: Heung Author-X-Name-Last: Wong Author-Name: Yuan Li Author-X-Name-First: Yuan Author-X-Name-Last: Li Title: A functional coefficient GARCH-M model Abstract: Motivated by the time varying property of the risk aversion and the functional coefficient regression model, a functional coefficient GARCH-M model is studied. The proposed GARCH-M type model gives a way to study the relationship between risk aversion and certain variable. An approach is given to estimate the model and some theoretical results are obtained. Simulations demonstrate that the method performs well. From the empirical studies, it is shown that the proposed model can better fit the considered data compared to the usual parametric models. Journal: Communications in Statistics - Theory and Methods Pages: 3807-3821 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.906615 File-URL: http://hdl.handle.net/10.1080/03610926.2014.906615 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3807-3821 Template-Type: ReDIF-Article 1.0 Author-Name: F. Graiche Author-X-Name-First: F. Author-X-Name-Last: Graiche Author-Name: D. Merabet Author-X-Name-First: D. Author-X-Name-Last: Merabet Author-Name: D. Hamadouche Author-X-Name-First: D. Author-X-Name-Last: Hamadouche Title: Testing change in the variance with epidemic alternatives Abstract: In this paper we consider the dyadic increments statistics (of type DI) based on independent not identically distributed or α-mixing random variables. We obtain their limit distributions under the null hypothesis and we present application for testing epidemic change in the variance in each case. Finally, numerical simulations are done to illustrate these results. Journal: Communications in Statistics - Theory and Methods Pages: 3822-3837 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.907024 File-URL: http://hdl.handle.net/10.1080/03610926.2014.907024 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3822-3837 Template-Type: ReDIF-Article 1.0 Author-Name: Natalie V. R. Mendoza Author-X-Name-First: Natalie V. R. Author-X-Name-Last: Mendoza Author-Name: Edwin M. M. Ortega Author-X-Name-First: Edwin M. M. Author-X-Name-Last: Ortega Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Title: The exponentiated-log-logistic geometric distribution: Dual activation Abstract: The log-logistic distribution is commonly used to model lifetime data. We propose a wider distribution, named the exponentiated log-logistic geometric distribution, based on a double activation approach. We obtain the quantile function, ordinary moments, and generating function. The method of maximum likelihood is used to estimate the model parameters. We propose a new extended regression model based on the logarithm of the exponentiated log-logistic geometric distribution. This regression model can be very useful in the analysis of real data and could provide better fits than other special regression models. The potentiality of the new models is illustrated by means of two applications to real lifetime data sets. Journal: Communications in Statistics - Theory and Methods Pages: 3838-3859 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.909937 File-URL: http://hdl.handle.net/10.1080/03610926.2014.909937 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3838-3859 Template-Type: ReDIF-Article 1.0 Author-Name: E. G. Kyriakidis Author-X-Name-First: E. G. Author-X-Name-Last: Kyriakidis Author-Name: T. D. Dimitrakos Author-X-Name-First: T. D. Author-X-Name-Last: Dimitrakos Title: A semi-Markov decision model for the optimal control of a simple immigration-birth-death process through the introduction of a predator Abstract: This article is concerned with the problem of controlling a simple immigration-birth-death process, which represents a pest population, by the introduction of a predator in the habitat of the pests. The optimization criterion is the minimization of the expected long-run average cost per unit time. It is possible to construct an appropriate semi-Markov decision model with a finite set of states if and only if the difference between the per capita birth rate and the per capita death rate of the pests is smaller than half of the rate at which the predator is introduced in the habitat. Journal: Communications in Statistics - Theory and Methods Pages: 3860-3873 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911905 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911905 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3860-3873 Template-Type: ReDIF-Article 1.0 Author-Name: Tao Li Author-X-Name-First: Tao Author-X-Name-Last: Li Author-Name: Narayanaswamy Balakrishnan Author-X-Name-First: Narayanaswamy Author-X-Name-Last: Balakrishnan Title: Sign test based on k-tuple general ranked set samples Abstract: The sign test based on the k-tuple ranked set samples is discussed here. We first derive the distribution of the k-tuple ranked set sample sign test statistic, and then the asymptotic distribution is also obtained. We then compare its performance with its counterparts based on simple random sample and classical ranked set sample. The asymptotic relative efficiency and the power are then derived. Finally, the effect of imperfect ranking on the procedure is assessed. Journal: Communications in Statistics - Theory and Methods Pages: 3874-3883 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911906 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911906 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3874-3883 Template-Type: ReDIF-Article 1.0 Author-Name: Xiaoqing Liang Author-X-Name-First: Xiaoqing Author-X-Name-Last: Liang Author-Name: Junyi Guo Author-X-Name-First: Junyi Author-X-Name-Last: Guo Title: Optimal investment, consumption, and life insurance in an incomplete market Abstract: In this article, we solve an optimal insurance-consumption-investment problem for a wage earner in an incomplete market, where the stock price has a mean-reverting drift. By using the martingale method, we analyze this problem and derive the optimal strategies. Explicit solutions are found for both power and logarithmic utilities. Journal: Communications in Statistics - Theory and Methods Pages: 3884-3903 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911907 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911907 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3884-3903 Template-Type: ReDIF-Article 1.0 Author-Name: K. S. Meena Author-X-Name-First: K. S. Author-X-Name-Last: Meena Author-Name: T. Vasanthi Author-X-Name-First: T. Author-X-Name-Last: Vasanthi Title: Reliability design for a MANET with cluster-head gateway routing protocol Abstract: A MANET is a self-configuring network connected by wireless links. In order to facilitate communication within the network, a routing protocol is used to control the traffic. One of the prominent routing protocols for MANET is CGSR. Network reliability related problems have resulted in the construction of many algorithms. The UGFT has an enterprise approach to analyze the reliability of the MANET. The emphasis in this paper has been on executing the MANET reliability using UGFT. An efficient algorithm has been proposed to guarantee the reliability of MANET using UGFT with CGSR and is validated with a case study in a military test bed. Journal: Communications in Statistics - Theory and Methods Pages: 3904-3918 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911908 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911908 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3904-3918 Template-Type: ReDIF-Article 1.0 Author-Name: Asghar Seif Author-X-Name-First: Asghar Author-X-Name-Last: Seif Author-Name: Alireza Faraz Author-X-Name-First: Alireza Author-X-Name-Last: Faraz Author-Name: Erwin Saniga Author-X-Name-First: Erwin Author-X-Name-Last: Saniga Author-Name: Cédric Heuchenne Author-X-Name-First: Cédric Author-X-Name-Last: Heuchenne Title: A statistically adaptive sampling policy to the Hotelling's T2 control chart: Markov chain approach Abstract: We present an alternative sampling scheme for the Hotelling's T2 control chart with variable parameters (VP T2) which allows the sampling interval h, the sample size n, and control limit k to vary between minimum and maximum values while keeping the warning line fixed over time. Our method uses only one measurement scale to overcome the difficulties of using two scales in practice. Later, we demonstrate the merits of the method in terms of its performance in detecting small-to-moderate shifts and its ease of application. Journal: Communications in Statistics - Theory and Methods Pages: 3919-3929 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911910 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911910 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3919-3929 Template-Type: ReDIF-Article 1.0 Author-Name: G. N. Singh Author-X-Name-First: G. N. Author-X-Name-Last: Singh Author-Name: A. K. Singh Author-X-Name-First: A. K. Author-X-Name-Last: Singh Title: An improved estimation procedure of population mean in two-occasion successive sampling Abstract: In this paper an attempt to estimate the current population mean in two-occasion successive sampling has been made. A modified regression-type estimator has been proposed. Optimum replacement strategy of the proposed estimator has been formulated. The proposed estimator is compared with sample mean estimator when there is no matching from the previous occasion and the optimum natural successive sampling estimator. Empirical studies are carried out and suitable recommendations have been made. Journal: Communications in Statistics - Theory and Methods Pages: 3930-3938 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911911 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911911 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3930-3938 Template-Type: ReDIF-Article 1.0 Author-Name: G. N. Singh Author-X-Name-First: G. N. Author-X-Name-Last: Singh Author-Name: M. Khetan Author-X-Name-First: M. Author-X-Name-Last: Khetan Author-Name: S. Maurya Author-X-Name-First: S. Author-X-Name-Last: Maurya Title: Estimation under non response when it occurs on both occasions in two-occasion successive sampling Abstract: The present paper is an attempt to analyze the effect of non response at both occasions in two-occasion successive sampling. Using the sub-sampling of non respondent technique, exponential type estimators have been proposed to estimate the current population mean. Properties of the proposed estimators are examined and respective optimum replacement strategies are suggested. Empirical studies are carried out to evaluate the performances of the proposed estimators. Results are interpreted and suitable recommendations have been made. Journal: Communications in Statistics - Theory and Methods Pages: 3939-3951 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.911913 File-URL: http://hdl.handle.net/10.1080/03610926.2014.911913 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3939-3951 Template-Type: ReDIF-Article 1.0 Author-Name: Małgorzata Murat Author-X-Name-First: Małgorzata Author-X-Name-Last: Murat Title: Bayesian estimation for non zero inflated modified power series distribution under linex and generalized entropy loss functions Abstract: In this paper, we derive Bayesian estimators of the parameters of modified power series distributions inflated at any of a support point under linex and general entropy loss function. We assume that the prior information can be summarized by a uniform, Beta, two-sided power, Gamma or generalized Pareto distributions. The obtained results are demonstrated on the generalized Poisson and the generalized negative binomial distribution inflated at a given point. Journal: Communications in Statistics - Theory and Methods Pages: 3952-3969 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.912057 File-URL: http://hdl.handle.net/10.1080/03610926.2014.912057 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3952-3969 Template-Type: ReDIF-Article 1.0 Author-Name: Leila Golparvar Author-X-Name-First: Leila Author-X-Name-Last: Golparvar Author-Name: Ali Karimnezhad Author-X-Name-First: Ali Author-X-Name-Last: Karimnezhad Author-Name: Ahmad Parsian Author-X-Name-First: Ahmad Author-X-Name-Last: Parsian Title: Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function Abstract: This paper deals with Bayes, robust Bayes, and minimax predictions in a subfamily of scale parameters under an asymmetric precautionary loss function. In Bayesian statistical inference, the goal is to obtain optimal rules under a specified loss function and an explicit prior distribution over the parameter space. However, in practice, we are not able to specify the prior totally or when a problem must be solved by two statisticians, they may agree on the choice of the prior but not the values of the hyperparameters. A common approach to the prior uncertainty in Bayesian analysis is to choose a class of prior distributions and compute some functional quantity. This is known as Robust Bayesian analysis which provides a way to consider the prior knowledge in terms of a class of priors Γ for global prevention against bad choices of hyperparameters. Under a scale invariant precautionary loss function, we deal with robust Bayes predictions of Y based on X. We carried out a simulation study and a real data analysis to illustrate the practical utility of the prediction procedure. Journal: Communications in Statistics - Theory and Methods Pages: 3970-3992 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.915041 File-URL: http://hdl.handle.net/10.1080/03610926.2014.915041 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3970-3992 Template-Type: ReDIF-Article 1.0 Author-Name: Jing-Jing Zhang Author-X-Name-First: Jing-Jing Author-X-Name-Last: Zhang Author-Name: Han-Ying Liang Author-X-Name-First: Han-Ying Author-X-Name-Last: Liang Title: Berry–Esseen type bounds in heteroscedastic errors-in-variables model Abstract: Consider the heteroscedastic partially linear errors-in-variables (EV) model yi = xiβ + g(ti) + εi, ξi = xi + μi (1 ⩽ i ⩽ n), where εi = σiei are random errors with mean zero, σ2i = f(ui), (xi, ti, ui) are non random design points, xi are observed with measurement errors μi. When f( · ) is known, we derive the Berry–Esseen type bounds for estimators of β and g( · ) under {ei, 1 ⩽ i ⩽ n} is a sequence of stationary α-mixing random variables, when f( · ) is unknown, the Berry–Esseen type bounds for estimators of β, g( · ), and f( · ) are discussed under independent errors. Journal: Communications in Statistics - Theory and Methods Pages: 3993-4017 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.915042 File-URL: http://hdl.handle.net/10.1080/03610926.2014.915042 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:3993-4017 Template-Type: ReDIF-Article 1.0 Author-Name: H. Morabbi Author-X-Name-First: H. Author-X-Name-Last: Morabbi Author-Name: M. Razmkhah Author-X-Name-First: M. Author-X-Name-Last: Razmkhah Author-Name: Jafar Ahmadi Author-X-Name-First: Jafar Author-X-Name-Last: Ahmadi Title: Point estimation of lower quantiles based on two-sampling scheme Abstract: Consider a two-sampling scheme in which an initial sample is first taken from the underlying population and then by assuming a suitable restriction on this sample, some more data points are observed as a new restricted sample. This sampling scheme is used to do inference about the lower quantiles of the underlying distribution. The results are compared with those of simple random sampling in view of mean squared error and Pitman’s measure of closeness criteria for exponential and uniform distributions. It will be shown that the proposed sampling scheme would improve the performance of the point estimators of the lower quantiles of the population. Journal: Communications in Statistics - Theory and Methods Pages: 4018-4034 Issue: 13 Volume: 45 Year: 2016 Month: 7 X-DOI: 10.1080/03610926.2014.915044 File-URL: http://hdl.handle.net/10.1080/03610926.2014.915044 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:45:y:2016:i:13:p:4018-4034 Template-Type: ReDIF-Article 1.0 Author-Name: Hien D. Nguyen Author-X-Name-First: Hien D. Author-X-Name-Last: Nguyen Author-Name: Geoffrey McLachlan Author-X-Name-First: Geoffrey Author-X-Name-Last: McLachlan Title: On approximations via convolution-defined mixture models Abstract: An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture distribution is sufficiently complex. This fact is often not made concrete. We investigate and review theorems that provide approximation bounds for mixing distributions. Connections between the approximation bounds of mixing distributions and estimation bounds for the maximum likelihood estimator of finite mixtures of location-scale distributions are reviewed. Journal: Communications in Statistics - Theory and Methods Pages: 3945-3955 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1487069 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1487069 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:3945-3955 Template-Type: ReDIF-Article 1.0 Author-Name: Juan Kalemkerian Author-X-Name-First: Juan Author-X-Name-Last: Kalemkerian Title: A truncated Cramér–von Mises test of normality Abstract: A new test of normality with unknown parameters is proposed in this article. We introduce a Cramér–von Mises type statistic with weight function equal to the inverse of the standard normal density function supported in the interval [−an,an] depending on the sample size n. The sequence {an} is chosen so that the statistic goes to infinity and after subtracting the mean, a suitable test statistic is obtained, with the same asymptotic law as the well-known Shapiro–Wilk statistic. It is shown that the performance of the new test in many cases improves that of other well-known tests of normality. Journal: Communications in Statistics - Theory and Methods Pages: 3956-3975 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1465093 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1465093 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:3956-3975 Template-Type: ReDIF-Article 1.0 Author-Name: J. Ravichandran Author-X-Name-First: J. Author-X-Name-Last: Ravichandran Title: Transition probabilities and ARL performance of Six Sigma zone control charts Abstract: In this article, Six Sigma zone control charts (SSZCCs) are proposed for world class organizations. The transition probabilities are obtained using the Markov chain approach. The Average Run Length (ARL) values are then presented. The ARL performance of the proposed SSZCCs and the standard Six Sigma control chart (SSCC) without zones or run rules is studied. The ARL performance of these charts is then compared with those of the other standard zone control charts (ZCCs), the modified ZCC and the traditional Shewhart control chart (SCC) with common run rules. As expected, it is shown that the proposed SSZCC outperforms the standard SSCC without zones or run rules for process shifts of any magnitude. When compared to the other standard ZCCs and the Shewhart chart with common run rules, it is observed that the proposed SSZCCs have much higher false alarm rates for smaller shifts and hence they prevent unwanted process disturbances. The application of the proposed SSZCC is illustrated using a real time example. Journal: Communications in Statistics - Theory and Methods Pages: 3976-3991 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1483510 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1483510 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:3976-3991 Template-Type: ReDIF-Article 1.0 Author-Name: Jin Liu Author-X-Name-First: Jin Author-X-Name-Last: Liu Title: Averaging estimation for conditional covariance models Abstract: Estimating conditional covariance matrices is important in statistics and finance. In this paper, we propose an averaging estimator for the conditional covariance, which combines the estimates of marginal conditional covariance matrices by Model Averaging MArginal Regression of Li, Linton, and Lu. This estimator avoids the “curse of dimensionality” problem that the local constant estimator of Yin et al. suffered from. We establish the asymptotic properties of the averaging weights and that of the proposed conditional covariance estimator. The finite sample performances are augmented by simulation. An application to portfolio allocation illustrates the practical superiority of the averaging estimator. Journal: Communications in Statistics - Theory and Methods Pages: 3992-4007 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1483511 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1483511 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:3992-4007 Template-Type: ReDIF-Article 1.0 Author-Name: Pingfan Song Author-X-Name-First: Pingfan Author-X-Name-Last: Song Author-Name: Shaochen Wang Author-X-Name-First: Shaochen Author-X-Name-Last: Wang Title: Generalized Log-Lindley distribution and its applications in stochastic comparison Abstract: In this paper, a new distribution, generalized Log-Lindley distribution, which supports on (0, 1) is introduced as an alternative to the beta distribution. We show the new proposed distribution is also an extension of Log-Lindley distribution. Stochastic comparison for two parallel systems with generalized Log-Lindley distributed components is considered. Our results extend some existing results in the literature. Journal: Communications in Statistics - Theory and Methods Pages: 4008-4018 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1483513 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1483513 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4008-4018 Template-Type: ReDIF-Article 1.0 Author-Name: Usha Mahalingam Author-X-Name-First: Usha Author-X-Name-Last: Mahalingam Author-Name: Saminathan Balamurali Author-X-Name-First: Saminathan Author-X-Name-Last: Balamurali Title: Economic design of quick switching sampling system for resubmitted lots Abstract: This paper proposes a quick switching sampling system for the inspection of attributes quality characteristics for resubmitted lots. The optimal parameters for both fraction non conforming items and fraction non conformities of the proposed sampling system are determined using an optimization procedure so that producer’s risk and consumer’s risk are simultaneously satisfied. Tables are also constructed for the selection of parameters for specified AQL and LQL. The advantage of the proposed plan over the existing plan is discussed and illustrate. An economic design of the proposed sampling system is also discussed and shown that the proposed sampling system has minimum total cost and average total inspection compared to other existing sampling plans. Journal: Communications in Statistics - Theory and Methods Pages: 4019-4033 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1484141 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1484141 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4019-4033 Template-Type: ReDIF-Article 1.0 Author-Name: Zhiyong Zhou Author-X-Name-First: Zhiyong Author-X-Name-Last: Zhou Author-Name: Jun Yu Author-X-Name-First: Jun Author-X-Name-Last: Yu Title: Adaptive estimation for varying coefficient models with nonstationary covariates Abstract: In this paper, the adaptive estimation for varying coefficient models proposed by Chen, Wang, and Yao (2015) is extended to allowing for nonstationary covariates. The asymptotic properties of the estimator are obtained, showing different convergence rates for the integrated covariates and stationary covariates. The nonparametric estimator of the functional coefficient with integrated covariates has a faster convergence rate than the estimator with stationary covariates, and its asymptotic distribution is mixed normal. Moreover, the adaptive estimation is more efficient than the least square estimation for non normal errors. A simulation study is conducted to illustrate our theoretical results. Journal: Communications in Statistics - Theory and Methods Pages: 4034-4050 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1484483 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1484483 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4034-4050 Template-Type: ReDIF-Article 1.0 Author-Name: Bingzhen Geng Author-X-Name-First: Bingzhen Author-X-Name-Last: Geng Author-Name: Cen Chen Author-X-Name-First: Cen Author-X-Name-Last: Chen Author-Name: Shijie Wang Author-X-Name-First: Shijie Author-X-Name-Last: Wang Title: Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims Abstract: Consider a non standard continuous-time renewal risk model with a constant force of interest, in which the claim sizes are assumed to be conditionally linearly wide dependent (CLWD) and belong to the intersection of dominatedly varying tailed and long tailed class, and inter-arrival times are assumed to be a sequence of independent and identically distributed random variables independent of the claim sizes. Under some technical conditions, we obtain an asymptotic formula for the tail probability of discounted aggregate claims, which holds locally uniform for all time horizon within a finite interval. When the claim sizes are further restricted to be consistently varying tailed, we show that this asymptotic formula is globally uniform for all time horizon within an infinite interval. Journal: Communications in Statistics - Theory and Methods Pages: 4051-4066 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1484484 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1484484 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4051-4066 Template-Type: ReDIF-Article 1.0 Author-Name: H. Nguyen Author-X-Name-First: H. Author-X-Name-Last: Nguyen Author-Name: Q. Shao Author-X-Name-First: Q. Author-X-Name-Last: Shao Title: Oracle model selection for correlated data via residuals Abstract: This paper concerns model selection for autoregressive time series when the observations are contaminated with trend. We propose an adaptive least absolute shrinkage and selection operator (LASSO) type model selection method, in which the trend is estimated by B-splines, the detrended residuals are calculated, and then the residuals are used as if they were observations to optimize an adaptive LASSO type objective function. The oracle properties of such an adaptive LASSO model selection procedure are established; that is, the proposed method can identify the true model with probability approaching one as the sample size increases, and the asymptotic properties of estimators are not affected by the replacement of observations with detrended residuals. The intensive simulation studies of several constrained and unconstrained autoregressive models also confirm the theoretical results. The method is illustrated by two time series data sets, the annual U.S. tobacco production and annual tree ring width measurements. Journal: Communications in Statistics - Theory and Methods Pages: 4067-4081 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1485946 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1485946 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4067-4081 Template-Type: ReDIF-Article 1.0 Author-Name: Somayeh Abbasi Author-X-Name-First: Somayeh Author-X-Name-Last: Abbasi Author-Name: Mohammasd Hossein Alamatsaz Author-X-Name-First: Mohammasd Hossein Author-X-Name-Last: Alamatsaz Title: Some bounds related to Harris family of distributions Abstract: As a lifetime distribution, Harris family of distributions are applied to the lifetime of a series system with random number of components. In this paper, properties of various ageing classes of mixtures of Harris family of distributions, where the tilt parameter of a Harris distribution is taken as a random variable, are studied. We obtain an upper bound for maximum error in evaluating its reliability function. Two bounds are also presented for survival function and expectation of the mixed Harris family. We also provide some interesting bounds for its residual survival function. Our results generalize several previous findings in this connection. Some illustrative examples are also provided. Journal: Communications in Statistics - Theory and Methods Pages: 4082-4095 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1487981 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1487981 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4082-4095 Template-Type: ReDIF-Article 1.0 Author-Name: Yuliana Linke Author-X-Name-First: Yuliana Author-X-Name-Last: Linke Title: Asymptotic properties of one-step M-estimators Abstract: We study the asymptotic behavior of one-step M-estimators based on not necessarily independent identically distributed observations. In particular, we find conditions for asymptotic normality of these estimators. Asymptotic normality of one-step M-estimators is proven under a wide spectrum of constraints on the exactness of initial estimators. We discuss the question of minimal restrictions on the exactness of initial estimators. We also discuss the asymptotic behavior of the solution to an M-equation closest to the parameter under consideration. As an application, we consider some examples of one-step approximation of quasi-likelihood estimators in nonlinear regression. Journal: Communications in Statistics - Theory and Methods Pages: 4096-4118 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1487982 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1487982 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4096-4118 Template-Type: ReDIF-Article 1.0 Author-Name: K. Teerapabolarn Author-X-Name-First: K. Author-X-Name-Last: Teerapabolarn Author-Name: C. Soponpimol Author-X-Name-First: C. Author-X-Name-Last: Soponpimol Title: A non uniform bound on geometric approximation with w-functions Abstract: The aim of this paper is a use of Stein’s method and w-functions to determine a non uniform bound on the geometric approximation for a non negative integer-valued random variable. Some applications of the obtained results are provided to approximate the negative hypergeometric, Pólya and negative Pólya distributions. Journal: Communications in Statistics - Theory and Methods Pages: 4119-4131 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1487983 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1487983 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4119-4131 Template-Type: ReDIF-Article 1.0 Author-Name: Kaito Shimamura Author-X-Name-First: Kaito Author-X-Name-Last: Shimamura Author-Name: Masao Ueki Author-X-Name-First: Masao Author-X-Name-Last: Ueki Author-Name: Shuichi Kawano Author-X-Name-First: Shuichi Author-X-Name-Last: Kawano Author-Name: Sadanori Konishi Author-X-Name-First: Sadanori Author-X-Name-Last: Konishi Title: Bayesian generalized fused lasso modeling via NEG distribution Abstract: The fused lasso penalizes a loss function by the L1 norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on a normal-exponential-gamma (NEG) prior distribution. The NEG prior is assumed into the difference of successive regression coefficients. The proposed method enables us to construct a more versatile sparse model than the ordinary fused lasso using a flexible regularization term. Simulation studies and real data analyses show that the proposed method has superior performance to the ordinary fused lasso. Journal: Communications in Statistics - Theory and Methods Pages: 4132-4153 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1489056 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1489056 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4132-4153 Template-Type: ReDIF-Article 1.0 Author-Name: Raghunath Arnab Author-X-Name-First: Raghunath Author-X-Name-Last: Arnab Title: Optional randomized response techniques for quantitative characteristics Abstract: Gupta et al. and Huang considered optional randomized response techniques where the probability of choosing the randomized (or direct) response is fixed for all the respondents. In this paper the assumption of the constant probability of choosing the option has been relaxed by dividing respondents into two groups: one group provides direct response and the second a randomized response. The method of estimation of the population mean and variances under the modified assumption are obtained. Relative efficiencies of the proposed techniques are compared theoretically and empirically. Journal: Communications in Statistics - Theory and Methods Pages: 4154-4170 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1489554 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1489554 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4154-4170 Template-Type: ReDIF-Article 1.0 Author-Name: Mustafa Ç. Korkmaz Author-X-Name-First: Mustafa Ç. Author-X-Name-Last: Korkmaz Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Author-Name: Haitham M. Yousof Author-X-Name-First: Haitham M. Author-X-Name-Last: Yousof Author-Name: Rodrigo R. Pescim Author-X-Name-First: Rodrigo R. Author-X-Name-Last: Pescim Author-Name: Ahmed Z. Afify Author-X-Name-First: Ahmed Z. Author-X-Name-Last: Afify Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: The Weibull Marshall–Olkin family: Regression model and application to censored data Abstract: We introduce a new class of distributions called the Weibull Marshall–Olkin-G family. We obtain some of its mathematical properties. The special models of this family provide bathtub-shaped, decreasing-increasing, increasing-decreasing-increasing, decreasing-increasing-decreasing, monotone, unimodal and bimodal hazard functions. The maximum likelihood method is adopted for estimating the model parameters. We assess the performance of the maximum likelihood estimators by means of two simulation studies. We also propose a new family of linear regression models for censored and uncensored data. The flexibility and importance of the proposed models are illustrated by means of three real data sets. Journal: Communications in Statistics - Theory and Methods Pages: 4171-4194 Issue: 16 Volume: 48 Year: 2019 Month: 8 X-DOI: 10.1080/03610926.2018.1490430 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1490430 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:16:p:4171-4194 Template-Type: ReDIF-Article 1.0 Author-Name: Yi Zhai Author-X-Name-First: Yi Author-X-Name-Last: Zhai Author-Name: Zhide Fang Author-X-Name-First: Zhide Author-X-Name-Last: Fang Title: Locally optimal designs for some dose–response models with continuous endpoints Abstract: We consider the problem of constructing static (or non sequential), approximate optimal designs for a class of dose–response models with continuous outcomes. We obtain conditions for a design being D-optimal or c-optimal. The designs are locally optimal in that they depend on the model parameters. The efficiency studies show that these designs have high efficiency when the mis-specification of the initial values of model parameters is not severe. A case study indicates that using an optimal design may result in a significant saving of resources. Journal: Communications in Statistics - Theory and Methods Pages: 3803-3819 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1361996 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1361996 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3803-3819 Template-Type: ReDIF-Article 1.0 Author-Name: Wenzhao Liu Author-X-Name-First: Wenzhao Author-X-Name-Last: Liu Author-Name: Yanlei Diao Author-X-Name-First: Yanlei Author-X-Name-Last: Diao Author-Name: Anna Liu Author-X-Name-First: Anna Author-X-Name-Last: Liu Title: An analysis of query-agnostic sampling for interactive data exploration Abstract: Data analysts often explore a large database to identify the data of interest, but may not be able to specify the exact query to send to the database. A manual data exploration process is labor intensive and time-consuming. In the new paradigm of system-aided interactive data exploration, the Database Management System presents the samples to the user and engages the user in an interactive exploration process to identify the user interest. In this article, we examine a number of initial sampling techniques to identify at least one positive (i.e., interesting) sample and compare them both theoretically and empirically. Journal: Communications in Statistics - Theory and Methods Pages: 3820-3837 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1363231 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1363231 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3820-3837 Template-Type: ReDIF-Article 1.0 Author-Name: Heiko Groenitz Author-X-Name-First: Heiko Author-X-Name-Last: Groenitz Title: Logistic regression analyses for indirect data Abstract: The article’s topic is logistic regression for direct data on the covariates, but indirect data on the endogenous variable. The indirect data may result from a privacy-protecting survey procedure for sensitive characteristics or from statistical disclosure control. Various procedures to generate the indirect data exist. However, we show that it is possible to develop a general approach for logistic regression analyses with indirect data that covers many procedures. We first derive a general algorithm for the maximum likelihood estimation and a general procedure for variance estimation. Subsequently, lots of examples demonstrate the broad applicability of our general framework. Journal: Communications in Statistics - Theory and Methods Pages: 3838-3856 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1364387 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1364387 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3838-3856 Template-Type: ReDIF-Article 1.0 Author-Name: István Fazekas Author-X-Name-First: István Author-X-Name-Last: Fazekas Author-Name: Alexey Chuprunov Author-X-Name-First: Alexey Author-X-Name-Last: Chuprunov Title: The conditional maximum of Poisson random variables Abstract: The conditional maxima of independent Poisson random variables are studied. A triangular array of row-wise independent Poisson random variables is considered. If condition is given for the row-wise sums, then the limiting distribution of the row-wise maxima is concentrated onto two points. The result is in accordance with the classical result of Anderson. The case of general power series distributions is also covered. The model studied in Theorems 2.1 and 2.2 is an analogue of the generalized allocation scheme. It can be considered as a non homogeneous generalized scheme of allocations of at most n balls into N boxes. Then the maximal value of the contents of the boxes is studied. Journal: Communications in Statistics - Theory and Methods Pages: 3857-3870 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1364388 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1364388 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3857-3870 Template-Type: ReDIF-Article 1.0 Author-Name: Cao Xuan Phuong Author-X-Name-First: Cao Xuan Author-X-Name-Last: Phuong Author-Name: Dang Duc Trong Author-X-Name-First: Dang Duc Author-X-Name-Last: Trong Author-Name: Tran Quoc Viet Author-X-Name-First: Tran Quoc Author-X-Name-Last: Viet Title: On the mean L1-error in the heteroscedastic deconvolution problem with compactly supported noises Abstract: We study the heteroscedastic deconvolution problem when random noises have compactly supported densities. In this context, the Fourier transforms of the densities can vanish on the real line. We propose a truncated type of estimator for target density and derive the convergence rate of the mean L1-error uniformly over a class of target densities. A lower bound for the mean L1-error is also established. Some simulations will be given to illustrate the performance of the proposed estimator. Journal: Communications in Statistics - Theory and Methods Pages: 3871-3892 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1364389 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1364389 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3871-3892 Template-Type: ReDIF-Article 1.0 Author-Name: Jigao Yan Author-X-Name-First: Jigao Author-X-Name-Last: Yan Title: Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models Abstract: In this article, some results on almost sure convergence for weighted sums of widely negative orthant dependent (WNOD) random variables are presented. The results obtained in the article generalize and improve the corresponding one of J. Lita Da Silva. [(2015), “Almost sure convergence for weighted sums of extended negatively dependent random variables.” Acta Math. Hungar. 146 (1), 56–70]. As applications, the strong convergence for the estimator of non parametric regression model are established. Journal: Communications in Statistics - Theory and Methods Pages: 3893-3909 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1364390 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1364390 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3893-3909 Template-Type: ReDIF-Article 1.0 Author-Name: Bing Meng Author-X-Name-First: Bing Author-X-Name-Last: Meng Author-Name: Dingcheng Wang Author-X-Name-First: Dingcheng Author-X-Name-Last: Wang Author-Name: Qunying Wu Author-X-Name-First: Qunying Author-X-Name-Last: Wu Title: Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables Abstract: In this paper, some complete convergence and complete moment convergence results for arrays of rowwise negatively superadditive dependent (NSD, in short) random variables are studied. The obtained theorems not only extend the result of Gan and Chen (2007) to the case of NSD random variables, but also improve them. Journal: Communications in Statistics - Theory and Methods Pages: 3910-3922 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1364391 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1364391 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3910-3922 Template-Type: ReDIF-Article 1.0 Author-Name: Chen-Ju Lin Author-X-Name-First: Chen-Ju Author-X-Name-Last: Lin Author-Name: W. L. Pearn Author-X-Name-First: W. L. Author-X-Name-Last: Pearn Author-Name: J. Y. Huang Author-X-Name-First: J. Y. Author-X-Name-Last: Huang Author-Name: Y. H. Chen Author-X-Name-First: Y. H. Author-X-Name-Last: Chen Title: Group selection for processes with multiple quality characteristics Abstract: Evaluating and comparing process capabilities are important tasks of production management. Manufacturers should apply the process with the highest capability among competing processes. A process group selection method is developed to solve the process selection problem based on overall yields. The goal is to select the processes with the highest overall yield among I processes under multiple quality characteristics, I > 2. The proposed method uses Bonferroni adjustment to control the overall error rate of comparing multiple processes. The critical values and the required sample sizes for designated powers are provided for practical use. Journal: Communications in Statistics - Theory and Methods Pages: 3923-3934 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1364392 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1364392 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3923-3934 Template-Type: ReDIF-Article 1.0 Author-Name: Chen Li Author-X-Name-First: Chen Author-X-Name-Last: Li Author-Name: George Casella Author-X-Name-First: George Author-X-Name-Last: Casella Author-Name: Malay Ghosh Author-X-Name-First: Malay Author-X-Name-Last: Ghosh Title: Estimation of regression vectors in linear mixed models with Dirichlet process random effects Abstract: The Dirichlet process has been used extensively in Bayesian non parametric modeling, and has proven to be very useful. In particular, mixed models with Dirichlet process random effects have been used in modeling many types of data and can often outperform their normal random effect counterparts. Here we examine the linear mixed model with Dirichlet process random effects from a classical view, and derive the best linear unbiased estimator (BLUE) of the fixed effects. We are also able to calculate the resulting covariance matrix and find that the covariance is directly related to the precision parameter of the Dirichlet process, giving a new interpretation of this parameter. We also characterize the relationship between the BLUE and the ordinary least-squares (OLS) estimator and show how confidence intervals can be approximated. Journal: Communications in Statistics - Theory and Methods Pages: 3935-3954 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1366519 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1366519 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3935-3954 Template-Type: ReDIF-Article 1.0 Author-Name: Olusola Makinde Author-X-Name-First: Olusola Author-X-Name-Last: Makinde Author-Name: Biman Chakraborty Author-X-Name-First: Biman Author-X-Name-Last: Chakraborty Title: On some classifiers based on multivariate ranks Abstract: Non parametric approaches to classification have gained significant attention in the last two decades. In this paper, we propose a classification methodology based on the multivariate rank functions and show that it is a Bayes rule for spherically symmetric distributions with a location shift. We show that a rank-based classifier is equivalent to optimal Bayes rule under suitable conditions. We also present an affine invariant version of the classifier. To accommodate different covariance structures, we construct a classifier based on the central rank region. Asymptotic properties of these classification methods are studied. We illustrate the performance of our proposed methods in comparison to some other depth-based classifiers using simulated and real data sets. Journal: Communications in Statistics - Theory and Methods Pages: 3955-3969 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1366520 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1366520 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3955-3969 Template-Type: ReDIF-Article 1.0 Author-Name: Robert F. Phillips Author-X-Name-First: Robert F. Author-X-Name-Last: Phillips Title: Quasi maximum likelihood estimation of dynamic panel data models Abstract: This article establishes the almost sure convergence and asymptotic normality of levels and differenced quasi maximum likelihood (QML) estimators of dynamic panel data models. The QML estimators are robust with respect to initial conditions, conditional and time-series heteroskedasticity, and misspecification of the log-likelihood. The article also provides an ECME algorithm for calculating levels QML estimates. Finally, it compares the finite-sample performance of levels and differenced QML estimators, the differenced generalized method of moments (GMM) estimator, and the system GMM estimator. The QML estimators usually have smaller— typically substantially smaller—bias and root mean squared errors than the panel data GMM estimators. Journal: Communications in Statistics - Theory and Methods Pages: 3970-3986 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1366521 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1366521 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3970-3986 Template-Type: ReDIF-Article 1.0 Author-Name: Rong Jiang Author-X-Name-First: Rong Author-X-Name-Last: Jiang Author-Name: Wei-Min Qian Author-X-Name-First: Wei-Min Author-X-Name-Last: Qian Author-Name: Zhan-Gong Zhou Author-X-Name-First: Zhan-Gong Author-X-Name-Last: Zhou Title: Weighted composite quantile regression for partially linear varying coefficient models Abstract: Partially linear varying coefficient models (PLVCMs) with heteroscedasticity are considered in this article. Based on composite quantile regression, we develop a weighted composite quantile regression (WCQR) to estimate the non parametric varying coefficient functions and the parametric regression coefficients. The WCQR is augmented using a data-driven weighting scheme. Moreover, the asymptotic normality of proposed estimators for both the parametric and non parametric parts are studied explicitly. In addition, by comparing the asymptotic relative efficiency theoretically and numerically, WCQR method all outperforms the CQR method and some other estimate methods. To achieve sparsity with high-dimensional covariates, we develop a variable selection procedure to select significant parametric components for the PLVCM and prove the method possessing the oracle property. Both simulations and data analysis are conducted to illustrate the finite-sample performance of the proposed methods. Journal: Communications in Statistics - Theory and Methods Pages: 3987-4005 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1366522 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1366522 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3987-4005 Template-Type: ReDIF-Article 1.0 Author-Name: Laleh Tafakori Author-X-Name-First: Laleh Author-X-Name-Last: Tafakori Author-Name: Armin Pourkhanali Author-X-Name-First: Armin Author-X-Name-Last: Pourkhanali Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: A new lifetime model with different types of failure rate Abstract: A new class of lifetime distributions, which can exhibit with upside-down bathtub-shaped, bathtub-shaped, decreasing, and increasing failure rates, is introduced. The new distribution is constructed by compounding generalized Weibull and logarithmic distributions, leading to improvement on the lifetime distribution considered in Dimitrakopoulou et al. (2007) by having no restriction on the shape parameter and extending the result studied by Tahmasbi and Rezaei (2008) in the general form. The proposed model includes the exponential–logarithmic and Weibull–logarithmic distributions as special cases. Various statistical properties of the proposed class are discussed. Furthermore, estimation via the maximum likelihood method and the Fisher information matrix are discussed. Applications to real data demonstrate that the new class of distributions is more flexible than other recently proposed classes. Journal: Communications in Statistics - Theory and Methods Pages: 4006-4020 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1367811 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367811 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:4006-4020 Template-Type: ReDIF-Article 1.0 Author-Name: Samridhi Mehta Author-X-Name-First: Samridhi Author-X-Name-Last: Mehta Author-Name: Priyanka Aggarwal Author-X-Name-First: Priyanka Author-X-Name-Last: Aggarwal Title: Bayesian estimation of sensitivity level and population proportion of a sensitive characteristic in a binary optional unrelated question RRT model Abstract: Sihm et al. (2016) proposed an unrelated question binary optional randomized response technique (RRT) model for estimating the proportion of population that possess a sensitive characteristic and the sensitivity level of the question. In our work, decision theoretic approach has been followed to obtain Bayes estimates of the two parameters along with their corresponding minimal Bayes posterior expected losses (BPEL) using beta prior and squared error loss function (SELF). Relative losses are also examined to compare the performances of the Bayes estimates with those of the classical estimates obtained by Sihm et al. (2016). The results obtained are illustrated with the help of real survey data using non informative prior. Journal: Communications in Statistics - Theory and Methods Pages: 4021-4028 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1367812 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367812 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:4021-4028 Template-Type: ReDIF-Article 1.0 Author-Name: Agnieszka Goroncy Author-X-Name-First: Agnieszka Author-X-Name-Last: Goroncy Author-Name: Tomasz Rychlik Author-X-Name-First: Tomasz Author-X-Name-Last: Rychlik Title: Refined solution to upper-bound problem for the expectations of order statistics from decreasing density on the average distributions Abstract: Rychlik [Metrika 77, 539–557, 2014] described sharp upper negative bounds for the expectations of low-rank order statistics, centered about the population mean and measured in the mean absolute deviation from the mean units, for the i.i.d. sequences with common distribution possessing decreasing density function on the average. The bounds