《Stat》2017,6(1):88-101

In modern high‐throughput applications, it is important to identify pairwise associations between variables and desirable to use methods that are powerful and sensitive to a variety of association relationships. We describe RankCover, a new non‐parametric association test of association between two variables that measures the concentration of paired ranked points. Here, “concentration” is quantified using a disk‐covering statistic similar to those employed in spatial data analysis. Considerations from the theory of Boolean coverage processes provide motivation, as well as an R²‐like quantity to summarize strength of association. Analysis of simulated and real datasets demonstrates that the method is robust and often powerful in comparison with competing general association tests. Copyright © 2017 John Wiley & Sons, Ltd.  相似文献   

    

《Stat》2017,6(1):218-230

We introduce methodology for analysing the mean size‐and‐shape and covariance matrix of landmark data that are collected over time. Motivated by a study of DNA damage, we study some permutation‐based tests for investigating significant differences in the structure of the mean and the variability/covariance of size and shape of point sets that evolve over time. The covariance matrix tests make use of some recently introduced metrics for comparing covariance matrices. We demonstrate that the tests have the correct significance level in various simulation studies, and we also investigate the relative power of the tests. Finally, we apply the procedures to the DNA datasets, providing practical insights into different types of DNA damage. Copyright © 2017 John Wiley & Sons, Ltd.  相似文献   

    

《Stat》2017,6(1):79-87

Two bivariate extensions of the Skellam distribution were introduced in 2014 by a subset of the present authors, who also proposed moment estimators for the dependence parameters in these models. The limiting distribution of these estimators is established here, and their asymptotic efficiency is compared with that of the corresponding maximum likelihood estimators. © 2017 The Authors. Stat Published by John Wiley & Sons Ltd.  相似文献   

    

Yuli Zhang  Zuo‐Jun Max Shen  Shiji Song 《Production and Operations Management》2016,25(12):2116-2131

This paper studies two‐stage lot‐sizing problems with uncertain demand, where lost sales, backlogging and no backlogging are all considered. To handle the ambiguity in the probability distribution of demand, distributionally robust models are established only based on mean‐covariance information about the distribution. Based on shortest path reformulations of lot‐sizing problems, we prove that robust solutions can be obtained by solving mixed 0‐1 conic quadratic programs (CQPs) with mean‐risk objective functions. An exact parametric optimization method is proposed by further reformulating the mixed 0‐1 CQPs as single‐parameter quadratic shortest path problems. Rather than enumerating all potential values of the parameter, which may be the super‐polynomial in the number of decision variables, we propose a branch‐and‐bound‐based interval search method to find the optimal parameter value. Polynomial time algorithms for parametric subproblems with both uncorrelated and partially correlated demand distributions are proposed. Computational results show that the proposed models greatly reduce the system cost variation at the cost of a relative smaller increase in expected system cost, and the proposed parametric optimization method is much more efficient than the CPLEX solver.  相似文献   

    

Varun Gupta  Metin akany&#x;ld&#x;r&#x;m 《Production and Operations Management》2016,25(11):1866-1884

Willingness To Pay (WTP) of customers plays an anchoring role in pricing. This study proposes a new choice model based on WTP, incorporating sequential decision making, where the products with positive utility of purchase are considered in the order of customer preference. We compare WTP‐choice model with the commonly used (multinomial) Logit model with respect to the underlying choice process, information requirement, and independence of irrelevant alternatives. Using WTP‐choice model, we find and compare equilibrium and centrally optimal prices and profits without considering inventory availability. In addition, we compare equilibrium prices and profits in two contexts: without considering inventory availability and under lost sales. One of the interesting results with WTP‐choice model is the “loose coupling” of retailers in competition; prices are not coupled but profits are. That is, each retailer should charge the monopoly price as the collection of these prices constitute an equilibrium but each retailer's profit depends on other retailers' prices. Loose coupling fails with dependence of WTPs or dependence of preference on prices. Also, we show that competition among retailers facing dependent WTPs can cause price cycles under some conditions. We consider real‐life data on sales of yogurt, ketchup, candy melt, and tuna, and check if a version of WTP‐choice model (with uniform, triangle, or shifted exponential WTP distribution), standard or mixed Logit model fits better and predicts the sales better. These empirical tests establish that WTP‐choice model compares well and should be considered as a legitimate alternative to Logit models for studying pricing for products with low price and high frequency of purchase.  相似文献   

    

M. Di Marzio  S. Fensore  A. Panzera  C. C. Taylor 《Journal of Statistical Computation and Simulation》2016,86(13):2560-2572

ABSTRACT

Local likelihood has been mainly developed from an asymptotic point of view, with little attention to finite sample size issues. The present paper provides simulation evidence of how likelihood density estimation practically performs from two points of view. First, we explore the impact of the normalization step of the final estimate, second we show the effectiveness of higher order fits in identifying modes present in the population when small sample sizes are available. We refer to circular data, nevertheless it is easily seen that our findings straightforwardly extend to the Euclidean setting, where they appear to be somehow new.  相似文献   

    

Artur J. Lemonte  Gauss M. Cordeiro  Germán Moreno–Arenas 《Statistics》2016,50(2):312-337

A three-parameter extension of the exponential distribution is introduced and studied in this paper. The new distribution is quite flexible and can be used effectively in modelling survival data, reliability problems, fatigue life studies and hydrological data. It can have constant, decreasing, increasing, upside-down bathtub (unimodal), bathtub-shaped and decreasing–increasing–decreasing hazard rate functions. We provide a comprehensive account of the mathematical properties of the new distribution and various structural quantities are derived. We discuss maximum likelihood estimation of the model parameters for complete sample and for censored sample. An empirical application of the new model to real data is presented for illustrative purposes. We hope that the new distribution will serve as an alternative model to other models available in the literature for modelling real data in many areas.  相似文献   

    

Sayed Mohammad Reza Alavi  Mahboobeh Tajodini 《Journal of applied statistics》2016,43(3):563-571

Randomized response techniques are designed to obtain usable data on sensitive issues while protecting the privacy of individuals. In this paper, based on repeating the randomized response technique, a new technique called repeated randomized response is introduced to increase the protection of privacy and efficiency of estimator for proportion of sensitive attribute. By using this technique, the proportion of academic cheating is estimated among students of Shahid Chamran University of Ahvaz, Ahvaz, Iran.  相似文献   

    

Mahmood Ul Hassan  Pär Stockhammar 《Journal of applied statistics》2016,43(9):1583-1603

The growth rate of the gross domestic product (GDP) usually carries heteroscedasticity, asymmetry and fat-tails. In this study three important and significantly heteroscedastic GDP series are examined. A Normal, normal-mixture, normal-asymmetric Laplace distribution and a Student's t-Asymmetric Laplace (TAL) distribution mixture are considered for distributional fit comparison of GDP growth series after removing heteroscedasticity. The parameters of the distributions have been estimated using maximum likelihood method. Based on the results of different accuracy measures, goodness-of-fit tests and plots, we find out that in the case of asymmetric, heteroscedastic and highly leptokurtic data the TAL-distribution fits better than the alternatives. In the case of asymmetric, heteroscedastic but less leptokurtic data the NM fit is superior. Furthermore, a simulation study has been carried out to obtain standard errors for the estimated parameters. The results of this study might be used in e.g. density forecasting of GDP growth series or to compare different economies.  相似文献   

    

Wenhua Wei  Yong Zhou 《Revue canadienne de statistique》2016,44(1):58-81

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