T. Palanisamy 《统计学通讯:模拟与计算》2017,46(6):4991-5001

We propose a variational mode decomposition approach to estimate the variance function in a nonparametric heteroscedastic fixed design regression model. A data-driven estimator is constructed by applying variational mode decomposition technique to the difference-based initial estimates. The numerical results show that the proposed estimator performs better than the existing variance estimation procedures in the mean square sense.  相似文献   

    

Morteza Amini  Nader Nematollahi 《统计学通讯:理论与方法》2017,46(7):3217-3234

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.  相似文献   

    

Antonello D'Ambra 《统计学通讯:理论与方法》2017,46(6):2942-2954

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.  相似文献   

    

Ying-Ying Zhang 《统计学通讯:理论与方法》2017,46(14):7125-7133

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.  相似文献   

    

《Research Synthesis Methods》2017,8(2):236-250

Network meta‐analysis is becoming a common approach to combine direct and indirect comparisons of several treatment arms. In recent research, there have been various developments and extensions of the standard methodology. Simultaneously, cluster randomized trials are experiencing an increased popularity, especially in the field of health services research, where, for example, medical practices are the units of randomization but the outcome is measured at the patient level. Combination of the results of cluster randomized trials is challenging. In this tutorial, we examine and compare different approaches for the incorporation of cluster randomized trials in a (network) meta‐analysis. Furthermore, we provide practical insight on the implementation of the models. In simulation studies, it is shown that some of the examined approaches lead to unsatisfying results. However, there are alternatives which are suitable to combine cluster randomized trials in a network meta‐analysis as they are unbiased and reach accurate coverage rates. In conclusion, the methodology can be extended in such a way that an adequate inclusion of the results obtained in cluster randomized trials becomes feasible. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

    

A. Huang 《Australian & New Zealand Journal of Statistics》2017,59(2):195-213

Generalised estimating equations (GEE) for regression problems with vector‐valued responses are examined. When the response vectors are of mixed type (e.g. continuous–binary response pairs), the GEE approach is a semiparametric alternative to full‐likelihood copula methods, and is closely related to Prentice & Zhao's mean‐covariance estimation equations approach. When the response vectors are of the same type (e.g. measurements on left and right eyes), the GEE approach can be viewed as a ‘plug‐in’ to existing methods, such as the vglm function from the state‐of‐the‐art VGAM package in R. In either scenario, the GEE approach offers asymptotically correct inferences on model parameters regardless of whether the working variance–covariance model is correctly or incorrectly specified. The finite‐sample performance of the method is assessed using simulation studies based on a burn injury dataset and a sorbinil eye trial dataset. The method is applied to data analysis examples using the same two datasets, as well as to a trivariate binary dataset on three plant species in the Hunua ranges of Auckland.  相似文献   

    

C. J. Brien 《Australian & New Zealand Journal of Statistics》2017,59(4):327-352

Multiphase experiments are introduced and an overview of their design and analysis as it is currently practised is given via an account of their development since 1955 and a literature survey. Methods that are available for designing and analysing them are outlined, with an emphasis on making explicit the role of the model in their design. The availability of software and its use is described in detail. Overall, while multiphase designs have been applied in areas such as plant breeding, plant pathology, greenhouse experimentation, product storage, gene expression studies, and sensory evaluation, their deployment has been limited.  相似文献   

    

Alistair M. Senior  Wolfgang Viechtbauer  Shinichi Nakagawa 《Research Synthesis Methods》2020,11(4):553-567

Meta‐analyses are often used to estimate the relative average values of a quantitative outcome in two groups (eg, control and experimental groups). However, they may also examine the relative variability (variance) of those groups. For such comparisons, two relatively new effect size statistics, the log‐transformed “variability ratio” (the ratio of two standard deviations; lnVR) and the log‐transformed “coefficients of variation ratio” (the ratio of two coefficients of variation; lnCVR) are useful. In practice, lnCVR may be of most use because a treatment may affect the mean and the variance simultaneously. We propose new estimators for lnCVR and lnVR, including for when the two groups are dependent (eg, cross‐over and pre‐test‐post‐test designs). Through simulation, we evaluated the bias of these estimators and make recommendations accordingly. We use the methods to demonstrate that: (a) lifestyle interventions have a heterogenizing effect on gestational weight gain in obese women and (b) low‐glycemic index (GI) diets have a homogenizing effect on glycemic control in diabetics. We also find that the degree to which dependence among samples is accounted for can impact parameters such as τ² (ie, the between‐study variance) and I² (ie, the proportion of the total variability due to between‐study variance), and even the overall effect, and associated qualitative interpretations. Meta‐analytic comparison of the variability between two groups enables us to ask completely new questions and to gain fresh insights from existing datasets. We encourage researchers to take advantage of these convenient new effect size measures for the meta‐analysis of variation.  相似文献   

    

Jiaxi Liang  Shojaeddin Chenouri  Christopher G. Small 《Statistical Analysis and Data Mining》2020,13(1):98-108

In this paper, we develop a local rank correlation (LRC) measure which quantifies the performance of dimension reduction methods. The LRC is easily interpretable, and robust against the extreme skewness of nearest neighbor distributions in high dimensions. Some benchmark datasets are studied. We find that the LRC closely corresponds to our visual interpretation of the quality of the output. In addition, we demonstrate that the LRC is useful in estimating the intrinsic dimensionality of the original data, and in selecting a suitable value of tuning parameters used in some algorithms.  相似文献   

    

《Production and Operations Management》2018,27(6):1052-1073

We consider a firm purchasing a storable raw material commodity from a spot market with volatile commodity prices and the access to an associated financial derivatives market. The purchased commodity is processed into an end product with uncertain demand and lost sales. The firm aims to integrate the inventory replenishment and financial hedging decisions to maximize the mean‐variance of terminal wealth over a finite horizon. Recognizing time‐inconsistency of mean‐variance criteria, we employ the dynamic programming approach to obtain a time‐consistent policy. Assuming no arbitrage in financial market, we show that the mean‐variance utility functions under the time‐consistent policy have a recursive representation which enables us to readily characterize the structure of the time‐consistent policy. We analyze two types of hedging instruments, vanilla hedges and exotic hedges , and show that inventory and financial hedging decisions can be separated in the presence of forward contracts and a myopic state‐dependent base stock policy is optimal. The optimal hedging policy can be obtained by minimizing the variance of the hedging portfolio, the value of excess inventory and the profit‐to‐go as a function of future price. In the presence of a continuum of option strikes, we show how to construct custom exotic derivatives using forwards and options of all strikes to replicate the profit‐to‐go function. We then show the optimality of the time‐consistent policy under exotic hedge for the initial mean‐variance objective. We further investigate the dynamic interplay of inventories and financial hedge and show that they can be substitutes in a dynamic environment. Finally, we compare the performances in different hedging environments to discuss how financial hedges add value and provide a numerical study.  相似文献