coincide with the negatives of maximal values of complicated functions on the unit interval. Here, we provide more precise solutions to the maximization problems. Journal: Communications in Statistics - Theory and Methods Pages: 4029-4041 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1367813 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1367813 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:4029-4041 Template-Type: ReDIF-Article 1.0 Author-Name: Bo Yan Author-X-Name-First: Bo Author-X-Name-Last: Yan Author-Name: Zhuo Chen Author-X-Name-First: Zhuo Author-X-Name-Last: Chen Title: A prediction approach for precise marketing based on ARIMA-ARCH Model: A case of China Mobile Abstract: The autoregressive integrated moving average (ARIMA) model presents improved performance in forecasting short-term trends because it considers the dependence of time series and the interference of stochastic volatility. Thus, in this study, we establish ARIMA(0, 2, 1) based on the historical data of large-scale online marketing promotions to realize precise marketing of China Mobile's Ling Xi Voice app in the communication market. We eliminate the auto-regression effect of residual series by establishing the ARIMA model combined with the autoregressive conditional heteroskedasticity (ARCH) model denoted as ARIMA(0, 2, 1) − ARCH(1), the ARIMA model combined with the generalized ARCH (GARCH) model denoted as ARIMA(0, 2, 1) − GARCH(1, 1), and the ARIMA model combined with the threshold GARCH model denoted as ARIMA(0, 2, 1) − TGARCH(2, 1). The performance of the aforementioned models is then compared for validation. Considering the characteristics of the communication markets and the attractive statistical properties of ARIMA, we apply ARIMA(0, 2, 1) to forecast the cumulative number of Ling Xi Voice app users for precise marketing that offers reliable agreement for China Mobile to further advertise and study the market demand. Our analysis contributes toward the development of the current knowledge on forecasting the number of app users in the communication market and provides a new idea to increase the market share for communication operators. Journal: Communications in Statistics - Theory and Methods Pages: 4042-4058 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1380827 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1380827 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:4042-4058 Template-Type: ReDIF-Article 1.0 Author-Name: Yo Sheena Author-X-Name-First: Yo Author-X-Name-Last: Sheena Title: Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence Abstract: For a given parametric probability model, we consider the risk of the maximum likelihood estimator with respect to α-divergence, which includes the special cases of Kullback–Leibler divergence, the Hellinger distance, and essentially χ2-divergence. The asymptotic expansion of the risk is given with respect to sample sizes up to order n− 2. Each term in the expansion is expressed with the geometrical properties of the Riemannian manifold formed by the parametric probability model. Journal: Communications in Statistics - Theory and Methods Pages: 4059-4087 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1380828 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1380828 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:4059-4087 Template-Type: ReDIF-Article 1.0 Author-Name: Uzma Rasheed Author-X-Name-First: Uzma Author-X-Name-Last: Rasheed Author-Name: H. M. Kashif Rasheed Author-X-Name-First: H. M. Kashif Author-X-Name-Last: Rasheed Author-Name: Muhammad Rasheed Author-X-Name-First: Muhammad Author-X-Name-Last: Rasheed Author-Name: Rashid Ahmed Author-X-Name-First: Rashid Author-X-Name-Last: Ahmed Title: Minimal circular strongly balanced repeated measurements designs in periods of three different sizes Abstract: Repeated measurements designs (RMD) are widely used in medicine, pharmacology, animal sciences, and psychology. If there is a restriction on the total number of treatments, some experimental units can receive on the total length of time while some experimental units can remain in the trial, then RMD in periods of unequal sizes should be used. In this article, some infinite series are developed to generate the minimal circular strongly balanced RMD in periods of three different sizes p1, p2, and p3, where 2 ≤ p3 < p2 ≤ 10. Journal: Communications in Statistics - Theory and Methods Pages: 4088-4094 Issue: 16 Volume: 47 Year: 2018 Month: 8 X-DOI: 10.1080/03610926.2017.1361995 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1361995 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:16:p:4088-4094 Template-Type: ReDIF-Article 1.0 Author-Name: C. Franko Author-X-Name-First: C. Author-X-Name-Last: Franko Author-Name: F. Yalcin Author-X-Name-First: F. Author-X-Name-Last: Yalcin Title: Signatures of series and parallel systems consisting of non disjoint modules Abstract: System signature is a useful tool to analyze coherent systems. In reliability theory, a large number of systems is actually the composition of disjoint subsystems (modules). However, in real life, there are situations in which the subsystems have common components. In this article, we consider the problem of obtaining signatures as well as minimal signatures of series and parallel systems that are composed of subsystems sharing a component. That is, these subsystems are no longer disjoint. Computational results are also presented to illustrate our findings. Journal: Communications in Statistics - Theory and Methods Pages: 11425-11439 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2015.1080839 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1080839 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11425-11439 Template-Type: ReDIF-Article 1.0 Author-Name: Haiqing Chen Author-X-Name-First: Haiqing Author-X-Name-Last: Chen Author-Name: Weihu Cheng Author-X-Name-First: Weihu Author-X-Name-Last: Cheng Author-Name: Leilei Zhu Author-X-Name-First: Leilei Author-X-Name-Last: Zhu Author-Name: Yaohua Rong Author-X-Name-First: Yaohua Author-X-Name-Last: Rong Title: Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares Abstract: Generalized Pareto distribution (GPD) is widely used to model exceedances over thresholds. In this paper, we propose a new method, called weighted non linear least squares (WNLS), to estimate the parameters of the three-parameter GPD. Some asymptotic results of the proposed method are provided. An extensive simulation is carried out to evaluate the finite sample behaviour of the proposed method and to compare the behaviour with other methods suggested in the literature. The simulation results show that WNLS outperforms other methods in general situations. Finally, the WNLS is applied to analysis the real-life data. Journal: Communications in Statistics - Theory and Methods Pages: 11440-11449 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1202286 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1202286 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11440-11449 Template-Type: ReDIF-Article 1.0 Author-Name: R. Aliakbari Saba Author-X-Name-First: R. Aliakbari Author-X-Name-Last: Saba Author-Name: Z. Rezaei Ghahroodi Author-X-Name-First: Z. Rezaei Author-X-Name-Last: Ghahroodi Author-Name: K. Kiani Author-X-Name-First: K. Author-X-Name-Last: Kiani Author-Name: D. M. Berridge Author-X-Name-First: D. M. Author-X-Name-Last: Berridge Title: Mean and cell-mean imputation resulting in the use of a semicontinuous distribution and a mixture of semicontinuous distributions Abstract: Zero-inflated models are commonly used for modeling count and continuous data with extra zeros. Inflations at one point or two points apart from zero for modeling continuous data have been discussed less than that of zero inflation. In this article, inflation at an arbitrary point α as a semicontinuous distribution is presented and the mean imputation for a continuous response is discussed as a cause of having semicontinuous data. Also, inflation at two points and generally at k arbitrary points and their relation to cell-mean imputation in the mixture of continuous distributions are studied. To analyze the imputed data, a mixture of semicontinuous distributions is used. The effects of covariates on the dependent variable in a mixture of k semicontinuous distributions with inflation at k points are also investigated. In order to find the parameter estimates, the method of expectation–maximization (EM) algorithm is used. In a real data of Iranian Households Income and Expenditure Survey (IHIES), it is shown how to obtain a proper estimate of the population variance when continuous missing at random responses are mean imputed. Journal: Communications in Statistics - Theory and Methods Pages: 11450-11465 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1267762 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267762 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11450-11465 Template-Type: ReDIF-Article 1.0 Author-Name: Guanghan Liu Author-X-Name-First: Guanghan Author-X-Name-Last: Liu Author-Name: Steven Piantadosi Author-X-Name-First: Steven Author-X-Name-Last: Piantadosi Title: Ridge estimation in generalized linear models and proportional hazards regressions Abstract: Conventionally, a ridge parameter is estimated as a function of regression parameters based on ordinary least squares. In this article, we proposed an iterative procedure instead of the one-step or conventional ridge method. Additionally, we construct an indicator that measures the potential degree of improvement in mean squared error when ridge estimates are employed. Simulations show that our methods are appropriate for a wide class of non linear models including generalized linear models and proportional hazards (PHs) regressions. The method is applied to a PH regression with highly collinear covariates in a cancer recurrence study. Journal: Communications in Statistics - Theory and Methods Pages: 11466-11479 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1267767 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1267767 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11466-11479 Template-Type: ReDIF-Article 1.0 Author-Name: Joanna Tarasińska Author-X-Name-First: Joanna Author-X-Name-Last: Tarasińska Title: Sample size needed to get given ratio of endpoints for confidence interval of standard deviation in a normal distribution Abstract: Confidence interval (CI) for a standard deviation in a normal distribution, based on pivotal quantity with a Chi-square distribution, is considered. As a measure of CI quality, the ratio of its endpoints is taken. There are given formulas for sample sizes so that this ratio does not exceed a fixed value. Both equally tailed and minimum ratio of endpoint CIs are considered. Journal: Communications in Statistics - Theory and Methods Pages: 11480-11484 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1271428 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1271428 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11480-11484 Template-Type: ReDIF-Article 1.0 Author-Name: Daniele Coin Author-X-Name-First: Daniele Author-X-Name-Last: Coin Title: A goodness-of-fit test for generalized error distribution Abstract: The Generalized Error Distribution is a widespread flexible family of symmetric probability distribution. Thanks to its properties it is becoming more and more popular in many science fields therefore determining if a sample is drawn from a GED is an important issue that usually is pursued with a graphical approach. In this paper we present a new goodness-of-fit test for GED that shows good performances for detecting non GED distribution when the alternative distribution is either skewed or a mixture. A comparison between well known tests and this new procedure is performed through a simulation study. We have developed a function that performs the analysis described in this paper in the R environment. The computational time required to compute this procedure is negligible. Journal: Communications in Statistics - Theory and Methods Pages: 11485-11499 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1271426 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1271426 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11485-11499 Template-Type: ReDIF-Article 1.0 Author-Name: Abdessamad Dine Author-X-Name-First: Abdessamad Author-X-Name-Last: Dine Author-Name: Denis Larocque Author-X-Name-First: Denis Author-X-Name-Last: Larocque Author-Name: François Bellavance Author-X-Name-First: François Author-X-Name-Last: Bellavance Title: Multivariate forests with missing mixed outcomes Abstract: In this article, we propose a multivariate random forest method for multiple responses of mixed types with missing responses. Imputation is performed for each bootstrap sample used to build the individual trees that form the forest. The individual trees are built using a weighted splitting rule allowing downweighting of imputed observations. A simulation study shows the benefits of this approach over complete case analysis when missing responses are missing completely at random and missing at random (MAR). In particular, the gain in prediction accuracy of the proposed method is larger in the MAR case and also increases as the proportion of missing increases. Journal: Communications in Statistics - Theory and Methods Pages: 11500-11513 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1271427 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1271427 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11500-11513 Template-Type: ReDIF-Article 1.0 Author-Name: Reşit Çelik Author-X-Name-First: Reşit Author-X-Name-Last: Çelik Author-Name: Aydın Erar Author-X-Name-First: Aydın Author-X-Name-Last: Erar Title: An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals Abstract: The aim of this paper is to introduce a new method which corrects residual variances for the butterfly distributed residuals (BDR). Distribution theory, confidence intervals, and tests of hypotheses are valid and meaningful only if the standard regression assumptions are satisfied. Heteroskedasticity is one of the violations of these assumptions and BDR is another type of heteroskedasticity. This study reveals an alternative approach to correct the BDR type of heteroskedasticity by the weighting re-estimated absolute residuals (WRAR). After giving brief information about heteroskedasticity and BDR type of heteroskedasticity, WRAR is introduced. WRAR and the usual variance stabilizing techniques are compared on multiple and simple regression models. Journal: Communications in Statistics - Theory and Methods Pages: 11514-11538 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1271429 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1271429 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11514-11538 Template-Type: ReDIF-Article 1.0 Author-Name: Sucharita Ghosh Author-X-Name-First: Sucharita Author-X-Name-Last: Ghosh Title: On estimating the marginal distribution of a detrended series with long memory Abstract: Consider continuous real-valued time series observations yj, j = 1, 2, …, n, with finite variance and a smooth trend. Let ϵj=yj-E(yj)$\epsilon _j = y_j - \mathbb {E}(y_j)$ be the residuals which have a cumulative distribution function F(tj, ·) that is a smooth but an arbitrary function of time. We address kernel estimation of F when the errors have long-memory correlations, using regression residuals and kernels that have absolutely integrable characteristic functions. Journal: Communications in Statistics - Theory and Methods Pages: 11539-11557 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1275698 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1275698 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11539-11557 Template-Type: ReDIF-Article 1.0 Author-Name: Eugene Kouassi Author-X-Name-First: Eugene Author-X-Name-Last: Kouassi Author-Name: Patrice Soh Takam Author-X-Name-First: Patrice Author-X-Name-Last: Soh Takam Author-Name: Jean Marcelin Bosson Brou Author-X-Name-First: Jean Marcelin Bosson Author-X-Name-Last: Brou Author-Name: Emile Herve Ndoumbe Author-X-Name-First: Emile Herve Author-X-Name-Last: Ndoumbe Title: Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations Abstract: In this paper, we first consider the pseudo maximum likelihood estimation of the univariate GARCH (2,2) model and derive the underlying estimator. Then, we make use of the technique of martingales to establish the asymptotic normality of the pseudo-maximum likelihood estimator (PMLE) of the univariate GARCH (2,2) model. Contrary to previous approaches encountered in the statistical literature, the pseudo-likelihood function uses the general form of the density laws of the quadratic exponential family. Journal: Communications in Statistics - Theory and Methods Pages: 11558-11574 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1275694 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1275694 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11558-11574 Template-Type: ReDIF-Article 1.0 Author-Name: Zhiping Qiu Author-X-Name-First: Zhiping Author-X-Name-Last: Qiu Title: Statistical inference under imputation for proportional hazard model with missing covariates Abstract: Missing covariate data are common in biomedical studies. In this article, by using the non parametric kernel regression technique, a new imputation approach is developed for the Cox-proportional hazard regression model with missing covariates. This method achieves the same efficiency as the fully augmented weighted estimators (Qi et al. 2005. Journal of the American Statistical Association, 100:1250) and has a simpler form. The asymptotic properties of the proposed estimator are derived and analyzed. The comparisons between the proposed imputation method and several other existing methods are conducted via a number of simulation studies and a mouse leukemia data. Journal: Communications in Statistics - Theory and Methods Pages: 11575-11590 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1275696 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1275696 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11575-11590 Template-Type: ReDIF-Article 1.0 Author-Name: D. T. Shirke Author-X-Name-First: D. T. Author-X-Name-Last: Shirke Author-Name: S. R. Supanekar Author-X-Name-First: S. R. Author-X-Name-Last: Supanekar Author-Name: Deepesh Bhati Author-X-Name-First: Deepesh Author-X-Name-Last: Bhati Title: On k-distorted generalized discrete family of distributions Abstract: We propose a new generalized discrete family of distributions which permits inflation/deflation at any single point in the support of distribution. Using the same, a zero-distorted generalized discrete family of distributions is introduced and some of its properties are studied. As an illustration, we study in detail, zero-distorted generalized Poisson distribution. Real-life applications of this distribution using well-known data sets are reported, which include an actuarial application of the proposed model. Journal: Communications in Statistics - Theory and Methods Pages: 11591-11603 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1275697 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1275697 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11591-11603 Template-Type: ReDIF-Article 1.0 Author-Name: Chang Yu Author-X-Name-First: Chang Author-X-Name-Last: Yu Author-Name: Sanguo Zhang Author-X-Name-First: Sanguo Author-X-Name-Last: Zhang Author-Name: Christine Friedenreich Author-X-Name-First: Christine Author-X-Name-Last: Friedenreich Author-Name: Charles E. Matthews Author-X-Name-First: Charles E. Author-X-Name-Last: Matthews Title: Using repeated measures to correct correlated measurement errors through orthogonal decomposition Abstract: In a physical activity (PA) study, the 7-day PA log viewed as an alloyed gold standard was used to correct the measurement error in the physical activity questionnaire. Due to correlations between the errors in the two measurements, the usual regression calibration (RC) may result in a biased estimate of the calibration factor. We propose a method for removing the correlation through orthogonal decomposition of the errors, and then the usual RC can be applied. Simulation studies show that our method can effectively correct the bias. Journal: Communications in Statistics - Theory and Methods Pages: 11604-11611 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1275693 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1275693 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11604-11611 Template-Type: ReDIF-Article 1.0 Author-Name: Tatjana Pavlenko Author-X-Name-First: Tatjana Author-X-Name-Last: Pavlenko Author-Name: Anuradha Roy Author-X-Name-First: Anuradha Author-X-Name-Last: Roy Title: Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure Abstract: We explore the performance accuracy of the linear and quadratic classifiers for high-dimensional higher-order data, assuming that the class conditional distributions are multivariate normal with locally doubly exchangeable covariance structure. We derive a two-stage procedure for estimating the covariance matrix: at the first stage, the Lasso-based structure learning is applied to sparsifying the block components within the covariance matrix. At the second stage, the maximum-likelihood estimators of all block-wise parameters are derived assuming the doubly exchangeable within block covariance structure and a Kronecker product structured mean vector. We also study the effect of the block size on the classification performance in the high-dimensional setting and derive a class of asymptotically equivalent block structure approximations, in a sense that the choice of the block size is asymptotically negligible. Journal: Communications in Statistics - Theory and Methods Pages: 11612-11634 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1275695 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1275695 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11612-11634 Template-Type: ReDIF-Article 1.0 Author-Name: Matthieu Marbac Author-X-Name-First: Matthieu Author-X-Name-Last: Marbac Author-Name: Christophe Biernacki Author-X-Name-First: Christophe Author-X-Name-Last: Biernacki Author-Name: Vincent Vandewalle Author-X-Name-First: Vincent Author-X-Name-Last: Vandewalle Title: Model-based clustering of Gaussian copulas for mixed data Abstract: Clustering of mixed data is important yet challenging due to a shortage of conventional distributions for such data. In this article, we propose a mixture model of Gaussian copulas for clustering mixed data. Indeed copulas, and Gaussian copulas in particular, are powerful tools for easily modeling the distribution of multivariate variables. This model clusters data sets with continuous, integer, and ordinal variables (all having a cumulative distribution function) by considering the intra-component dependencies in a similar way to the Gaussian mixture. Indeed, each component of the Gaussian copula mixture produces a correlation coefficient for each pair of variables and its univariate margins follow standard distributions (Gaussian, Poisson, and ordered multinomial) depending on the nature of the variable (continuous, integer, or ordinal). As an interesting by-product, this model generalizes many well-known approaches and provides tools for visualization based on its parameters. The Bayesian inference is achieved with a Metropolis-within-Gibbs sampler. The numerical experiments, on simulated and real data, illustrate the benefits of the proposed model: flexible and meaningful parameterization combined with visualization features. Journal: Communications in Statistics - Theory and Methods Pages: 11635-11656 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277753 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277753 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11635-11656 Template-Type: ReDIF-Article 1.0 Author-Name: Matthew B. Matheson Author-X-Name-First: Matthew B. Author-X-Name-Last: Matheson Author-Name: Christopher Cox Author-X-Name-First: Christopher Author-X-Name-Last: Cox Title: The shape of the hazard function: Does the generalized gamma have the last word? Abstract: This paper compares the five-parameter beta generalized gamma (BGG) distribution to the three-parameter generalized gamma (GG). Both distributions include the four standard hazard shapes that we believe is an important property for any parametric family. For several BGG distributions, we select matching GGs and compute the Kullback-Liebler distance, observing remarkable agreement. We explore the beta parameters' influence on the matched GG parameters, detecting a strong connection between the distributions. Lastly, we compare the distributions using two real-data examples. We conclude from these comparisons that the BGG is not likely to be more useful for analytical purposes than the simpler GG. Journal: Communications in Statistics - Theory and Methods Pages: 11657-11666 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277757 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277757 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11657-11666 Template-Type: ReDIF-Article 1.0 Author-Name: Wanxing Li Author-X-Name-First: Wanxing Author-X-Name-Last: Li Author-Name: Xiaoming Xue Author-X-Name-First: Xiaoming Author-X-Name-Last: Xue Author-Name: Yonghong Long Author-X-Name-First: Yonghong Author-X-Name-Last: Long Title: An additive subdistribution hazard model for competing risks data Abstract: The cumulative incidence function plays an important role in assessing its treatment and covariate effects with competing risks data. In this article, we consider an additive hazard model allowing the time-varying covariate effects for the subdistribution and propose the weighted estimating equation under the covariate-dependent censoring by fitting the Cox-type hazard model for the censoring distribution. When there exists some association between the censoring time and the covariates, the proposed coefficients’ estimations are unbiased and the large-sample properties are established. The finite-sample properties of the proposed estimators are examined in the simulation study. The proposed Cox-weighted method is applied to a competing risks dataset from a Hodgkin's disease study. Journal: Communications in Statistics - Theory and Methods Pages: 11667-11687 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277759 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277759 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11667-11687 Template-Type: ReDIF-Article 1.0 Author-Name: Majid Mojirsheibani Author-X-Name-First: Majid Author-X-Name-Last: Mojirsheibani Author-Name: Kevin Manley Author-X-Name-First: Kevin Author-X-Name-Last: Manley Author-Name: William Pouliot Author-X-Name-First: William Author-X-Name-Last: Pouliot Title: On density and regression estimation with incomplete data Abstract: We consider the problem of estimation of a density function in the presence of incomplete data and study the Hellinger distance between our proposed estimators and the true density function. Here, the presence of incomplete data is handled by utilizing a Horvitz–Thompson-type inverse weighting approach, where the weights are the estimates of the unknown selection probabilities. We also address the problem of estimation of a regression function with incomplete data. Journal: Communications in Statistics - Theory and Methods Pages: 11688-11711 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277751 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277751 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11688-11711 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Swarangi M. Gorey Author-X-Name-First: Swarangi M. Author-X-Name-Last: Gorey Title: An efficient randomized response model utilizing higher order moments ratios of scrambling variables Abstract: In this paper, we have 89 suggested an improved randomized response (RR) model for estimating π, the proportion of respondents in the population belonging to the sensitive group. We have studied the properties of the RR model. The proposed model is found to be more efficient than the RR model studied by Gjestvang and Singh (2006). Numerical illustration is given in support of the present study. Journal: Communications in Statistics - Theory and Methods Pages: 11712-11720 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277755 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277755 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11712-11720 Template-Type: ReDIF-Article 1.0 Author-Name: Masaki Kudo Author-X-Name-First: Masaki Author-X-Name-Last: Kudo Author-Name: Kanta Naito Author-X-Name-First: Kanta Author-X-Name-Last: Naito Title: Data sharpening on unknown manifold Abstract: This article is concerned with data sharpening (DS) technique in nonparametric regression under the setting where the multivariate predictor is embedded in an unknown low-dimensional manifold. Theoretical asymptotic bias is derived, which reveals that the proposed DS estimator has a reduced bias compared to the usual local linear estimator. The asymptotic normality of the DS estimator is also developed. It can be confirmed from simulation and applications to real data that the bias reduction for the DS estimator supported on unknown manifold is evident. Journal: Communications in Statistics - Theory and Methods Pages: 11721-11744 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277756 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277756 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11721-11744 Template-Type: ReDIF-Article 1.0 Author-Name: Ehab F. Abd-Elfattah Author-X-Name-First: Ehab F. Author-X-Name-Last: Abd-Elfattah Title: Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates Abstract: The generalized gamma distribution is a flexible and attractive distribution because it incorporates several well-known distributions, i.e., gamma, Weibull, Rayleigh, and Maxwell. This article derives saddlepoint density and distribution functions for the ratio of two linear functions of generalized gamma variables and the product of n independent generalized gamma variables. Simulation studies are used to evaluate the accuracy of the saddlepoint approximations. The saddlepoint approximations are fast, easy, and very accurate. Journal: Communications in Statistics - Theory and Methods Pages: 11745-11755 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277758 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277758 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11745-11755 Template-Type: ReDIF-Article 1.0 Author-Name: Femi B. Adebola Author-X-Name-First: Femi B. Author-X-Name-Last: Adebola Author-Name: Adedamola A. Adediran Author-X-Name-First: Adedamola A. Author-X-Name-Last: Adediran Author-Name: Olusegun S. Ewemooje Author-X-Name-First: Olusegun S. Author-X-Name-Last: Ewemooje Title: Hybrid tripartite randomized response technique Abstract: In this paper, a new randomized response technique has been proposed that combines the unrelated question randomized response technique and tripartite randomized response technique. The relative efficiency of the newly proposed Randomized Response technique over the existing Randomized Response technique was obtained. It was observed that the relative efficiency of the proposed technique over the tripartite RRT increases with increase in πA and πU. The applicability of the proposed technique was also shown. However, it has been shown that the proposed technique performs better than the conventional ones. Journal: Communications in Statistics - Theory and Methods Pages: 11756-11763 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2016.1277760 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1277760 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11756-11763 Template-Type: ReDIF-Article 1.0 Author-Name: Chen-Ju Lin Author-X-Name-First: Chen-Ju Author-X-Name-Last: Lin Author-Name: Yi-Ling Shen Author-X-Name-First: Yi-Ling Author-X-Name-Last: Shen Title: Comparing multiple process overall yields from multiple manufacturing lines Abstract: A manufacturing process often uses multiple manufacturing lines to produce the same product for the productivity purpose. The capabilities of multiple manufacturing lines are often non-identical in practice. The task of process evaluation needs to measure the overall yield. This research compares the overall yield among I processes from K manufacturing lines, I ⩾ 2, K ⩾ 2. An unconstrained multiple comparisons with the best (UMCB) method based on the overall yield index is proposed to determine the best process with the highest overall yield. The simultaneous confidence intervals of each difference from the unknown best process in terms of the overall yield index are provided at a confidence level of at least 1 −α. To demonstrate the effectiveness of the UMCB method, the method was applied to choose the best process producing the pre-amplifier of microelectromechanical systems (MEMS) sensors in the production environment with multiple manufacturing lines. Journal: Communications in Statistics - Theory and Methods Pages: 11764-11775 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1280169 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1280169 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11764-11775 Template-Type: ReDIF-Article 1.0 Author-Name: Feng Hu Author-X-Name-First: Feng Author-X-Name-Last: Hu Author-Name: Zhaojun Zong Author-X-Name-First: Zhaojun Author-X-Name-Last: Zong Author-Name: Helin Wu Author-X-Name-First: Helin Author-X-Name-Last: Wu Title: Fubini theorem for non additive measures in the framework of g-expectation Abstract: Since the seminal paper of Ghirardato (1997), it is known that Fubini theorem for non additive measures can be available only for functions as “slice-comonotonic” in the framework of product algebra. Later, inspired by Ghirardato (1997), Chateauneuf and Lefort (2008) obtained some Fubini theorems for non additive measures in the framework of product σ-algebra. In this article, we study Fubini theorem for non additive measures in the framework of g-expectation. We give some different assumptions that provide Fubini theorem in the framework of g-expectation. Journal: Communications in Statistics - Theory and Methods Pages: 11776-11785 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285921 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285921 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11776-11785 Template-Type: ReDIF-Article 1.0 Author-Name: Elia Liitiäinen Author-X-Name-First: Elia Author-X-Name-Last: Liitiäinen Title: Asymptotics for Euclidean functionals of mixing processes Abstract: We extend previously known asymptotic results in the framework of subadditive Euclidean functionals and the related superadditive functionals. Our results generalize the standard independent identically distributed assumption, vastly expanding the scope of the existing theory. As an application of our results, a limit theorem for the average nearest neighbor distance is established, extending earlier results in the literature. Journal: Communications in Statistics - Theory and Methods Pages: 11786-11800 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285925 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285925 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11786-11800 Template-Type: ReDIF-Article 1.0 Author-Name: Aiting Shen Author-X-Name-First: Aiting Author-X-Name-Last: Shen Author-Name: Deping Shi Author-X-Name-First: Deping Author-X-Name-Last: Shi Title: Lr convergence for arrays of rowwise asymptotically almost negatively associated random variables Abstract: Let {Xnk, k ⩾ 1, n ⩾ 1} be an array of rowwise asymptotically almost negatively associated random variables and {an, n ⩾ 1} be a sequence of positive real numbers such that an↑∞. Under some suitable conditions, Lr convergence of 1anmax1≤j≤n|∑k=1jXnk|$\frac{1}{a_n} \mathop{\max }\nolimits_{1\le j\le n}^{}|\sum _{k=1}^j X_{nk}|$ is studied. The results obtained in the paper generalize and improve some corresponding ones for negatively associated random variables and independent random variables. Journal: Communications in Statistics - Theory and Methods Pages: 11801-11812 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285932 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285932 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11801-11812 Template-Type: ReDIF-Article 1.0 Author-Name: Wei Yu Author-X-Name-First: Wei Author-X-Name-Last: Yu Author-Name: Wangli Xu Author-X-Name-First: Wangli Author-X-Name-Last: Xu Author-Name: Lixing Zhu Author-X-Name-First: Lixing Author-X-Name-Last: Zhu Title: A modified Hosmer–Lemeshow test for large data sets Abstract: The Hosmer–Lemeshow test is a widely used method for evaluating the goodness of fit of logistic regression models. But its power is much influenced by the sample size, like other chi-square tests. Paul, Pennell, and Lemeshow (2013) considered using a large number of groups for large data sets to standardize the power. But simulations show that their method performs poorly for some models. In addition, it does not work when the sample size is larger than 25,000. In the present paper, we propose a modified Hosmer–Lemeshow test that is based on estimation and standardization of the distribution parameter of the Hosmer–Lemeshow statistic. We provide a mathematical derivation for obtaining the critical value and power of our test. Through simulations, we can see that our method satisfactorily standardizes the power of the Hosmer–Lemeshow test. It is especially recommendable for enough large data sets, as the power is rather stable. A bank marketing data set is also analyzed for comparison with existing methods. Journal: Communications in Statistics - Theory and Methods Pages: 11813-11825 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285922 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285922 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11813-11825 Template-Type: ReDIF-Article 1.0 Author-Name: Yan Cui Author-X-Name-First: Yan Author-X-Name-Last: Cui Author-Name: Xia Chen Author-X-Name-First: Xia Author-X-Name-Last: Chen Author-Name: Li Yan Author-X-Name-First: Li Author-X-Name-Last: Yan Title: Adaptive Lasso for generalized linear models with a diverging number of parameters Abstract: In this paper, we study the asymptotic properties of the adaptive Lasso estimators in high-dimensional generalized linear models. The consistency of the adaptive Lasso estimator is obtained. We show that, if a reasonable initial estimator is available, under appropriate conditions, the adaptive Lasso correctly selects covariates with non zero coefficients with probability converging to one, and that the estimators of non zero coefficients have the same asymptotic distribution they would have if the zero coefficients were known in advance. Thus, the adaptive Lasso has an Oracle property. The results are examined by some simulations and a real example. Journal: Communications in Statistics - Theory and Methods Pages: 11826-11842 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285926 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285926 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11826-11842 Template-Type: ReDIF-Article 1.0 Author-Name: Rongfang Yan Author-X-Name-First: Rongfang Author-X-Name-Last: Yan Author-Name: Yinping You Author-X-Name-First: Yinping Author-X-Name-Last: You Author-Name: Xiaohu Li Author-X-Name-First: Xiaohu Author-X-Name-Last: Li Title: On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions Abstract: This paper deals with bivariate Farlie–Gumbel–Morgenstern distributions. We build the TP2 (RR2) property of the residual lifetime and study the evolution of the dependence of the residual lifetime at large age. Also, we derive the aging property in the sense of the upper orthant order. Furthermore, in the context of IFR (DFR) marginals the residual lifetime at the age above the median is found to be increasing (decreasing) in the upper orthant order. Journal: Communications in Statistics - Theory and Methods Pages: 11843-11853 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285927 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285927 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11843-11853 Template-Type: ReDIF-Article 1.0 Author-Name: R. Fallah Author-X-Name-First: R. Author-X-Name-Last: Fallah Author-Name: M. Arashi Author-X-Name-First: M. Author-X-Name-Last: Arashi Author-Name: S. M. M. Tabatabaey Author-X-Name-First: S. M. M. Author-X-Name-Last: Tabatabaey Title: On the ridge regression estimator with sub-space restriction Abstract: In the linear regression model with elliptical errors, a shrinkage ridge estimator is proposed. In this regard, the restricted ridge regression estimator under sub-space restriction is improved by incorporating a general function which satisfies Taylor’s series expansion. Approximate quadratic risk function of the proposed shrinkage ridge estimator is evaluated in the elliptical regression model. A Monte Carlo simulation study and analysis based on a real data example are considered for performance analysis. It is evident from the numerical results that the shrinkage ridge estimator performs better than both unrestricted and restricted estimators in the multivariate t-regression model, for some specific cases. Journal: Communications in Statistics - Theory and Methods Pages: 11854-11865 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285928 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285928 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11854-11865 Template-Type: ReDIF-Article 1.0 Author-Name: Sibel Acik Kemaloglu Author-X-Name-First: Sibel Acik Author-X-Name-Last: Kemaloglu Author-Name: Mehmet Yilmaz Author-X-Name-First: Mehmet Author-X-Name-Last: Yilmaz Title: Transmuted two-parameter Lindley distribution Abstract: In this study, we propose a new distribution using the quadratic rank transmutation map named as transmuted two-parameter Lindley distribution (TTLD). This distribution is more flexible than the two-parameter Lindley distribution (TLD). The properties of the TTLD are examined, and estimation methods for the parameters of this distribution are discussed. The usefulness of the TTLD is demonstrated on some real data. Journal: Communications in Statistics - Theory and Methods Pages: 11866-11879 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285933 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285933 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11866-11879 Template-Type: ReDIF-Article 1.0 Author-Name: Weicai Peng Author-X-Name-First: Weicai Author-X-Name-Last: Peng Title: Conditional entropy, entropy density, and strong law of large numbers for generalized controlled tree-indexed Markov chains Abstract: In this paper, we first introduces a tree model without degree boundedness restriction namely generalized controlled tree T, which is an extension of some known tree models, such as homogeneous tree model, uniformly bounded degree tree model, controlled tree model, etc. Then some limit properties including strong law of large numbers for generalized controlled tree-indexed non homogeneous Markov chain are obtained. Finally, we establish some entropy density properties, monotonicity of conditional entropy, and entropy properties for generalized controlled tree-indexed Markov chains. Journal: Communications in Statistics - Theory and Methods Pages: 11880-11891 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285935 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285935 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11880-11891 Template-Type: ReDIF-Article 1.0 Author-Name: Ming Ha Lee Author-X-Name-First: Ming Ha Author-X-Name-Last: Lee Author-Name: Michael B. C. Khoo Author-X-Name-First: Michael B. C. Author-X-Name-Last: Khoo Title: Combined double sampling and variable sampling interval np chart Abstract: A combined double sampling and variable sampling interval (DSVSI) np chart is investigated in this study. The optimal design of the DSVSI np chart is based on minimizing the out-of-control average time to signal. From the numerical results, the DSVSI np chart performs reasonably well in comparison with the standard np chart, double sampling np chart, synthetic double sampling np chart, and other existing np type control charts for detecting increases in the process of fraction non conforming, based on the zero-state case. An example is provided to illustrate the application of the DSVSI np chart. Journal: Communications in Statistics - Theory and Methods Pages: 11892-11917 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285924 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285924 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11892-11917 Template-Type: ReDIF-Article 1.0 Author-Name: Nadezhda Gribkova Author-X-Name-First: Nadezhda Author-X-Name-Last: Gribkova Title: Cramér-type moderate deviations for intermediate trimmed means Abstract: In this article, we establish Cramér-type moderate deviation results for (intermediate) trimmed means Tn = n− 1∑n − mni = kn + 1Xi: n, where Xi: n's are the order statistics corresponding to the first n observations in a sequence X1, X2, … of independent identically distributed random variables with df$d \hspace*{0.5pt} f$ F. We consider two cases of intermediate and heavy trimming. In the former case, when max (αn, βn) → 0 (αn = kn/n, βn = mn/n) and min (kn, mn) → ∞ as n → ∞, we obtain our results under a natural moment assumption and a mild condition on the rate at which αn and βn tend to zero. In the latter case, we do not impose any moment conditions on F, instead, we require some smoothness of F− 1 in an open set containing the limit points of the trimming sequences αn, 1 − βn. Journal: Communications in Statistics - Theory and Methods Pages: 11918-11932 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1285930 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1285930 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11918-11932 Template-Type: ReDIF-Article 1.0 Author-Name: Nuša Mikuljan Šljivić Author-X-Name-First: Nuša Mikuljan Author-X-Name-Last: Šljivić Title: Cross-entropy method for estimation of posterior expectation in Bayesian VAR models Abstract: In this article, an importance sampling (IS) method for the posterior expectation of a non linear function in a Bayesian vector autoregressive (VAR) model is developed. Most Bayesian inference problems involve the evaluation of the expectation of a function of interest, usually a non linear function of the model parameters, under the posterior distribution. Non linear functions in Bayesian VAR setting are difficult to estimate and usually require numerical methods for their evaluation. A weighted IS estimator is used for the evaluation of the posterior expectation. With the cross-entropy (CE) approach, the IS density is chosen from a specified family of densities such that the CE distance or the Kullback–Leibler divergence between the optimal IS density and the importance density is minimal. The performance of the proposed algorithm is assessed in an iterated multistep forecasting of US macroeconomic time series. Journal: Communications in Statistics - Theory and Methods Pages: 11933-11947 Issue: 23 Volume: 46 Year: 2017 Month: 12 X-DOI: 10.1080/03610926.2017.1288252 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1288252 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11933-11947 Template-Type: ReDIF-Article 1.0 Author-Name: Mohammad Al-Talib Author-X-Name-First: Mohammad Author-X-Name-Last: Al-Talib Author-Name: Mohammad Al Kadiri Author-X-Name-First: Mohammad Author-X-Name-Last: Al Kadiri Author-Name: Abedel-Qader Al-Masri Author-X-Name-First: Abedel-Qader Author-X-Name-Last: Al-Masri Title: On combining independent tests in case of conditional normal distribution Abstract: In statistics we often experience combining n-independent tests of simple hypothesis, versus a one-tailed alternative as n approaches infinity. In the present study, we consider combining independent tests in case of conditional normal distribution with probability density function X|θ∼N(γθ,1),θ∈[a,∞),a≥0 when θ1,θ2,… have a distribution function (DF) Fθ. Four nonparametric combination procedures (Fisher, logistic, sum of p-values and inverse normal) were compared via the exact Bahadur slope. We concluded that the inverse normal procedure is better than the other procedures. Journal: Communications in Statistics - Theory and Methods Pages: 5627-5638 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1621343 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1621343 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5627-5638 Template-Type: ReDIF-Article 1.0 Author-Name: Carles M. Cuadras Author-X-Name-First: Carles M. Author-X-Name-Last: Cuadras Author-Name: Walter Diaz Author-X-Name-First: Walter Author-X-Name-Last: Diaz Author-Name: Sonia Salvo-Garrido Author-X-Name-First: Sonia Author-X-Name-Last: Salvo-Garrido Title: Two generalized bivariate FGM distributions and rank reduction Abstract: The Farlie-Gumbel-Morgensten (FGM) family of bivariate distributions with given marginals, is frequently used in theory and applications and has been generalized in many ways. With the help of two auxiliary distributions, we propose another generalization and study its properties. After defining the rank of a distribution as the cardinal of the set of canonical correlations, we prove that some well-known distributions have practically rank two. Consequently we introduce several extended FGM families of rank two and study how to approximate any bivariate distribution to a simpler one belonging to this family. Journal: Communications in Statistics - Theory and Methods Pages: 5639-5665 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1620780 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620780 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5639-5665 Template-Type: ReDIF-Article 1.0 Author-Name: Ibrahim M. Almanjahie Author-X-Name-First: Ibrahim M. Author-X-Name-Last: Almanjahie Author-Name: Zouaoui Chikr Elmezouar Author-X-Name-First: Zouaoui Author-X-Name-Last: Chikr Elmezouar Author-Name: Bachir Ahmed Bachir Author-X-Name-First: Bachir Ahmed Author-X-Name-Last: Bachir Author-Name: Zoulikha Kaid Author-X-Name-First: Zoulikha Author-X-Name-Last: Kaid Title: Spatial local linear estimation of the L1-conditional quantiles for functional regressors Abstract: L1-norm approach is used to construct the local linear estimator of the spatial regression quantile for functional regressors. Under mixing spatial condition, we establish the almost complete convergence of the constructed approach. The applicability of the constructed estimator is examined by a Monte-Carlo study. The finite sample performance of the proposed estimator is compared to the classical kernel estimator of the functional spatial quantile regression. The result indicates that our new approach is more accurate than the classical one. Journal: Communications in Statistics - Theory and Methods Pages: 5666-5685 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1620781 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620781 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5666-5685 Template-Type: ReDIF-Article 1.0 Author-Name: Wen Su Author-X-Name-First: Wen Author-X-Name-Last: Su Author-Name: Benxuan Shi Author-X-Name-First: Benxuan Author-X-Name-Last: Shi Author-Name: Yunyun Wang Author-X-Name-First: Yunyun Author-X-Name-Last: Wang Title: Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion Abstract: In this paper, we concern the statistical estimation of the Gerber-Shiu function under a risk model with stochastic premiums. We express the Gerber-Shiu function by Laguerre series expansion and estimate it based on observed information. Moreover, we study the convergence rate of our proposed estimator and illustrate the excellent performance of the estimator by simulations with finite sample size. Journal: Communications in Statistics - Theory and Methods Pages: 5686-5708 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1620782 