Computational Statistics
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A robust knockoff filter for sparse regression analysis of microbiome compositional data
Computational Statistics - - Trang 1-18 - 2022
Microbiome data analysis often relies on the identification of a subset of potential biomarkers associated with a clinical outcome of interest. Robust ZeroSum regression, an elastic-net penalized compositional regression built on the least trimmed squares estimator, is a variable selection procedure capable to cope with the high dimensionality of these data, their compositional nature, and, at the...... hiện toàn bộ
Asymptotic expansions for the ability estimator in item response theory
Computational Statistics - Tập 27 - Trang 661-683 - 2011
Asymptotic approximations to the distributions of the ability estimator and its transformations in item response theory are derived beyond the usual normal one when associated item parameters are given as in tailored testing. For the approximations, the asymptotic cumulants of the estimators up to the fourth order with the higher-order asymptotic variances are obtained under possible model misspec...... hiện toàn bộ
A robust fuzzy k-means clustering model for interval valued data
Computational Statistics - Tập 21 - Trang 251-269 - 2006
In this paper a robust fuzzy k-means clustering model for interval valued data is introduced. The peculiarity of the proposed model is the capability to manage anomalous interval valued data by reducing the effects of such outliers in the clustering model. In the interval case, the concept of anomalous data involves both the center and the width (the radius) of an interval. In order to show how ou...... hiện toàn bộ
Semiparametric stochastic volatility modelling using penalized splines
Computational Statistics - Tập 30 - Trang 517-537 - 2014
Stochastic volatility (SV) models mimic many of the stylized facts attributed to time series of asset returns, while maintaining conceptual simplicity. The commonly made assumption of conditionally normally distributed or Student-t-distributed returns, given the volatility, has however been questioned. In this manuscript, we introduce a novel maximum penalized likelihood approach for estimating th...... hiện toàn bộ
Influence measures in ridge regression when the error terms follow an Ar(1) process
Computational Statistics - Tập 31 - Trang 879-898 - 2015
Influence concepts have an important place in linear regression models and case deletion is a useful method for assessing the influence of single case. The influence measures in the presence of multicollinearity were discussed under the linear regression models when the errors structure is uncorrelated and homoscedastic. In contrast to other article on this subject, we consider the influence measu...... hiện toàn bộ
hhsmm: an R package for hidden hybrid Markov/semi-Markov models
Computational Statistics - Tập 38 - Trang 1283-1335 - 2022
This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible models with both Markovian and semi-Markovian states, which are applied to situations where the model involves absorbing or macro-states. The left-to-right models and the models with series/parallel networks of states a...... hiện toàn bộ
Parameter cascades and profiling in functional data analysis
Computational Statistics - Tập 22 - Trang 335-351 - 2007
A data smoothing method is described where the roughness penalty depends on a parameter that must be estimated from the data. Three levels of parameters are involved in this situation: Local parameters are the coefficients of the basis function expansion defining the smooth, global parameters define low-dimensional trend and the roughness penalty, and a complexity parameter controls the amount of ...... hiện toàn bộ
On progressively first failure censored Lindley distribution
Computational Statistics - Tập 31 - Trang 139-163 - 2015
This article deals with the progressively first failure censored Lindley distribution. Maximum likelihood and Bayes estimators of the parameter and reliability characteristics of Lindley distribution based on progressively first failure censored samples are derived. Asymptotic confidence intervals based on observed Fisher information and bootstrap confidence intervals of the parameter are construc...... hiện toàn bộ
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