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620782 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5686-5708 Template-Type: ReDIF-Article 1.0 Author-Name: Chandi Ram Kalita Author-X-Name-First: Chandi Ram Author-X-Name-Last: Kalita Author-Name: Gautam Choudhury Author-X-Name-First: Gautam Author-X-Name-Last: Choudhury Title: An repeated service queue with N-policy and setup time subject to server’s breakdown and delayed repair Abstract: This article deals with the N-policy with setup time of an unreliable MX/G/1 queue provides two types of general heterogeneous service under optional repeated service and delayed repair. The server is turned off each time as soon as the system becomes empty and waits until the queue size becomes exactly. As soon as exactly N (≥1) customers accumulate in the system, the server has to undertake a set up period before starting the busy period. The steady state queue size distributions by considering both elapsed and remaining times as well as various system characteristics has been derived for this model. Journal: Communications in Statistics - Theory and Methods Pages: 5709-5737 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1620783 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620783 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5709-5737 Template-Type: ReDIF-Article 1.0 Author-Name: Xu Chen Author-X-Name-First: Xu Author-X-Name-Last: Chen Author-Name: WenYan Zhuo Author-X-Name-First: WenYan Author-X-Name-Last: Zhuo Title: Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model Abstract: In this paper, we employ the martingale and duality methods to study the optimal investment and proportional reinsurance problem for an insurer. The insurer’s risk process is modeled by a Lévy process and the capital can be invested in a security market described by a geometric Lévy process. The objective of the insurer is to maximize the expected utility of her terminal wealth. We derive the expression for optimal investment-reinsurance strategies for various utility functions. Furthermore, an example is considered, and numerical simulations are presented to illustrate the effect of the parameters on the optimal strategies. Journal: Communications in Statistics - Theory and Methods Pages: 5738-5764 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1620953 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620953 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5738-5764 Template-Type: ReDIF-Article 1.0 Author-Name: Tatiane F. N. Melo Author-X-Name-First: Tatiane F. N. Author-X-Name-Last: Melo Author-Name: Tiago M. Vargas Author-X-Name-First: Tiago M. Author-X-Name-Last: Vargas Author-Name: Artur J. Lemonte Author-X-Name-First: Artur J. Author-X-Name-Last: Lemonte Author-Name: Germán Moreno–Arenas Author-X-Name-First: Germán Author-X-Name-Last: Moreno–Arenas Title: On improved estimation in multivariate Dirichlet regressions Abstract: In this paper we consider the multivariate Dirichlet regression model proposed by Melo et al. (2009), which is tailored to situations where the multivariate response consists of multivariate positive observations summing to one and the regression structure involves regressors and unknown parameters. We discuss maximum likelihood estimation for the model parameters and derive modified maximum likelihood estimators that are bias-free to second order. Monte Carlo simulation experiments are conducted in order to investigate the performance of the corrected estimators. The numerical results reveal that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. An empirical application is considered for illustrative purposes. Journal: Communications in Statistics - Theory and Methods Pages: 5765-5777 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1620955 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1620955 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5765-5777 Template-Type: ReDIF-Article 1.0 Author-Name: Afifa Baig Author-X-Name-First: Afifa Author-X-Name-Last: Baig Author-Name: Saadia Masood Author-X-Name-First: Saadia Author-X-Name-Last: Masood Author-Name: Tanveer Ahmed Tarray Author-X-Name-First: Tanveer Author-X-Name-Last: Ahmed Tarray Title: Improved class of difference-type estimators for population median in survey sampling Abstract: The improved classes of difference-type estimators of finite population median by using auxiliary information in simple random sampling and two-phase sampling have been proposed. The expressions for bias and mean square error are derived up to first order of approximation. Efficiency conditions and numerical comparisons reveal that the proposed class of estimators performs better than the other estimators under same scenario. Using fixed cost the optimum values are obtained for the two-phase sampling scheme. Journal: Communications in Statistics - Theory and Methods Pages: 5778-5793 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1622017 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1622017 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5778-5793 Template-Type: ReDIF-Article 1.0 Author-Name: Feng-shou Ko Author-X-Name-First: Feng-shou Author-X-Name-Last: Ko Title: How the mechanism of missing data on longitudinal biomarkers influences the survival analysis Abstract: In this paper, we discuss how missing data affect to identify longitudinal biomarkers or surrogates for a time to event outcome with/without considering the assumption of heterogenous baseline hazards among individuals. The comparison will be applied to the missing data under two missing mechanism – missing at random (MAR) and non-ignorable missing (NMAR).We use simulations to explore how missing mechanism affect the power to detect the association of a longitudinal biomarker and the survival time given the number of individuals, the number of time points per individual and the functional form of the random effects from the longitudinal biomarkers considering heterogeneous baseline hazards in individuals. The longitudinal biomarker will be assumed under two missing mechanism – missing at random (MAR) and non-ignorable missing (NMAR). The result shows that the method considering heterogeneous baseline hazards among individuals can has a performance well in the missing data under missing at random (MAR). The method considering heterogeneous baseline hazards among individuals has the better performance than the method without considering heterogeneous baseline hazards among individuals. The method with/without considering heterogeneous baseline hazards among individuals do not work well under non-ignorable missing mechanism. Journal: Communications in Statistics - Theory and Methods Pages: 5794-5809 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1622724 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1622724 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5794-5809 Template-Type: ReDIF-Article 1.0 Author-Name: Leyang Wang Author-X-Name-First: Leyang Author-X-Name-Last: Wang Author-Name: Fengbin Yu Author-X-Name-First: Fengbin Author-X-Name-Last: Yu Title: Jackknife resampling parameter estimation method for weighted total least squares Abstract: To make the result of weighted total least squares (WTLS) parameter estimation more accurate, the Jackknife method is used to resample the observed data and make full use of Jackknife samples for multiple calculations. Combining Jackknife-1 and Jackknife-d with the weighted total least squares, the calculation methods of Jackknife-1-WTLS and Jackknife-d-WTLS are proposed, and the value of d is further studied. Meanwhile, the two methods are applied to the linear regression model, the planar coordinate transformation model and big rotation angle’s 3 D coordinate transformation model. The results show that the proposed methods of Jackknife of weighted total least squares are more effective than least squares (LS), weighted total least squares and least squares resampling methods in improving the quality of parameter estimation, which verifies the validity and feasibility of the methods. Journal: Communications in Statistics - Theory and Methods Pages: 5810-5828 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1622725 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1622725 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5810-5828 Template-Type: ReDIF-Article 1.0 Author-Name: Jesse Frey Author-X-Name-First: Jesse Author-X-Name-Last: Frey Title: Refined asymptotic Kolmogorov-Smirnov tests for the case of finite support Abstract: We derive asymptotic critical values for the one-sample and two-sample Kolmogorov-Smirnov tests in the case where the distribution or distributions have finite support of known size. When the number of points in the support is small, these critical values are significantly smaller than those for the standard Kolmogorov-Smirnov tests, thus leading to a major increase in power. We also examine how the asymptotic critical values perform for small sample sizes, finding that they typically lead to conservative inference procedures. Journal: Communications in Statistics - Theory and Methods Pages: 5829-5841 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1622726 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1622726 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5829-5841 Template-Type: ReDIF-Article 1.0 Author-Name: Neha Garg Author-X-Name-First: Neha Author-X-Name-Last: Garg Author-Name: Menakshi Pachori Author-X-Name-First: Menakshi Author-X-Name-Last: Pachori Title: Use of coefficient of variation in calibration estimation of population mean in stratified sampling Abstract: Calibration approach is becoming more important in survey sampling. Calibration estimation helps in improving the estimates of population parameters by making use of auxiliary information. This paper proposes a new calibration estimator for estimating the population mean in the stratified random sampling with a set of new calibration constraints using known coefficient of variation of the auxiliary variable. The result has also been extended to the case of double sampling in stratified sampling. The proposed estimator has been compared with the estimator developed by Tracy et al. (2003) with the help of simulation study on real datasets. Journal: Communications in Statistics - Theory and Methods Pages: 5842-5852 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1622729 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1622729 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5842-5852 Template-Type: ReDIF-Article 1.0 Author-Name: Bahareh Yavarizadeh Author-X-Name-First: Bahareh Author-X-Name-Last: Yavarizadeh Author-Name: Abdolrahman Rasekh Author-X-Name-First: Abdolrahman Author-X-Name-Last: Rasekh Author-Name: Babak Babadi Author-X-Name-First: Babak Author-X-Name-Last: Babadi Title: Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions Abstract: In this paper, we concentrate on the estimation of parameters in the linear mixed models (LMMs) with stochastic linear restrictions on the fixed and random effects, when the fixed effects are measured with error. In addition, the asymptotic properties of the estimators are derived and their performances are compared with the estimators for no restrictions cases, in the sense of mean square error matrix (MSEM). Finally, a simulation study and numerical example have been conducted to show the superiority of the restricted estimator over the unrestricted estimator. Journal: Communications in Statistics - Theory and Methods Pages: 5853-5865 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1622730 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1622730 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5853-5865 Template-Type: ReDIF-Article 1.0 Author-Name: Yiwei Lin Author-X-Name-First: Yiwei Author-X-Name-Last: Lin Author-Name: Xinwei Feng Author-X-Name-First: Xinwei Author-X-Name-Last: Feng Title: Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations Abstract: In this article, complete convergence theorems are obtained for arrays of widely negative dependent random variables under sublinear expectations. We improve the corresponding results in probability space, and provide a new method to prove them. As an application, we obtain the strong law of large numbers for arrays of random variables under sublinear expectations. Journal: Communications in Statistics - Theory and Methods Pages: 5866-5882 Issue: 23 Volume: 49 Year: 2020 Month: 12 X-DOI: 10.1080/03610926.2019.1625924 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1625924 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:23:p:5866-5882 Template-Type: ReDIF-Article 1.0 Author-Name: P. Ah-Kine Author-X-Name-First: P. Author-X-Name-Last: Ah-Kine Author-Name: W. Liu Author-X-Name-First: W. Author-X-Name-Last: Liu Title: Optimal Simultaneous Confidence Bands in Multiple Linear Regression with Predictor Variables Constrained in an Ellipsoidal Region Abstract: A simultaneous confidence band provides useful information on the plausible range of an unknown regression model function, just as a confidence interval gives the plausible range of an unknown parameter. For a multiple linear regression model, confidence bands of different shapes, such as the hyperbolic band and the constant width band, can be constructed and the predictor variable region over which a confidence band is constructed can take various forms. One interesting but unsolved problem is to find the optimal (shape) confidence band over an ellipsoidal region χE under the Minimum Volume Confidence Set (MVCS) criterion of Liu and Hayter (2007) and Liu et al. (2009). This problem is challenging as it involves optimization over an unknown function that determines the shape of the confidence band over χE. As a step towards solving this difficult problem, in this paper, we introduce a family of confidence bands over χE, called the inner-hyperbolic bands, which includes the hyperbolic and constant-width bands as special cases. We then search for the optimal confidence band within this family under the MVCS criterion. The conclusion from this study is that the hyperbolic band is not optimal even within this family of inner-hyperbolic bands and so cannot be the overall optimal band. On the other hand, the constant width band can be optimal within the family of inner-hyperbolic bands when the region χE is small and so might be the overall optimal band. Journal: Communications in Statistics - Theory and Methods Pages: 441-452 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.751115 File-URL: http://hdl.handle.net/10.1080/03610926.2012.751115 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:441-452 Template-Type: ReDIF-Article 1.0 Author-Name: Hai-Bin Wang Author-X-Name-First: Hai-Bin Author-X-Name-Last: Wang Author-Name: Ping Wu Author-X-Name-First: Ping Author-X-Name-Last: Wu Title: Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models Abstract: Based on free-knot splines techniques, we develop a fully Bayesian method to make inference about the autoregressive and functional-coefficient moving-average models, including estimation and prediction. We approximate different functional-coefficients by polynomial splines with different orders to adapt to different smoothness. To make the estimation and prediction robust, we assign heavy-tailed student-t priors on the coefficients of both the splines and the autoregressive terms. The posterior predictive distribution is derived from a Bayesian model average over all of the possible models. The proposed method is demonstrated by both simulated and real data examples. Journal: Communications in Statistics - Theory and Methods Pages: 453-467 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.742110 File-URL: http://hdl.handle.net/10.1080/03610926.2012.742110 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:453-467 Template-Type: ReDIF-Article 1.0 Author-Name: Denis Bosq Author-X-Name-First: Denis Author-X-Name-Last: Bosq Title: Models Associated with Extended Exponential Smoothing Abstract: We study an extended form of exponential smoothing which is more flexible than the original one: let (Xt,t∈Z)$(X_{t},\: t\in \mathbb {Z})$ be a real stochastic process, observed until time n, consider the probabilistic predictor of Xn + 1 defined as Xn+1*=α∑j=0∞βjXn-j,(α∈R,β∈R),\[ X_{n+1}^{*}=\alpha \sum _{j=0}^{\infty }\beta ^{j}X_{n-j},\;\;\;(\alpha \in \mathbb {R},\:\beta \in \mathbb {R}), \] where the series is supposed to be convergent in mean square. We look for stochastic models such that X*n + 1 is the best linear predictor of Xn + 1, given Xt, t ⩽ n. We obtain various ARIMA models depending on (α, β). In this context we study estimation of (α, β) and give some indications concerning hypotheses testing. Finally, extension to functional stochastic processes is considered. Journal: Communications in Statistics - Theory and Methods Pages: 468-475 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.748916 File-URL: http://hdl.handle.net/10.1080/03610926.2012.748916 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:468-475 Template-Type: ReDIF-Article 1.0 Author-Name: Xin-Bing Kong Author-X-Name-First: Xin-Bing Author-X-Name-Last: Kong Title: M-estimation for Moderate Deviations From a Unit Root Abstract: Phillips and Magdalinos (2007) introduced a larger neighborhoods of one (called moderate deviations) than the conventional local to unity roots in autoregression models. Least square estimates (LSE) of the serial correlation coefficient were studied and asymptotics were provided. In this article, we investigate the M-estimation of the serial correlation coefficient having moderate deviations from the unit root. For both the near stationary case and explosive case, the Bahadur representations and limits in distribution are given for the M-estimators of the serial correlation coefficient. The limit theory demonstrates that the convergence rates of the M-estimators are the same as that for LSE hence bridging the very different convergence rates of the stationary and unit root cases. The limit theory also facilitates the comparison of the relative asymptotic efficiency among different estimators within the family of M-estimators. Journal: Communications in Statistics - Theory and Methods Pages: 476-485 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.751114 File-URL: http://hdl.handle.net/10.1080/03610926.2012.751114 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:476-485 Template-Type: ReDIF-Article 1.0 Author-Name: Feng-Shou Ko Author-X-Name-First: Feng-Shou Author-X-Name-Last: Ko Title: Sample Size Determination and Rational Partition for A Multi- Regional Trial for Survival (Time-To-Event) Data with Unrecognized Heterogeneity that Interacts with Treatment Abstract: To shorten the drug lag or the time lag for approval, simultaneous drug development, submission, and approval in the world may be desirable. Recently, multi-regional trials have attracted much attention from sponsors as well as regulatory authorities. Current methods for sample determination are based on the assumption that true treatment effect is uniform across regions. However, unrecognized heterogeneity among patients as ethnic or genetic factor will effect patients’ survival. In this article, we address the issue that the treatment effects with unrecognized heterogeneity that interacts with treatment are among regions to design a multi-regional trial. The log-rank test is employed to deal with the heterogeneous effect size among regions. The test statistic for the overall treatment effect is used to determine the total sample size for a multi-regional trial and the consistent trend is used to rationalize partition for sample size to each region. Journal: Communications in Statistics - Theory and Methods Pages: 486-496 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.750675 File-URL: http://hdl.handle.net/10.1080/03610926.2012.750675 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:486-496 Template-Type: ReDIF-Article 1.0 Author-Name: Felix Famoye Author-X-Name-First: Felix Author-X-Name-Last: Famoye Title: A Multivariate Generalized Poisson Regression Model Abstract: A multivariate generalized Poisson regression model based on the multivariate generalized Poisson distribution is defined and studied. The regression model can be used to describe a count data with any type of dispersion. The model allows for both positive and negative correlation between any pair of the response variables. The parameters of the regression model are estimated by using the maximum likelihood method. Some test statistics are discussed, and two numerical data sets are used to illustrate the applications of the multivariate count data regression model. Journal: Communications in Statistics - Theory and Methods Pages: 497-511 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.743565 File-URL: http://hdl.handle.net/10.1080/03610926.2012.743565 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:497-511 Template-Type: ReDIF-Article 1.0 Author-Name: V. Fakoor Author-X-Name-First: V. Author-X-Name-Last: Fakoor Title: On the Nonparametric Mean Residual Life Estimator in Length-biased Sampling Abstract: In this article, we discuss nonparametric estimation of a mean residual life function from length-biased data. Precisely, we prove strong uniform consistency and weak converge of the nonparametric mean residual life estimator in length-biased setting. Journal: Communications in Statistics - Theory and Methods Pages: 512-519 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.748328 File-URL: http://hdl.handle.net/10.1080/03610926.2012.748328 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:512-519 Template-Type: ReDIF-Article 1.0 Author-Name: Fan Yang Author-X-Name-First: Fan Author-X-Name-Last: Yang Title: First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks Abstract: The tail distortion risk measure at level p was first introduced in Zhu and Li (2012), where the parameter p ∈ (0, 1) indicates the confidence level. They established first-order asymptotics for this risk measure, as p↑1, for the Fréchet case. In this article, we extend their work by establishing both first-order and second-order asymptotics for the Fréchet, Weibull, and Gumbel cases. Numerical studies are also carried out to examine the accuracy of both asymptotics. Journal: Communications in Statistics - Theory and Methods Pages: 520-532 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.751116 File-URL: http://hdl.handle.net/10.1080/03610926.2012.751116 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:520-532 Template-Type: ReDIF-Article 1.0 Author-Name: A. A. Abdushukurov Author-X-Name-First: A. A. Author-X-Name-Last: Abdushukurov Title: Estimation of Survival Function in Cox Regression Model Under Random Censoring From Both Sides Abstract: In this article we present three types of parametric–non parametric estimators for conditional survival function in Cox proportional hazards regression model when the lifetime of interest is subjected to random censorship from both sides. We prove consistency and asymptotic normality of estimators. Journal: Communications in Statistics - Theory and Methods Pages: 533-553 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.746981 File-URL: http://hdl.handle.net/10.1080/03610926.2012.746981 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:533-553 Template-Type: ReDIF-Article 1.0 Author-Name: Dexter O. Cahoy Author-X-Name-First: Dexter O. Author-X-Name-Last: Cahoy Title: Some Skew-Symmetric Distributions Which Include the Bimodal Ones Abstract: The class of skew-symmetric distributions has received much attention in recent years. In this article, we introduce two distributions which can capture the skew-symmetric unimodal (e.g., skew-Laplace, skew-normal) and the skew-symmetric bimodal ones systematically. Their natural generalizations of the skew-Laplace and the skew-normal distributions provide greater flexibility in modeling real data distributions. These models also avoid the identifiability problems of using mixtures to fit bimodal data. The stochastic representations that provide the random number generation algorithms are presented. The explicit forms of the central moments indicated that the proposed distributions have wide ranges of the skewness and kurtosis measures. Journal: Communications in Statistics - Theory and Methods Pages: 554-563 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.746986 File-URL: http://hdl.handle.net/10.1080/03610926.2012.746986 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:554-563 Template-Type: ReDIF-Article 1.0 Author-Name: Zaixing Li Author-X-Name-First: Zaixing Author-X-Name-Last: Li Title: Testing for Random Effects in Growth Curve Models Abstract: Growth curve models (GCMs) are useful and Demidenko (2004) considered the presence of random effects under the normal assumptions about random effects and random errors. It is also of interest to remove distribution assumptions to investigate the same problem. A difference-based test is constructed for GCMs, which can be regarded as an extension of Li and Zhu (2010)’s method and a complement to Demidenko (2004) where his test is exact in small samples. Without any distribution assumptions, our test derived for GCMs is asymptotically a standard normal. The power properties are also investigated. Besides, simulations are carried out to examine its performance. Journal: Communications in Statistics - Theory and Methods Pages: 564-572 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.746988 File-URL: http://hdl.handle.net/10.1080/03610926.2012.746988 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:564-572 Template-Type: ReDIF-Article 1.0 Author-Name: C. Satheesh Kumar Author-X-Name-First: C. Satheesh Author-X-Name-Last: Kumar Author-Name: M. R. Anusree Author-X-Name-First: M. R. Author-X-Name-Last: Anusree Title: On an Extended Version of Skew Generalized Normal Distribution and Some of its Properties Abstract: Here we consider a new class of asymmetric normal distributions as a generalization of the skew normal distribution of Azzalini (1985) and the skew generalized normal distribution of Arellano-Valle et al. (2004). Several properties of this new class of distributions are derived and there by obtained the corresponding properties of the location scale extended family of the new class of distributions. The estimation of the parameters of the location scale extended class of distributions is also briefly discussed. Journal: Communications in Statistics - Theory and Methods Pages: 573-586 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.739251 File-URL: http://hdl.handle.net/10.1080/03610926.2012.739251 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:573-586 Template-Type: ReDIF-Article 1.0 Author-Name: S. M. Sadooghi-Alvandi Author-X-Name-First: S. M. Author-X-Name-Last: Sadooghi-Alvandi Author-Name: M. Kharrati-Kopaei Author-X-Name-First: M. Author-X-Name-Last: Kharrati-Kopaei Title: Testing Three-factor Interaction in Unreplicated Three-way Layouts Abstract: For unreplicated three-way layouts, the usual F-test can not be used for testing three-factor interaction and it is common to base the analysis on the model without three-factor interaction. This may lead to misleading results if three-factor interaction is actually present. We propose a simple and flexible procedure for testing three-factor interaction when one of the factors has at least four levels. This procedure is not based on a specific functional form for the interactions, and its usefulness is illustrated with several examples. (We are not aware of any method which is not based on assuming a specific functional form for the three-factor interaction.) We compare the performance of our procedure with several other tests via an extensive simulation study. This simulation study shows that there is no test of interaction which can detect all patterns of interaction. Therefore, in the absence of prior information regarding the structure of three-factor interaction, no test can be preferred to other tests on the basis of power. In practice, unless the researcher is confident about the functional form of the three-factor interaction, we recommend using our procedure on the basis of its simplicity and flexibility. Journal: Communications in Statistics - Theory and Methods Pages: 587-606 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.748915 File-URL: http://hdl.handle.net/10.1080/03610926.2012.748915 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:587-606 Template-Type: ReDIF-Article 1.0 Author-Name: Tapan K. Nayak Author-X-Name-First: Tapan K. Author-X-Name-Last: Nayak Author-Name: Bimal Sinha Author-X-Name-First: Bimal Author-X-Name-Last: Sinha Title: An Appreciation of Balanced Loss Functions Via Regret Loss Abstract: We examine balanced loss functions, which account for both estimation error and goodness of fit (or proximity to a “target” estimator), in terms of their regret losses, providing new insight and interpretations. This also shows a connection between quadratic balanced loss and usual quadratic loss, which easily converts frequentist and Bayesian results for quadratic loss to related results for quadratic balanced loss and vice versa. Some implications of these results for Stein-rule estimators under linear regression are discussed. We also examine regret losses corresponding to several non-quadratic balanced loss functions. Journal: Communications in Statistics - Theory and Methods Pages: 607-616 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.752844 File-URL: http://hdl.handle.net/10.1080/03610926.2012.752844 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:607-616 Template-Type: ReDIF-Article 1.0 Author-Name: João Lita Da Silva Author-X-Name-First: João Lita Da Author-X-Name-Last: Silva Author-Name: João Tiago Mexia Author-X-Name-First: João Tiago Author-X-Name-Last: Mexia Author-Name: Luís Pedro Ramos Author-X-Name-First: Luís Pedro Author-X-Name-Last: Ramos Title: On the Strong Consistency of Ridge Estimates Abstract: In this article, we establish strong consistency of the ridge estimates using extended results for the strong consistency of the least squares estimates in multiple regression models which discard the usual assumption of null mean value for the errors and only requires them to be i.i.d. with absolute moment of order r (0 < r ⩽ 1). Journal: Communications in Statistics - Theory and Methods Pages: 617-626 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.748917 File-URL: http://hdl.handle.net/10.1080/03610926.2012.748917 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:617-626 Template-Type: ReDIF-Article 1.0 Author-Name: Sobhan Shafiei Author-X-Name-First: Sobhan Author-X-Name-Last: Shafiei Author-Name: Mahdi Doostparast Author-X-Name-First: Mahdi Author-X-Name-Last: Doostparast Author-Name: Ahad Jamalizadeh Author-X-Name-First: Ahad Author-X-Name-Last: Jamalizadeh Title: Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets Abstract: Assuming that (X1, X2) has a bivariate elliptical distribution, we obtain an exact expression for the joint probability density function (pdf) as well as the corresponding conditional pdfs of X1 and X(2) ≔ max {X1, X2}. The problem is motivated by an application in financial markets. Exchangeable random variables are discussed in more detail. Two special cases of the elliptical distributions that is the normal and the student’s t models are investigated. For illustrative purposes, a real data set on the total personal income in California and New York is analyzed using the results obtained. Finally, some concluding remarks and further works are discussed. Journal: Communications in Statistics - Theory and Methods Pages: 627-643 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.752842 File-URL: http://hdl.handle.net/10.1080/03610926.2012.752842 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:627-643 Template-Type: ReDIF-Article 1.0 Author-Name: Aamir Saghir Author-X-Name-First: Aamir Author-X-Name-Last: Saghir Title: Phase-I Design Scheme for -chart Based on Posterior Distribution Abstract: This article develops a Phase I design structure of X‾$\bar X $ -Chart, namely Bayesian X‾$\bar X $ -Chart, based on Bayesian (posterior distribution) framework assuming the normality of the quality characteristic to incorporate parameter uncertainty. Our approach consists of two stages: (i) construction of the control limits for X‾$\bar X $ -Chart based on posterior distribution of unknown mean μ and (ii) evaluation of the performance of the proposed design structure. The proposed design structure of X‾$\bar X $ -Chart is compared with the frequents design structure of X‾$\bar X $ - Chart in terms of (i) width of the control region and (ii) power of detecting a shift in the location parameter of the process. It has been observed that the proposed design structure of X‾$\bar X $ -Chart is performs better than the usual design structure to detecting shifts in the parameter of the process when the prior mean is close to the unknown target value. Journal: Communications in Statistics - Theory and Methods Pages: 644-655 Issue: 3 Volume: 44 Year: 2015 Month: 2 X-DOI: 10.1080/03610926.2012.752846 File-URL: http://hdl.handle.net/10.1080/03610926.2012.752846 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:644-655 Template-Type: ReDIF-Article 1.0 Author-Name: Guannan Wang Author-X-Name-First: Guannan Author-X-Name-Last: Wang Author-Name: Zhizhong Wang Author-X-Name-First: Zhizhong Author-X-Name-Last: Wang Author-Name: Ye Tian Author-X-Name-First: Ye Author-X-Name-Last: Tian Title: The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial Abstract: This article aims at making an empirical likelihood inference of regression parameter in partial linear model when the response variable is right censored randomly. The present studies are mainly designed to use empirical likelihood (EL) method based on synthetic dependent data, and the result cannot be applied directly due to the unknown weights in it. In this paper, we introduce a censored empirical log-likelihood ratio and demonstrate that its limiting distribution is a standard chi-square distribution. The estimating procedure of β is developed based on piecewise polynomial method. As a result, the p-value of test and the confidence interval can be obtained without estimating other quantities. Some simulation studies are conducted to highlight the performance of the proposed EL method, and the results show a good performance. Finally, we apply our method into the real example of multiple myeloma data and show the proof of theorem. Journal: Communications in Statistics - Theory and Methods Pages: 2431-2451 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781647 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781647 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2431-2451 Template-Type: ReDIF-Article 1.0 Author-Name: Mingqiu Wang Author-X-Name-First: Mingqiu Author-X-Name-Last: Wang Author-Name: Lixin Song Author-X-Name-First: Lixin Author-X-Name-Last: Song Author-Name: Guo-liang Tian Author-X-Name-First: Guo-liang Author-X-Name-Last: Tian Title: SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models Abstract: When outliers and/or heavy-tailed errors exist in linear models, the least absolute deviation (LAD) regression is a robust alternative to the ordinary least squares regression. Existing variable-selection methods in linear models based on LAD regression either only consider the finite number of predictors or lack the oracle property associated with the estimator. In this article, we focus on the variable selection via LAD regression with a diverging number of parameters. The rate of convergence of the LAD estimator with the smoothly clipped absolute deviation (SCAD) penalty function is established. Furthermore, we demonstrate that, under certain regularity conditions, the penalized estimator with a properly selected tuning parameter enjoys the oracle property. In addition, the rank correlation screening method originally proposed by Li et al. (2011) is applied to deal with ultrahigh dimensional data. Simulation studies are conducted for revealing the finite sample performance of the estimator. We further illustrate the proposed methodology by a real example. Journal: Communications in Statistics - Theory and Methods Pages: 2452-2472 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781643 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781643 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2452-2472 Template-Type: ReDIF-Article 1.0 Author-Name: Yibing Oliver Chen Author-X-Name-First: Yibing Oliver Author-X-Name-Last: Chen Author-Name: Mike Jacroux Author-X-Name-First: Mike Author-X-Name-Last: Jacroux Title: On the Use of Semi-folding in Regular Blocked Two-level Factorial Designs Abstract: In this article, we consider experimental situations where a blocked regular two-level fractional factorial initial design is used. We investigate the use of the semi-fold technique as a follow-up strategy for de-aliasing effects that are confounded in the initial design as well as an alternative method for constructing blocked fractional factorial designs. A construction method is suggested based on the full foldover technique and sufficient conditions are obtained when the semi-fold yields as many estimable effects as the full foldover. Journal: Communications in Statistics - Theory and Methods Pages: 2473-2506 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781640 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781640 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2473-2506 Template-Type: ReDIF-Article 1.0 Author-Name: Antonio Canale Author-X-Name-First: Antonio Author-X-Name-Last: Canale Title: A Note On Regions of Given Probability of the Extended Skew-normal Distribution Abstract: The construction of regions with assigned probability p and minimum geometric measure has theoretical and practical interests, such as the construction of tolerance regions. Following Azzalini (2001) and exploiting the normal approximation of the extended skew-normal distribution when some of its parameters go to infinity, we discuss an approach for the construction of regions with assigned probability p for the bivariate extended skew-normal distribution. Journal: Communications in Statistics - Theory and Methods Pages: 2507-2516 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.788710 File-URL: http://hdl.handle.net/10.1080/03610926.2013.788710 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2507-2516 Template-Type: ReDIF-Article 1.0 Author-Name: M. Rezapour Author-X-Name-First: M. Author-X-Name-Last: Rezapour Author-Name: M. H. Alamatsaz Author-X-Name-First: M. H. Author-X-Name-Last: Alamatsaz Author-Name: N. Balakrishnan Author-X-Name-First: N. Author-X-Name-Last: Balakrishnan Title: Distribution of the Number of Observations Greater Than the ith Dependent Progressively Type-II Censored Order Statistic and Its Use in Goodness-of-fit Testing Abstract: In a life-testing problem, it may be of interest to investigate the number of observations close to but greater than the median, minimum, or more generally, the ith progressively Type-II censored order statistic (PCOS-II). In this paper, we derive the probability mass and distribution functions of the number of observations greater than the ith PCOS-II for a system with identical components for the cases of independent as well as dependent components. The type of dependence considered among the component lifetimes is through an Archimedean copula. We also provide a goodness-of-fit method for determining the best copula model for a given PCOS-II. Finally, an example is provided to illustrate the results developed here. Journal: Communications in Statistics - Theory and Methods Pages: 2517-2529 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2015.1043796 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1043796 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2517-2529 Template-Type: ReDIF-Article 1.0 Author-Name: Veena T.G Author-X-Name-First: Veena Author-X-Name-Last: T.G Author-Name: P. Yageen Thomas Author-X-Name-First: P. Yageen Author-X-Name-Last: Thomas Title: Application of Concomitants of Order Statistics of Independent Non Identically Distributed Random Variables in Estimation Abstract: In this article, we obtain expressions for the pdf of a single concomitant of order statistic and the joint pdf of a pair of concomitants of order statistics of independent non identically distributed random variables. Using these expressions, we find the means, variances and covariances of order statistics arising from independent non identically distributed bivariate Pareto distributions. A method of estimation of a common parameter involved in several bivariate Pareto distributions using concomitants of order statistics is also discussed. Journal: Communications in Statistics - Theory and Methods Pages: 2530-2545 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.781632 File-URL: http://hdl.handle.net/10.1080/03610926.2013.781632 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2530-2545 Template-Type: ReDIF-Article 1.0 Author-Name: Pavle Mladenović Author-X-Name-First: Pavle Author-X-Name-Last: Mladenović Author-Name: Lenka Živadinović Author-X-Name-First: Lenka Author-X-Name-Last: Živadinović Title: Uniform AR(1) Processes and Maxima on Partial Samples Abstract: Let (Xn)n ⩾ 1 be the uniform AR(1) process with parameter r ⩾ 2, and (cn)n ⩾ 1 a 0-1 sequence such that the limit limn→∞1n∑k=1nck=p$\lim\nolimits_{n\rightarrow \infty }\frac{1}{n}\sum _{k=1}^nc_k=p$ exists. Let M˜n$\widetilde{M}_n$ be the maximum of those Xk’s for which k ⩽ n and ck = 1, and Mn = max {X1, …, Xn}. We prove that the limit distribution of the random vector (M˜n,Mn)$(\widetilde{M}_n,M_n)$ as n → ∞ is not uniquely determined by the limit value p. A simulation study and analysis of a simulated data set are presented. The cases when the partial maximum M˜n$\widetilde{M}_n$ is determined by certain point processes are included in the simulation study. Journal: Communications in Statistics - Theory and Methods Pages: 2546-2563 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.786785 File-URL: http://hdl.handle.net/10.1080/03610926.2013.786785 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2546-2563 Template-Type: ReDIF-Article 1.0 Author-Name: Y. Hyodo Author-X-Name-First: Y. Author-X-Name-Last: Hyodo Author-Name: H. Yumiba Author-X-Name-First: H. Author-X-Name-Last: Yumiba Author-Name: M. Kuwada Author-X-Name-First: M. Author-X-Name-Last: Kuwada Title: Existence Conditions for Balanced Fractional 2m Factorial Designs of Resolution 2l + 1 Derived from Simple Arrays Abstract: We consider a fractional 2m factorial design derived from a simple array (SA) such that the (ℓ + 1)-factor and higher-order interactions are negligible, where 2ℓ ⩽ m. The purpose of this article is to give a necessary and sufficient condition for an SA to be a balanced fractional 2m factorial design of resolution 2ℓ + 1. Such a design is concretely characterized by the suffixes of the indices of an SA. Journal: Communications in Statistics - Theory and Methods Pages: 2564-2570 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.788716 File-URL: http://hdl.handle.net/10.1080/03610926.2013.788716 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2564-2570 Template-Type: ReDIF-Article 1.0 Author-Name: G. N. Singh Author-X-Name-First: G. N. Author-X-Name-Last: Singh Author-Name: D. Majhi Author-X-Name-First: D. Author-X-Name-Last: Majhi Author-Name: S. Maurya Author-X-Name-First: S. Author-X-Name-Last: Maurya Author-Name: A. K. Sharma Author-X-Name-First: A. K. Author-X-Name-Last: Sharma Title: Some Effective Rotation Patterns in Estimation of Population Mean in Two-Occasion Successive Sampling Abstract: This article is an attempt to explore some effective rotation patterns in estimation of current population mean in two occasions successive sampling. Utilizing the readily available information on an auxiliary variable on both occasions and the information on study variable from the previous occasion, some efficient estimation procedures have been suggested. Optimum replacement strategies and the efficiencies of the proposed estimators have been discussed. Empirical studies are carried out and suitable recommendations are made. Journal: Communications in Statistics - Theory and Methods Pages: 2571-2585 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.785000 File-URL: http://hdl.handle.net/10.1080/03610926.2013.785000 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2571-2585 Template-Type: ReDIF-Article 1.0 Author-Name: Zhi-Wen Zhao Author-X-Name-First: Zhi-Wen Author-X-Name-Last: Zhao Author-Name: De-Hui Wang Author-X-Name-First: De-Hui Author-X-Name-Last: Wang Author-Name: Cui-Xin Peng Author-X-Name-First: Cui-Xin Author-X-Name-Last: Peng Author-Name: Mei-Li Zhang Author-X-Name-First: Mei-Li Author-X-Name-Last: Zhang Title: Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model Abstract: In this article, we consider the application of the empirical likelihood method to the generalized random coefficient autoregressive (GRCA) model. When the order of the model is 1, we derive an empirical likelihood ratio test statistic to test the stationary-ergodicity. Some simulation studies are also conducted to investigate the finite sample performances of the proposed test. Journal: Communications in Statistics - Theory and Methods Pages: 2586-2599 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.786786 File-URL: http://hdl.handle.net/10.1080/03610926.2013.786786 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2586-2599 Template-Type: ReDIF-Article 1.0 Author-Name: Tonya Lauriski-Karriker Author-X-Name-First: Tonya Author-X-Name-Last: Lauriski-Karriker Author-Name: William Navidi Author-X-Name-First: William Author-X-Name-Last: Navidi Title: Improving The Efficiency of The Case-Crossover Design Abstract: The case-crossover design has been used by many researchers to study the transient effect of an exposure on the risk of a rare outcome. In a case-crossover design, only cases are sampled and each case will act as his/her own control. The time of failure acts as the case and non failure times act as the controls. Case-crossover designs have frequently been used to study the effect of environmental exposures on rare diseases or mortality. Time trends and seasonal confounding may be present in environmental studies and thus need to be controlled for by the sampling design. Several sampling methods are available for this purpose. In time-stratified sampling, disjoint strata of equal size are formed and the control times within the case stratum are used for comparison. The random semi-symmetric sampling design randomly selects a control time for comparison from two possible control times. The fixed semi-symmetric sampling design is a modified version of the random semi-symmetric sampling design that removes the random selection. Simulations show that the fixed semi-symmetric sampling design improves the variance of the random semi-symmetric sampling estimator by at least 35% for the exposures we studied. We derive expressions for the asymptotic variance of risk estimators for these designs, and show, that while the designs are not theoretically equivalent, in many realistic situations, the random semi-symmetric sampling design has similar efficiency to a time-stratified sampling design of size two and the fixed semi-symmetric sampling design has similar efficiency to a time-stratified sampling design of size three. Journal: Communications in Statistics - Theory and Methods Pages: 2600-2619 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.788708 File-URL: http://hdl.handle.net/10.1080/03610926.2013.788708 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2600-2619 Template-Type: ReDIF-Article 1.0 Author-Name: Feng-Shou Ko Author-X-Name-First: Feng-Shou Author-X-Name-Last: Ko Title: A Statistical Issue About a Phase III Multi-regional Trial for the Survival Data under Accelerated Failure Time Model with Unrecognized Heterogeneity Abstract: For the time-to-event outcome, current methods for sample size determination are based on the proportional hazard model. However, if the proportionality assumption fails to capture the relationship between the hazard time and covariates, the proportional hazard model is not suitable to analyze survival data. The accelerated failure time model is an alternative method to deal with survival data. In this article, we address the issue that the relationship between the hazard time and the treatment effect is satisfied with the accelerated failure time model to design a multi-regional trial for a phase III clinical trial. The log-rank test is employed to deal with the heterogeneous effect size among regions. The test statistic for the overall treatment effect is used to determine the total sample size for a multi-regional trial and the consistent trend is used to rationalize partition sample size to each region. Journal: Communications in Statistics - Theory and Methods Pages: 2620-2629 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.786787 File-URL: http://hdl.handle.net/10.1080/03610926.2013.786787 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2620-2629 Template-Type: ReDIF-Article 1.0 Author-Name: Ali Akbar Jafari Author-X-Name-First: Ali Akbar Author-X-Name-Last: Jafari Title: Inferences on the Coefficients of Variation in a Multivariate Normal Population Abstract: In this article, the problem of testing the equality of coefficients of variation in a multivariate normal population is considered, and an asymptotic approach and a generalized p-value approach based on the concepts of generalized test variable are proposed. Monte Carlo simulation studies show that the proposed generalized p-value test has good empirical sizes, and it is better than the asymptotic approach. In addition, the problem of hypothesis testing and confidence interval for the common coefficient variation of a multivariate normal population are considered, and a generalized p-value and a generalized confidence interval are proposed. Using Monte Carlo simulation, we find that the coverage probabilities and expected lengths of this generalized confidence interval are satisfactory, and the empirical sizes of the generalized p-value are close to nominal level. We illustrate our approaches using a real data. Journal: Communications in Statistics - Theory and Methods Pages: 2630-2643 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.788711 File-URL: http://hdl.handle.net/10.1080/03610926.2013.788711 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2630-2643 Template-Type: ReDIF-Article 1.0 Author-Name: Giulia Roli Author-X-Name-First: Giulia Author-X-Name-Last: Roli Author-Name: Paola Monari Author-X-Name-First: Paola Author-X-Name-Last: Monari Title: Hierarchical Bayesian Models for the Estimation of Correlated Effects in Multilevel Data: A Simulation Study to Assess Model Performance Abstract: In this article, we aim at assessing hierarchical Bayesian modeling for the analysis of multiple exposures and highly correlated effects in a multilevel setting. We exploit an artificial data set to apply our method and show the gains in the final estimates of the crucial parameters. As a motivating example to simulate data, we consider a real prospective cohort study designed to investigate the association of dietary exposures with the occurrence of colon-rectum cancer in a multilevel framework, where, e.g., individuals have been enrolled from different countries or cities. We rely on the presence of some additional information suitable to mediate the final effects of the exposures and to be arranged in a level-2 regression to model similarities among the parameters of interest (e.g., data on the nutrient compositions for each dietary item). Journal: Communications in Statistics - Theory and Methods Pages: 2644-2653 Issue: 12 Volume: 44 Year: 2015 Month: 6 X-DOI: 10.1080/03610926.2013.806662 File-URL: http://hdl.handle.net/10.1080/03610926.2013.806662 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:44:y:2015:i:12:p:2644-2653 Template-Type: ReDIF-Article 1.0 Author-Name: Bing Xing Wang Author-X-Name-First: Bing Xing Author-X-Name-Last: Wang Author-Name: Xiu Kun Wang Author-X-Name-First: Xiu Kun Author-X-Name-Last: Wang Author-Name: Keming Yu Author-X-Name-First: Keming Author-X-Name-Last: Yu Title: Inference on the Kumaraswamy distribution Abstract: Many lifetime distribution models have successfully served as population models for risk analysis and reliability mechanisms. The Kumaraswamy distribution is one of these distributions which is particularly useful to many natural phenomena whose outcomes have lower and upper bounds or bounded outcomes in the biomedical and epidemiological research. This article studies point estimation and interval estimation for the Kumaraswamy distribution. The inverse estimators (IEs) for the parameters of the Kumaraswamy distribution are derived. Numerical comparisons with maximum likelihood estimation and biased-corrected methods clearly indicate the proposed IEs are promising. Confidence intervals for the parameters and reliability characteristics of interest are constructed using pivotal or generalized pivotal quantities. Then, the results are extended to the stress–strength model involving two Kumaraswamy populations with different parameter values. Construction of confidence intervals for the stress–strength reliability is derived. Extensive simulations are used to demonstrate the performance of confidence intervals constructed using generalized pivotal quantities. Journal: Communications in Statistics - Theory and Methods Pages: 2079-2090 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1032425 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1032425 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2079-2090 Template-Type: ReDIF-Article 1.0 Author-Name: Juan M. Astorga Author-X-Name-First: Juan M. Author-X-Name-Last: Astorga Author-Name: Héctor W. Gómez Author-X-Name-First: Héctor W. Author-X-Name-Last: Gómez Author-Name: Heleno Bolfarine Author-X-Name-First: Heleno Author-X-Name-Last: Bolfarine Title: Slashed generalized exponential distribution Abstract: In this paper, we introduce an extension of the generalized exponential (GE) distribution, making it more robust against possible influential observations. The new model is defined as the quotient between a GE random variable and a beta-distributed random variable with one unknown parameter. The resulting distribution is a distribution with greater kurtosis than the GE distribution. Probability properties of the distribution such as moments and asymmetry and kurtosis are studied. Likewise, statistical properties are investigated using the method of moments and the maximum likelihood approach. Two real data analyses are reported illustrating better performance of the new model over the GE model. Journal: Communications in Statistics - Theory and Methods Pages: 2091-2102 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1032426 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1032426 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2091-2102 Template-Type: ReDIF-Article 1.0 Author-Name: Essam K. AL-Hussaini Author-X-Name-First: Essam K. Author-X-Name-Last: AL-Hussaini Author-Name: Alaa H. Abdel-Hamid Author-X-Name-First: Alaa H. Author-X-Name-Last: Abdel-Hamid Title: Bayes inference using half-logistic generated Weibull model based on type-II censoring Abstract: A new distribution, called half-logistic generated Weibull distribution (HLGWD), is obtained by composing a half-logistic cumulative distribution function H with a function η(x)=-lnG(x)$\eta (x)=-\text{ln }G(x)$, where G(x) is Weibull, such that H(η(x)) is a survival function. Some properties of the new distribution are presented. A real data set is analyzed using the generated class of distributions which shows that the HLGWD can be used quite effectively in analyzing real lifetime data. Bayes estimation and one-sample Bayes prediction of future observables from the HLGWD are obtained and computed. Journal: Communications in Statistics - Theory and Methods Pages: 2103-2122 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1032427 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1032427 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2103-2122 Template-Type: ReDIF-Article 1.0 Author-Name: Eldho Varghese Author-X-Name-First: Eldho Author-X-Name-Last: Varghese Author-Name: Cini Varghese Author-X-Name-First: Cini Author-X-Name-Last: Varghese Title: Variance-balanced row–column designs involving diallel crosses incorporating specific combining abilities for comparing test lines with a control line Abstract: In this paper, the problem of comparing t test lines with a control line under a row–column setup in complete diallel cross experiment is investigated when specific combining ability (sca) effect is included in the model. Three classes of Mating-Environmental Row–Column (MERC) designs have been obtained which are variance balanced for estimating the contrasts pertaining to general combining ability (gca) effects free from sca effects. Journal: Communications in Statistics - Theory and Methods Pages: 2123-2131 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1032428 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1032428 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2123-2131 Template-Type: ReDIF-Article 1.0 Author-Name: Mike Jacroux Author-X-Name-First: Mike Author-X-Name-Last: Jacroux Author-Name: Bonni Kealy-Dichone Author-X-Name-First: Bonni Author-X-Name-Last: Kealy-Dichone Title: On the E-optimality of blocked main effects plans in blocks of different sizes Abstract: In this article, we consider experimental situations in which m 2-level factors are to be studied using a main effects plan where n runs are to be partitioned into b blocks having both even and odd sizes. For these cases, we give some simple methods for constructing E-optimal designs. Journal: Communications in Statistics - Theory and Methods Pages: 2132-2138 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1033427 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1033427 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2132-2138 Template-Type: ReDIF-Article 1.0 Author-Name: G. Rajesh Author-X-Name-First: G. Author-X-Name-Last: Rajesh Author-Name: E. I. Abdul-Sathar Author-X-Name-First: E. I. Author-X-Name-Last: Abdul-Sathar Author-Name: S. Nair Rohini Author-X-Name-First: S. Nair Author-X-Name-Last: Rohini Title: On dynamic weighted survival entropy of order α Abstract: Recently, Abbasnejad et al. (2010) proposed a measure of uncertainty based on survival function, called the survival entropy of order α. A dynamic form of the survival entropy of order α is also proposed by them. In this paper, we derive the weighted form of these measures. The properties of the new measures are also discussed. Journal: Communications in Statistics - Theory and Methods Pages: 2139-2150 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1033552 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1033552 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2139-2150 Template-Type: ReDIF-Article 1.0 Author-Name: Tsung-Shan Tsou Author-X-Name-First: Tsung-Shan Author-X-Name-Last: Tsou Author-Name: Wei-Cheng Hsiao Author-X-Name-First: Wei-Cheng Author-X-Name-Last: Hsiao Title: Likelihood inference for correlated binary data without any information about the joint distributions Abstract: We propose a universal robust likelihood that is able to accommodate correlated binary data without any information about the underlying joint distributions. This likelihood function is asymptotically valid for the regression parameter for any underlying correlation configurations, including varying under- or over-dispersion situations, which undermines one of the regularity conditions ensuring the validity of crucial large sample theories. This robust likelihood procedure can be easily implemented by using any statistical software that provides naïve and sandwich covariance matrices for regression parameter estimates. Simulations and real data analyses are used to demonstrate the efficacy of this parametric robust method. Journal: Communications in Statistics - Theory and Methods Pages: 2151-2160 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1033553 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1033553 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2151-2160 Template-Type: ReDIF-Article 1.0 Author-Name: Huiming Zhu Author-X-Name-First: Huiming Author-X-Name-Last: Zhu Author-Name: Chao Deng Author-X-Name-First: Chao Author-X-Name-Last: Deng Author-Name: Yingchun Deng Author-X-Name-First: Yingchun Author-X-Name-Last: Deng Author-Name: Ya Huang Author-X-Name-First: Ya Author-X-Name-Last: Huang Title: Optimal financing and dividend policy with Markovian switching regimes Abstract: This work investigates an optimal financing and dividend problem for an insurer whose surplus process is modulated by an observable continuous-time and finite-state Markov chain. We assume that the insurer should never go bankrupt by issuing new equity. The goal of the insurer is to maximize the expected present value of the dividends payout minus the discounted cost of equity issuance. We obtain the optimal policies and explicit expressions for the value functions when the risk reserve process is modeled by both upward jump model and its diffusion approximation. Numerical illustrations of the sensitivities of the model parameters are provided. Journal: Communications in Statistics - Theory and Methods Pages: 2161-2180 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1035393 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1035393 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2161-2180 Template-Type: ReDIF-Article 1.0 Author-Name: Siraj Muneer Author-X-Name-First: Siraj Author-X-Name-Last: Muneer Author-Name: Javid Shabbir Author-X-Name-First: Javid Author-X-Name-Last: Shabbir Author-Name: Alamgir Khalil Author-X-Name-First: Alamgir Author-X-Name-Last: Khalil Title: Estimation of finite population mean in simple random sampling and stratified random sampling using two auxiliary variables Abstract: In this article, we propose a new class of estimators to estimate the finite population mean by using two auxiliary variables under two different sampling schemes such as simple random sampling and stratified random sampling. The proposed class of estimators gives minimum mean squared error as compared to all other considered estimators. Some real data sets are used to observe the performances of the estimators. We show numerically that the proposed class of estimators performs better as compared to all other competitor estimators. Journal: Communications in Statistics - Theory and Methods Pages: 2181-2192 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1035394 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1035394 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2181-2192 Template-Type: ReDIF-Article 1.0 Author-Name: S. M. R. Alavi Author-X-Name-First: S. M. R. Author-X-Name-Last: Alavi Title: A generalized class of form-invariant bivariate weighted distributions Abstract: Weighted random variables are used to model sampling methods with unequal sampling probabilities proportional to non negative weight functions, that is, when we want to study original distributions under weighted samples. Recently, Alavi and Chinipardaz [Alavi, S.M.R., Chinipardaz, R. (2009). Form-invariance under weighted sampling. Statistics. 43(1):81–90] have introduced two new classes of form-invariant bivariate weighted distributions. In this paper these classes have been generalized, under a more general weight function w(x1,x2,β1,β2)=[v1(x1)]β1[v2(x2)]β2$w(x_1,x_2, \beta _1,\beta _2)=[v_1(x_1)]^{\beta _1}[v_2(x_2)]^{\beta _2}$. The class includes some of custom continuous bivariate models. Some properties of the class are explained and maximum likelihood estimates of parameters are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 2193-2201 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1035395 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1035395 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2193-2201 Template-Type: ReDIF-Article 1.0 Author-Name: Mohammad Saber FallahNezhad Author-X-Name-First: Mohammad Saber Author-X-Name-Last: FallahNezhad Author-Name: Ahmad Ahmadi Yazdi Author-X-Name-First: Ahmad Author-X-Name-Last: Ahmadi Yazdi Title: An optimization model for economic design of sampling plans based on conforming run length considering outgoing quality Abstract: In this article, a new economical acceptance sampling model is proposed based on Taguchi loss function. The objective function of the model consists of inspection cost, scrap cost, and Taguchi loss function including producer loss and consumer loss. The expected total cost includes the loss for an inspected item plus the loss for an accepted item which has not been inspected. Decision-making is based on conforming run length. It is assumed that the quality characteristics follow normal distribution. A numerical example is solved for illustrating application of this model. Sensitivity analysis is proposed for illustrating the effect of some important parameters on the objective function. Finally, we compared the results of the proposed method with classical Dodge–Romig sampling plans tables based on average outgoing quality limit. The results confirmed the superiority of proposed model. Journal: Communications in Statistics - Theory and Methods Pages: 2202-2211 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1035396 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1035396 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2202-2211 Template-Type: ReDIF-Article 1.0 Author-Name: Jacek Wesołowski Author-X-Name-First: Jacek Author-X-Name-Last: Wesołowski Author-Name: Robert Wieczorkowski Author-X-Name-First: Robert Author-X-Name-Last: Wieczorkowski Title: An eigenproblem approach to optimal equal-precision sample allocation in subpopulations Abstract: Allocation of samples in stratified and/or multistage sampling is one of the central issues of sampling theory. In a survey of a population often the constraints for precision of estimators of subpopulations parameters have to be taken care of during the allocation of the sample. Such issues are often solved with mathematical programming procedures. In many situations it is desirable to allocate the sample, in a way which forces the precision of estimates at the subpopulations level to be both: optimal and identical, while the constraints of the total (expected) size of the sample (or samples, in two-stage sampling) are imposed. Here our main concern is related to two-stage sampling schemes. We show that such problem in a wide class of sampling plans has an elegant mathematical and computational solution. This is done due to a suitable definition of the optimization problem, which enables to solve it through a linear algebra setting involving eigenvalues and eigenvectors of matrices defined in terms of some population quantities. As a final result, we obtain a very simple and relatively universal method for calculating the subpopulation optimal and equal-precision allocation which is based on one of the most standard algorithms of linear algebra (available, e.g., in R software). Theoretical solutions are illustrated through a numerical example based on the Labour Force Survey. Finally, we would like to stress that the method we describe allows to accommodate quite automatically for different levels of precision priority for subpopulations. Journal: Communications in Statistics - Theory and Methods Pages: 2212-2231 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1040501 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1040501 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2212-2231 Template-Type: ReDIF-Article 1.0 Author-Name: Edilberto Nájera Author-X-Name-First: Edilberto Author-X-Name-Last: Nájera Author-Name: Federico O’Reilly Author-X-Name-First: Federico Author-X-Name-Last: O’Reilly Title: On fiducial generators Abstract: Fiducial inference has been gaining presence recently and it is the intention of the present article to look at the notion of fiducial generators; meaning procedures to simulate parameter values that in some sense correspond to simulations from some implicit fiducial distribution. It is well known that when the distribution has group structure, stemming from the natural pivotal associated, a fiducial may be obtained. It is in the non group distributions that there appears to be still room for finding a fiducial distribution. Recently some general procedures have been proposed for dealing with generalized fiducials, but these depend on certain choices for a structural equation or a fiducial equation, as in Hannig (2009) or Taraldsen and Lindqvist (2013), respectively. A brief presentation is made of an earlier approach to fiducial inference for multivariate parameters, as in Brillinger (1962), and the implied fiducial generator introduced in Engen and Lillegård (1997), trying to connect them. Three interesting non group distributions are seen; two of them, the truncated exponential and the two-parameter gamma, already reported in literature. A third non group distribution is analyzed; the inverse Gaussian, connecting the fiducial that results following Brillinger (1962), with a result pertaining confidence limits for the shape parameter in Hsieh (1990). In the three cases, comparisons are made with the Bayesian posteriors that have been known to be close numerically. Some discussion is made on the issue of singularities of the fiducial density and its connection with densities that do not integrate to unity. As to the case of discrete observables, some comments are made for the Bernoulli distribution, only. Journal: Communications in Statistics - Theory and Methods Pages: 2232-2248 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1040505 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1040505 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2232-2248 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Manoj K. Srivastava Author-X-Name-First: Manoj K. Author-X-Name-Last: Srivastava Author-Name: Namita Srivastava Author-X-Name-First: Namita Author-X-Name-Last: Srivastava Title: Efficient use of multi-auxiliary information in search of good rotation patterns in successive sampling Abstract: This article considers the problem of estimating the population mean on the current (second) occasion using multi-auxiliary information in successive sampling over two occasions. A general class of estimators is proposed for estimating population mean on the current occasion and expressions for bias and mean square error for these estimators are obtained up to first degree of approximation. The minimum variance bound estimator in the proposed class is discussed. Many popular estimators have been shown to belong to this class. Optimum replacement policy is also discussed. Finally, the superiority of the proposed class of estimators over multivariate version of chain type ratio estimator envisaged by Singh (2005) is established empirically. Journal: Communications in Statistics - Theory and Methods Pages: 2249-2269 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041979 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041979 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2249-2269 Template-Type: ReDIF-Article 1.0 Author-Name: Leili Hassani Oskouei Author-X-Name-First: Leili Hassani Author-X-Name-Last: Oskouei Author-Name: Parisa Hasanalipour Author-X-Name-First: Parisa Author-X-Name-Last: Hasanalipour Author-Name: Hossein Jabbari Khamnei Author-X-Name-First: Hossein Jabbari Author-X-Name-Last: Khamnei Author-Name: Kavoos Khorshidian Author-X-Name-First: Kavoos Author-X-Name-Last: Khorshidian Title: The beta skew-generalized normal distribution Abstract: In this article, we develop the skew-generalized normal distribution introduced by Arellano-Valle et al. (2004) to a new family of the Beta skew-generalized normal (BSGN) distribution . Here, we present some theorems and properties of BSGN distribution and obtain its moment-generating function. Journal: Communications in Statistics - Theory and Methods Pages: 2270-2276 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041980 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041980 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2270-2276 Template-Type: ReDIF-Article 1.0 Author-Name: Nathan Bennett Author-X-Name-First: Nathan Author-X-Name-Last: Bennett Author-Name: Srikanth K. Iyer Author-X-Name-First: Srikanth K. Author-X-Name-Last: Iyer Author-Name: S. Rao Jammalamadaka Author-X-Name-First: S. Rao Author-X-Name-Last: Jammalamadaka Title: Analysis of Gamma and Weibull lifetime data under a general censoring scheme and in the presence of covariates Abstract: We consider the problem of estimating the lifetime distributions of survival times subject to a general censoring scheme called “middle censoring”. The lifetimes are assumed to follow a parametric family of distributions, such as the Gamma or Weibull distributions, and is applied to cases when the lifetimes come with covariates affecting them. For any individual in the sample, there is an independent, random, censoring interval. We will observe the actual lifetime if the lifetime falls outside of this censoring interval, otherwise we only observe the interval of censoring. This censoring mechanism, which includes both right- and left-censoring, has been called “middle censoring” (see Jammalamadaka and Mangalam, 2003). Maximum-likelihood estimation of the parameters as well as their large-sample properties are studied under this censoring scheme, including the case when covariates are available. We conclude with an application to a dataset from Environmental Economics dealing with ContingentValuation of natural resources. Journal: Communications in Statistics - Theory and Methods Pages: 2277-2289 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041981 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041981 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2277-2289 Template-Type: ReDIF-Article 1.0 Author-Name: N. K. Mandal Author-X-Name-First: N. K. Author-X-Name-Last: Mandal Title: Block designs robust against the presence of positional effects Abstract: The problem considered is to find optimum designs for treatment effects in a block design (BD) setup, when positional effects are also present besides treatment and block effects, but they are ignored while formulating the model. In the class of symmetric balanced incomplete block designs, the Youden square design is shown to be optimal in the sense of minimizing the bias term in the mean squared error (MSE) of the best linear unbiased estimators of the full set of orthonormal treatment contrasts, irrespective of the value of the positional effects. Journal: Communications in Statistics - Theory and Methods Pages: 2290-2298 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041982 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041982 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2290-2298 Template-Type: ReDIF-Article 1.0 Author-Name: S. Balamurali Author-X-Name-First: S. Author-X-Name-Last: Balamurali Author-Name: M. Usha Author-X-Name-First: M. Author-X-Name-Last: Usha Title: Designing of variables quick switching sampling system by considering process loss functions Abstract: This paper proposes a variables quick switching system where the quality characteristic of interest follows a normal distribution and the quality characteristic is evaluated through a process loss function. Most of the variables sampling plans available in the literature focus only on the fraction non-conforming and those plans do not distinguish between the products that fall within the specification limits. The products that fall within specification limits may not be good if their mean is too away from the target value. So developing a sampling plan by considering process loss is inevitable in these situations. Based on this idea, we develop a variables quick switching system based on the process loss function for the application of the processes requiring low process loss. Tables are also constructed for the selection of parameters of variables quick switching system for given acceptable quality level and limiting quality level. The results are explained with examples. Journal: Communications in Statistics - Theory and Methods Pages: 2299-2314 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041983 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041983 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2299-2314 Template-Type: ReDIF-Article 1.0 Author-Name: Weiyong Ding Author-X-Name-First: Weiyong Author-X-Name-Last: Ding Author-Name: Jiaxin Yang Author-X-Name-First: Jiaxin Author-X-Name-Last: Yang Author-Name: Xiaoliang Ling Author-X-Name-First: Xiaoliang Author-X-Name-Last: Ling Title: On the skewness of extreme order statistics from heterogeneous samples Abstract: The effect of heterogeneity on order statistics has attracted much attention in recent decades. In this paper, we study the skewness of extreme order statistics from heterogeneous samples in the scale models according to star ordering. It is shown that, without any restriction on the scale parameters, the skewness of extreme order statistics from heterogeneous samples is larger than that from homogeneous samples. We further extend this study to the multiple-outlier scale models. Some examples and applications are highlighted as well. Journal: Communications in Statistics - Theory and Methods Pages: 2315-2331 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041984 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041984 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2315-2331 Template-Type: ReDIF-Article 1.0 Author-Name: Veronika Gontscharuk Author-X-Name-First: Veronika Author-X-Name-Last: Gontscharuk Author-Name: Helmut Finner Author-X-Name-First: Helmut Author-X-Name-Last: Finner Title: Asymptotics of goodness-of-fit tests based on minimum p-value statistics Abstract: This paper provides some new results on the asymptotics of goodness-of-fit (GOF) tests based on minimum p-value statistics. In connection with detectability of sparse signals in high-dimensional data, various tests were proposed and investigated during the last decade, especially with respect to asymptotic properties. Minimum p-value GOF statistics were already investigated as minimum level attained statistics by Berk and Jones with respect to Bahadur efficiency. The distribution of minimum p-value GOF statistics is closely related to the distribution of higher criticism statistics, the distribution of the supremum of a normalized Brownian bridge, and the supremum of an Ornstein–Uhlenbeck process. Journal: Communications in Statistics - Theory and Methods Pages: 2332-2342 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041985 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041985 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2332-2342 Template-Type: ReDIF-Article 1.0 Author-Name: Anil Gaur Author-X-Name-First: Anil Author-X-Name-Last: Gaur Title: A class of k-sample distribution-free tests for location against ordered alternatives Abstract: This paper introduces a new class of distribution-free tests for testing the homogeneity of several location parameters against ordered alternatives. The proposed class of test statistics is based on a linear combination of two-sample U-statistics based on subsample extremes. The mean and variance of the test statistic are obtained under the null hypothesis as well as under the sequence of local alternatives. The optimal weights are also determined. It is shown via Pitman ARE comparisons that the proposed class of test statistics performs better than its competitor tests in case of heavy-tailed and long-tailed distributions Journal: Communications in Statistics - Theory and Methods Pages: 2343-2353 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1041986 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1041986 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2343-2353 Template-Type: ReDIF-Article 1.0 Author-Name: Xijun Liu Author-X-Name-First: Xijun Author-X-Name-Last: Liu Author-Name: Changjun Yu Author-X-Name-First: Changjun Author-X-Name-Last: Yu Author-Name: Qingwu Gao Author-X-Name-First: Qingwu Author-X-Name-Last: Gao Title: Precise large deviations of aggregate claim amount in a dependent renewal risk model Abstract: In this paper, we consider a dependent risk model, in which the claim sizes are ofdependence structure, their inter-arrival times are independent, identically distributed (i.i.d.), and the claim size and its corresponding inter-arrival time satisfy a certain dependence structure described via the conditional distribution of the inter-arrival time given the subsequent claim size being large. We obtain the asymptotics of the lower and upper bounds of precise large deviations for the aggregate amount of claims, which holds uniformly for all x in an infinite interval of t. Journal: Communications in Statistics - Theory and Methods Pages: 2354-2363 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1044666 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1044666 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2354-2363 Template-Type: ReDIF-Article 1.0 Author-Name: Nripes Kumar Mandal Author-X-Name-First: Nripes Kumar Author-X-Name-Last: Mandal Title: Measures of non orthogonality in block designs Abstract: Orthogonality is an important concept in block design. Necessary and sufficient condition for a connected block design to be orthogonal is well known. However, when a design is not orthogonal, it is not clear how much it deviates from orthogonality. In this paper, an attempt has been made to first define the measures of or indices to non orthogonality in block design and then to characterize designs possessing minimum non orthogonality indices. It is shown that a Balanced Incomplete Block Design (BIBD) and a Balanced Block Design (BBD), if exist, possess this property. Journal: Communications in Statistics - Theory and Methods Pages: 2364-2369 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1044667 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1044667 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2364-2369 Template-Type: ReDIF-Article 1.0 Author-Name: S. Sengupta Author-X-Name-First: S. Author-X-Name-Last: Sengupta Title: On the comparison of Warner's and unrelated question randomized response plans for estimating sensitive finite population proportions Abstract: We consider the problem of estimation of a finite population proportion (P) related to a sensitive attribute under Warner's (1965) randomized response plan and the unrelated question plan due to Horvitz et al. (1967) and prove that for a given probability sampling design, given any linear unbiased estimator (LUE) of P based on Warner's (1965) plan with any given value of the plan parameter, there exists an LUE of P based on the unrelated question plan with a uniformly smaller variance for suitable choices of the plan parameters. Assuming that only the attribute is sensitive but its complement is innocuous, the same is also shown to be true when the plan parameters for the two plans are so chosen so that both offer the same specified level of privacy. Journal: Communications in Statistics - Theory and Methods Pages: 2370-2374 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1044669 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1044669 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2370-2374 Template-Type: ReDIF-Article 1.0 Author-Name: Junke Kou Author-X-Name-First: Junke Author-X-Name-Last: Kou Author-Name: Youming Liu Author-X-Name-First: Youming Author-X-Name-Last: Liu Title: Non parametric regression estimations over Lp risk based on biased data Abstract: Using a wavelet basis, Chesneau and Shirazi study the estimation of one-dimensional regression functions in a biased non parametric model over L2 risk (see Chesneau, C and Shirazi, E. Non parametric wavelet regression based on biased data, Communication in Statistics – Theory and Methods, 43: 2642–2658, 2014). This article considers d-dimensional regression function estimation over Lp (1 ⩽ p < ∞) risk. It turns out that our results reduce to the corresponding theorems of Chesneau and Shirazi’s theorems, when d = 1 and p = 2. Journal: Communications in Statistics - Theory and Methods Pages: 2375-2395 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1044670 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1044670 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2375-2395 Template-Type: ReDIF-Article 1.0 Author-Name: B.L.S. Prakasa Rao Author-X-Name-First: B.L.S. Prakasa Author-X-Name-Last: Rao Title: Wavelet estimation for derivative of a density in a GARCH-type model Abstract: We consider the GARCH-type model S = σ2Z where σ2 and Z are independent random variables. We assume that the density fσ2$f_{\sigma ^2}$ of σ2 is unknown with support [0, 1] but differentiable whereas the density fS of S is bounded. We will also assume that the probability density function of the random variable Z is known and has the same distribution as the ν-fold product of independent random variables uniformly distributed on the interval [0, 1]. We want to estimate the derivative of the density of σ2 from n independent and identically distributed observations of S. We will construct adaptive and non adaptive wavelet estimators for the derivative of the density and obtain sharp upper bounds on their mean integrated squared errors. Journal: Communications in Statistics - Theory and Methods Pages: 2396-2410 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1044671 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1044671 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2396-2410 Template-Type: ReDIF-Article 1.0 Author-Name: Lalmohan Bhar Author-X-Name-First: Lalmohan Author-X-Name-Last: Bhar Author-Name: Sankalpa Ojha Author-X-Name-First: Sankalpa Author-X-Name-Last: Ojha Title: Influence measures in blocked designs of experiments with correlated errors Abstract: Diagnostics measures for detecting outliers in data from block designs of experiments with correlated errors are considered. Influence is often assessed by deleting suspected outlying observations. Autocorrelation of order one is considered to model correlation in each block. Cook-statistic is developed for detecting the effect of a single outlier, where results are illustrated with an example. Journal: Communications in Statistics - Theory and Methods Pages: 2411-2434 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1045079 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1045079 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2411-2434 Template-Type: ReDIF-Article 1.0 Author-Name: Stylianos Georgiadis Author-X-Name-First: Stylianos Author-X-Name-Last: Georgiadis Title: First hitting probabilities for semi-Markov chains and estimation Abstract: We first consider a stochastic system described by an absorbing semi-Markov chain (SMC) with finite state space, and we introduce the absorption probability to a class of recurrent states. Afterwards, we study the first hitting probability to a subset of states for an irreducible SMC. In the latter case, a non-parametric estimator for the first hitting probability is proposed and the asymptotic properties of strong consistency and asymptotic normality are proven. Finally, a numerical application on a five-state system is presented to illustrate the performance of this estimator. Journal: Communications in Statistics - Theory and Methods Pages: 2435-2446 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1045080 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1045080 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2435-2446 Template-Type: ReDIF-Article 1.0 Author-Name: Yoonsuh Jung Author-X-Name-First: Yoonsuh Author-X-Name-Last: Jung Title: Shrinkage estimation of proportion via logit penalty Abstract: By releasing the unbiasedness condition, we often obtain more accurate estimators due to the bias–variance trade-off. In this paper, we propose a class of shrinkage proportion estimators which show improved performance over the sample proportion. We provide the “optimal” amount of shrinkage. The advantage of the proposed estimators is given theoretically as well as explored empirically by simulation studies and real data analyses. Journal: Communications in Statistics - Theory and Methods Pages: 2447-2453 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048881 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048881 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2447-2453 Template-Type: ReDIF-Article 1.0 Author-Name: Salim Bouzebda Author-X-Name-First: Salim Author-X-Name-Last: Bouzebda Author-Name: Sultana Didi Author-X-Name-First: Sultana Author-X-Name-Last: Didi Title: Additive regression model for stationary and ergodic continuous time processes Abstract: The main purpose of the present work is to introduce and investigate a simple kernel procedure based on marginal integration that estimates the regression function for stationary and ergodic continuous time processes in the setting of the additive model introduced by Stone (1985). We obtain the uniform almost sure consistency with exact rate and the asymptotic normality of the kernel-type estimators of the components of the additive model. Asymptotic properties of these estimators are obtained, under mild conditions, by means of martingale approaches. Finally, a general notion of the bootstrapped additive components, constructed by exchangeably weighting sample, is presented. Journal: Communications in Statistics - Theory and Methods Pages: 2454-2493 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048882 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048882 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2454-2493 Template-Type: ReDIF-Article 1.0 Author-Name: Weiguo Yang Author-X-Name-First: Weiguo Author-X-Name-Last: Yang Author-Name: Daying Zhu Author-X-Name-First: Daying Author-X-Name-Last: Zhu Author-Name: Rong Gao Author-X-Name-First: Rong Author-X-Name-Last: Gao Title: Almost everywhere convergence for sequences of pairwise NQD random variables Abstract: In this article, we are going to study the almost everywhere convergence for sequences of pairwise negatively quadrant dependent random variables by using truncation technique and Kolmogorov-type generalized three-series theorem. Our results generalize and improve the corresponding results of Wu (2002) and Li and Yang (2008). We also give some examples showing that our extensions are not trivial. Journal: Communications in Statistics - Theory and Methods Pages: 2494-2505 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2015.1048883 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1048883 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2494-2505 Template-Type: ReDIF-Article 1.0 Author-Name: M. Kiani Author-X-Name-First: M. Author-X-Name-Last: Kiani Title: The augmentation of existing data for improving the path of steepest ascent Abstract: Response surface methodology is a collection of mathematical and statistical techniques that are useful for the modeling and analysis of problems in which a response of interest is influenced by several independent variables and the objective is to optimize this response. When we are at a point on the response surface that is remote from the optimum, such as the current operating conditions, there is little curvature in the system and the first-order model will be appropriate. In these circumstances, a preliminary procedure as the steepest ascent usually is employed to move sequentially in the direction of maximum increase in the response. To improve the estimation of parameters of the steepest ascent path, we present, in an efficient way, the augmentation of existing data such that the independent variables are made more orthogonal to each other. Additionally, when we estimate the true path using this method, the bias and magnitude of the covariance matrix of the estimated path is decreased, significantly. Journal: Communications in Statistics - Theory and Methods Pages: 2506-2518 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2011.577547 File-URL: http://hdl.handle.net/10.1080/03610926.2011.577547 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2506-2518 Template-Type: ReDIF-Article 1.0 Author-Name: Dingjun Yao Author-X-Name-First: Dingjun Author-X-Name-Last: Yao Author-Name: Rongming Wang Author-X-Name-First: Rongming Author-X-Name-Last: Wang Author-Name: Lin Xu Author-X-Name-First: Lin Author-X-Name-Last: Xu Title: Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle Abstract: This article supposes that a large insurance company can control its surplus process by reinsurance, paying dividends, or injecting capitals. The exponential premium principle and proportional reinsurance are adopted in business activities. We investigate the general situation that the company needs to pay both proportional and fixed costs for dividends and capital injections. The object of the company is to determine an optimal joint reinsurance–dividend–capital injection strategy for maximizing the expected present value of dividends less capital injections until the time of bankruptcy. In both cases of non cheap and cheap reinsurance, we obtain the explicit solutions for value function and optimal strategy. Journal: Communications in Statistics - Theory and Methods Pages: 2519-2541 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2014.901374 File-URL: http://hdl.handle.net/10.1080/03610926.2014.901374 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2519-2541 Template-Type: ReDIF-Article 1.0 Author-Name: Yanyan Li Author-X-Name-First: Yanyan Author-X-Name-Last: Li Author-Name: Damaraju Raghavarao Author-X-Name-First: Damaraju Author-X-Name-Last: Raghavarao Author-Name: Inna Chervoneva Author-X-Name-First: Inna Author-X-Name-Last: Chervoneva Title: Extensions of D-optimal minimal designs for symmetric mixture models Abstract: The purpose of mixture experiments is to explore the optimum blends of mixture components, which will provide the desirable response characteristics in finished products. D-optimal minimal designs have been considered for a variety of mixture models, including Scheffé's linear, quadratic, and cubic models. Usually, these D-optimal designs are minimally supported since they have just as many design points as the number of parameters. Thus, they lack the degrees of freedom to perform the lack-of-fit (LOF) tests. Also, the majority of the design points in D-optimal minimal designs are on the boundary: vertices, edges, or faces of the design simplex. In this article, extensions of the D-optimal minimal designs are developed for a general mixture model to allow additional interior points in the design space to enable prediction of the entire response surface. Also a new strategy for adding multiple interior points for symmetric mixture models is proposed. We compare the proposed designs with Cornell (1986) two 10-point designs for the LOF test by simulations. Journal: Communications in Statistics - Theory and Methods Pages: 2542-2558 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2014.988258 File-URL: http://hdl.handle.net/10.1080/03610926.2014.988258 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2542-2558 Template-Type: ReDIF-Article 1.0 Author-Name: Ke-Ang Fu Author-X-Name-First: Ke-Ang Author-X-Name-Last: Fu Author-Name: Jie Li Author-X-Name-First: Jie Author-X-Name-Last: Li Title: Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model Abstract: Consider a continuous-time risk model with two correlated classes of insurance business and a constant force of interest. Suppose that the correlation comes from a common shock, and that the claim sizes and inter-arrival times correspondingly form a sequence of random pairs, with each pair obeying a dependence structure. By assuming that the claim sizes are heavy tailed, a uniform tail asymptotic formula for the sum of the two correlated classes of discounted aggregate claims is obtained. Journal: Communications in Statistics - Theory and Methods Pages: 2559-2570 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2014.1000499 File-URL: http://hdl.handle.net/10.1080/03610926.2014.1000499 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2559-2570 Template-Type: ReDIF-Article 1.0 Author-Name: Rovshan Aliyev Author-X-Name-First: Rovshan Author-X-Name-Last: Aliyev Title: On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S) Abstract: In the present study, the stochastic process X(t) describing inventory model type of (s, S) with a heavy-tailed distributed demands is considered. The asymptotic expansions at sufficiently large values of parameter β = S − s for the ergodic distribution and nth-order moment of the process X(t) based on the main results of the studies Teugels (1968) and Geluk and Frenk (2011) are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 2571-2579 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2014.1002932 File-URL: http://hdl.handle.net/10.1080/03610926.2014.1002932 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2571-2579 Template-Type: ReDIF-Article 1.0 Author-Name: Zhen Yan Author-X-Name-First: Zhen Author-X-Name-Last: Yan Author-Name: Junjian Zhang Author-X-Name-First: Junjian Author-X-Name-Last: Zhang Title: Adjusted empirical likelihood for value at risk and expected shortfall Abstract: Value at risk (VaR) and expected shortfall (ES) are widely used risk measures of the risk of loss on a specific portfolio of financial assets. Adjusted empirical likelihood (AEL) is an important non parametric likelihood method which is developed from empirical likelihood (EL). It can overcome the limitation of convex hull problems in EL. In this paper, we use AEL method to estimate confidence region for VaR and ES. Theoretically, we find that AEL has the same large sample statistical properties as EL, and guarantees solution to the estimating equations in EL. In addition, simulation results indicate that the coverage probabilities of the new confidence regions are higher than that of the original EL with the same level. These results show that the AEL estimation for VaR and ES deserves to recommend for the real applications. Journal: Communications in Statistics - Theory and Methods Pages: 2580-2591 Issue: 5 Volume: 46 Year: 2017 Month: 3 X-DOI: 10.1080/03610926.2014.1002933 File-URL: http://hdl.handle.net/10.1080/03610926.2014.1002933 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2580-2591 Template-Type: ReDIF-Article 1.0 Author-Name: Selahattin Kaçiranlar Author-X-Name-First: Selahattin Author-X-Name-Last: Kaçiranlar Title: Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions” Abstract: We make some comments about the paper of Yildiz (2017) and correct the theorems in that paper. Journal: Communications in Statistics - Theory and Methods Pages: 435-437 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2018.1438624 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1438624 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:435-437 Template-Type: ReDIF-Article 1.0 Author-Name: Rida Benhaddou Author-X-Name-First: Rida Author-X-Name-Last: Benhaddou Title: Blind deconvolution model in periodic setting with fractional Gaussian noise Abstract: We consider the problem of estimating the response function in a deconvolution model under fractional Gaussian noise and noisy kernel. A preliminary threshold is used to stabilize the inversion. Our estimator is adaptive and attains minimax optimal or near-optimal rates in a wide range of Besov balls. Journal: Communications in Statistics - Theory and Methods Pages: 438-449 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417431 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417431 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:438-449 Template-Type: ReDIF-Article 1.0 Author-Name: Zhongwen Zhang Author-X-Name-First: Zhongwen Author-X-Name-Last: Zhang Author-Name: Lixin Song Author-X-Name-First: Lixin Author-X-Name-Last: Song Author-Name: Xiaoguang Wang Author-X-Name-First: Xiaoguang Author-X-Name-Last: Wang Author-Name: Muhammad Amin Author-X-Name-First: Muhammad Author-X-Name-Last: Amin Title: Estimation of multivariate frailty models with varying coefficients Abstract: The complicated structures can be modeled more efficiently and their flexibility can be increased through frailty models with varying coefficients.Therefore, such models are proposed in this article. The real challenge is to estimate varying coefficients by the penalized partial likelihood without closed form. The Laplace approximation is used to solve this problem. These varying coefficients are fitted using B-splines. Moreover, the variances of random effects are estimated by maximizing an approximate profile likelihood. The performance of the proposed methods are assessed with simulation studies and real data. The results show that the methods proposed are better than the counterpart in literature. Journal: Communications in Statistics - Theory and Methods Pages: 450-461 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414257 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414257 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:450-461 Template-Type: ReDIF-Article 1.0 Author-Name: Shunichiro Orihara Author-X-Name-First: Shunichiro Author-X-Name-Last: Orihara Author-Name: Etsuo Hamada Author-X-Name-First: Etsuo Author-X-Name-Last: Hamada Title: Double robust estimator in general treatment regimes based on Covariate-balancing Abstract: Double robust estimators have double the chance of being a consistent estimator of a causal effect in binary treatments cases. In this paper, we proposed an estimator of a causal effect for general treatment regimes based on covariate-balancing. Under parametrical situation, our estimator has double robustness. Journal: Communications in Statistics - Theory and Methods Pages: 462-478 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414259 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414259 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:462-478 Template-Type: ReDIF-Article 1.0 Author-Name: M. J. S. Khan Author-X-Name-First: M. J. S. Author-X-Name-Last: Khan Author-Name: S. Iqrar Author-X-Name-First: S. Author-X-Name-Last: Iqrar Title: On moments of dual generalized order statistics from Topp-Leone distribution Abstract: In this paper, we have derived exact and explicit expressions for the ratio and inverse moments of dual generalized order statistics from Topp-Leone distribution. This result includes the single and product moments of order statistics and lower records . Further, based on n dual generalized order statistics, we have deduced the expression for Maximum likelihood estimator (MLE) and Uniformly minimum variance unbiased estimator (UMVUE) for the shape parameter of Topp-Leone distribution. Finally, based on order statistics and lower records, a simulation study is being carried out to check the efficiency of these estimators. Journal: Communications in Statistics - Theory and Methods Pages: 479-492 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414260 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414260 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:479-492 Template-Type: ReDIF-Article 1.0 Author-Name: Yong Kong Author-X-Name-First: Yong Author-X-Name-Last: Kong Title: Joint distribution of rises, falls, and number of runs in random sequences Abstract: By using the matrix formulation of the two-step approach to the distributions of runs, a recursive relation and an explicit expression are derived for the generating function of the joint distribution of rises and falls for multivariate random sequences in terms of generating functions of individual letters, from which the generating functions of the joint distribution of rises, falls, and number of runs are obtained. An explicit formula for the joint distribution of rises and falls with arbitrary specification is also obtained. Journal: Communications in Statistics - Theory and Methods Pages: 493-499 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414261 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414261 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:493-499 Template-Type: ReDIF-Article 1.0 Author-Name: Aitin Saadatmelli Author-X-Name-First: Aitin Author-X-Name-Last: Saadatmelli Author-Name: M. Bameni Moghadam Author-X-Name-First: M. Bameni Author-X-Name-Last: Moghadam Author-Name: Asghar Seif Author-X-Name-First: Asghar Author-X-Name-Last: Seif Author-Name: Alireza Faraz Author-X-Name-First: Alireza Author-X-Name-Last: Faraz Title: Economic design of X‾$\bar{X}$ control charts with multiple assignable causes under Burr XII shock model Abstract: The economic design of control charts depends on the process shock model distribution and due to difficulties from both theoretical and practical aspects, one of the proper alternatives may be the Burr XII (Burr) distribution which is quite flexible and its hazard rate can be fixed, increasing, decreasing, single mode or even U-shaped. Yet, in Burr distribution context, only one assignable cause model were considered where more realistic approach may be to consider multiple assignable causes. Thus, in this paper, an economic design of the X‾$\bar{X}$ control charts under the Burr shock model and multiple assignable causes were considered and compared with three types of prior distribution for the mean shift parameter. Also, a numerical example and a sensitivity analysis for more illustration and studying the effect of changing parameters of the shock model distribution on the optimum values of proposed design models were conducted, respectively. The results indicate that when the prior distribution is of negative exponential distribution, the multiple assignable cause models under Burr XII (Burr) distribution have minimum loss-cost. Journal: Communications in Statistics - Theory and Methods Pages: 500-522 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414262 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414262 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:500-522 Template-Type: ReDIF-Article 1.0 Author-Name: Xiaohui Shen Author-X-Name-First: Xiaohui Author-X-Name-Last: Shen Author-Name: Long Jiang Author-X-Name-First: Long Author-X-Name-Last: Jiang Title: BSDEs driven by time-changed Lévy noises with non-Lipschitz generators Abstract: This paper deals with a class of backward stochastic differential equations (BSDEs for short) driven by time-changed Lévy noises. The existence and uniqueness of Lp(p ⩾ 2) solutions for this kind of BSDEs with non-Lipschitz generators are obtained, which extend the corresponding results of Di Nunno and Sjursen (2014) [Stochastic Process. Appl. 124(4):1679-1709]. Furthermore, representation theorem for generators as well as converse comparison theorem for this kind of BSDEs are also studied. Journal: Communications in Statistics - Theory and Methods Pages: 523-536 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414263 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414263 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:523-536 Template-Type: ReDIF-Article 1.0 Author-Name: Ajit Chaturvedi Author-X-Name-First: Ajit Author-X-Name-Last: Chaturvedi Author-Name: Taruna Kumari Author-X-Name-First: Taruna Author-X-Name-Last: Kumari Title: Estimation and comparison of the stress-strength models with more than two states under Weibull distribution and type II censoring scheme Abstract: This paper presents the extension of the inferences on the stress-strength reliability in more than two states to the system depending on the ratio of the strength and stress values when the stress and strength follow independent exponential distributions. The main objective of present paper is to consider different method of estimation, under Type II censoring, for the stress-strength models and to compare them, in more than two states, to the system depending on the ratio of the strength and stress values, when the stress and strength follow independent Weibull distributions, sharing the common shape parameter α. Journal: Communications in Statistics - Theory and Methods Pages: 537-548 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414264 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414264 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:537-548 Template-Type: ReDIF-Article 1.0 Author-Name: Lei Huang Author-X-Name-First: Lei Author-X-Name-Last: Huang Author-Name: Hui Jiang Author-X-Name-First: Hui Author-X-Name-Last: Jiang Author-Name: Haitao Tian Author-X-Name-First: Haitao Author-X-Name-Last: Tian Title: The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors Abstract: The consistency of model selection criterion BIC has been well and widely studied for many nonlinear regression models. However, few of them had considered models with lag variables as regressors and auto-correlated errors in time series settings, which is common in both linear and nonlinear time series modeling. This paper studies a dynamic semi-varying coefficient model with ARMA errors, using an approach based on spectrum analysis of time series. The consistency property of the proposed model selection criteria is established and an implementation procedure of model selection is proposed for practitioners. Simulation studies have also been conducted to numerically show the consistency property. Journal: Communications in Statistics - Theory and Methods Pages: 549-558 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1414265 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1414265 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:549-558 Template-Type: ReDIF-Article 1.0 Author-Name: Shan Luo Author-X-Name-First: Shan Author-X-Name-Last: Luo Author-Name: Gengsheng Qin Author-X-Name-First: Gengsheng Author-X-Name-Last: Qin Title: Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing Abstract: The Lorenz curve describes the wealth proportion for an income-ordered population. In this paper, we introduce a kernel smoothing estimator for the Lorenz curve and propose a smoothed jackknife empirical likelihood method for constructing confidence intervals of Lorenz ordinates. Extensive simulation studies are conducted to evaluate finite sample performances of the proposed methods. A real dataset of Georgia professor’s income is used to illustrate the proposed methods. Journal: Communications in Statistics - Theory and Methods Pages: 559-582 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417426 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417426 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:559-582 Template-Type: ReDIF-Article 1.0 Author-Name: Abhishek Bhattacharjee Author-X-Name-First: Abhishek Author-X-Name-Last: Bhattacharjee Author-Name: Malay Ghosh Author-X-Name-First: Malay Author-X-Name-Last: Ghosh Title: Bias corrected empirical Bayes confidence intervals for the selected mean Abstract: Empirical Bayes (EB) methods are very useful for post selection inference. Following Datta et al. (2002), we construct EB confidence intervals for the selected population mean. The EB intervals are adjusted to achieve the target coverage probabilities asymptotically up to the second order. Both unconditional coverage probabilities of EB intervals and corresponding probabilities conditional on ancillary statistics are found. Journal: Communications in Statistics - Theory and Methods Pages: 583-595 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417427 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417427 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:583-595 Template-Type: ReDIF-Article 1.0 Author-Name: A. Bekker Author-X-Name-First: A. Author-X-Name-Last: Bekker Author-Name: M. Arashi Author-X-Name-First: M. Author-X-Name-Last: Arashi Author-Name: J. T. Ferreira Author-X-Name-First: J. T. Author-X-Name-Last: Ferreira Title: New bivariate gamma types with MIMO application Abstract: In this paper a bivariate gamma type distribution emanating from the diagonal elements of an inverse Wishart type distribution is developed; which in turn originates from the complex matrix variate elliptical class. From this, a bivariate Weibullised gamma type distribution is also presented, of which the bivariate Nakagami-m type is a special case. The derived results may be applied as decision statistics for a MIMO (multiple input multiple output) system with two transmit antennas. It is proposed that under this elliptical umbrella some performance measures such as the outage probability of MIMO systems can be analyzed in broad generality. Journal: Communications in Statistics - Theory and Methods Pages: 596-615 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417428 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417428 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:596-615 Template-Type: ReDIF-Article 1.0 Author-Name: David S. Robertson Author-X-Name-First: David S. Author-X-Name-Last: Robertson Author-Name: Ekkehard Glimm Author-X-Name-First: Ekkehard Author-X-Name-Last: Glimm Title: Conditionally unbiased estimation in the normal setting with unknown variances Abstract: To efficiently and completely correct for selection bias in adaptive two-stage trials, uniformly minimum variance conditionally unbiased estimators (UMVCUEs) have been derived for trial designs with normally distributed data. However, a common assumption is that the variances are known exactly, which is unlikely to be the case in practice. We extend the work of Cohen and Sackrowitz (Statistics & Probability Letters, 8(3):273-278, 1989), who proposed an UMVCUE for the best performing candidate in the normal setting with a common unknown variance. Our extension allows for multiple selected candidates, as well as unequal stage one and two sample sizes. Journal: Communications in Statistics - Theory and Methods Pages: 616-627 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417429 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417429 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:616-627 Template-Type: ReDIF-Article 1.0 Author-Name: Qingan Qiu Author-X-Name-First: Qingan Author-X-Name-Last: Qiu Author-Name: Lirong Cui Author-X-Name-First: Lirong Author-X-Name-Last: Cui Title: Availability analysis for general repairable systems with repair time threshold Abstract: Availability analysis is an important issue in many practical fields. This paper investigates the availability for general repairable systems with repair time threshold. Based on practical applications, a repair time threshold is introduced. If the period of a repair is less than a predefined time threshold, then the system may be considered as working during this period, i.e., the effect of the repair could be neglected. Otherwise, if the period of a repair is longer than the given threshold, then the system is considered as working from the beginning of the system failure until the repair time exceeding the threshold, i.e., the time point of the system down could be delayed. We consider both constant and random repair time threshold. This paper valuates the user-perceived availability, when the user does not experience any service interruption because the duration of repair is too short. The results can be applied in reliability engineering, queueing theory and many other fields. A numerical example for ventilator system is presented to demonstrate the application of the developed approach. Journal: Communications in Statistics - Theory and Methods Pages: 628-647 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417430 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417430 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:628-647 Template-Type: ReDIF-Article 1.0 Author-Name: Ming Han Author-X-Name-First: Ming Author-X-Name-Last: Han Title: E-Bayesian estimation of the exponentiated distribution family parameter under LINEX loss function Abstract: This paper is concerned with using the E-Bayesian method for computing estimates of the exponentiated distribution family parameter. Based on the LINEX loss function, formulas of E-Bayesian estimation for unknown parameter are given, these estimates are derived based on a conjugate prior. Moreover, property of E-Bayesian estimation—the relationship between of E-Bayesian estimations under different prior distributions of the hyper parameters are also provided. A comparison between the new method and the corresponding maximum likelihood techniques is conducted using the Monte Carlo simulation. Finally, combined with the golfers income data practical problem are calculated, the results show that the proposed method is feasible and convenient for application. Journal: Communications in Statistics - Theory and Methods Pages: 648-659 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417432 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417432 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:648-659 Template-Type: ReDIF-Article 1.0 Author-Name: Ghobad Barmalzan Author-X-Name-First: Ghobad Author-X-Name-Last: Barmalzan Author-Name: Amir T. Payandeh Najafabadi Author-X-Name-First: Amir T. Payandeh Author-X-Name-Last: Najafabadi Author-Name: Narayanaswamy Balakrishnan Author-X-Name-First: Narayanaswamy Author-X-Name-Last: Balakrishnan Title: Ordering results for series and parallel systems comprising heterogeneous exponentiated Weibull components Abstract: In this paper, we discuss the usual stochastic and reversed hazard rate orders between the series and parallel systems from two sets of independent heterogeneous exponentiated Weibull components. We also obtain the results concerning the convex transform orders between parallel systems and obtain necessary and sufficient conditions under which the dispersive and usual stochastic orders, and the right spread and increasing convex orders between the lifetimes of the two systems are equivalent. Finally, in the multiple-outlier exponentiated Weibull models, based on weak majorization and p-larger orders between the vectors of scale and shape parameters, some characterization results for comparing the lifetimes of parallel and series systems are also established, respectively. The results of this paper can be used in practical situations to find various bounds for the important aging characteristics of these systems. Journal: Communications in Statistics - Theory and Methods Pages: 660-675 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417433 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417433 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:660-675 Template-Type: ReDIF-Article 1.0 Author-Name: Yen-Luan Chen Author-X-Name-First: Yen-Luan Author-X-Name-Last: Chen Title: Optimal scheduling replacement policies for a system with multiple random works Abstract: From the economical viewpoint in reliability theory, this paper addresses a scheduling replacement problem for a single operating system which works at random times for multiple jobs. The system is subject to stochastic failure which results the imperfect maintenance activity based on some random failure mechanism: minimal repair due to type-I (repairable) failure, or corrective replacement due to type-II (non-repairable) failure. Three scheduling models for the system with multiple jobs are considered: a single work, N tandem works, and N parallel works. To control the deterioration process, the preventive replacement is planned to undergo at a scheduling time T or the job's completion time of for each model. The objective is to determine the optimal scheduling parameters (T* or N*) that minimizes the mean cost rate function in a finite time horizon for each model. A numerical example is provided to illustrate the proposed analytical model. Because the framework and analysis are general, the proposed models extend several existing results. Journal: Communications in Statistics - Theory and Methods Pages: 676-688 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1417434 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1417434 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:676-688 Template-Type: ReDIF-Article 1.0 Author-Name: S. Weerahandi Author-X-Name-First: S. Author-X-Name-Last: Weerahandi Author-Name: K. Krishnamoorthy Author-X-Name-First: K. Author-X-Name-Last: Krishnamoorthy Title: A note reconciling ANOVA tests under unequal error variances Abstract: The purpose of this note is to derive simple testing procedures for ANOVA under heteroscedasticity by a single approach that are equivalent to the prior art in the literature obtained by the Parametric Bootstrap and the Generalized Fiducial approach. By similar approach, researchers are encouraged to derive generalized tests in other applications, as alternative to parametric bootstrap tests and fiducial tests, including ANCOVA and MANOVA under heteroscedasticity, especially in Mixed Model applications, where the bootstrap approach fails. Journal: Communications in Statistics - Theory and Methods Pages: 689-693 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2017.1419264 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1419264 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:689-693 Template-Type: ReDIF-Article 1.0 Author-Name: Chen Li Author-X-Name-First: Chen Author-X-Name-Last: Li Author-Name: Xiaohu Li Author-X-Name-First: Xiaohu Author-X-Name-Last: Li Title: Stochastic comparisons of parallel and series systems of dependent components equipped with starting devices Abstract: This paper deals with series and parallel systems of dependent components equipped with starters. We study the hazard rate order, the dispersive order and the usual stochastic order of system lifetimes in the context of component lifetimes having proportional hazard rates. The main results either generalize or extend corresponding conclusions of Joo and Mi (2010) and Da, Ding, and Li (2010). Journal: Communications in Statistics - Theory and Methods Pages: 694-708 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2018.1435806 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1435806 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:694-708 Template-Type: ReDIF-Article 1.0 Author-Name: N. Mamode Khan Author-X-Name-First: N. Mamode Author-X-Name-Last: Khan Author-Name: V. Jowaheer Author-X-Name-First: V. Author-X-Name-Last: Jowaheer Author-Name: Y. Sunecher Author-X-Name-First: Y. Author-X-Name-Last: Sunecher Title: Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model Abstract: In a recent research, the quasi-likelihood estimation methodology was developed to estimate the regression effects in the Generalized BINMA(1) (GBINMA(1)) process. The method provides consistent parameter estimates but, in the intermediate computations, moment estimating equations were used to estimate the serial- and cross-correlation parameters. This procedure may not result optimal parameter estimates, in particular, for the regression effects. This paper provides an alternative simpler GBINMA(1) process based on multivariate thinning properties where the main effects are estimated via a robust generalized quasi-likelihood (GQL) estimation approach. The two techniques are compared through some simulation experiments. A real-life data application is studied. Journal: Communications in Statistics - Theory and Methods Pages: 709-725 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2018.1435807 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1435807 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:709-725 Template-Type: ReDIF-Article 1.0 Author-Name: Miroslav M. Ristić Author-X-Name-First: Miroslav M. Author-X-Name-Last: Ristić Author-Name: Marcelo Bourguignon Author-X-Name-First: Marcelo Author-X-Name-Last: Bourguignon Author-Name: Aleksandar S. Nastić Author-X-Name-First: Aleksandar S. Author-X-Name-Last: Nastić Title: Zero-Inflated NGINAR(1) process Abstract: In this paper, we develop a zero-inflated NGINAR(1) process as an alternative to the NGINAR(1) process (Ristić, Nastić, and Bakouch 2009) when the number of zeros in the data is larger than the expected number of zeros by the geometric process. The proposed process has zero-inflated geometric marginals and contains the NGINAR(1) process as a particular case. In addition, various properties of the new process are derived such as conditional distribution and autocorrelation structure. Yule-Walker, probability based Yule-Walker, conditional least squares and conditional maximum likelihood estimators of the model parameters are derived. An extensive Monte Carlo experiment is conducted to evaluate the performances of these estimators in finite samples. Forecasting performances of the model are discussed. Application to a real data set shows the flexibility and potentiality of the new model. Journal: Communications in Statistics - Theory and Methods Pages: 726-741 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2018.1435808 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1435808 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:726-741 Template-Type: ReDIF-Article 1.0 Author-Name: Dan-Ling Li Author-X-Name-First: Dan-Ling Author-X-Name-Last: Li Author-Name: Jun-Xiang Peng Author-X-Name-First: Jun-Xiang Author-X-Name-Last: Peng Author-Name: Chong-Yang Duan Author-X-Name-First: Chong-Yang Author-X-Name-Last: Duan Author-Name: Ju-Min Deng Author-X-Name-First: Ju-Min Author-X-Name-Last: Deng Title: Three optimal cut-point selection criteria based on sensitivity and specificity with user-defined weights Abstract: Methods: Based on the index S (S = SENSITIVITY (SEN) × SPECIFICITY (SPE)), the new weighted product index Sw is defined as Sw = (SEN)2w × (SPE)2(1-w), where (0≤w≤1). The Sw is developed to be a new tool to select the optimal cut point in ROC analysis and be compared with the other two commonly used criteria.Results: Comparing the optimal cut point for the three criteria, the wave range of the optimal cut point for the maximized weighted Youden index criterion is the widest, the weighted closest-to-(0,1) criterion is the narrowest and the weighted product index Sw criterion lays between the ranges of the two criteria. Journal: Communications in Statistics - Theory and Methods Pages: 742-754 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2018.1435809 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1435809 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:742-754 Template-Type: ReDIF-Article 1.0 Author-Name: Sumith Gunasekera Author-X-Name-First: Sumith Author-X-Name-Last: Gunasekera Author-Name: Danush K. Wijekularathna Author-X-Name-First: Danush K. Author-X-Name-Last: Wijekularathna Title: Generalized confidence limits for the performance index of the exponentially distributed lifetime Abstract: Under a two-parameter exponential distribution, this study constructs the generalized lower confidence limit of the lifetime performance index CL based on type-II right-censored data. The confidence limit has to be numerically obtained; however, the required computations are simple and straightforward. Confidence limits of CL computed under the generalized paradigm are compared with those of CL computed under the classical paradigm, citing an illustrative example with real data and two examples with simulated data, to demonstrate the merits and advantages of the proposed generalized variable method over the classical method. Journal: Communications in Statistics - Theory and Methods Pages: 755-773 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2018.1435810 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1435810 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:755-773 Template-Type: ReDIF-Article 1.0 Author-Name: Tian-fang Zhang Author-X-Name-First: Tian-fang Author-X-Name-Last: Zhang Author-Name: Guobin Wu Author-X-Name-First: Guobin Author-X-Name-Last: Wu Author-Name: Aloke Dey Author-X-Name-First: Aloke Author-X-Name-Last: Dey Title: Construction of some new families of nested orthogonal arrays Abstract: Nested orthogonal arrays have been used in the design of an experimental setup consisting of two experiments, the expensive one of higher accuracy being nested in a larger and relatively less expensive one of lower accuracy. In this paper, we provide new methods for constructing two types of nested orthogonal arrays. Journal: Communications in Statistics - Theory and Methods Pages: 774-779 Issue: 3 Volume: 48 Year: 2019 Month: 2 X-DOI: 10.1080/03610926.2018.1435816 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1435816 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:3:p:774-779 Template-Type: ReDIF-Article 1.0 Author-Name: Xiaojian Xu Author-X-Name-First: Xiaojian Author-X-Name-Last: Xu Author-Name: Mark Krzeminski Author-X-Name-First: Mark Author-X-Name-Last: Krzeminski Title: Optimal designs for accelerated life tests with multiple stress factors and heteroscedasticity Abstract: Accelerated life testing (ALT) provides a means of obtaining data on product lifetime and reliability relatively quickly by subjecting products to higher-than-usual levels of stress factors. We present methods for obtaining optimal designs for multiple-factor ALTs with time censoring and heteroscedasticity in order to estimate percentiles of product life at usage conditions. We assume a Weibull life distribution and log-linear life–stress relationships with non constant shape parameter for the ALT stress factors. The primary optimality criterion is the minimization of the asymptotic variance of maximum likelihood estimator of the percentile estimator at usage stress. We also consider a secondary criterion for our design optimization. The design construction methods are illustrated by two practical examples. Journal: Communications in Statistics - Theory and Methods Pages: 1273-1306 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1317809 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1317809 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1273-1306 Template-Type: ReDIF-Article 1.0 Author-Name: Chun-Shu Chen Author-X-Name-First: Chun-Shu Author-X-Name-Last: Chen Author-Name: Yi-Tsz Huang Author-X-Name-First: Yi-Tsz Author-X-Name-Last: Huang Title: Some characteristics on the selection of spline smoothing parameter Abstract: The smoothing spline method is used to fit a curve to a noisy data set, where selection of the smoothing parameter is essential. An adaptive Cp criterion (Chen and Huang 2011) based on the Stein’s unbiased risk estimate has been proposed to select the smoothing parameter, which not only considers the usual effective degrees of freedom but also takes into account the selection variability. The resulting fitted curve has been shown to be superior and more stable than commonly used selection criteria and possesses the same asymptotic optimality as Cp. In this paper, we further discuss some characteristics on the selection of smoothing parameter, especially for the selection variability. Journal: Communications in Statistics - Theory and Methods Pages: 1307-1317 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1317808 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1317808 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1307-1317 Template-Type: ReDIF-Article 1.0 Author-Name: Rakesh Kumar Author-X-Name-First: Rakesh Author-X-Name-Last: Kumar Author-Name: Sapana Sharma Author-X-Name-First: Sapana Author-X-Name-Last: Sharma Title: Transient analysis of an M/M/c queuing system with balking and retention of reneging customers Abstract: In this paper, we study an infinite capacity multi-server Markovian queuing system with balking and retention of reneging customers. The transient analysis of the model is performed. The probability generating function technique along with Bessel function properties is used to derive the time-dependent state probabilities explicitly. Journal: Communications in Statistics - Theory and Methods Pages: 1318-1327 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1319485 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1319485 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1318-1327 Template-Type: ReDIF-Article 1.0 Author-Name: Betuel Canhanga Author-X-Name-First: Betuel Author-X-Name-Last: Canhanga Author-Name: Anatoliy Malyarenko Author-X-Name-First: Anatoliy Author-X-Name-Last: Malyarenko Author-Name: Ying Ni Author-X-Name-First: Ying Author-X-Name-Last: Ni Author-Name: Milica Rančić Author-X-Name-First: Milica Author-X-Name-Last: Rančić Author-Name: Sergei Silvestrov Author-X-Name-First: Sergei Author-X-Name-Last: Silvestrov Title: Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities Abstract: The celebrated Black–Scholes model made the assumption of constant volatility but empirical studies on implied volatility and asset dynamics motivated the use of stochastic volatilities. Christoffersen in 2009 showed that multi-factor stochastic volatilities models capture the asset dynamics more realistically. Fouque in 2012 used it to price European options. In 2013, Chiarella and Ziveyi considered Christoffersen’s ideas and introduced an asset dynamics where the two volatilities of the Heston type act separately and independently on the asset price, and using Fourier transform for the asset price process and double Laplace transform for the two volatilities processes, solved a pricing problem for American options. This paper considers the Chiarella and Ziveyi model and parameterizes it so that the volatilities revert to the long-run-mean with reversion rates that mimic fast (for example daily) and slow (for example seasonal) random effects. Applying asymptotic expansion method presented by Fouque in 2012, we make an extensive and detailed derivation of the approximation prices for European options. We also present numerical studies on the behavior and accuracy of our first- and second-order asymptotic expansion formulas. Journal: Communications in Statistics - Theory and Methods Pages: 1328-1349 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1318923 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1318923 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1328-1349 Template-Type: ReDIF-Article 1.0 Author-Name: Zhi Li Author-X-Name-First: Zhi Author-X-Name-Last: Li Author-Name: Litan Yan Author-X-Name-First: Litan Author-X-Name-Last: Yan Author-Name: Liping Xu Author-X-Name-First: Liping Author-X-Name-Last: Xu Title: Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise Abstract: In this paper, we introduce a new concept of Poisson Stepanov-like almost automorphy (or Poisson S2-almost automorphy). Under some suitable conditions on the coefficients, we establish the existence and uniqueness of Stepanov-like almost automorphic mild solution to a class of semilinear stochastic differential equations with infinite dimensional Lévy noise. We further discuss the global asymptotic stability of these solution. Finally, we give an example to illustrate the theoretical results obtained in this paper. Journal: Communications in Statistics - Theory and Methods Pages: 1350-1371 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1319482 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1319482 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1350-1371 Template-Type: ReDIF-Article 1.0 Author-Name: Yinghui Dong Author-X-Name-First: Yinghui Author-X-Name-Last: Dong Author-Name: Kam Chuen Yuen Author-X-Name-First: Kam Chuen Author-X-Name-Last: Yuen Author-Name: Guojing Wang Author-X-Name-First: Guojing Author-X-Name-Last: Wang Title: Regime-switching pure jump processes and applications in the valuation of mortality-linked products Abstract: In this paper, we study the pricing of longevity bonds and an insurance contract on multiple lives in a regime-switching market driven by an underlying continuous-time Markov chain. For modeling dependent mortality, we make use of a Markov chain and some shot noise processes with regime switching. By using a martingale method, we give semi-analytical expressions for the price of longevity bonds and the premium of an insurance contract on the kth person to die. Journal: Communications in Statistics - Theory and Methods Pages: 1372-1391 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1319483 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1319483 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1372-1391 Template-Type: ReDIF-Article 1.0 Author-Name: Linqi Yi Author-X-Name-First: Linqi Author-X-Name-Last: Yi Author-Name: Junshan Xie Author-X-Name-First: Junshan Author-X-Name-Last: Xie Title: A high-dimensional likelihood ratio test for circular symmetric covariance structure Abstract: The paper considers a high-dimensional hypothesis test on circular symmetric covariance structure. When both the dimension p and the sample size N tend to infinity with pN→y∈(0,1]$\frac{p}{N}\rightarrow y\in (0,1]$, it proves that under the assumption of Gaussian, the logarithmic likelihood ratio statistic converges in distribution to a Gaussian random variable, and the specific expressions of the mean and the variance are also obtained. The simulations indicate that our high-dimensional likelihood ratio method outperform those of traditional chi-square approximation method and high-dimensional edgeworth expansion method, and it is as effective as the more accurate high-dimensional edgeworth expansion method on analyzing the circular symmetric covariance structure of high-dimensional data. Journal: Communications in Statistics - Theory and Methods Pages: 1392-1402 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1319484 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1319484 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1392-1402 Template-Type: ReDIF-Article 1.0 Author-Name: Ching-Ho Yen Author-X-Name-First: Ching-Ho Author-X-Name-Last: Yen Author-Name: Chia-Hao Chang Author-X-Name-First: Chia-Hao Author-X-Name-Last: Chang Author-Name: Muhammad Aslam Author-X-Name-First: Muhammad Author-X-Name-Last: Aslam Author-Name: Chi-Hyuck Jun Author-X-Name-First: Chi-Hyuck Author-X-Name-Last: Jun Title: Multiple dependent state repetitive sampling plans based on one-sided process capability indices Abstract: In this research, multiple dependent state and repetitive group sampling are used to design a variable sampling plan based on one-sided process capability indices, which consider the quality of the current lot as well as the quality of the preceding lots. The sample size and critical values of the proposed plan are determined by minimizing the average sample number while satisfying the producer's risk and consumer's risk at corresponding quality levels. In addition, comparisons are made with the existing sampling plans [Pearn and Wu (2006a), Yen et al. (2015)] in terms of average sample number and operating characteristic curve. Finally, an example is provided to illustrate the proposed plan. Journal: Communications in Statistics - Theory and Methods Pages: 1403-1412 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321121 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321121 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1403-1412 Template-Type: ReDIF-Article 1.0 Author-Name: Guanghui Li Author-X-Name-First: Guanghui Author-X-Name-Last: Li Author-Name: Chongqi Zhang Author-X-Name-First: Chongqi Author-X-Name-Last: Zhang Title: Random search algorithm for optimal mixture experimental design Abstract: It is well known that it is difficult to obtain an accurate optimal design for a mixture experimental design with complex constraints. In this article, we construct a random search algorithm which can be used to find the optimal design for mixture model with complex constraints. First, we generate an initial set by the Monte-Carlo method, and then run the random search algorithm to get the optimal set of points. After that, we explain the effectiveness of this method by using two examples. Journal: Communications in Statistics - Theory and Methods Pages: 1413-1422 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321122 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321122 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1413-1422 Template-Type: ReDIF-Article 1.0 Author-Name: Liheng Sang Author-X-Name-First: Liheng Author-X-Name-Last: Sang Author-Name: Guangjun Shen Author-X-Name-First: Guangjun Author-X-Name-Last: Shen Author-Name: Qiangqiang Chang Author-X-Name-First: Qiangqiang Author-X-Name-Last: Chang Title: Approximation of fractional Brownian sheet by Wiener integral Abstract: In this paper, we consider an approximation of the fractional Brownian sheet by two parameter wiener integral. We obtain that there exists an unique two parameter wiener integral closest to the fractional Brownian sheet. Journal: Communications in Statistics - Theory and Methods Pages: 1423-1441 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321123 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321123 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1423-1441 Template-Type: ReDIF-Article 1.0 Author-Name: Housila P. Singh Author-X-Name-First: Housila P. Author-X-Name-Last: Singh Author-Name: Surya K. Pal Author-X-Name-First: Surya K. Author-X-Name-Last: Pal Author-Name: Anita Yadav Author-X-Name-First: Anita Author-X-Name-Last: Yadav Title: A study on the chain ratio-ratio-type exponential estimator for finite population variance Abstract: This paper considers the problem of estimating the population variance S2y of the study variable y using the auxiliary information in sample surveys. We have suggested the (i) chain ratio-type estimator (on the lines of Kadilar and Cingi (2003)), (ii) chain ratio-ratio-type exponential estimator and their generalized version [on the lines of Singh and Pal (2015)] and studied their properties under large sample approximation. Conditions are obtained under which the proposed estimators are more efficient than usual unbiased estimator s2y and Isaki (1893) ratio estimator. Improved version of the suggested class of estimators is also given along with its properties. An empirical study is carried out in support of the present study. Journal: Communications in Statistics - Theory and Methods Pages: 1442-1458 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321124 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321124 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1442-1458 Template-Type: ReDIF-Article 1.0 Author-Name: Iryna V. Rozora Author-X-Name-First: Iryna V. Author-X-Name-Last: Rozora Title: Statistical hypothesis testing for the shape of impulse response function Abstract: The problem of estimation of unknown response function of a time-invariant continuous linear system is considered. Integral sample input–output cross-correlogram is taken as an estimator of the response function. The inputs are supposed to be zero-mean stationary Gaussian process. A criterion on the shape of impulse response function is given. For this purpose, we apply a theory of square–Gaussian random processes and estimate the probability that supremum of square–Gaussian process exceeds the level specified by some function. Journal: Communications in Statistics - Theory and Methods Pages: 1459-1474 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321125 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321125 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1459-1474 Template-Type: ReDIF-Article 1.0 Author-Name: Augustus Jayaraj Author-X-Name-First: Augustus Author-X-Name-Last: Jayaraj Author-Name: Stephen A. Sedory Author-X-Name-First: Stephen A. Author-X-Name-Last: Sedory Author-Name: Sarjinder Singh Author-X-Name-First: Sarjinder Author-X-Name-Last: Singh Author-Name: Oluseun Odumade Author-X-Name-First: Oluseun Author-X-Name-Last: Odumade Title: A new estimator of proportion with a linear function using data from two-decks randomized response model Abstract: A new estimator for estimating the proportion of a potentially sensitive attribute in survey sampling has been introduced by solving a linear equation. The proposed estimator has been compared with the estimator proposed by Odumade and Singh (2009) with equal protection to all of the respondents. The asymptotic properties of the proposed estimator are investigated through exact numerical illustrations for different choices of parameters. A non randomized response approach has been suggested. A scope for further research has also been pointed out. Journal: Communications in Statistics - Theory and Methods Pages: 1475-1490 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321764 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321764 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1475-1490 Template-Type: ReDIF-Article 1.0 Author-Name: Piyachart Wiangnak Author-X-Name-First: Piyachart Author-X-Name-Last: Wiangnak Author-Name: Suvra Pal Author-X-Name-First: Suvra Author-X-Name-Last: Pal Title: Gamma lifetimes and associated inference for interval-censored cure rate model with COM–Poisson competing cause Abstract: In this article, we consider a competing cause scenario and assume the wider family of Conway–Maxwell–Poisson (COM–Poisson) distribution to model the number of competing causes. Assuming the type of the data to be interval censored, the main contribution is in developing the steps of the expectation maximization (EM) algorithm to determine the maximum likelihood estimates (MLEs) of the model parameters. A profile likelihood approach within the EM framework is proposed to estimate the COM–Poisson shape parameter. An extensive simulation study is conducted to evaluate the performance of the proposed EM algorithm. Model selection within the wider class of COM–Poisson distribution is carried out using likelihood ratio test and information-based criteria. A study to demonstrate the effect of model mis-specification is also carried out. Finally, the proposed estimation method is applied to a data on smoking cessation and a detailed analysis of the obtained results is presented. Journal: Communications in Statistics - Theory and Methods Pages: 1491-1509 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321769 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321769 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1491-1509 Template-Type: ReDIF-Article 1.0 Author-Name: Deepesh Bhati Author-X-Name-First: Deepesh Author-X-Name-Last: Bhati Author-Name: Savitri Joshi Author-X-Name-First: Savitri Author-X-Name-Last: Joshi Title: Weighted geometric distribution with new characterizations of geometric distribution Abstract: In this article, we derive a new generalized geometric distribution through a weight function, which can also be viewed as a discrete analog of weighted exponential distribution introduced by Gupta and Kundu (2009). We derive some distributional properties like moments, generating functions, hazard function, and infinite divisibility followed by different estimation methods to estimate the parameters. New characterizations of the geometric distribution are presented using the proposed generalized geometric distribution. The superiority of the proposed distribution to other competing models is demonstrated with the help of two real count datasets. Journal: Communications in Statistics - Theory and Methods Pages: 1510-1527 Issue: 6 Volume: 47 Year: 2018 Month: 3 X-DOI: 10.1080/03610926.2017.1321765 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1321765 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:6:p:1510-1527 Template-Type: ReDIF-Article 1.0 Author-Name: Mingxiang Cao Author-X-Name-First: Mingxiang Author-X-Name-Last: Cao Author-Name: Xingzhong Xu Author-X-Name-First: Xingzhong Author-X-Name-Last: Xu Title: Linearly admissible estimators of the common mean parameter under balanced loss function Abstract: Admissibility of linear estimators of the common mean parameter is investigated in the context of a linear model under balanced loss function. Sufficient and necessary conditions for linear estimators to be admissible in classes of homogeneous and non homogeneous linear estimators are obtained, respectively. Journal: Communications in Statistics - Theory and Methods Pages: 8307-8317 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2013.786783 File-URL: http://hdl.handle.net/10.1080/03610926.2013.786783 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8307-8317 Template-Type: ReDIF-Article 1.0 Author-Name: Zong-Feng Qi Author-X-Name-First: Zong-Feng Author-X-Name-Last: Qi Author-Name: Jian-Feng Yang Author-X-Name-First: Jian-Feng Author-X-Name-Last: Yang Author-Name: Yan Liu Author-X-Name-First: Yan Author-X-Name-Last: Liu Author-Name: Min-Qian Liu Author-X-Name-First: Min-Qian Author-X-Name-Last: Liu Title: Construction of nearly uniform designs on irregular regions Abstract: The uniform design is a kind of important experimental design which has great practical value in production and living. Most existing literatures on this topic focus on the construction of uniform designs on regular regions. However, because of the complexity of practical situations, the irregular design region is more common in real life. In this paper, an algorithm is proposed to the construction of nearly uniform designs on irregular regions. The basic idea is to make use of uniform designs on a larger regular region with the irregular region being a subregion. Some theoretical justifications on the proposed algorithm are provided. Both the comparisons with the existing results and a real-life example show that our proposed algorithm is effective. Journal: Communications in Statistics - Theory and Methods Pages: 8318-8327 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179755 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179755 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8318-8327 Template-Type: ReDIF-Article 1.0 Author-Name: Richard Labib Author-X-Name-First: Richard Author-X-Name-Last: Labib Author-Name: Simon de Montigny Author-X-Name-First: Simon Author-X-Name-Last: de Montigny Title: Closed-form evaluation of integrals involving the gamma function Abstract: In this article, we obtain simplified as well as original closed-form expressions for integrals involving the gamma function. These explicit results are found neither in the literature nor using symbolic computation software. Subsequent results follow, giving rise to explicit expressions for integrals involving the error function, with application in order statistics. In particular, these results can be used within the framework of reliability theory. Journal: Communications in Statistics - Theory and Methods Pages: 8328-8342 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179756 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179756 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8328-8342 Template-Type: ReDIF-Article 1.0 Author-Name: Vikas Kumar Author-X-Name-First: Vikas Author-X-Name-Last: Kumar Title: Characterization results based on dynamic Tsallis cumulative residual entropy Abstract: In this article, the concept of cumulative residual entropy (CRE) given by Rao et al. (2004) is extended to Tsallis entropy function and dynamic version, both residual and past of it. We study some properties and characterization results for these generalized measures. In addition, we provide some characterization results of the first-order statistic based on the Tsallis survival entropy. Journal: Communications in Statistics - Theory and Methods Pages: 8343-8354 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179757 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179757 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8343-8354 Template-Type: ReDIF-Article 1.0 Author-Name: Xichao Sun Author-X-Name-First: Xichao Author-X-Name-Last: Sun Author-Name: Litan Yan Author-X-Name-First: Litan Author-X-Name-Last: Yan Title: Weak convergence to a class of multiple stochastic integrals Abstract: Let Q ∈ C((0, 1]1 + m) and let {ξn, j: 1 ⩽ j ⩽ n, n ⩾ 1} be a triangular array of independent zero-mean random variables. In this paper, we show that for every integer m ⩾ 1, the processes Xmn(Q) = {Xnm(t, Q), 0 ⩽ t ⩽ 1}, n ⩾ 1 defined by Xm(n)(t,Q)=∑1≤j1,…,jm≤[nt]j1≠⋯≠jmnm∫j1-1nj1n⋯∫jm-1njmnQ[nt]n,r1,…,rmdr1⋯drm×∏k=1mξn,jk \begin{eqnarray*} \!\!\!\!X^{(n)}_m(t,Q)&=& \sum _{\substack{1\le j_1,\ldots,j_m\le [nt]\\ j_1\ne \cdots \ne j_m}}n^m\left(\int _{\frac{j_1-1}{n}}^{\frac{j_1}{n}}\cdots \int _{\frac{j_m-1}{n}}^{\frac{j_m}{n}} Q\left(\frac{[nt]}{n},r_{1},\ldots,r_m\right)dr_1\cdots dr_m\right)\nonumber\\ \!\!\!\!&&\times\prod \limits_{k=1}^m\xi _{n,j_k} \end{eqnarray*}converges weakly in C[0, 1], as n → ∞, to a multiple Wiener integral under some suitable conditions on the function Q and array {ξn, j}. This convergence includes the approximating characterization of many popular self-similar processes such as fractional Brownian motion, sub-fractional Brownian motion, Rosenblatt process, and more general Hermite processes. Journal: Communications in Statistics - Theory and Methods Pages: 8355-8368 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179758 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179758 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8355-8368 Template-Type: ReDIF-Article 1.0 Author-Name: Abdolreza Sayyareh Author-X-Name-First: Abdolreza Author-X-Name-Last: Sayyareh Title: Non parametric multiple comparisons of non nested rival models Abstract: The practice for testing homogeneity of several rival models is of interest. In this article, we consider a non parametric multiple test for non nested distributions in the context of the model selection. Based on the linear sign rank test, and the known union–intersection principle, we let the magnitude of the data to give a better performance to the test statistic. We consider the sample and the non nested rival models as blocks and treatments, respectively, and introduce the extended Friedman test version to compare with the results of the test based on the linear sign rank test. A real dataset based on the waiting time to earthquake is considered to illustrate the results. Journal: Communications in Statistics - Theory and Methods Pages: 8369-8386 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179759 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179759 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8369-8386 Template-Type: ReDIF-Article 1.0 Author-Name: Qing Wang Author-X-Name-First: Qing Author-X-Name-Last: Wang Title: Extrapolation techniques in U-statistic variance estimation Abstract: This article considers the problem of variance estimation of a U-statistic. Following the proposal of a linearly extrapolated variance estimator in Wang and Chen (2015), we consider a second-order extrapolation technique and devise a variance estimator that is nearly second-order unbiased. Simulation studies confirm that the second-order extrapolated variance estimator has smaller bias than the linearly extrapolated variance estimator and the jackknife variance estimator across a wide selection of distributions. In addition, the proposal also yields a smaller mean squared error than its counterparts. In the end, we discuss the advantages of the proposed variance estimator in regression analysis and model selection. Journal: Communications in Statistics - Theory and Methods Pages: 8387-8400 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179760 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179760 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8387-8400 Template-Type: ReDIF-Article 1.0 Author-Name: Sungwhan Cho Author-X-Name-First: Sungwhan Author-X-Name-Last: Cho Author-Name: Jin Jiang Author-X-Name-First: Jin Author-X-Name-Last: Jiang Title: Change detection in the mean of a white Gaussian process by the backward standardized sum Abstract: A statistical method for detection of a change in the mean of a white Gaussian noise process is developed in this paper. The decision function of the method searches for the maximum of the backward standardized sum in a moving window to detect the change. Statistical properties of the decision function are derived to set the detection threshold. The derivation of the mean delay function and the optimal size of the moving window is also presented. The performance of the proposed method is compared, in terms of the mean delay for the detection, with that of the exponentially weighted moving average (EWMA). The mean delays of the cumulative sum control charts are also compared for benchmarking. The performance comparison is carried out by evaluating the average run length functions and by simulations. The results conclude that the mean detection delay of the proposed method is shorter than that of the standard EWMA for the same Type I error probability. Journal: Communications in Statistics - Theory and Methods Pages: 8401-8418 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179761 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179761 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8401-8418 Template-Type: ReDIF-Article 1.0 Author-Name: Ted Speevak Author-X-Name-First: Ted Author-X-Name-Last: Speevak Title: Inequalities for sums of squares of reranked differences involving ties and missing data Abstract: An inequality for the sum of squares of rank differences associated with Spearman’s rank correlation coefficient, when ties and missing data are present in both rankings, was established numerically in Loukas and Papaioannou (1991). That inequality is improved and generalized. Journal: Communications in Statistics - Theory and Methods Pages: 8419-8429 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179762 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179762 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8419-8429 Template-Type: ReDIF-Article 1.0 Author-Name: Hiroshi Yamada Author-X-Name-First: Hiroshi Author-X-Name-Last: Yamada Title: A small but practically useful modification to the Hodrick–Prescott filtering: A note Abstract: The Hodrick–Prescott (HP) filtering is widely applied to decompose macroeconomic time series, such as real Gross Domestic Product, into cyclical and trend components. This paper presents a small but practically useful modification to this approach. The reason why this modified filtering is of practical use is that it provides not only identical trend estimates as the HP filtering but also extrapolations of the trend. We provide a proof based on a ridge regression representation of the modified HP filtering. This is mainly because it enhances our understanding of the approach. Journal: Communications in Statistics - Theory and Methods Pages: 8430-8434 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1179764 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1179764 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8430-8434 Template-Type: ReDIF-Article 1.0 Author-Name: Shakeel Ahmed Author-X-Name-First: Shakeel Author-X-Name-Last: Ahmed Author-Name: Javid Shabbir Author-X-Name-First: Javid Author-X-Name-Last: Shabbir Author-Name: Sat Gupta Author-X-Name-First: Sat Author-X-Name-Last: Gupta Title: Use of scrambled response model in estimating the finite population mean in presence of non response when coefficient of variation is known Abstract: We propose an estimator for the finite population mean utilizing known coefficient of variation of the study character in case of quantitative sensitive variable considering a randomization mechanism on the second call that provides privacy protection to the respondents to get truthful information. We also propose generalized ratio- and regression-type estimators under two-phase sampling scheme. The conditions under which the proposed estimators are more efficient than the relevant estimators under scrambled response model have been obtained. An empirical study is carried out to evaluate performances of the estimators. Journal: Communications in Statistics - Theory and Methods Pages: 8435-8449 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183782 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183782 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8435-8449 Template-Type: ReDIF-Article 1.0 Author-Name: Abdul Haq Author-X-Name-First: Abdul Author-X-Name-Last: Haq Title: Two-stage cluster sampling with hybrid ranked set sampling in the secondary sampling frame Abstract: In surveys of natural resources in agriculture, ecology, fisheries, forestry, environmental management, etc., cost-effective sampling methods are of major concern. In this paper, we propose a two-stage cluster sampling (TSCS) in integration with the hybrid ranked set sampling (HRSS)—named TSCS-HRSS—in the second stage of sampling for estimating the population mean. The TSCS-HRSS scheme encompasses several existing ranked set sampling (RSS) schemes and may help in selecting a smaller number of units to rank. It is shown both theoretically and numerically that the TSCS-HRSS provides an unbiased estimator of the population mean and it is more precise than the mean estimators based on TSCS with SRS and RSS schemes. An unbiased estimator of the variance of the proposed mean estimator is also derived. A similar trend is observed when studying the impact of imperfect rankings on the performance of the TSCS-HRSS based mean estimator. Journal: Communications in Statistics - Theory and Methods Pages: 8450-8467 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183783 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183783 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8450-8467 Template-Type: ReDIF-Article 1.0 Author-Name: Chanchal Kundu Author-X-Name-First: Chanchal Author-X-Name-Last: Kundu Author-Name: Amit Ghosh Author-X-Name-First: Amit Author-X-Name-Last: Ghosh Title: Inequalities involving expectations of selected functions in reliability theory to characterize distributions Abstract: Recently, authors have studied inequalities involving expectations of selected functions, viz. failure rate, mean residual life, aging intensity function, and log-odds rate which are defined for left truncated random variables in reliability theory to characterize some well-known distributions. However, there has been growing interest in the study of these functions in reversed time (X ⩽ x, instead of X > x) and their applications. In the present work we consider reversed hazard rate, expected inactivity time, and reversed aging intensity function to deal with right truncated random variables and characterize a few statistical distributions. Journal: Communications in Statistics - Theory and Methods Pages: 8468-8478 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183784 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183784 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8468-8478 Template-Type: ReDIF-Article 1.0 Author-Name: Junshan Xie Author-X-Name-First: Junshan Author-X-Name-Last: Xie Author-Name: Nannan Xiao Author-X-Name-First: Nannan Author-X-Name-Last: Xiao Title: The likelihood ratio test for high-dimensional linear regression model Abstract: The paper considers a significance test of regression variables in the high-dimensional linear regression model when the dimension of the regression variables p, together with the sample size n, tends to infinity. Under two sightly different cases, we proved that the likelihood ratio test statistic will converge in distribution to a Gaussian random variable, and the explicit expressions of the asymptotical mean and covariance are also obtained. The simulations demonstrate that our high-dimensional likelihood ratio test method outperforms those using the traditional methods in analyzing high-dimensional data. Journal: Communications in Statistics - Theory and Methods Pages: 8479-8492 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183785 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183785 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8479-8492 Template-Type: ReDIF-Article 1.0 Author-Name: Jin Zhang Author-X-Name-First: Jin Author-X-Name-Last: Zhang Title: On the independence of linear and quadratic forms in normal variates Abstract: The independence of linear and quadratic forms in normal variates is very important in linear models and multivariate analysis, especially for the independence of quadratic forms. However, associated proofs in the early literature are incorrect, incomplete, or misleading. In this article, we provide simple and elegant proofs for some extended results. Journal: Communications in Statistics - Theory and Methods Pages: 8493-8496 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183786 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183786 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8493-8496 Template-Type: ReDIF-Article 1.0 Author-Name: Tian-Fang Zhang Author-X-Name-First: Tian-Fang Author-X-Name-Last: Zhang Author-Name: Zhi-Ming Li Author-X-Name-First: Zhi-Ming Author-X-Name-Last: Li Author-Name: Jian-Feng Yang Author-X-Name-First: Jian-Feng Author-X-Name-Last: Yang Author-Name: Run-Chu Zhang Author-X-Name-First: Run-Chu Author-X-Name-Last: Zhang Title: Construction of some mixed two- and four-level regular designs with GMC criterion Abstract: General minimum lower-order confounding (GMC) criterion is to choose optimal designs, which are based on the aliased effect-number pattern (AENP). The AENP and GMC criterion have been developed to form GMC theory. Zhang et al. (2015) introduced GMC 2n4m criterion for choosing optimal designs and constructed all GMC 2n41 designs with N/4 + 1 ⩽ n + 2 ⩽ 5N/16. In this article, we analyze the properties of 2n41 designs and construct GMC 2n41 designs with 5N/16 + 1 ⩽ n + 2 < N − 1, where n and N are, respectively, the numbers of two-level factors and runs. Further, GMC 2n41 designs with 16-run, 32-run are tabulated. Journal: Communications in Statistics - Theory and Methods Pages: 8497-8509 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183787 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183787 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8497-8509 Template-Type: ReDIF-Article 1.0 Author-Name: Kirandeep Kaur Author-X-Name-First: Kirandeep Author-X-Name-Last: Kaur Author-Name: Umme Afifa Author-X-Name-First: Umme Author-X-Name-Last: Afifa Title: Testing Wagner's Law in India: A cointegration and causality analysis Abstract: The present study empirically analyzes the validity of Wagner's Law for Indian economy. With the use of annual time series data from 1970–71 to 2013–14, all the six versions of Wagner's Law have been analyzed to test the relationship between government expenditure and gross domestic product. Wagner's Law states that the economic growth is the causative factor of the growth of the public expenditure. The study applied the unit root test and cointegration test to find the long-run relationship between government expenditure and gross domestic product. The present study employed the various econometric techniques such as unit root test, cointegration, and causality analysis for empirical analysis. The empirical analysis under study inferred mixed results of Wagner's Law for Indian economy, where four versions, namely Peacock, Gupta, Guffman, and Musgrave, found valid for Indian economy. The study concluded that the Wagner's Law is valid for the Indian economy except the Pryor and Mann Versions of the Wagner's Law. Journal: Communications in Statistics - Theory and Methods Pages: 8510-8520 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183788 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183788 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8510-8520 Template-Type: ReDIF-Article 1.0 Author-Name: M. Qamarul Islam Author-X-Name-First: M. Qamarul Author-X-Name-Last: Islam Title: Estimation and hypothesis testing in multivariate linear regression models under non normality Abstract: This paper discusses the problem of statistical inference in multivariate linear regression models when the errors involved are non normally distributed. We consider multivariate t-distribution, a fat-tailed distribution, for the errors as alternative to normal distribution. Such non normality is commonly observed in working with many data sets, e.g., financial data that are usually having excess kurtosis. This distribution has a number of applications in many other areas of research as well. We use modified maximum likelihood estimation method that provides the estimator, called modified maximum likelihood estimator (MMLE), in closed form. These estimators are shown to be unbiased, efficient, and robust as compared to the widely used least square estimators (LSEs). Also, the tests based upon MMLEs are found to be more powerful than the similar tests based upon LSEs. Journal: Communications in Statistics - Theory and Methods Pages: 8521-8543 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183789 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183789 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8521-8543 Template-Type: ReDIF-Article 1.0 Author-Name: Ming Ha Lee Author-X-Name-First: Ming Ha Author-X-Name-Last: Lee Author-Name: Michael B. C. Khoo Author-X-Name-First: Michael B. C. Author-X-Name-Last: Khoo Title: Optimal design of synthetic np control chart based on median run length Abstract: The synthetic np chart is a combination of the np sub-chart and the conforming run length sub-chart. A procedure for the optimal design of the synthetic np chart is provided by minimizing the out-of-control median run length (MRL). The comparative results show that the synthetic np chart performs better than the corresponding standard np chart for detecting process shifts in the fraction non conforming, in terms of the MRL. An example is given to illustrate the operation of the synthetic np chart. Journal: Communications in Statistics - Theory and Methods Pages: 8544-8556 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1183790 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1183790 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8544-8556 Template-Type: ReDIF-Article 1.0 Author-Name: Nengxiang Ling Author-X-Name-First: Nengxiang Author-X-Name-Last: Ling Author-Name: Yang Liu Author-X-Name-First: Yang Author-X-Name-Last: Liu Title: The kernel regression estimation for randomly censored functional stationary ergodic data Abstract: In this paper, we investigate the asymptotic properties of the kernel estimator for non parametric regression operator when the functional stationary ergodic data with randomly censorship are considered. More precisely, we introduce the kernel-type estimator of the non parametric regression operator with the responses randomly censored and obtain the almost surely convergence with rate as well as the asymptotic normality of the estimator. As an application, the asymptotic (1 − ζ) confidence interval of the regression operator is also presented (0 < ζ < 1). Finally, the simulation study is carried out to show the finite-sample performances of the estimator. Journal: Communications in Statistics - Theory and Methods Pages: 8557-8574 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1185117 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1185117 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8557-8574 Template-Type: ReDIF-Article 1.0 Author-Name: Jun-mo Nam Author-X-Name-First: Jun-mo Author-X-Name-Last: Nam Author-Name: Deukwoo Kwon Author-X-Name-First: Deukwoo Author-X-Name-Last: Kwon Title: Inference on the ratio of two coefficients of variation of two lognormal distributions Abstract: The coefficient of variation (CV) can be used as an index of reliability of measurement. The lognormal distribution has been applied to fit data in many fields. We developed approximate interval estimation of the ratio of two coefficients of variation (CsV) for lognormal distributions by using the Wald-type, Fieller-type, log methods, and method of variance estimates recovery (MOVER). The simulation studies show that empirical coverage rates of the methods are satisfactorily close to a nominal coverage rate for medium sample sizes. Journal: Communications in Statistics - Theory and Methods Pages: 8575-8587 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1185118 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1185118 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8575-8587 Template-Type: ReDIF-Article 1.0 Author-Name: Takeshi Kurosawa Author-X-Name-First: Takeshi Author-X-Name-Last: Kurosawa Author-Name: Kohei Noguchi Author-X-Name-First: Kohei Author-X-Name-Last: Noguchi Author-Name: Fumiaki Honda Author-X-Name-First: Fumiaki Author-X-Name-Last: Honda Title: Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model Abstract: In this paper, we consider an estimation for the unknown parameters of a conditional Gaussian MA(1) model. In the majority of cases, a maximum-likelihood estimator is chosen because the estimator is consistent. However, for small sample sizes the error is large, because the estimator has a bias of O(n− 1). Therefore, we provide a bias of O(n− 1) for the maximum-likelihood estimator for the conditional Gaussian MA(1) model. Moreover, we propose new estimators for the unknown parameters of the conditional Gaussian MA(1) model based on the bias of O(n− 1). We investigate the properties of the bias, as well as the asymptotical variance of the maximum-likelihood estimators for the unknown parameters, by performing some simulations. Finally, we demonstrate the validity of the new estimators through this simulation study. Journal: Communications in Statistics - Theory and Methods Pages: 8588-8602 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1185119 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1185119 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8588-8602 Template-Type: ReDIF-Article 1.0 Author-Name: N. Shinozaki Author-X-Name-First: N. Author-X-Name-Last: Shinozaki Author-Name: T. Iida Author-X-Name-First: T. Author-X-Name-Last: Iida Title: A variable selection method for detecting abnormality based on the T2 test Abstract: This paper proposes a variable selection method for detecting abnormal items based on the T2 test when the observations on abnormal items are available. Based on the unbiased estimates of the powers for all subsets of variables, the variable selection method selects the subset of variables that maximizes the power estimate. Since more than one subsets of variables maximize the power estimate frequently, the averaged p-value of the rejected items is used as a second criterion. Although the performance of the method depends on the sample size for the abnormal items and the true power values for all subsets of variables, numerical experiments show the effectiveness of the proposed method. Since normal and abnormal items are simulated using one-factor and two-factor models, basic properties of the power functions for the models are investigated. Journal: Communications in Statistics - Theory and Methods Pages: 8603-8617 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1185120 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1185120 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8603-8617 Template-Type: ReDIF-Article 1.0 Author-Name: Conghua Cheng Author-X-Name-First: Conghua Author-X-Name-Last: Cheng Author-Name: Zhi Liu Author-X-Name-First: Zhi Author-X-Name-Last: Liu Author-Name: Yi Wan Author-X-Name-First: Yi Author-X-Name-Last: Wan Title: Empirical likelihood for compound Poisson processes under infinite second moment Abstract: The compound Poisson process SN(t)=∑j=1N(t)Xj$S_{N(t)}=\sum \nolimits _{j=1}^{N(t)}X_j$ has been widely used in many fields, for example, physics, engineering, finance, and so on. Regarding the process, the average number, namely t− 1E[SN(t)] = λμ, attracts lots of interests. In this article, we derive the limiting behavior of the log empirical likelihood ratio statistic for λμ when the population is in the domain of attraction of normal law. The simulation studies confirm the theoretical result. Journal: Communications in Statistics - Theory and Methods Pages: 8618-8627 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1185122 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1185122 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8618-8627 Template-Type: ReDIF-Article 1.0 Author-Name: Holly Carley Author-X-Name-First: Holly Author-X-Name-Last: Carley Title: Examples of doubly stochastic measures supported on the graphs of two functions Abstract: A doubly stochastic measure (DSM) is a measure μ on the unit square so that μ([0, 1] × A) = μ(A × [0, 1]) = m(A) where m is Lebesgue measure. The set of DSMs forms a convex set in the space of measures. It is known that DSMs supported on the union of two graphs of invertible functions are extreme points of that convex set (Seethoff and Shiflett, 1977/78). In general, there are few examples of extreme points in the literature. There are examples of so-called hairpins where the functions involved are inverses of each other, but there are also examples of the union of the graphs of a function and its inverse does not support a DSM (Sherwood and Taylor, 1988). In this paper, for a function f in a certain class, we find companion functions g so that the union of the graphs of f and g support a DSM even though the union of the graphs of f and f-inverse do not. Journal: Communications in Statistics - Theory and Methods Pages: 8628-8630 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1186189 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1186189 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8628-8630 Template-Type: ReDIF-Article 1.0 Author-Name: Ernesto J. Veres-Ferrer Author-X-Name-First: Ernesto J. Author-X-Name-Last: Veres-Ferrer Author-Name: Jose M. Pavía Author-X-Name-First: Jose M. Author-X-Name-Last: Pavía Title: Elasticity function of a discrete random variable and its properties Abstract: Elasticity (or elasticity function) is a new concept that allows us to characterize the probability distribution of any random variable in the same way as characteristic functions and hazard and reverse hazard functions do. Initially defined for continuous variables, it was necessary to extend the definition of elasticity and study its properties in the case of discrete variables. A first attempt to define discrete elasticity is seen in Veres-Ferrer and Pavía (2014a). This paper develops this definition and makes a comparative study of its properties, relating them to the properties shown by discrete hazard and reverse hazard, as both defined in Chechile (2011). Similar to continuous elasticity, one of the most interesting properties of discrete elasticity focuses on the rate of change that this undergoes throughout its support. This paper centers on the study of the rate of change and develops a set of properties that allows us to carry out a detailed analysis. Finally, it addresses the calculation of the elasticity for the resulting variable obtained from discretizing a continuous random variable, distinguishing whether its domain is in real positives or negatives. Journal: Communications in Statistics - Theory and Methods Pages: 8631-8646 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1186190 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1186190 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8631-8646 Template-Type: ReDIF-Article 1.0 Author-Name: Qingqing Ye Author-X-Name-First: Qingqing Author-X-Name-Last: Ye Author-Name: Liwei Liu Author-X-Name-First: Liwei Author-X-Name-Last: Liu Title: Performance analysis of queue with two-stage vacation policy Abstract: In this paper, we investigate an M/M/1 queue with a two-stage vacation policy which comprises of single working vacation and single vacation. Using the matrix-analytic method, we obtain the distribution of stationary system size, and then the decomposition structures of the stationary system size and the sojourn time are demonstrated. Furthermore, we study the waiting time by first-passage time analysis. Meanwhile, the busy-cycle analysis is provided by the limiting theorem of alternative renewal process. Finally, several numerical examples are presented in the paper. Journal: Communications in Statistics - Theory and Methods Pages: 8647-8665 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1186191 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1186191 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8647-8665 Template-Type: ReDIF-Article 1.0 Author-Name: Gopinath Panda Author-X-Name-First: Gopinath Author-X-Name-Last: Panda Author-Name: A. D. Banik Author-X-Name-First: A. D. Author-X-Name-Last: Banik Author-Name: M. L. Chaudhry Author-X-Name-First: M. L. Author-X-Name-Last: Chaudhry Title: Stationary distributions of the R[X]/R/1 cross-correlated queue Abstract: We consider an infinite buffer single server queue wherein batch interarrival and service times are correlated having a bivariate mixture of rational (R) distributions, where R denotes the class of distributions with rational Laplace–Stieltjes transform (LST), i.e., ratio of a polynomial of degree at most n to a polynomial of degree n. The LST of actual waiting time distribution has been obtained using Wiener–Hopf factorization of the characteristic equation. The virtual waiting time, idle period (actual and virtual) distributions, as well as inter-departure time distribution between two successive customers have been presented. We derive an approximate stationary queue-length distribution at different time epochs using the Markovian assumption of the service time distribution. We also derive the exact steady-state queue-length distribution at an arbitrary epoch using distributional form of Little’s law. Finally, some numerical results have been presented in the form of tables and figures. Journal: Communications in Statistics - Theory and Methods Pages: 8666-8689 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1186192 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1186192 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8666-8689 Template-Type: ReDIF-Article 1.0 Author-Name: Xing Wu Author-X-Name-First: Xing Author-X-Name-Last: Wu Author-Name: Tian Liu Author-X-Name-First: Tian Author-X-Name-Last: Liu Title: Estimation and testing for semiparametric mixtures of partially linear models Abstract: In this paper, we study the estimation and inference for a class of semiparametric mixtures of partially linear models. We prove that the proposed models are identifiable under mild conditions, and then give a PL–EM algorithm estimation procedure based on profile likelihood. The asymptotic properties for the resulting estimators and the ascent property of the PL–EM algorithm are investigated. Furthermore, we develop a test statistic for testing whether the non parametric component has a linear structure. Monte Carlo simulations and a real data application highlight the interest of the proposed procedures. Journal: Communications in Statistics - Theory and Methods Pages: 8690-8705 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1189569 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1189569 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8690-8705 Template-Type: ReDIF-Article 1.0 Author-Name: Jing Sun Author-X-Name-First: Jing Author-X-Name-Last: Sun Title: Weighted quantile average estimation for general linear models with missing covariates Abstract: We develop a weighted quantile average estimation technique for general linear models with missing covariates. The proposed method is based on optimally combining information over different quantiles via multiple quantile regressions. We establish asymptotic normality of the weighted quantile average estimators when selection probabilities are known, estimated non parametrically and estimated parametrically, respectively. Moreover, we compute optimal weights by minimizing asymptotic variance and then obtain the corresponding optimal weighted quantile average estimates, whose asymptotic variance approaches the Crame´$\rm \acute{e}$r–Rao lower bound under appropriate conditions. Numerical studies and a real data analysis are conducted to investigate the finite sample performance of the proposed method. Journal: Communications in Statistics - Theory and Methods Pages: 8706-8722 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1189570 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1189570 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8706-8722 Template-Type: ReDIF-Article 1.0 Author-Name: Rahman Farnoosh Author-X-Name-First: Rahman Author-X-Name-Last: Farnoosh Author-Name: Mahmood Parsamanesh Author-X-Name-First: Mahmood Author-X-Name-Last: Parsamanesh Title: Stochastic differential equation systems for an SIS epidemic model with vaccination and immigration Abstract: Two Itô stochastic differential equation (SDE) systems are constructed for a Susceptible-Infected-Susceptible epidemic model with temporary vaccination. A constant number of new members enter the population and total size of the population is variable. Some conditions for disease extinction in the stochastic models are established and compared with conditions in deterministic one. It is shown that the two stochastic models are equivalent in the sense that their solutions come from same distribution. In addition, the SDE models are simulated and the equivalence of the two stochastic models is confirmed by numerical examples. The probability distribution for extinction is also obtained numerically, provided there exists a probability for disease persistence whereas the expected duration of epidemic is acquired when extinction occurs with probability 1. Journal: Communications in Statistics - Theory and Methods Pages: 8723-8736 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1189571 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1189571 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8723-8736 Template-Type: ReDIF-Article 1.0 Author-Name: J. Vasantha Kumari Author-X-Name-First: J. Vasantha Author-X-Name-Last: Kumari Author-Name: R. Vasudeva Author-X-Name-First: R. Author-X-Name-Last: Vasudeva Author-Name: S. Ravi Author-X-Name-First: S. Author-X-Name-Last: Ravi Title: On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution Abstract: In this article, we show that linearly normalized partial maxima of random observations from a three-parameter lognormal distribution converges weakly to a Gumbel distribution and establish a strong convergence theorem. We also discuss the asymptotic behavior of the number of near-maxima and sum of near-maxima random variables. Journal: Communications in Statistics - Theory and Methods Pages: 8737-8747 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1189572 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1189572 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8737-8747 Template-Type: ReDIF-Article 1.0 Author-Name: Drago Špoljarić Author-X-Name-First: Drago Author-X-Name-Last: Špoljarić Author-Name: Ivo Ugrina Author-X-Name-First: Ivo Author-X-Name-Last: Ugrina Title: Limiting distribution of the number of clumps of palindromes in DNA Abstract: An important aspect in the analysis of long DNA sequences is to identify whether palindromes are over- or under-represented. The essential step in that direction is the analysis of the limiting distribution of the number of clumps of palindromes where clump is defined as the overlapping occurrence of palindromes. Using the Chen–Stein method, it is shown in this paper that the limiting distribution, under suitable conditions and a type of heterogeneous sequence, is the Poisson distribution. Moreover, error bounds and the rate of convergence are derived in terms of total variation distance between two probability distributions. Journal: Communications in Statistics - Theory and Methods Pages: 8748-8759 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1189573 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1189573 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8748-8759 Template-Type: ReDIF-Article 1.0 Author-Name: Indranil Ghosh Author-X-Name-First: Indranil Author-X-Name-Last: Ghosh Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: On the Bayesian inference of Kumaraswamy distributions based on censored samples Abstract: In this article we discuss Bayesian estimation of Kumaraswamy distributions based on three different types of censored samples. We obtain Bayes estimates of the model parameters using two different types of loss functions (LINEX and Quadratic) under each censoring scheme (left censoring, singly type-II censoring, and doubly type-II censoring) using Monte Carlo simulation study with posterior risk plots for each different choices of the model parameters. Also, detailed discussion regarding elicitation of the hyperparameters under the dependent prior setup is discussed. If one of the shape parameters is known then closed form expressions of the Bayes estimates corresponding to posterior risk under both the loss functions are available. To provide the efficacy of the proposed method, a simulation study is conducted and the performance of the estimation is quite interesting. For illustrative purpose, real-life data are considered. Journal: Communications in Statistics - Theory and Methods Pages: 8760-8777 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1193197 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1193197 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8760-8777 Template-Type: ReDIF-Article 1.0 Author-Name: C. Satheesh Kumar Author-X-Name-First: C. Satheesh Author-X-Name-Last: Kumar Author-Name: S. H. S. Dharmaja Author-X-Name-First: S. H. S. Author-X-Name-Last: Dharmaja Title: The exponentiated reduced Kies distribution: Properties and applications Abstract: Here we consider an exponentiated version of the reduced Kies distribution and discuss some of its properties. The parameters of the distribution are estimated by the method of maximum likelihood and illustrated with the help of certain real-life data sets. Asymptotic behavior of the maximum likelihood estimators of the parameters of the distribution is also studied by using certain simulated data sets. Journal: Communications in Statistics - Theory and Methods Pages: 8778-8790 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1193199 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1193199 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8778-8790 Template-Type: ReDIF-Article 1.0 Author-Name: Guoping Zeng Author-X-Name-First: Guoping Author-X-Name-Last: Zeng Title: Invariant properties of logistic regression model in credit scoring under monotonic transformations Abstract: Monotonic transformations of explanatory continuous variables are often used to improve the fit of the logistic regression model to the data. However, no analytic studies have been done to study the impact of such transformations. In this paper, we study invariant properties of the logistic regression model under monotonic transformations. We prove that the maximum likelihood estimates, information value, mutual information, Kolmogorov–Smirnov (KS) statistics, and lift table are all invariant under certain monotonic transformations. Journal: Communications in Statistics - Theory and Methods Pages: 8791-8807 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1193200 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1193200 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8791-8807 Template-Type: ReDIF-Article 1.0 Author-Name: Guoqing Yang Author-X-Name-First: Guoqing Author-X-Name-Last: Yang Author-Name: Weiguo Yang Author-X-Name-First: Weiguo Author-X-Name-Last: Yang Author-Name: Xiaotai Wu Author-X-Name-First: Xiaotai Author-X-Name-Last: Wu Title: The strong laws of large numbers for countable non homogeneous hidden Markov models Abstract: In this article, we are going to study the strong laws of large numbers for countable non homogeneous hidden Markov models. First, we introduce the notion of countable non homogeneous hidden Markov models. Then, we obtain some properties for those Markov models. Finally, we establish two strong laws of large numbers for countable non homogeneous hidden Markov models. As corollaries, we obtain some known results of strong laws of large numbers for finite non homogeneous Markov chains. Journal: Communications in Statistics - Theory and Methods Pages: 8808-8819 Issue: 17 Volume: 46 Year: 2017 Month: 9 X-DOI: 10.1080/03610926.2016.1193203 File-URL: http://hdl.handle.net/10.1080/03610926.2016.1193203 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8808-8819 Template-Type: ReDIF-Article 1.0 Author-Name: Junlong Zhao Author-X-Name-First: Junlong Author-X-Name-Last: Zhao Author-Name: Xiuli Zhao Author-X-Name-First: Xiuli Author-X-Name-Last: Zhao Title: Dimension reduction boosting Abstract: L2Boosting is an effective method for constructing model. In the case of high-dimensional setting, Bühlmann and Yu (2003) proposed the componentwise L2Boosting, but componentwise L2Boosting can only fit a special limited model. In this paper, by combining a boosting and sufficient dimension reduction method, e.g., sliced inverse regression (SIR), we propose a new method for regression, called dimension reduction boosting (DRBoosting). Compared with L2Boosting, the computation of DRBoosting is less intensive and its prediction is better, especially for high-dimensional data. Simulations confirm the advantage of the new method. Journal: Communications in Statistics - Theory and Methods Pages: 4151-4162 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1079637 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1079637 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4151-4162 Template-Type: ReDIF-Article 1.0 Author-Name: Amarjit Kundu Author-X-Name-First: Amarjit Author-X-Name-Last: Kundu Author-Name: Chanchal Kundu Author-X-Name-First: Chanchal Author-X-Name-Last: Kundu Title: Bivariate extension of (dynamic) cumulative past entropy Abstract: Recently, the concept of cumulative residual entropy (CRE) has been studied by many researchers in higher dimensions. In this article, we extend the definition of (dynamic) cumulative past entropy (DCPE), a dual measure of (dynamic) CRE, to bivariate setup and obtain some of its properties including bounds. We also look into the problem of extending DCPE for conditionally specified models. Several properties, including monotonicity, and bounds of DCPE are obtained for conditional distributions. It is shown that the proposed measure uniquely determines the distribution function. Moreover, we also propose a stochastic order based on this measure. Journal: Communications in Statistics - Theory and Methods Pages: 4163-4180 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1080838 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1080838 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4163-4180 Template-Type: ReDIF-Article 1.0 Author-Name: Maddalena Cavicchioli Author-X-Name-First: Maddalena Author-X-Name-Last: Cavicchioli Title: Third and fourth moments of vector autoregressions with regime switching Abstract: We derive matrix formulae in closed form for the unconditional third and fourth moments of a broad class of vector autoregressive time series with regime switching. First and second moments are well known. New measures of multivariate skewness and kurtosis are introduced and basic properties are investigated. The knowledge of series level, variation, co-movements, skewness, and kurtosis is useful to support model interpretation in real data application. Numerical examples complete the paper. Journal: Communications in Statistics - Theory and Methods Pages: 4181-4194 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1080840 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1080840 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4181-4194 Template-Type: ReDIF-Article 1.0 Author-Name: Gauss M. Cordeiro Author-X-Name-First: Gauss M. Author-X-Name-Last: Cordeiro Author-Name: Morad Alizadeh Author-X-Name-First: Morad Author-X-Name-Last: Alizadeh Author-Name: Rodrigo R. Pescim Author-X-Name-First: Rodrigo R. Author-X-Name-Last: Pescim Author-Name: Edwin M. M. Ortega Author-X-Name-First: Edwin M. M. Author-X-Name-Last: Ortega Title: The odd log-logistic generalized half-normal lifetime distribution: Properties and applications Abstract: Cooray and Ananda (2008) pioneered a lifetime model commonly used in reliability studies. Based on this distribution, we propose a new model called the odd log-logistic generalized half-normal distribution for describing fatigue lifetime data. Various of its structural properties are derived. We discuss the method of maximum likelihood to fit the model parameters. For different parameter settings and sample sizes, some simulation studies compare the performance of the new lifetime model. It can be very useful, and its superiority is illustrated by means of a real dataset. Journal: Communications in Statistics - Theory and Methods Pages: 4195-4214 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1080841 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1080841 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4195-4214 Template-Type: ReDIF-Article 1.0 Author-Name: Min Yuan Author-X-Name-First: Min Author-X-Name-Last: Yuan Author-Name: Laisheng Wei Author-X-Name-First: Laisheng Author-X-Name-Last: Wei Title: Two-sided empirical Bayes test for location parameter in the gamma distribution Abstract: We construct a two-sided empirical Bayes (EB) test for the location parameter in the gamma distribution by non parametric method. Under some mild conditions, we proved that the EB test is asymptotically optimal with the rate of the order O(n-δs2s+1)$O(n^{-\frac{\delta s}{2s+1}})$, where 1/2 ⩽ δ<; 1 and s>; 1 is a given natural number. Journal: Communications in Statistics - Theory and Methods Pages: 4215-4225 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1080842 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1080842 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4215-4225 Template-Type: ReDIF-Article 1.0 Author-Name: Narayanaswamy Balakrishnan Author-X-Name-First: Narayanaswamy Author-X-Name-Last: Balakrishnan Author-Name: Hong Qin Author-X-Name-First: Hong Author-X-Name-Last: Qin Author-Name: Kashinath Chatterjee Author-X-Name-First: Kashinath Author-X-Name-Last: Chatterjee Title: Multivariate Bayesian U-type asymmetric designs for non parametric response surface prediction under correlated errors Abstract: The objective of this paper is to study U-type designs for Bayesian non parametric response surface prediction under correlated errors. The asymptotic Bayes criterion is developed in terms of the asymptotic approach of Mitchell et al. (1994) for a more general covariance kernel proposed by Chatterjee and Qin (2011). A relationship between the asymptotic Bayes criterion and other criteria, such as orthogonality and aberration, is then developed. A lower bound for the criterion is also obtained, and numerical results show that this lower bound is tight. The established results generalize those of Yue et al. (2011) from symmetrical case to asymmetrical U-type designs. Journal: Communications in Statistics - Theory and Methods Pages: 4226-4239 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1080843 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1080843 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4226-4239 Template-Type: ReDIF-Article 1.0 Author-Name: Nripes Kumar Mandal Author-X-Name-First: Nripes Kumar Author-X-Name-Last: Mandal Author-Name: Manisha Pal Author-X-Name-First: Manisha Author-X-Name-Last: Pal Title: Optimum mixture designs in some constrained experimental regions Abstract: In a mixture experiment, the response depends on the mixing proportions of the components present in the mixture. Optimum designs are available for the estimation of parameters of the models proposed in such situations. However, these designs are found to include the vertex points of the simplex Ξ defining the experimental region, which are not mixtures in the true sense. Recently, Mandal et al. (2015) derived optimum designs when the experiment is confined to an ellipsoidal region within Ξ, which does not include the vertices of Ξ. In this paper, an attempt has been made to find optimum designs when the experimental region is a simplex or is cuboidal inside Ξ and does not contain the extreme points. Journal: Communications in Statistics - Theory and Methods Pages: 4240-4249 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1080844 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1080844 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4240-4249 Template-Type: ReDIF-Article 1.0 Author-Name: Michiel B. De Kock Author-X-Name-First: Michiel B. Author-X-Name-Last: De Kock Author-Name: Hans C. Eggers Author-X-Name-First: Hans C. Author-X-Name-Last: Eggers Title: Bayesian variable selection with spherically symmetric priors Abstract: We propose that Bayesian variable selection for linear parametrizations with Gaussian iid likelihoods should be based on the spherical symmetry of the diagonalized parameter space. Our r-prior results in closed forms for the evidence for four examples, including the hyper-g prior and the Zellner–Siow prior, which are shown to be special cases. Scenarios of a single-variable dispersion parameter and of fixed dispersion are studied, and asymptotic forms comparable to the traditional information criteria are derived. A simulation exercise shows that model comparison based on our r-prior gives good results comparable to or better than current model comparison schemes. Journal: Communications in Statistics - Theory and Methods Pages: 4250-4263 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1081945 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1081945 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4250-4263 Template-Type: ReDIF-Article 1.0 Author-Name: Yuri A. Iriarte Author-X-Name-First: Yuri A. Author-X-Name-Last: Iriarte Author-Name: Juan M. Astorga Author-X-Name-First: Juan M. Author-X-Name-Last: Astorga Author-Name: Heleno Bolfarine Author-X-Name-First: Heleno Author-X-Name-Last: Bolfarine Author-Name: Héctor W. Gómez Author-X-Name-First: Héctor W. Author-X-Name-Last: Gómez Title: Gamma-Maxwell distribution Abstract: A new two-parameter distribution, the gamma-Maxwell distribution, isproposed and studied. We generate the new distribution using the gamma-G generator of distributions. The proposal distribution can be seen as an extension of the Maxwell distribution with more flexibility in terms of the distribution asymmetry and kurtosis. We study some probability properties, discuss maximum-likelihood estimation and present a real data application indicating that the new distribution can improve the ordinary Maxwell distribution in fitting real data. Journal: Communications in Statistics - Theory and Methods Pages: 4264-4274 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1081946 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1081946 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4264-4274 Template-Type: ReDIF-Article 1.0 Author-Name: Roberto Fontana Author-X-Name-First: Roberto Author-X-Name-Last: Fontana Title: Generalized minimum aberration mixed-level orthogonal arrays: A general approach based on sequential integer quadratically constrained quadratic programming Abstract: Orthogonal fractional factorial designs and in particular orthogonal arrays (OAs) are frequently used in many fields of application, including medicine, engineering, and agriculture. In this article, we present a methodology and an algorithm to find an OA, of given size and strength, which satisfies the generalized minimum aberration criterion. The methodology is based on the joint use of polynomial counting functions, complex coding of levels, and algorithms for quadratic optimization and puts no restriction on the number of levels of each factor. Journal: Communications in Statistics - Theory and Methods Pages: 4275-4284 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1081947 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1081947 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4275-4284 Template-Type: ReDIF-Article 1.0 Author-Name: Shimin Zheng Author-X-Name-First: Shimin Author-X-Name-Last: Zheng Author-Name: Eunice Mogusu Author-X-Name-First: Eunice Author-X-Name-Last: Mogusu Author-Name: Sreenivas P. Veeranki Author-X-Name-First: Sreenivas P. Author-X-Name-Last: Veeranki Author-Name: Megan Quinn Author-X-Name-First: Megan Author-X-Name-Last: Quinn Author-Name: Yan Cao Author-X-Name-First: Yan Author-X-Name-Last: Cao Title: The relationship between the mean, median, and mode with grouped data Abstract: It is widely believed that the median is “usually” between the mean and the mode for skewed unimodal distributions. However, this inequality is not always true, especially with grouped data. Unavailability of complete raw data further necessitates the importance of evaluating this characteristic in grouped data. There is a gap in the current statistical literature on assessing mean–median–mode inequality for grouped data. The study aims to evaluate the relationship between the mean, median, and mode with unimodal grouped data; derive conditions for their inequalities; and present their application. Journal: Communications in Statistics - Theory and Methods Pages: 4285-4295 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1081948 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1081948 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4285-4295 Template-Type: ReDIF-Article 1.0 Author-Name: Vahid Nekoukhou Author-X-Name-First: Vahid Author-X-Name-Last: Nekoukhou Author-Name: Hamid Bidram Author-X-Name-First: Hamid Author-X-Name-Last: Bidram Title: A new generalization of the Weibull-geometric distribution with bathtub failure rate Abstract: In this paper, the researchers attempt to introduce a new generalization of the Weibull-geometric distribution. The failure rate function of the new model is found to be increasing, decreasing, upside-down bathtub, and bathtub-shaped. The researchers obtained the new model by compounding Weibull distribution and discrete generalized exponential distribution of a second type, which is a generalization of the geometric distribution. The new introduced model contains some previously known lifetime distributions as well as a new one. Some basic distributional properties and moments of the new model are discussed. Estimation of the parameters is illustrated and the model with two known real data sets is examined. Journal: Communications in Statistics - Theory and Methods Pages: 4296-4310 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1081949 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1081949 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4296-4310 Template-Type: ReDIF-Article 1.0 Author-Name: Yang Zhao Author-X-Name-First: Yang Author-X-Name-Last: Zhao Author-Name: Liugen Xue Author-X-Name-First: Liugen Author-X-Name-Last: Xue Author-Name: Sanying Feng Author-X-Name-First: Sanying Author-X-Name-Last: Feng Title: Semiparametric estimation of the single-index varying-coefficient model Abstract: In this paper, we consider the choice of pilot estimators for the single-index varying-coefficient model, which may result in radically different estimators, and develop the method for estimating the unknown parameter in this model. To estimate the unknown parameters efficiently, we use the outer product of gradient method to find the consistent initial estimators for interest parameters, and then adopt the refined estimation method to improve the efficiency, which is similar to the refined minimum average variance estimation method. An algorithm is proposed to estimate the model directly. Asymptotic properties for the proposed estimation procedure have been established. The bandwidth selection problem is also considered. Simulation studies are carried out to assess the finite sample performance of the proposed estimators, and efficiency comparisons between the estimation methods are made. Journal: Communications in Statistics - Theory and Methods Pages: 4311-4326 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1081950 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1081950 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4311-4326 Template-Type: ReDIF-Article 1.0 Author-Name: Nuo Xu Author-X-Name-First: Nuo Author-X-Name-Last: Xu Author-Name: Xuan Huang Author-X-Name-First: Xuan Author-X-Name-Last: Huang Author-Name: Samuel Huang Author-X-Name-First: Samuel Author-X-Name-Last: Huang Title: A measure of general functional dependence between two continuous variables Abstract: Existing measures in the literature that are specifically concerned with testing and measuring independence between two continuous variables are all based on examining the definition of independence, i.e.,  FXY(x, y) = FX(x)FY(y). A new measure is constructed uniquely in this paper that uses the absolute value of first difference on adjacent ranks of one variable with respect to the other. This measure captures the degree of functional dependence attributable to the amount of randomness and the complexity of the underlying bivariate dependence structure in a commensurate way that existing coefficients are incapable of. As a test statistic of independence, this measure is shown to have comparable or better power than existing statistics against a wide range of alternative hypotheses that consist of functional and multivalued relational dependence with additive noise. Journal: Communications in Statistics - Theory and Methods Pages: 4327-4352 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1081951 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1081951 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4327-4352 Template-Type: ReDIF-Article 1.0 Author-Name: Christian Farinetto Author-X-Name-First: Christian Author-X-Name-Last: Farinetto Title: On hypothesis tests for disk-type intensities of spatial poisson processes Abstract: We consider the problem of testing whether realizations of a spatial Poisson process come from a circular intensity model or from an elliptical intensity model. We describe the behavior of the Generalized Likelihood Ratio and Wald tests, in the asymptotics of large samples. The power functions are studied under local alternatives and results of numerical simulations comparing them to the Neyman–Pearson envelope are presented. Journal: Communications in Statistics - Theory and Methods Pages: 4353-4368 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1082590 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1082590 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4353-4368 Template-Type: ReDIF-Article 1.0 Author-Name: Yousri Henchiri Author-X-Name-First: Yousri Author-X-Name-Last: Henchiri Title: Non parametric learning approach to estimate conditional quantiles in the dependent functional data case Abstract: In this paper, we focus on conditional quantile estimation when the covariates take their values in a bounded subspace of the functional space L2(T)${\bf L}^{2} (\cal {T})$, of square integrable random functions defined on some compact set T$\cal {T}$. We use a non parametric learning approach based on support vector machines (SVMs) technique. The main goal is to establish a weak consistency of the SVMs estimator of conditional quantile under exponentially strongly mixing functional input sequences. Our main result (the estimator satisfies an oracle inequality) extends a previous result for independent and identically distributed sample. We apply this estimator in practice through a real data set study. Journal: Communications in Statistics - Theory and Methods Pages: 4369-4387 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1082592 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1082592 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4369-4387 Template-Type: ReDIF-Article 1.0 Author-Name: Jui-Chieh Huang Author-X-Name-First: Jui-Chieh Author-X-Name-Last: Huang Author-Name: Wen-Tso Huang Author-X-Name-First: Wen-Tso Author-X-Name-Last: Huang Author-Name: Pei-Tzu Chu Author-X-Name-First: Pei-Tzu Author-X-Name-Last: Chu Author-Name: Wen-Yi Lee Author-X-Name-First: Wen-Yi Author-X-Name-Last: Lee Author-Name: Hsin-Ping Pai Author-X-Name-First: Hsin-Ping Author-X-Name-Last: Pai Author-Name: Chih-Chen Chuang Author-X-Name-First: Chih-Chen Author-X-Name-Last: Chuang Author-Name: Ya-Wen Wu Author-X-Name-First: Ya-Wen Author-X-Name-Last: Wu Title: Applying a Markov chain for the stock pricing of a novel forecasting model Abstract: In this article, a stock-forecasting model is developed to analyze a company's stock price variation related to the Taiwanese company HTC. The main difference to previous articles is that this study uses the data of the HTC in recent ten years to build a Markov transition matrix. Instead of trying to predict the stock price variation through the traditional approach to the HTC stock problem, we integrate two types of Markov chain that are used in different ways. One is a regular Markov chain, and the other is an absorbing Markov chain. Through a regular Markov chain, we can obtain important information such as what happens in the long run or whether the distribution of the states tends to stabilize over time in an efficient way. Next, we used an artificial variable technique to create an absorbing Markov chain. Thus, we used an absorbing Markov chain to provide information about the period between the increases before arriving at the decreasing state of the HTC stock. We provide investors with information on how long the HTC stock will keep increasing before its price begins to fall, which is extremely important information to them. Journal: Communications in Statistics - Theory and Methods Pages: 4388-4402 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1083108 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1083108 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4388-4402 Template-Type: ReDIF-Article 1.0 Author-Name: Sébastien Da Veiga Author-X-Name-First: Sébastien Author-X-Name-Last: Da Veiga Author-Name: Jean-Michel Loubes Author-X-Name-First: Jean-Michel Author-X-Name-Last: Loubes Author-Name: Maikol Solís Author-X-Name-First: Maikol Author-X-Name-Last: Solís Title: Efficient estimation of conditional covariance matrices for dimension reduction Abstract: Let X∈Rp$\boldsymbol{X}\in \mathbb {R}^p$ and Y∈R$Y\in \mathbb {R}$. In this paper, we propose an estimator of the conditional covariance matrix, Cov(E[X|Y])$\operatorname{Cov}(\mathbb {E}[\boldsymbol{X}\vert Y])$, in an inverse regression setting. Based on the estimation of a quadratic functional, this methodology provides an efficient estimator from a semi parametric point of view. We consider a functional Taylor expansion of Cov(E[X|Y])$\operatorname{Cov}(\mathbb {E}[\boldsymbol{X}\vert Y])$ under some mild conditions and the effect of using an estimate of the unknown joint distribution. The asymptotic properties of this estimator are also provided. Journal: Communications in Statistics - Theory and Methods Pages: 4403-4424 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1083109 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1083109 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4403-4424 Template-Type: ReDIF-Article 1.0 Author-Name: Abdul Haq Author-X-Name-First: Abdul Author-X-Name-Last: Haq Author-Name: Manzoor Khan Author-X-Name-First: Manzoor Author-X-Name-Last: Khan Author-Name: Zawar Hussain Author-X-Name-First: Zawar Author-X-Name-Last: Hussain Title: A new estimator of finite population mean based on the dual use of the auxiliary information Abstract: When a sufficient correlation between the study variable and the auxiliary variable exists, the ranks of the auxiliary variable are also correlated with the study variable, and thus, these ranks can be used as an effective tool in increasing the precision of an estimator. In this paper, we propose a new improved estimator of the finite population mean that incorporates the supplementary information in forms of: (i) the auxiliary variable and (ii) ranks of the auxiliary variable. Mathematical expressions for the bias and the mean-squared error of the proposed estimator are derived under the first order of approximation. The theoretical and empirical studies reveal that the proposed estimator always performs better than the usual mean, ratio, product, exponential-ratio and -product, classical regression estimators, and Rao (1991), Singh et al. (2009), Shabbir and Gupta (2010), Grover and Kaur (2011, 2014) estimators. Journal: Communications in Statistics - Theory and Methods Pages: 4425-4436 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1083112 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1083112 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4425-4436 Template-Type: ReDIF-Article 1.0 Author-Name: Zhiwen Zhao Author-X-Name-First: Zhiwen Author-X-Name-Last: Zhao Author-Name: Dehui Wang Author-X-Name-First: Dehui Author-X-Name-Last: Wang Author-Name: Cuixin Peng Author-X-Name-First: Cuixin Author-X-Name-Last: Peng Title: Conditional heteroscedasticity test for Poisson autoregressive model Abstract: In this article, the problem of interest is testing the conditional heteroscedasticity of Poisson autoregressive model. We construct a non parametric test statistic based on empirical likelihood method. The asymptotic distribution of the proposed statistic is derived and its finite-sample property is examined through Monte Carlo simulations. The simulation results show that the proposed method is good for practical use. Journal: Communications in Statistics - Theory and Methods Pages: 4437-4448 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085560 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085560 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4437-4448 Template-Type: ReDIF-Article 1.0 Author-Name: Zaixing Li Author-X-Name-First: Zaixing Author-X-Name-Last: Li Title: Profile maximal likelihood estimation for non linear mixed models with longitudinal data Abstract: In this article, the profile maximal likelihood estimate (PMLE) is proposed for non linear mixed models (NLMMs) with longitudinal data where the variance components are estimated by the expectation-maximization (EM) algorithm. Strong consistency and the asymptotic normality of the estimators are derived. A simulation study is conducted where the performance of the PLME and the Fishing scoring estimate (FSE) in literatures are compared. Moreover, a real data is also analyzed to investigate the empirical performance of the procedure. Journal: Communications in Statistics - Theory and Methods Pages: 4449-4463 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085561 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085561 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4449-4463 Template-Type: ReDIF-Article 1.0 Author-Name: D. K. Nagar Author-X-Name-First: D. K. Author-X-Name-Last: Nagar Author-Name: M. Arashi Author-X-Name-First: M. Author-X-Name-Last: Arashi Author-Name: S. Nadarajah Author-X-Name-First: S. Author-X-Name-Last: Nadarajah Title: Bimatrix variate gamma-beta distributions Abstract: Two bimatrix distributions with beta and gamma marginals are introduced. Various properties (including product moments of determinants and traces, entropies, marginal distributions) are derived. Parameter estimation by the method of maximum likelihood is discussed. The performance and efficiencies of the maximum likelihood estimators and the associated confidence intervals are assessed by simulation. The efficiencies are compared versus those for the maximum likelihood estimators and the associated confidence intervals based on matrix variate gamma distributions. A discussion of possible applications of the bimatrix distributions is given. Journal: Communications in Statistics - Theory and Methods Pages: 4464-4483 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085562 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085562 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4464-4483 Template-Type: ReDIF-Article 1.0 Author-Name: Yongxiu Cao Author-X-Name-First: Yongxiu Author-X-Name-Last: Cao Author-Name: Jichang Yu Author-X-Name-First: Jichang Author-X-Name-Last: Yu Title: Optimal generalized case–cohort sampling design under the additive hazard model Abstract: Generalized case–cohort designs have been proved to be a cost-effective way to enhance effectiveness in large epidemiological cohort. In generalized case–cohort design, we first select a subcohort from the underlying cohort by simple random sampling, and then sample a subset of the failures in the remaining subjects. In this article, we propose the inference procedure for the unknown regression parameters in the additive hazards model and develop an optimal sample size allocations to achieve maximum power at a given budget in generalized case–cohort design. The finite sample performance of the proposed method is evaluated through simulation studies. The proposed method is applied to a real data set from the National Wilm's Tumor Study Group. Journal: Communications in Statistics - Theory and Methods Pages: 4484-4493 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085563 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085563 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4484-4493 Template-Type: ReDIF-Article 1.0 Author-Name: Mariem Tounsi Author-X-Name-First: Mariem Author-X-Name-Last: Tounsi Author-Name: Raoudha Zine Author-X-Name-First: Raoudha Author-X-Name-Last: Zine Title: Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions Abstract: The Riesz distributions on positive definite symmetric matrices are used to introduce a class of Dirichlet–Riesz distributions. In addition, several distributional properties are stated. Essentially, we show the relationship between the Dirichlet–Riesz distributions of the first kind and the second kind, respectively. We derive Wilks’ factorization of the matrix-variate Dirichlet–Riesz. Further, several results on the product of Riesz and beta–Riesz matrices with a set of Dirichlet–Riesz matrices of the first kind have been derived. Journal: Communications in Statistics - Theory and Methods Pages: 4494-4509 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085565 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085565 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4494-4509 Template-Type: ReDIF-Article 1.0 Author-Name: Qiu Dehua Author-X-Name-First: Qiu Author-X-Name-Last: Dehua Author-Name: Chen Pingyan Author-X-Name-First: Chen Author-X-Name-Last: Pingyan Title: Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions Abstract: In this paper, we establish a complete convergence result and a complete moment convergence result for i.i.d. random variables under moment condition which is slightly weaker than the existence of the moment generating function. The main results extend and improve the related known results of Lanzinger (1998) and Gut and Stadtmüller (2011). Journal: Communications in Statistics - Theory and Methods Pages: 4510-4519 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085566 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085566 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4510-4519 Template-Type: ReDIF-Article 1.0 Author-Name: U. C. Nduka Author-X-Name-First: U. C. Author-X-Name-Last: Nduka Author-Name: S. I. Iwueze Author-X-Name-First: S. I. Author-X-Name-Last: Iwueze Author-Name: E. C. Nwogu Author-X-Name-First: E. C. Author-X-Name-Last: Nwogu Title: Fitting polynomial trend to time series by the method of Buys-Ballot estimators Abstract: The statistical properties of two closed-form estimators of the parameters of the quadratic time trend model are derived. The estimators are based on the derived variables from Buys-Ballot table. The estimators are derived by assuming that error term is identically and independently distributed. However, the validity of this assumption is sometimes difficult to verify. We also study, through simulations, the impact of misspecifying the error distribution on the estimation and prediction accuracy in the quadratic time trend model. It is shown that the estimators are inconsistent in the presence of misspecification. T methods are illustrated with real-life examples. Journal: Communications in Statistics - Theory and Methods Pages: 4520-4538 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085569 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085569 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4520-4538 Template-Type: ReDIF-Article 1.0 Author-Name: Rasool Roozegar Author-X-Name-First: Rasool Author-X-Name-Last: Roozegar Title: Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables Abstract: In this paper we consider a sequence of independent continuous symmetric random variables X1, X2, …, with heavy-tailed distributions. Then we focus on limiting behavior of randomly weighted averages Sn = R(n)1X1 + ⋅⋅⋅ + R(n)nXn, where the random weights R(n)1, …, Rn(n) which are independent of X1, X2, …, Xn, are the cuts of (0, 1) by the n − 1 order statistics from a uniform distribution. Indeed we prove that cnSn converges in distribution to a symmetric α-stable random variable with cn = n1 − 1/α/Γ1/α(α + 1). Journal: Communications in Statistics - Theory and Methods Pages: 4539-4544 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1085571 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1085571 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4539-4544 Template-Type: ReDIF-Article 1.0 Author-Name: Ji-Ji Xing Author-X-Name-First: Ji-Ji Author-X-Name-Last: Xing Author-Name: Xi-Yuan Qian Author-X-Name-First: Xi-Yuan Author-X-Name-Last: Qian Title: Bayesian expectile regression with asymmetric normal distribution Abstract: In this paper, we adopt the Bayesian approach to expectile regression employing a likelihood function that is based on an asymmetric normal distribution. We demonstrate that improper uniform priors for the unknown model parameters yield a proper joint posterior. Three simulated data sets were generated to evaluate the proposed method which show that Bayesian expectile regression performs well and has different characteristics comparing with Bayesian quantile regression. We also apply this approach into two real data analysis. Journal: Communications in Statistics - Theory and Methods Pages: 4545-4555 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1088030 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1088030 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4545-4555 Template-Type: ReDIF-Article 1.0 Author-Name: Litan Yan Author-X-Name-First: Litan Author-X-Name-Last: Yan Author-Name: Yumiao Li Author-X-Name-First: Yumiao Author-X-Name-Last: Li Author-Name: Di Wu Author-X-Name-First: Di Author-X-Name-Last: Wu Title: Approximation of the Rosenblatt process by semimartingales Abstract: In this paper, we consider the optimal approximation of a Rosenblatt process based on semimartingales of the form Mt=∫0t∫0ta(y1,y2)dBy1dBy2,0≤t≤1 \begin{eqnarray*} M_t=\int _{0}^{t}\int _{0}^{t}a(y_{1},y_{2})dB_{y_{1}}dB_{y_{2}},\quad 0\le t\le 1 \end{eqnarray*} where (y1, y2)↦a(y1, y2) is a square integrable process and B is a standard Brownian motion. We show that there exists a unique semimartingale closest to Rosenblatt process if a is deterministic. Journal: Communications in Statistics - Theory and Methods Pages: 4556-4578 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1088032 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1088032 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4556-4578 Template-Type: ReDIF-Article 1.0 Author-Name: Simon Loertscher Author-X-Name-First: Simon Author-X-Name-Last: Loertscher Author-Name: Ellen V. Muir Author-X-Name-First: Ellen V. Author-X-Name-Last: Muir Author-Name: Peter G. Taylor Author-X-Name-First: Peter G. Author-X-Name-Last: Taylor Title: A general non-central hypergeometric distribution Abstract: We construct a general non-central hypergeometric distribution, which models biased sampling without replacement. Our distribution is constructed from the combined order statistics of two samples: one of independent and identically distributed random variables with absolutely continuous distribution F and the other of independent and identically distributed random variables with absolutely continuous distribution G. The distribution depends on F and G only through F○G( − 1) (F composed with the quantile function of G), and the standard hypergeometric distribution and Wallenius’ non-central hypergeometric distribution arise as special cases. We show in efficient economic markets the quantity traded has a general non-central hypergeometric distribution. Journal: Communications in Statistics - Theory and Methods Pages: 4579-4598 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1088033 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1088033 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4579-4598 Template-Type: ReDIF-Article 1.0 Author-Name: Xia Yemao Author-X-Name-First: Xia Author-X-Name-Last: Yemao Author-Name: Pan Maolin Author-X-Name-First: Pan Author-X-Name-Last: Maolin Title: Bayesian analysis for confirmatory factor model with finite-dimensional Dirichlet prior mixing Abstract: Confirmatory factor analysis (CFA) model is a useful multivariate statistical tool for interpreting relationships between latent variables and manifest variables. Often statistical results based on a single CFA are seriously distorted when data set takes on heterogeneity. To address the heterogeneity resulting from the multivariate responses, we propose a Bayesian semiparametric modeling for CFA. The approach relies on using a prior over the space of mixing distributions with finite components. Blocked Gibbs sampler is implemented to cope with the posterior analysis. Results obtained from a simulation study and a real data set are presented to illustrate the methodology. Journal: Communications in Statistics - Theory and Methods Pages: 4599-4619 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1083110 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1083110 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4599-4619 Template-Type: ReDIF-Article 1.0 Author-Name: Hui-Hui Sun Author-X-Name-First: Hui-Hui Author-X-Name-Last: Sun Title: Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation Abstract: Homogeneity of variance is a basic assumption in longitudinal data analysis. However, the assumption is not necessarily appropriate. In this paper, Fisher scoring method is applied to get M-estimator in the exponential correlation mixed-effects linear model. The score tests for heteroscedasticity and correlation coefficient based on M-estimator are then studied. Monte Carlo method is applied to investigate the properties of test statistics. At last, the methods and properties are illustrated by an actual data example. Journal: Communications in Statistics - Theory and Methods Pages: 4620-4630 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2014.955116 File-URL: http://hdl.handle.net/10.1080/03610926.2014.955116 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4620-4630 Template-Type: ReDIF-Article 1.0 Author-Name: Dewang Li Author-X-Name-First: Dewang Author-X-Name-Last: Li Title: Kernel estimations for multivariate density functional with bootstrap Abstract: In this article the bootstrap method is discussed for the kernel estimation of the multivariate density function. We have considered sample mean functional and constructed its consistency and asymptotic normality by bootstrap estimator. It has been shown that the bootstrap works for kernel estimates of multivariate density functional. The convergence rate with bootstrap for density has been proved. Finally, two simulations of application are given. Journal: Communications in Statistics - Theory and Methods Pages: 4631-4641 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1012392 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1012392 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4631-4641 Template-Type: ReDIF-Article 1.0 Author-Name: Qi Zheng Author-X-Name-First: Qi Author-X-Name-Last: Zheng Author-Name: Colin Gallagher Author-X-Name-First: Colin Author-X-Name-Last: Gallagher Author-Name: K. B. Kulasekera Author-X-Name-First: K. B. Author-X-Name-Last: Kulasekera Title: Robust adaptive Lasso for variable selection Abstract: The adaptive least absolute shrinkage and selection operator (Lasso) and least absolute deviation (LAD)-Lasso are two attractive shrinkage methods for simultaneous variable selection and regression parameter estimation. While the adaptive Lasso is efficient for small magnitude errors, LAD-Lasso is robust against heavy-tailed errors and severe outliers. In this article, we consider a data-driven convex combination of these two modern procedures to produce a robust adaptive Lasso, which not only enjoys the oracle properties, but synthesizes the advantages of the adaptive Lasso and LAD-Lasso. It fully adapts to different error structures including the infinite variance case and automatically chooses the optimal weight to achieve both robustness and high efficiency. Extensive simulation studies demonstrate a good finite sample performance of the robust adaptive Lasso. Two data sets are analyzed to illustrate the practical use of the procedure. Journal: Communications in Statistics - Theory and Methods Pages: 4642-4659 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1019138 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1019138 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4642-4659 Template-Type: ReDIF-Article 1.0 Author-Name: Walter Díaz Author-X-Name-First: Walter Author-X-Name-Last: Díaz Author-Name: Carles M. Cuadras Author-X-Name-First: Carles M. Author-X-Name-Last: Cuadras Title: On a multivariate generalization of the covariance Abstract: Hoeffding’s lemma provides a representation of the covariance of two random variables in terms of the difference between the joint and marginal distributions. This article proposes a multivariate generalization of the covariance between functions of bounded variation in the semialgebra of rectangles on R2k$\mathbb {R}^{2k}$. Some applications include the covariance inequality among functions where the variables are positive orthant dependent. Journal: Communications in Statistics - Theory and Methods Pages: 4660-4669 Issue: 9 Volume: 46 Year: 2017 Month: 5 X-DOI: 10.1080/03610926.2015.1056368 File-URL: http://hdl.handle.net/10.1080/03610926.2015.1056368 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4660-4669 Template-Type: ReDIF-Article 1.0 Author-Name: Siyang Wang Author-X-Name-First: Siyang Author-X-Name-Last: Wang Author-Name: Hengjian Cui Author-X-Name-First: Hengjian Author-X-Name-Last: Cui Title: Test for high dimensional regression coefficients of partially linear models Abstract: Partially linear models attract much attention to investigate the association between predictors and the response variable when the dependency on some predictors may be nonlinear. However, the hypothesis test for significance of predictors is still challenging, especially when the number of predictors is larger than sample size. In this paper, we reconsider the test procedure of Zhong and Chen (2011) when regression models have nonlinear components, and propose a generalized U-statistic for testing the linear components of the high dimensional partially linear models. The asymptotic properties of test statistic are obtained under null and alternative hypotheses, where the effect of nonlinear components should be considered and thus is different from that in linear models. Through simulation studies, we demonstrate good finite-sample performance of the proposed test in comparison with the existing methods. The practical utility of our proposed method is illustrated by a real data example. Journal: Communications in Statistics - Theory and Methods Pages: 4091-4116 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1594293 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1594293 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4091-4116 Template-Type: ReDIF-Article 1.0 Author-Name: Ahmad Ahmadi Yazdi Author-X-Name-First: Ahmad Author-X-Name-Last: Ahmadi Yazdi Author-Name: Ali Zeinal Hamadani Author-X-Name-First: Ali Author-X-Name-Last: Zeinal Hamadani Author-Name: Amirhossein Amiri Author-X-Name-First: Amirhossein Author-X-Name-Last: Amiri Title: Addressing the effect of parameter estimation on phase II monitoring of multivariate multiple linear profiles via a new cluster-based approach Abstract: Profile monitoring is applied when the quality of a product or a process can be determined by the relationship between a response variable and one or more independent variables. In most Phase II monitoring approaches, it is assumed that the process parameters are known. However, it is obvious that this assumption is not valid in many real-world applications. In fact, the process parameters should be estimated based on the in-control Phase I samples. In this study, the effect of parameter estimation on the performance of four Phase II control charts for monitoring multivariate multiple linear profiles is evaluated. In addition, since the accuracy of the parameter estimation has a significant impact on the performance of Phase II control charts, a new cluster-based approach is developed to address this effect. Moreover, we evaluate and compare the performance of the proposed approach with a previous approach in terms of two metrics, average of average run length and its standard deviation, which are used for considering practitioner-to-practitioner variability. In this approach, it is not necessary to know the distribution of the chart statistic. Therefore, in addition to ease of use, the proposed approach can be applied to other type of profiles. The superior performance of the proposed method compared to the competing one is shown in terms of all metrics. Based on the results obtained, our method yields less bias with small-variance Phase I estimates compared to the competing approach. Journal: Communications in Statistics - Theory and Methods Pages: 4117-4132 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1594303 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1594303 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4117-4132 Template-Type: ReDIF-Article 1.0 Author-Name: Ahmad Arefi Author-X-Name-First: Ahmad Author-X-Name-Last: Arefi Author-Name: Reza Pourtaheri Author-X-Name-First: Reza Author-X-Name-Last: Pourtaheri Title: Multi-modal tempered stable distributions and prosses with applications to finance Abstract: The assumption of underlying return distribution plays an important role in asset pricing models. While the return distribution used in the traditional theories of asset pricing is the unimodal distribution, numerous studies which have investigated the empirical behavior of asset returns in financial markets use multi-modal distribution. We introduce a new parsimonious multi-modal distribution, referred to as the multi-modal tempered stable (MMTS) distribution. In this article we also generate the exponential Lévy market models and derive the value-at-risk (VaR) induced from them. To demonstrate the advantages, we will present the results of the parameter estimation and the VaRs for financial data. Journal: Communications in Statistics - Theory and Methods Pages: 4133-4149 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1594304 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1594304 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4133-4149 Template-Type: ReDIF-Article 1.0 Author-Name: Alexandre Henrique Quadros Gramosa Author-X-Name-First: Alexandre Henrique Author-X-Name-Last: Quadros Gramosa Author-Name: Fernando Ferraz do Nascimento Author-X-Name-First: Fernando Author-X-Name-Last: Ferraz do Nascimento Author-Name: Fidel Ernesto Castro Morales Author-X-Name-First: Fidel Ernesto Author-X-Name-Last: Castro Morales Title: A Bayesian approach to zero-inflated data in extremes Abstract: The generalized extreme value (GEV) distribution is known as the limiting result for the modeling of maxima blocks of size n, which is used in the modeling of extreme events. However, it is possible for the data to present an excessive number of zeros when dealing with extreme data, making it difficult to analyze and estimate these events by using the usual GEV distribution. The Zero-Inflated Distribution (ZID) is widely known in literature for modeling data with inflated zeros, where the inflator parameter w is inserted. The present work aims to create a new approach to analyze zero-inflated extreme values, that will be applied in data of monthly maximum precipitation, that can occur during months where there was no precipitation, being these computed as zero. An inference was made on the Bayesian paradigm, and the parameter estimation was made by numerical approximations of the posterior distribution using Markov Chain Monte Carlo (MCMC) methods. Time series of some cities in the northeastern region of Brazil were analyzed, some of them with predominance of non-rainy months. The results of these applications showed the need to use this approach to obtain more accurate and with better adjustment measures results when compared to the standard distribution of extreme value analysis. Journal: Communications in Statistics - Theory and Methods Pages: 4150-4161 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1594305 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1594305 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4150-4161 Template-Type: ReDIF-Article 1.0 Author-Name: Deepak Singh Author-X-Name-First: Deepak Author-X-Name-Last: Singh Author-Name: Somesh Kumar Author-X-Name-First: Somesh Author-X-Name-Last: Kumar Title: A bivariate mixture of negative binomial distributions and its applications Abstract: We construct a new bivariate mixture of negative binomial distributions which represents over-dispersed data more efficiently. This is an extension of a univariate mixture of beta and negative binomial distributions. Characteristics of this joint distribution are studied including conditional distributions. Some properties of the correlation coefficient are explored. We demonstrate the applicability of our proposed model by fitting to three real data sets with correlated count data. A comparison is made with some previously used models to show the effectiveness of the new model. Journal: Communications in Statistics - Theory and Methods Pages: 4162-4177 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1595651 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1595651 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4162-4177 Template-Type: ReDIF-Article 1.0 Author-Name: Muhammad Qasim Author-X-Name-First: Muhammad Author-X-Name-Last: Qasim Author-Name: Muhammad Amin Author-X-Name-First: Muhammad Author-X-Name-Last: Amin Author-Name: Talha Omer Author-X-Name-First: Talha Author-X-Name-Last: Omer Title: Performance of some new Liu parameters for the linear regression model Abstract: This article introduces some Liu parameters in the linear regression model based on the work of Shukur, Månsson, and Sjölander. These methods of estimating the Liu parameter d increase the efficiency of Liu estimator. The comparison of proposed Liu parameters and available methods has done using Monte Carlo simulation and a real data set where the mean squared error, mean absolute error and interval estimation are considered as performance criterions. The simulation study shows that under certain conditions the proposed Liu parameters perform quite well as compared to the ordinary least squares estimator and other existing Liu parameters. Journal: Communications in Statistics - Theory and Methods Pages: 4178-4196 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1595654 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1595654 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4178-4196 Template-Type: ReDIF-Article 1.0 Author-Name: Alan D. Hutson Author-X-Name-First: Alan D. Author-X-Name-Last: Hutson Author-Name: Terry L. Mashtare Author-X-Name-First: Terry L. Author-X-Name-Last: Mashtare Author-Name: Govind S. Mudholkar Author-X-Name-First: Govind S. Author-X-Name-Last: Mudholkar Title: Log-epsilon-skew normal: A generalization of the log-normal distribution Abstract: The log-normal distribution is widely used to model non-negative data in many areas of applied research. In this paper, we introduce and study a family of distributions with non-negative reals as support and termed the log-epsilon-skew normal (LESN) which includes the log-normal distributions as a special case. It is related to the epsilon-skew normal developed in Mudholkar and Hutson (2000) the way the log-normal is related to the normal distribution. We study its main properties, hazard function, moments, skewness and kurtosis coefficients, and discuss maximum likelihood estimation of model parameters. We summarize the results of a simulation study to examine the behavior of the maximum likelihood estimates, and we illustrate the maximum likelihood estimation of the LESN distribution parameters to two real world data sets. Journal: Communications in Statistics - Theory and Methods Pages: 4197-4215 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1595655 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1595655 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4197-4215 Template-Type: ReDIF-Article 1.0 Author-Name: Yongshuai Chen Author-X-Name-First: Yongshuai Author-X-Name-Last: Chen Author-Name: Wenwen Guo Author-X-Name-First: Wenwen Author-X-Name-Last: Guo Title: Independence test in high-dimension using distance correlation and power enhancement technique Abstract: This paper is concerned with independence test in high-dimension. A new test statistic is proposed with two terms: one is based on the modified distance correlation statistic, the other is constructed to enhance the power under sparse alternatives. Asymptotic properties of the test statistic are discussed under some regular conditions. The finite-sample simulations exhibit its superiority over some existing procedures. Finally, a real data example illustrates the proposed test. Journal: Communications in Statistics - Theory and Methods Pages: 4216-4233 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1595656 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1595656 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4216-4233 Template-Type: ReDIF-Article 1.0 Author-Name: Dhirendra Singh Author-X-Name-First: Dhirendra Author-X-Name-Last: Singh Author-Name: Bhupendra Veer Singh Sisodia Author-X-Name-First: Bhupendra Veer Singh Author-X-Name-Last: Sisodia Author-Name: Nidhi Author-X-Name-First: Author-X-Name-Last: Nidhi Author-Name: Sandeep Pundir Author-X-Name-First: Sandeep Author-X-Name-Last: Pundir Title: Some calibration estimators for finite population mean in two-stage stratified random sampling Abstract: In the present article, an effort has been made to develop calibration estimators of the population mean under two-stage stratified random sampling design when auxiliary information is available at primary stage unit (psu) level. The properties of the developed estimators are derived in-terms of design based approximate variance and approximate consistent design based estimator of the variance. Some simulation studies have been conducted to investigate the relative performance of calibration estimator over the usual estimator of the population mean without using auxiliary information in two-stage stratified random sampling. Proposed calibration estimators have outperformed the usual estimator without using auxiliary information. Journal: Communications in Statistics - Theory and Methods Pages: 4234-4247 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1596283 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1596283 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4234-4247 Template-Type: ReDIF-Article 1.0 Author-Name: Sandile Charles Shongwe Author-X-Name-First: Sandile Charles Author-X-Name-Last: Shongwe Author-Name: Jean-Claude Malela-Majika Author-X-Name-First: Jean-Claude Author-X-Name-Last: Malela-Majika Author-Name: Philippe Castagliola Author-X-Name-First: Philippe Author-X-Name-Last: Castagliola Author-Name: Thapelo Molahloe Author-X-Name-First: Thapelo Author-X-Name-Last: Molahloe Title: Side-sensitive synthetic and runs-rules charts for monitoring AR(1) processes with skipping sampling strategies Abstract: Side-sensitive Shewhart-type designs have been shown in a variety of process monitoring contexts to increase the performance of traditional charts when the process observations are independent and identically distributed. In this paper, we investigate whether this is also the case when the observations are from an autocorrelated process. Thus, we propose a synthetic chart and a 2-of-(H + 1) runs-rules chart using a side-sensitive design approach and a skipping sampling strategy for monitoring correlated observations from a stationary first-order autoregressive process. The resulting schemes have an improved zero-state and steady-state OOC performance as compared to the currently available non-side-sensitive Shewhart-type synthetic, runs-rules and the basic X¯ monitoring schemes. A Markov chain technique is used to derive closed-form average run-length expressions for the proposed schemes and overall performance measures are used to evaluate the efficiency of these monitoring schemes. Journal: Communications in Statistics - Theory and Methods Pages: 4248-4269 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1596284 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1596284 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4248-4269 Template-Type: ReDIF-Article 1.0 Author-Name: Masashi Hyodo Author-X-Name-First: Masashi Author-X-Name-Last: Hyodo Author-Name: Nobumichi Shutoh Author-X-Name-First: Nobumichi Author-X-Name-Last: Shutoh Title: Asymptotic power comparison of T2-type test and likelihood ratio test for a mean vector based on two-step monotone missing data Abstract: In a 2-step monotone missing dataset drawn from a multivariate normal population, T2-type test statistic (similar to Hotelling’s T2 test statistic) and likelihood ratio (LR) are often used for the test for a mean vector. In complete data, Hotelling’s T2 test and LR test are equivalent, however T2-type test and LR test are not equivalent in the 2-step monotone missing dataset. Then we interest which statistic is reasonable with relation to power. In this paper, we derive asymptotic power function of both statistics under a local alternative and obtain an explicit form for difference in asymptotic power function. Furthermore, under several parameter settings, we compare LR and T2-type test numerically by using difference in empirical power and in asymptotic power function. Summarizing obtained results, we recommend applying LR test for testing a mean vector. Journal: Communications in Statistics - Theory and Methods Pages: 4270-4287 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1597122 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1597122 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4270-4287 Template-Type: ReDIF-Article 1.0 Author-Name: Muhammad Daniyal Author-X-Name-First: Muhammad Author-X-Name-Last: Daniyal Author-Name: Rashid Ahmed Author-X-Name-First: Rashid Author-X-Name-Last: Ahmed Author-Name: Farrukh Shehzad Author-X-Name-First: Farrukh Author-X-Name-Last: Shehzad Author-Name: M. H. Tahir Author-X-Name-First: M. H. Author-X-Name-Last: Tahir Author-Name: Zafar Iqbal Author-X-Name-First: Zafar Author-X-Name-Last: Iqbal Title: Construction of repeated measurements designs strongly balanced for residual effects Abstract: Repeated Measurements Designs have been widely used in agriculture, animal husbandry, education, biology, botany and engineering. Balanced or strongly balanced repeated measurements designs are useful to balance out the residual effects. In this article, some new generators and construction procedures are proposed to obtain circular strongly balanced repeated measurements designs in periods of (a) equal sizes, (b) two different sizes, and (c) three different sizes. Journal: Communications in Statistics - Theory and Methods Pages: 4288-4297 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1599019 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1599019 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4288-4297 Template-Type: ReDIF-Article 1.0 Author-Name: Michele Longo Author-X-Name-First: Michele Author-X-Name-Last: Longo Author-Name: Gabriele Stabile Author-X-Name-First: Gabriele Author-X-Name-Last: Stabile Title: Sub-optimal investment for insurers Abstract: We consider the investment problem for a non-life insurance company seeking to minimize the ruin probability. Its reserve is described by a perturbed risk process possibly correlated with the financial market. Assuming exponential claim size, the Hamilton-Jacobi-Bellman equation reduces to a first order nonlinear ordinary differential equation, which seems hard to solve explicitly. We study the qualitative behavior of its solution and determine the Cramér-Lundberg approximation. Moreover, our approach enables to find very naturally that the optimal investment strategy is not constant. Then, we analyze how much the company looses by adopting sub-optimal constant (amount) investment strategies. Journal: Communications in Statistics - Theory and Methods Pages: 4298-4312 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1599020 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1599020 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4298-4312 Template-Type: ReDIF-Article 1.0 Author-Name: Waqas Ahmed Malik Author-X-Name-First: Waqas Ahmed Author-X-Name-Last: Malik Author-Name: Carles Marco-Llorca Author-X-Name-First: Carles Author-X-Name-Last: Marco-Llorca Author-Name: Kenneth Berendzen Author-X-Name-First: Kenneth Author-X-Name-Last: Berendzen Author-Name: Hans-Peter Piepho Author-X-Name-First: Hans-Peter Author-X-Name-Last: Piepho Title: Choice of link and variance function for generalized linear mixed models: a case study with binomial response in proteomics Abstract: Non-normality is a common phenomenon in data from agricultural and biological research, especially in molecular data (for example; -omics, RNAseq, flow cytometric data, etc.). For over half a century, the leading paradigm called for using analysis of variance (ANOVA) after applying a data transformation. The introduction of generalized linear mixed models (GLMM) provides a new way of analyzing non-normal data. Selecting an apt link function in GLMM can be quite influential, however, and is as critical as selecting an appropriate transformation for ANOVA. In this paper, we assess the performance of different parametric link families available in literature. Then, we propose a new estimation method for selecting an appropriate link function with a suitable variance function in a quasi-likelihood framework. We apply these methods to a proteomics data set, showing that GLMMs provide a very flexible framework for analyzing these kinds of data. Journal: Communications in Statistics - Theory and Methods Pages: 4313-4332 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1599021 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1599021 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4313-4332 Template-Type: ReDIF-Article 1.0 Author-Name: Hossein Nadeb Author-X-Name-First: Hossein Author-X-Name-Last: Nadeb Author-Name: Hamzeh Torabi Author-X-Name-First: Hamzeh Author-X-Name-Last: Torabi Title: Preservation properties of stochastic orders by transformation to the transmuted-G model Abstract: The transmuted-G model is a useful technique to construct some new distributions by adding a parameter. This paper considers stochastic comparisons in the transmuted-G family with different parameters and different baseline distributions in the sense of the usual stochastic, shifted stochastic, proportional stochastic and shifted proportional stochastic orders. Also, we present a necessary and sufficient condition for existence of the moments of the transmuted-G model and then we obtain some bounds for the survival and aging intensity functions of the transmuted-G model conditioned on its parameter and its baseline distribution. Journal: Communications in Statistics - Theory and Methods Pages: 4333-4346 Issue: 17 Volume: 49 Year: 2020 Month: 9 X-DOI: 10.1080/03610926.2019.1601220 File-URL: http://hdl.handle.net/10.1080/03610926.2019.1601220 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:49:y:2020:i:17:p:4333-4346 Template-Type: ReDIF-Article 1.0 Author-Name: Mohammed El Genidy Author-X-Name-First: Mohammed Author-X-Name-Last: El Genidy Title: Multiple nonlinear regression of the Markovian arrival process for estimating the daily global solar radiation Abstract: Solar radiation is a global ecological phenomenon that affects life everywhere. In this study, a new statistical method, called the Quartiles-Moment's method, is proposed to estimate the scale and shape parameters of the exponentiated Gumbel maximum distribution (EGMD). The Kolomogorov–Smirnov test and the percentiles of the dataset are thus used to fit the dataset of the daily global solar radiation and the corresponding daily maximum temperature with EGMD. Thence, multiple nonlinear regression of the daily global solar radiation and the corresponding daily maximum temperature are produced and compared with the real dataset accordingly. Journal: Communications in Statistics - Theory and Methods Pages: 5427-5444 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1517890 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1517890 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5427-5444 Template-Type: ReDIF-Article 1.0 Author-Name: Dário Ferreira Author-X-Name-First: Dário Author-X-Name-Last: Ferreira Author-Name: Sandra S. Ferreira Author-X-Name-First: Sandra S. Author-X-Name-Last: Ferreira Author-Name: Célia Nunes Author-X-Name-First: Célia Author-X-Name-Last: Nunes Author-Name: Miguel Fonseca Author-X-Name-First: Miguel Author-X-Name-Last: Fonseca Author-Name: João T. Mexia Author-X-Name-First: João T. Author-X-Name-Last: Mexia Title: Chisquared and related inducing pivot variables: an application to orthogonal mixed models Abstract: We use chi-squared and related pivot variables to induce probability measures for model parameters, obtaining some results that will be useful on the induced densities. As illustration we considered mixed models with balanced cross nesting and used the algebraic structure to derive confidence intervals for the variance components. A numerical application is presented. Journal: Communications in Statistics - Theory and Methods Pages: 5445-5466 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2013.770532 File-URL: http://hdl.handle.net/10.1080/03610926.2013.770532 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5445-5466 Template-Type: ReDIF-Article 1.0 Author-Name: Ying-Ying Zhang Author-X-Name-First: Ying-Ying Author-X-Name-Last: Zhang Author-Name: Teng-Zhong Rong Author-X-Name-First: Teng-Zhong Author-X-Name-Last: Rong Author-Name: Man-Man Li Author-X-Name-First: Man-Man Author-X-Name-Last: Li Title: Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments Abstract: For the exponential families normal, gamma, beta, Poisson, and negative binomial, there exists an expectation identity for each of the family. For the binomial family, we discover an expectation identity, which is useful in analytical calculations of its high-order moments. Journal: Communications in Statistics - Theory and Methods Pages: 5467-5476 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1435818 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1435818 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5467-5476 Template-Type: ReDIF-Article 1.0 Author-Name: Farag Hamad Author-X-Name-First: Farag Author-X-Name-Last: Hamad Author-Name: Nezamoddin N. Kachouie Author-X-Name-First: Nezamoddin N. Author-X-Name-Last: Kachouie Title: A hybrid method to estimate the full parametric hazard model Abstract: In this paper, we propose a hybrid method to estimate the baseline hazard for Cox proportional hazard model. In the proposed method, the nonparametric estimate of the survival function by Kaplan Meier, and the parametric estimate of the logistic function in the Cox proportional hazard by partial likelihood method are combined to estimate a parametric baseline hazard function. We compare the estimated baseline hazard using the proposed method and the Cox model. The results show that the estimated baseline hazard using hybrid method is improved in comparison with estimated baseline hazard using the Cox model. The performance of each method is measured based on the estimated parameters of the baseline distribution as well as goodness of fit of the model. We have used real data as well as simulation studies to compare performance of both methods. Monte Carlo simulations carried out in order to evaluate the performance of the proposed method. The results show that the proposed hybrid method provided better estimate of the baseline in comparison with the estimated values by the Cox model. Journal: Communications in Statistics - Theory and Methods Pages: 5477-5491 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513149 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513149 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5477-5491 Template-Type: ReDIF-Article 1.0 Author-Name: Aris Spanos Author-X-Name-First: Aris Author-X-Name-Last: Spanos Title: Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective Abstract: The article compares the numerical and statistical perspectives on the problem of near-collinearity with a view to investigate whether assigning statistical interpretation to numerical measures changes the original problem in ways that calls into question certain aspects of the current conventional wisdom. The numerical perspective views the problem as stemming from the ill-conditioning of the (X⊺X) matrix, irrespective of whether the numbers denote data or not. The statistical perspective frames the problem in terms of sample correlations among regressors (simple and partial). It is argued that this reframing changes the nature of the numerical problem into a problem relating to the probabilistic structure of the Linear Regression model. The disparity between the two perspectives arises because high correlations among regressors is neither necessary nor sufficient for (X⊺X) to be ill-conditioned. Moreover, the sample correlations are highly vulnerable to statistical misspecification. For instance, the presence of mean t-heterogeneity will render all statistical measures of near-collinearity untrustworthy. It is argued that many confusions in the near-collinearity literature arise from erroneously attributing symptoms of statistical misspecification to the presence of near-collinearity when the latter is misdiagnosed using unreliable statistical measures. Journal: Communications in Statistics - Theory and Methods Pages: 5492-5516 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1513147 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1513147 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5492-5516 Template-Type: ReDIF-Article 1.0 Author-Name: Eiji Nakashima Author-X-Name-First: Eiji Author-X-Name-Last: Nakashima Title: Impact of additive covariate error on linear model Abstract: We consider effect of additive covariate error on linear model in observational (radiation epidemiology) study for exposure risk. Additive dose error affects dose-response shape under general linear regression settings covering identity-link GLM type models and linear excess-relative-risk grouped-Poisson models. Under independent error, dose distribution that log of dose density is up to quadratic polynomial on an interval (the log-quadratic density condition), normal, exponential, and uniform distributions, is the condition for linear regression calibration. Violation of the condition can result low-dose-high-sensitivity model from linear no-threshold (LNT) model by the dose error. Power density is also considered. A published example is given. Journal: Communications in Statistics - Theory and Methods Pages: 5517-5529 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1515361 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1515361 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5517-5529 Template-Type: ReDIF-Article 1.0 Author-Name: Hamed Haselimashhadi Author-X-Name-First: Hamed Author-X-Name-Last: Haselimashhadi Title: A unified class of penalties with the capability of producing a differentiable alternative to l1 norm penalty Abstract: This article presents a class of novel penalties that are defined under a unified framework, which includes lasso, SCAD and ridge as special cases, and novel functions, such as the asymmetric quantile check function. The proposed class of penalties is capable of producing alternative differentiable penalties to lasso. We mainly focus on this case and show its desirable properties, propose an efficient algorithm for the parameter estimation and prove the theoretical properties of the resulting estimators. Moreover, we exploit the differentiability of the penalty function by deriving a novel Generalized Information Criterion (GIC) for model selection. The method is implemented in the R package DLASSO freely available from CRAN, http://CRAN.R-project.org/package=DLASSO. Journal: Communications in Statistics - Theory and Methods Pages: 5530-5545 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1515362 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1515362 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5530-5545 Template-Type: ReDIF-Article 1.0 Author-Name: Hasthika S. Rupasinghe Arachchige Don Author-X-Name-First: Hasthika S. Author-X-Name-Last: Rupasinghe Arachchige Don Author-Name: David J. Olive Author-X-Name-First: David J. Author-X-Name-Last: Olive Title: Bootstrapping analogs of the one way MANOVA test Abstract: Analogs of the classical one way MANOVA model have recently been suggested that do not assume that population covariance matrices are equal or that the error vector distribution is known. These tests are based on the sample mean and sample covariance matrix corresponding to each of the p populations. We show how to extend these tests using other measures of location such as the trimmed mean or coordinatewise median. These new bootstrap tests can have some outlier resistance, and can perform better than the tests based on the sample mean if the error vector distribution is heavy tailed. Journal: Communications in Statistics - Theory and Methods Pages: 5546-5558 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1515363 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1515363 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5546-5558 Template-Type: ReDIF-Article 1.0 Author-Name: W. A. Hassanein Author-X-Name-First: W. A. Author-X-Name-Last: Hassanein Author-Name: M. M. Seyam Author-X-Name-First: M. M. Author-X-Name-Last: Seyam Title: Construction of some compound criteria via A-optimality Abstract: This paper is devoted to attain multiple objects via proposing two compound optimality criteria constructed with A-optimality criterion. The offered compound criteria are ADP-optimality to seek about an optimal design for minimizing the average variance, having an efficient parameter estimates, likewise, maximizing the probability of a particular event and AKL-optimality that provides an identified balance between model discrimination and minimizing the average variance of the parameter estimates. The equivalence theorems are stated and proved. Finally, a numerical example is applied on probit GLMs to illustrate the results for both compound criteria. Journal: Communications in Statistics - Theory and Methods Pages: 5559-5570 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1515364 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1515364 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5559-5570 Template-Type: ReDIF-Article 1.0 Author-Name: S. Fani Author-X-Name-First: S. Author-X-Name-Last: Fani Author-Name: M. A. Pasha Author-X-Name-First: M. A. Author-X-Name-Last: Pasha Author-Name: M. Bameni Moghadam Author-X-Name-First: M. Bameni Author-X-Name-Last: Moghadam Title: A new approach to optimal design of control charts based on change point estimation and total time on test plot Abstract: Estimation of the change point of a process may be the most important result and application of control charts in the literature of statistical process control. The time to the change point called process failure mechanism may have the most vital role in optimal design of control charts. Applying the total time on test plot as a supreme tool for the failure rate shape identification is proposed in this paper to pick out an appropriate failure model. The unknown parameters of the fitted distribution then can be estimated by some common statistical methods like maximum likelihood based on the estimated change point data. The generalized cost model of Rahim and Banerjee (1993) adapted for fitted shock model will determine eventually the optimal design parameters of control charts economically and statistically. A numerical study on the optimal design of X¯-control chart illustrates our practical approach for production systems with bathtub-shaped failure rate. Journal: Communications in Statistics - Theory and Methods Pages: 5571-5584 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1515956 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1515956 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5571-5584 Template-Type: ReDIF-Article 1.0 Author-Name: Wei Liu Author-X-Name-First: Wei Author-X-Name-Last: Liu Author-Name: Linxiao Wei Author-X-Name-First: Linxiao Author-X-Name-Last: Wei Author-Name: Yijun Hu Author-X-Name-First: Yijun Author-X-Name-Last: Hu Title: Multivariate convex risk statistics with scenario analysis Abstract: In this article, we introduce three new classes of multivariate risk statistics, which can be considered as data-based versions of multivariate risk measures. These new classes are multivariate convex risk statistics, multivariate comonotonic convex risk statistics and multivariate empirical-law-invariant convex risk statistics, respectively. Representation results are provided. The arguments of proofs are mainly developed by ourselves. It turns out that all the relevant existing results in the literature are special cases of those obtained in this article. Journal: Communications in Statistics - Theory and Methods Pages: 5585-5601 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1515957 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1515957 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5585-5601 Template-Type: ReDIF-Article 1.0 Author-Name: Gang He Author-X-Name-First: Gang Author-X-Name-Last: He Author-Name: Wenqing Wu Author-X-Name-First: Wenqing Author-X-Name-Last: Wu Author-Name: Yuanyuan Zhang Author-X-Name-First: Yuanyuan Author-X-Name-Last: Zhang Title: Performance analysis of machine repair system with single working vacation Abstract: This paper studies a machine repair problem with repairman’s single working vacation in which repairman works with a lower repair rate rather than completely terminating repair during vacation period. Employing Markov process theory and matrix analytical method, various system performance measures are obtained in transient and stationary regimes. Moreover, we deduce the system reliability, the mean time to failure, the repairman’s busy period and the waiting time of failed machine by using the probabilistic properties of phase type distribution. Further, some numerical examples are provided. Finally, a cost model is developed to determine the optimum value of operating machines. Journal: Communications in Statistics - Theory and Methods Pages: 5602-5620 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1515958 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1515958 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5602-5620 Template-Type: ReDIF-Article 1.0 Author-Name: Hong-Xia Xu Author-X-Name-First: Hong-Xia Author-X-Name-Last: Xu Author-Name: Guo-Liang Fan Author-X-Name-First: Guo-Liang Author-X-Name-Last: Fan Author-Name: Cheng-Xin Wu Author-X-Name-First: Cheng-Xin Author-X-Name-Last: Wu Author-Name: Zhen-Long Chen Author-X-Name-First: Zhen-Long Author-X-Name-Last: Chen Title: Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data Abstract: The purpose of this paper is twofold. First, we investigate estimations in varying-coefficient partially linear errors-in-variables models with covariates missing at random. However, the estimators are often biased due to the existence of measurement errors, the bias-corrected profile least-squares estimator and local liner estimators for unknown parametric and coefficient functions are obtained based on inverse probability weighted method. The asymptotic properties of the proposed estimators both for the parameter and nonparametric parts are established. Second, we study asymptotic distributions of an empirical log-likelihood ratio statistic and maximum empirical likelihood estimator for the unknown parameter. Based on this, more accurate confidence regions of the unknown parameter can be constructed. The methods are examined through simulation studies and illustrated by a real data analysis. Journal: Communications in Statistics - Theory and Methods Pages: 5621-5636 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1517216 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1517216 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5621-5636 Template-Type: ReDIF-Article 1.0 Author-Name: Mitsuru Tamatani Author-X-Name-First: Mitsuru Author-X-Name-Last: Tamatani Author-Name: Kanta Naito Author-X-Name-First: Kanta Author-X-Name-Last: Naito Title: High dimensional asymptotics for the naive Hotelling T2 statistic in pattern recognition Abstract: This paper examines the high dimensional asymptotics of the naive Hotelling T2 statistic. Naive Bayes has been utilized in high dimensional pattern recognition as a method to avoid singularities in the estimated covariance matrix. The naive Hotelling T2 statistic, which is equivalent to the estimator of the naive canonical correlation, is a statistically important quantity in naive Bayes and its high dimensional behavior has been studied under several conditions. In this paper, asymptotic normality of the naive Hotelling T2 statistic under a high dimension low sample size setting is developed using the central limit theorem of a martingale difference sequence. Journal: Communications in Statistics - Theory and Methods Pages: 5637-5656 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1517217 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1517217 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5637-5656 Template-Type: ReDIF-Article 1.0 Author-Name: Sumei Zhang Author-X-Name-First: Sumei Author-X-Name-Last: Zhang Author-Name: Guangdong Zhang Author-X-Name-First: Guangdong Author-X-Name-Last: Zhang Title: An analytical approximation method for pricing barrier options under the double Heston model Abstract: The purpose of the paper is to provide an efficient pricing method for single barrier options under the double Heston model. By rewriting the model as a singular and regular perturbed BS model, the double Heston model can separately mimic a fast time-scale and a slow time-scale. With the singular and regular perturbation techniques, we analytically derive the first-order asymptotic expansion of the solution to a barrier option pricing partial differential equation. The convergence and efficiency of the approximate method is verified by Monte Carlo simulation. Numerical results show that the presented asymptotic pricing method is fast and accurate. Journal: Communications in Statistics - Theory and Methods Pages: 5657-5671 Issue: 22 Volume: 48 Year: 2019 Month: 11 X-DOI: 10.1080/03610926.2018.1549257 File-URL: http://hdl.handle.net/10.1080/03610926.2018.1549257 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5657-5671 Template-Type: ReDIF-Article 1.0 Author-Name: Martín Egozcue Author-X-Name-First: Martín Author-X-Name-Last: Egozcue Author-Name: Luis Fuentes García Author-X-Name-First: Luis Fuentes Author-X-Name-Last: García Title: The variance upper bound for a mixed random variable Abstract: In this note, we derive upper bounds on the variance of a mixed random variable. Our results are an extension of previous results for unimodal and symmetric random variables. The novelty of our findings is that this mixed random variable does not necessarily need to be symmetric and is multimodal. We also characterize the cases when these bounds are optimal. Journal: Communications in Statistics - Theory and Methods Pages: 5391-9395 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390136 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390136 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5391-9395 Template-Type: ReDIF-Article 1.0 Author-Name: Hongmin Xiao Author-X-Name-First: Hongmin Author-X-Name-Last: Xiao Author-Name: Lin Xie Author-X-Name-First: Lin Author-X-Name-Last: Xie Title: Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate Abstract: In this paper, the risk model with constant interest based on an entrance process is investigated. Under the assumptions that the entrance process is a renewal process and the claim sizes satisfy a certain dependency, which belong to the different heavy-tailed distribution classes, the finite-time and infinite-time asymptotic estimates of the risk model with constant interest force are obtained. Journal: Communications in Statistics - Theory and Methods Pages: 5396-5417 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1390137 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1390137 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5396-5417 Template-Type: ReDIF-Article 1.0 Author-Name: Mulugeta Gebregziabher Author-X-Name-First: Mulugeta Author-X-Name-Last: Gebregziabher Author-Name: Mark A. Eckert Author-X-Name-First: Mark A. Author-X-Name-Last: Eckert Author-Name: Lois J. Matthews Author-X-Name-First: Lois J. Author-X-Name-Last: Matthews Author-Name: Abeba A. Teklehaimanot Author-X-Name-First: Abeba A. Author-X-Name-Last: Teklehaimanot Author-Name: Judy R. Dubno Author-X-Name-First: Judy R. Author-X-Name-Last: Dubno Title: Joint modeling of multivariate hearing thresholds measured longitudinally at multiple frequencies Abstract: Pure-tone thresholds are used to estimate hearing acuity and, when measured longitudinally, can characterize age-related changes in hearing. Measured at multiple-frequencies, multiple-irregular time points, for right and left ears, these longitudinal studies of age-related hearing loss produce data of inherent complexity due to: 1) multivariate outcomes at different frequencies; 2) longitudinal measurements taken at subject-specific time intervals; and 3) inter-ear correlations due to clustering and nesting. To address limitations in existing methods, we propose a multivariate generalized linear mixed model (mGLMM) and assess its performance. We demonstrate its application using a unique dataset from a cohort study of age-related hearing loss. Journal: Communications in Statistics - Theory and Methods Pages: 5418-5434 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395045 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395045 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5418-5434 Template-Type: ReDIF-Article 1.0 Author-Name: Akaninyene Udo Udom Author-X-Name-First: Akaninyene Udo Author-X-Name-Last: Udom Title: Stochastic approximation results for variational inequality problem using random-type iterative schemes Abstract: Real world problems are embedded with uncertainties. Therefore, to tackle these problems, one must consider probabilistic nature of the problems both in modeling and solution. In this work, concepts of convergence of the solution of variational inequality in classical functional analysis are extended to a stochastic domain for a random Mann-type iterative and Ishikawa-type iterative schemes in a Banach space. A mean square convergence result is proved for this extension. Journal: Communications in Statistics - Theory and Methods Pages: 5435-5444 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395046 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395046 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5435-5444 Template-Type: ReDIF-Article 1.0 Author-Name: Dan-Ling Li Author-X-Name-First: Dan-Ling Author-X-Name-Last: Li Author-Name: Jun-Xiang Peng Author-X-Name-First: Jun-Xiang Author-X-Name-Last: Peng Author-Name: Chong-Yang Duan Author-X-Name-First: Chong-Yang Author-X-Name-Last: Duan Author-Name: Ju-Min Deng Author-X-Name-First: Ju-Min Author-X-Name-Last: Deng Title: Weighted product index and its two-independent-sample comparison based on weighted sensitivity and specificity Abstract: Background: On the basis of statistical methods about index S (S = SEN × SPE), we develop a new weighted ways (weighted product index Sw) of combining sensitivity and specificity with user-defined weights. Methods: The new weighted product index Sw is defined as Sw = (SEN) (Youden 1950)2w × (SPE) (Youden 1950) 2(1−w) Results: For the large sample, the test statistics Z of two-independent-sample weighted product indices can either be a monotonous increasing/decreasing function or a no-monotonous function of weight w. Type I error of this statistics can be guaranteed close to the nominal level of 5%, which is more conservative than the weighted Youden index from simulation. Journal: Communications in Statistics - Theory and Methods Pages: 5445-5459 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395047 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395047 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5445-5459 Template-Type: ReDIF-Article 1.0 Author-Name: Jan Beran Author-X-Name-First: Jan Author-X-Name-Last: Beran Author-Name: Klaus Telkmann Author-X-Name-First: Klaus Author-X-Name-Last: Telkmann Title: On nonparametric density estimation for multivariate linear long-memory processes Abstract: We consider nonparametric estimation of the density function and its derivatives for multivariate linear processes with long-range dependence. In a first step, the asymptotic distribution of the multivariate empirical process is derived. In a second step, the asymptotic distribution of kernel density estimators and their derivatives is obtained. Journal: Communications in Statistics - Theory and Methods Pages: 5460-5473 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395048 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395048 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5460-5473 Template-Type: ReDIF-Article 1.0 Author-Name: S. M. Sunoj Author-X-Name-First: S. M. Author-X-Name-Last: Sunoj Author-Name: R. S. Rasin Author-X-Name-First: R. S. Author-X-Name-Last: Rasin Title: A quantile-based study on ageing intensity function Abstract: Jiang, Ji, and Xiao (2003) has introduced a quantitative measure known as the ageing intensity function for evaluating the ageing properties of a component/system. In recent years, there has been a great interest on the study of quantile function, an equivalent alternative to the distribution function approach. Unlike the distribution function approach, the quantile method possess some unique properties (see Gilchrist 2000, Nair, Sankaran, and Balakrishnan 2013). Motivated with this, in the present paper we introduce a quantile-based ageing intensity function and study its various ageing properties. We also study some stochastic comparison of random variables based on the proposed measure. Journal: Communications in Statistics - Theory and Methods Pages: 5474-5484 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395049 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395049 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5474-5484 Template-Type: ReDIF-Article 1.0 Author-Name: Feng Liu Author-X-Name-First: Feng Author-X-Name-Last: Liu Author-Name: Chunyan Li Author-X-Name-First: Chunyan Author-X-Name-Last: Li Author-Name: Pengfei Wang Author-X-Name-First: Pengfei Author-X-Name-Last: Wang Author-Name: Xinmei Kang Author-X-Name-First: Xinmei Author-X-Name-Last: Kang Title: Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models Abstract: In this paper, we propose an empirical likelihood based diagnostic technique for heteroscedasticity in the semiparametric varying-coefficient partially linear errors-in-variables models. Under mild conditions, a nonparametric version of Wilk’s theorem is derived. Simulation results reveal that our test performs well in both size and power. Journal: Communications in Statistics - Theory and Methods Pages: 5485-5496 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395050 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395050 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5485-5496 Template-Type: ReDIF-Article 1.0 Author-Name: Chanchal Kundu Author-X-Name-First: Chanchal Author-X-Name-Last: Kundu Author-Name: Amit Ghosh Author-X-Name-First: Amit Author-X-Name-Last: Ghosh Title: On some dynamic generalized information measures for bivariate lifetimes Abstract: Several generalizations to the concept of Kullback-Leibler divergence measure and Kerridge inaccuracy measure are available in the literature. In a recent paper Kundu (Metrika, 78:415–435, 2015) considered a generalized K-L divergence measure of order (α, β). Nath (Metrika, 13:123–135, 1968) has also proposed generalized inaccuracy measure of order α. Here we address the question of extending these measures to higher dimensions with reference to residual lifetimes. In the present work, the generalized divergence and inaccuracy measures are extended for conditional lifetimes of two components having possibly different ages. Several properties, including monotonicity, and bounds of these measures are obtained for conditional random variables. Moreover, we study the effect of (increasing) monotone transformation on these generalized measures. Journal: Communications in Statistics - Theory and Methods Pages: 5497-5513 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395051 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395051 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5497-5513 Template-Type: ReDIF-Article 1.0 Author-Name: Hok Shing Kwong Author-X-Name-First: Hok Shing Author-X-Name-Last: Kwong Author-Name: Saralees Nadarajah Author-X-Name-First: Saralees Author-X-Name-Last: Nadarajah Title: Expectation formulas for integer valued multivariate random variables Abstract: Nadarajah and Mitov [Communications in Statistics—Theory and Methods, 32, 2003, 47–60] derived an expectation formula for continuous multivariate random variables involving the joint survival function. Their result is extended here for discrete multivariate random variables. Examples proposing new discrete bivariate distributions are given. Journal: Communications in Statistics - Theory and Methods Pages: 5514-5518 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1395052 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1395052 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5514-5518 Template-Type: ReDIF-Article 1.0 Author-Name: S. Zinodiny Author-X-Name-First: S. Author-X-Name-Last: Zinodiny Title: Bayes minimax ridge regression estimators Abstract: The problem of estimating of the vector β of the linear regression model y = Aβ + ϵ with ϵ ∼ Np(0, σ2Ip) under quadratic loss function is considered when common variance σ2 is unknown. We first find a class of minimax estimators for this problem which extends a class given by Maruyama and Strawderman (2005) and using these estimators, we obtain a large class of (proper and generalized) Bayes minimax estimators and show that the result of Maruyama and Strawderman (2005) is a special case of our result. We also show that under certain conditions, these generalized Bayes minimax estimators have greater numerical stability (i.e., smaller condition number) than the least-squares estimator. Journal: Communications in Statistics - Theory and Methods Pages: 5519-5533 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397167 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397167 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5519-5533 Template-Type: ReDIF-Article 1.0 Author-Name: Ayaka Yagi Author-X-Name-First: Ayaka Author-X-Name-Last: Yagi Author-Name: Takashi Seo Author-X-Name-First: Takashi Author-X-Name-Last: Seo Author-Name: Muni S. Srivastava Author-X-Name-First: Muni S. Author-X-Name-Last: Srivastava Title: Testing equality of mean vectors in a one-way MANOVA with monotone missing data Abstract: In this study, testing the equality of mean vectors in a one-way multivariate analysis of variance (MANOVA) is considered when each dataset has a monotone pattern of missing observations. The likelihood ratio test (LRT) statistic in a one-way MANOVA with monotone missing data is given. Furthermore, the modified test (MT) statistic based on likelihood ratio (LR) and the modified LRT (MLRT) statistic with monotone missing data are proposed using the decomposition of the LR and an asymptotic expansion for each decomposed LR. The accuracy of the approximation for the Chi-square distribution is investigated using a Monte Carlo simulation. Finally, an example is given to illustrate the methods. Journal: Communications in Statistics - Theory and Methods Pages: 5534-5546 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397168 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397168 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5534-5546 Template-Type: ReDIF-Article 1.0 Author-Name: Zahirul Hoque Author-X-Name-First: Zahirul Author-X-Name-Last: Hoque Author-Name: Jacek Wesolowski Author-X-Name-First: Jacek Author-X-Name-Last: Wesolowski Author-Name: Shahadut Hossain Author-X-Name-First: Shahadut Author-X-Name-Last: Hossain Title: Shrinkage estimator of regression model under asymmetric loss Abstract: This article investigates the performance of the shrinkage estimator (SE) of the parameters of a simple linear regression model under the LINEX loss criterion. The risk function of the estimator under the asymmetric LINEX loss is derived and analyzed. The moment-generating functions and the first two moments of the estimators are also obtained. The risks of the SE have been compared numerically with that of pre-test and least-square estimators (LSEs) under the LINEX loss criterion. The numerical comparison reveals that under certain conditions the LSE is inadmissible, and the SE is the best among the three estimators. Journal: Communications in Statistics - Theory and Methods Pages: 5547-5557 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397169 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397169 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5547-5557 Template-Type: ReDIF-Article 1.0 Author-Name: Yan Shen Author-X-Name-First: Yan Author-X-Name-Last: Shen Author-Name: Ancha Xu Author-X-Name-First: Ancha Author-X-Name-Last: Xu Title: On the dependent competing risks using Marshall–Olkin bivariate Weibull model: Parameter estimation with different methods Abstract: Competing risks models are of great importance in reliability and survival analysis. They are often assumed to have independent causes of failure in literature, which may be unreasonable. In this article, dependent causes of failure are considered by using the Marshall–Olkin bivariate Weibull distribution. After deriving some useful results for the model, we use ML, fiducial inference, and Bayesian methods to estimate the unknown model parameters with a parameter transformation. Simulation studies are carried out to assess the performances of the three methods. Compared with the maximum likelihood method, the fiducial and Bayesian methods could provide better parameter estimation. Journal: Communications in Statistics - Theory and Methods Pages: 5558-5572 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397170 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397170 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5558-5572 Template-Type: ReDIF-Article 1.0 Author-Name: Zahra Behdani Author-X-Name-First: Zahra Author-X-Name-Last: Behdani Author-Name: Gholam Reza Mohtashami Borzadaran Author-X-Name-First: Gholam Reza Mohtashami Author-X-Name-Last: Borzadaran Author-Name: Bahram Sadeghpour Gildeh Author-X-Name-First: Bahram Sadeghpour Author-X-Name-Last: Gildeh Title: Relationship between the weighted distributions and some inequality measures Abstract: In this paper, we study the relationships between the weighted distributions and the parent distributions in the context of Lorenz curve, Lorenz ordering and inequality measures. These relationships depend on the nature of the weight functions and give rise to interesting connections. The properties of weighted distributions for general weight functions are also investigated. It is shown how to derive and to determine characterizations related to Lorenz curve and other inequality measures for the cases weight functions are increasing or decreasing. Some of the results are applied for special cases of the weighted distributions. We represent the reliability measures of weighted distributions by the inequality measures to obtain some results. Length-biased and equilibrium distributions have been discussed as weighted distributions in the reliability context by concentration curves. We also review and extend the problem of stochastic orderings and aging classes under weighting. Finally, the relationships between the weighted distribution and transformations are discussed. Journal: Communications in Statistics - Theory and Methods Pages: 5573-5589 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397171 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397171 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5573-5589 Template-Type: ReDIF-Article 1.0 Author-Name: Ta Cong Son Author-X-Name-First: Ta Cong Author-X-Name-Last: Son Author-Name: Dang Hung Thang Author-X-Name-First: Dang Hung Author-X-Name-Last: Thang Author-Name: Le Van Dung Author-X-Name-First: Le Author-X-Name-Last: Van Dung Title: On convergence of moving average series of martingale differences fields taking values in Banach spaces Abstract: Let {Xn,Fn;n∈Zd}$\lbrace X_{\bf n}, \mathcal {F}_{\bf n}; {\bf n}\in \mathbb {Z}^d\rbrace$ be a field of martingale differences taking values in a Banach space, {an;n∈Zd}$\lbrace a_{\bf n}; {\bf n} \in \mathbb {Z}^d\rbrace$ is an absolutely summable field of real numbers such that the moving average series Zk=∑i∈ZdaiXi+k$Z_{\bf k}=\sum _{{\bf i}\in \mathbb {Z}^d} a_{{\bf i}}X_{\bf i+k}$ converges almost surely. Let Tn = ∑k⪰nZk be the tail corresponding series which converges to 0 a.s. The paper provides conditions under which bnTn→0a.s.$b_{\bf n}T_{\bf n}\rightarrow 0\quad \text{a.s.}$ and P(supk⪰nbk∥Tk∥>ϵ)=o(1|n|1-α)asn→∞$P(\sup \limits _{ \bf k\succeq n} b_{\bf k}\Vert T_{\bf k}\Vert > \epsilon )=o(\dfrac{1}{|{\bf n}|^{1-\alpha } }) \ \mbox{as}\ {\bf n} \rightarrow \infty$ for every field of positive constants {bn, n⪰1} such that bn ⩽ bm for all n⪯m. These results are applied to obtain some results about the convergence of Quadratic Chaos. Journal: Communications in Statistics - Theory and Methods Pages: 5590-5603 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397172 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397172 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5590-5603 Template-Type: ReDIF-Article 1.0 Author-Name: Mengmei Xi Author-X-Name-First: Mengmei Author-X-Name-Last: Xi Author-Name: Xin Deng Author-X-Name-First: Xin Author-X-Name-Last: Deng Author-Name: Xuejun Wang Author-X-Name-First: Xuejun Author-X-Name-Last: Wang Author-Name: Zhaoyang Cheng Author-X-Name-First: Zhaoyang Author-X-Name-Last: Cheng Title: Lp convergence and complete convergence for weighted sums of AANA random variables Abstract: Let {Xn, n ⩾ 1} be a sequence of asymptotically almost negatively associated (AANA, for short) random variables which is stochastically dominated by a random variable X, and {dni, 1 ⩽ i ⩽ n, n ⩾ 1} be a sequence of real function, which is defined on a compact set E. Under some suitable conditions, we investigate some convergence properties for weighted sums of AANA random variables, especially the Lp convergence and the complete convergence. As an application, the Marcinkiewicz–Zygmund-type strong law of large numbers for AANA random variables is obtained. Journal: Communications in Statistics - Theory and Methods Pages: 5604-5613 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397173 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397173 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5604-5613 Template-Type: ReDIF-Article 1.0 Author-Name: Xin Wang Author-X-Name-First: Xin Author-X-Name-Last: Wang Author-Name: Xiaoming Xue Author-X-Name-First: Xiaoming Author-X-Name-Last: Xue Author-Name: Liuquan Sun Author-X-Name-First: Liuquan Author-X-Name-Last: Sun Title: Regression analysis of restricted mean survival time based on pseudo-observations for competing risks data Abstract: Competing risks data often occur in many medical follow-up studies. When the survival time is the outcome variable, the restricted mean survival time has heuristic and clinically meaningful interpretation. In this article, we propose a class of regression models for the restricted mean survival time in the competing risks setting. We adopt a technique of pseudo-observations to develop estimating equation approaches for the model parameters and establish asymptotic properties of the resulting estimators. The finite-sample behavior of the proposed method is evaluated through simulation studies, and an application to the Women’s Interagency HIV Study is provided. Journal: Communications in Statistics - Theory and Methods Pages: 5614-5625 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1397174 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1397174 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5614-5625 Template-Type: ReDIF-Article 1.0 Author-Name: Shixin Li Author-X-Name-First: Shixin Author-X-Name-Last: Li Author-Name: Hua Jin Author-X-Name-First: Hua Author-X-Name-Last: Jin Author-Name: Wanyi Chen Author-X-Name-First: Wanyi Author-X-Name-Last: Chen Title: Two-stage phase II trials with early stopping for effectiveness and safety as well as ineffectiveness or harm Abstract: This article proposes new optimal and minimax designs, which allow early stopping not only for ineffectiveness or toxicity but also for sufficient effectiveness and safety. These designs may facilitate effective drug development by detecting sufficient effectiveness and safety at an early stage or by detecting ineffectiveness or excessive toxicity at an early stage. The proposed design has advantage over other designs in the sense that it can control the type I error rate and is robust against the real association parameter. Comparing to Jin's design, it is always advantageous in terms of expected sample size. Journal: Communications in Statistics - Theory and Methods Pages: 5626-5638 Issue: 22 Volume: 47 Year: 2018 Month: 11 X-DOI: 10.1080/03610926.2017.1400054 File-URL: http://hdl.handle.net/10.1080/03610926.2017.1400054 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:47:y:2018:i:22:p:5626-5638 Template-Type: ReDIF-Article 1.0 Author-Name: Hafida Goual Author-X-Name-First: Hafida Author-X-Name-Last: Goual Author-Name: Nacira Seddik-Ameur Author-X-Name-First: Nacira Author-X-Name-Last: Seddik-Ameur Title: Chi-Squared Type Test for the AFT-Generalized Inverse Weibull Distribution Abstract: The generalized inverse Weibull distribution is a newlife time probability distribution which can be used to model a variety of failure characteristics. It has several desirable properties and nice physical interpretations which enable them to be used frequently. In this article, we present a chi-squared goodness-of-fit test for an accelerated failure time (AFT) model with generalized inverse Weibull distribution (GIW) as the baseline distribution, in both of complete and censored data. This test is based on a modification of the NRR (Nikulin-Rao-Robson) statistic Y2, proposed by Bagdonavicius and Nikulin (2011), for censored data. Two applications of real data are given to illustrate the potentiality of the proposed test. Journal: Communications in Statistics - Theory and Methods Pages: 2605-2617 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2013.839043 File-URL: http://hdl.handle.net/10.1080/03610926.2013.839043 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2605-2617 Template-Type: ReDIF-Article 1.0 Author-Name: Min Yi Author-X-Name-First: Min Author-X-Name-Last: Yi Author-Name: Guohua Deng Author-X-Name-First: Guohua Author-X-Name-Last: Deng Author-Name: Hua Liang Author-X-Name-First: Hua Author-X-Name-Last: Liang Title: Cramér Asymptotic Efficiency in a Semiparametric Model Abstract: This article is concerned with efficient estimation in a semiparametric model. We consider pseudo maximum likelihood estimation and prove that the proposed estimator is asymptotically efficient in the sense of Cramér; that is, the estimator has the smallest mean squared error. Journal: Communications in Statistics - Theory and Methods Pages: 2618-2628 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.661508 File-URL: http://hdl.handle.net/10.1080/03610926.2012.661508 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2618-2628 Template-Type: ReDIF-Article 1.0 Author-Name: Oluwagbohunmi A. Awosoga Author-X-Name-First: Oluwagbohunmi A. Author-X-Name-Last: Awosoga Author-Name: Joseph W. Mckean Author-X-Name-First: Joseph W. Author-X-Name-Last: Mckean Author-Name: Bradley E. Huitema Author-X-Name-First: Bradley E. Author-X-Name-Last: Huitema Title: Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models Abstract: A simple, robust test for the autocorrelation parameter in an intervention time-series model (AB design) is proposed. It is analogous to the traditional tests and can easily be computed by using the freeware R. In the same way as traditional tests of autocorrelation are based on least squares (LS) fits of a linear model, our robust test is based on the highly efficient Wilcoxon fit of the linear model. We present the results of a Monte Carlo study which show that our robust test inherits the good efficiency properties of this Wilcoxon fit. Its empirical power is only slightly less than the empirical power of the least squares test over situations with normally distributed errors while it exhibited much more power over situations with error distributions having tails heavier than those of a normal distribution. It also showed robustness of validity over all null situations simulated. We also present the results of the application of our test to a real data set which illustrates the robustness of our test. Journal: Communications in Statistics - Theory and Methods Pages: 2629-2641 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.681419 File-URL: http://hdl.handle.net/10.1080/03610926.2012.681419 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2629-2641 Template-Type: ReDIF-Article 1.0 Author-Name: Christophe Chesneau Author-X-Name-First: Christophe Author-X-Name-Last: Chesneau Author-Name: Esmaeil Shirazi Author-X-Name-First: Esmaeil Author-X-Name-Last: Shirazi Title: Nonparametric Wavelet Regression Based on Biased Data Abstract: The estimation of the regression function in the biased nonparametric regression model is investigated. We propose and develop a new wavelet-based methodology for this problem. In particular, an adaptive hard thresholding wavelet estimator is constructed. Under mild assumptions on the model, we prove that it enjoys powerful mean integrated squared error properties over Besov balls. Journal: Communications in Statistics - Theory and Methods Pages: 2642-2658 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.681536 File-URL: http://hdl.handle.net/10.1080/03610926.2012.681536 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2642-2658 Template-Type: ReDIF-Article 1.0 Author-Name: E. Bahrami Samani Author-X-Name-First: E. Bahrami Author-X-Name-Last: Samani Author-Name: M. Ganjali Author-X-Name-First: M. Author-X-Name-Last: Ganjali Title: Mixed Correlated Bivariate Ordinal and Negative Binomial Longitudinal Responses with Nonignorable Missing Values Abstract: Regression models with random effects are proposed for joint analysis of negative binomial and ordinal longitudinal data with nonignorable missing values under fully parametric framework. The presented model simultaneously considers a multivariate probit regression model for the missing mechanisms, which provides the ability of examining the missing data assumptions and a multivariate mixed model for the responses. Random effects are used to take into account the correlation between longitudinal responses of the same individual. A full likelihood-based approach that allows yielding maximum likelihood estimates of the model parameters is used. The model is applied to a medical data, obtained from an observational study on women, where the correlated responses are the ordinal response of osteoporosis of the spine and negative binomial response is the number of joint damage. A sensitivity of the results to the assumptions is also investigated. The effect of some covariates on all responses are investigated simultaneously. Journal: Communications in Statistics - Theory and Methods Pages: 2659-2673 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.681537 File-URL: http://hdl.handle.net/10.1080/03610926.2012.681537 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2659-2673 Template-Type: ReDIF-Article 1.0 Author-Name: Leda D. Minkova Author-X-Name-First: Leda D. Author-X-Name-Last: Minkova Author-Name: Edward Omey Author-X-Name-First: Edward Author-X-Name-Last: Omey Title: A New Markov Binomial Distribution Abstract: In this article, we introduce a two-state homogeneous Markov chain and define a geometric distribution related to this Markov chain. We define also the negative binomial distribution similar to the classical case and call it NB related to interrupted Markov chain. The new binomial distribution is related to the interrupted Markov chain. Some characterization properties of the geometric distributions are given. Recursion formulas and probability mass functions for the NB distribution and the new binomial distribution are derived. Journal: Communications in Statistics - Theory and Methods Pages: 2674-2688 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.681538 File-URL: http://hdl.handle.net/10.1080/03610926.2012.681538 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2674-2688 Template-Type: ReDIF-Article 1.0 Author-Name: Daniel R. Jeske Author-X-Name-First: Daniel R. Author-X-Name-Last: Jeske Author-Name: James M. Flegal Author-X-Name-First: James M. Author-X-Name-Last: Flegal Author-Name: Stephen R. Spindler Author-X-Name-First: Stephen R. Author-X-Name-Last: Spindler Title: Minimum Size Survival Analysis Sampling Plans for Comparing Multiple Treatment Groups to a Single Control Group Abstract: We develop a sample size methodology that achieves specified Type-1 and Type-2 error rates when comparing the survivor functions of multiple treatment groups versus a control group. The designs will control family-wise Type-1 error rate. We assume the family of Weibull distributions adequately describes the underlying survivor functions, and we separately consider three of the most common study scenarios: (a) complete samples; (b) Type-1 censoring with a common censoring time; and (c) Type-1 censoring with an accrual period. A mice longevity study comparing the effect on survival of multiple low-calorie diets is used to motivate our work on this problem. Journal: Communications in Statistics - Theory and Methods Pages: 2689-2701 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.683125 File-URL: http://hdl.handle.net/10.1080/03610926.2012.683125 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2689-2701 Template-Type: ReDIF-Article 1.0 Author-Name: Yu Huang Author-X-Name-First: Yu Author-X-Name-Last: Huang Author-Name: Yongling Li Author-X-Name-First: Yongling Author-X-Name-Last: Li Author-Name: Maochao Xu Author-X-Name-First: Maochao Author-X-Name-Last: Xu Title: Analysis of Order Statistics from Distributions with Regularly Varying Tails Abstract: In this article, necessary conditions for comparing order statistics from distributions with regularly varying tails are discussed in terms of various stochastic orders. A necessary and sufficient condition for stochastically comparing tail behaviors of order statistics is derived. The main results generalize and recover some results in Kleiber (2002, 2004). Extensions to coherent systems are mentioned as well. Journal: Communications in Statistics - Theory and Methods Pages: 2702-2713 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.683126 File-URL: http://hdl.handle.net/10.1080/03610926.2012.683126 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2702-2713 Template-Type: ReDIF-Article 1.0 Author-Name: Aiting Shen Author-X-Name-First: Aiting Author-X-Name-Last: Shen Author-Name: Xinghui Wang Author-X-Name-First: Xinghui Author-X-Name-Last: Wang Author-Name: Xiaoqin Li Author-X-Name-First: Xiaoqin Author-X-Name-Last: Li Author-Name: Xuejun Wang Author-X-Name-First: Xuejun Author-X-Name-Last: Wang Title: On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables Abstract: Let {Xni,i≥1,n≥1}$\lbrace X_{\scriptsize\textit{ni}}, i\ge 1, n\ge 1\rbrace$ be an array of rowwise ϕ-mixing random variables. A rate of complete convergence for weighted sums of arrays of rowwise ϕ-mixing random variables is obtained without assumption of identical distribution. The techniques used in the paper are the Rosenthal type inequality and the truncated method. As an application, the Baum and Katz type result for arrays of rowwise ϕ-mixing random variables is obtained. Journal: Communications in Statistics - Theory and Methods Pages: 2714-2725 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.683130 File-URL: http://hdl.handle.net/10.1080/03610926.2012.683130 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2714-2725 Template-Type: ReDIF-Article 1.0 Author-Name: Jesse Frey Author-X-Name-First: Jesse Author-X-Name-Last: Frey Title: A Note on Fisher Information and Imperfect Ranked-Set Sampling Abstract: We show by example that the Fisher information in an imperfect ranked-set sample may be higher than the Fisher information in a perfect ranked-set sample. This corrects certain misconceptions in the literature. The example also provides an additional counterexample to a common claim about the relationship between imperfect rankings and perfect rankings. Journal: Communications in Statistics - Theory and Methods Pages: 2726-2733 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.683131 File-URL: http://hdl.handle.net/10.1080/03610926.2012.683131 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2726-2733 Template-Type: ReDIF-Article 1.0 Author-Name: Eugene Kouassi Author-X-Name-First: Eugene Author-X-Name-Last: Kouassi Author-Name: Joel Sango Author-X-Name-First: Joel Author-X-Name-Last: Sango Author-Name: J. M. Bosson Brou Author-X-Name-First: J. M. Bosson Author-X-Name-Last: Brou Author-Name: Mbodja Mougoué Author-X-Name-First: Mbodja Author-X-Name-Last: Mougoué Title: A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model Abstract: This article extends the work by Holly and Gardiol (2000) (A score test for individual heteroscedasticity in a one-way error component model. In: Krishnakumar, J., Ronchetti, E., Eds. Panel Data Econometrics: Future Directions. Elsevier, North-Holland, Amsterdam, pp. 199–211, Ch. 10) to the two-way error components model. It deals exclusively with a joint heteroscedasticity test by first deriving Rao's efficient score statistics. Then, based on appropriate set of assumptions, we deduce the asymptotic distribution of the score under contiguous alternatives. Finally, we provide the expression for the score test statistic in the presence of heteroscedasticity and discuss its asymptotic local power. Journal: Communications in Statistics - Theory and Methods Pages: 2734-2751 Issue: 13 Volume: 43 Year: 2014 Month: 7 X-DOI: 10.1080/03610926.2012.675113 File-URL: http://hdl.handle.net/10.1080/03610926.2012.675113 File-Format: text/html File-Restriction: Access to full text is restricted to subscribers. Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2734-2751 Template-Type: ReDIF-Article 1.0 Author-Name: Guo-Dong Xing Author-X-Name-First: Guo-Dong Author-X-Name-Last: Xing Author-Name: Shan-Chao Yang Author-X-Name-First: Shan-Chao Author-X-Name-Last: Yang Title: Rate of Convergence of Strong Law of Large Numbers for Positively Associated Sequences Abstract: By a maximal moment inequality for positively associated sequences, the rate of convergence of strong law of large numbers n−1/2(log n)1/2(log log n)1/ξ with any 0<ξ<2 is obtained under the moment condition that supi≥1E|Xi|v<∞$\sup _{i\ge 1}E|X_{i}|^{v}<\infty$ with 1