Australian and New Zealand Journal of Statistics This is an RSS file. You can use it to subscribe to this data in your favourite RSS reader or to display this data on your own website or blog.

A class of kth ‐order dependence‐driven random coefficient mixed thinning integer‐valued autoregressive process to analyse epileptic seizure data and COVID‐19 data
SummaryData related to the counting of elements of variable character are frequently encountered in time series studies. This paper brings forward a new class of k$$ k $$th-order dependence-driven random coefficient mixed thinning integer-valued autoregressive time series model (DDRCMTINAR(k$$ k $$)) to deal with such data. Stationarity and ergodicity properties of the proposed model are derived in detail. The unknown parameters are estimated by conditional least squares, and modified quasi-likelihood and asymptotic normality of the obtained parameter estimators is established. The performances of the adopted estimate meth...
Source: Australian and New Zealand Journal of Statistics - April 9, 2024 Category: Statistics Authors: Xiufang Liu, Dehui Wang, Huaping Chen, Lifang Zhao, Liang Liu Tags: Original Article Source Type: research

Bayesian hypothesis tests with diffuse priors: Can we have our cake and eat it too?
SummaryWe propose a new class of priors for Bayesian hypothesis testing, which we name ‘cake priors’. These priors circumvent the Jeffreys–Lindley paradox (also called Bartlett's paradox) a problem associated with the use of diffuse priors leading to nonsensical statistical inferences. Cake priors allow the use of diffuse priors (having one's cake) while achieving theoretically justified inferences (eating it too). We demonstrate this methodology for Bayesian hypotheses tests for various common scenarios. The resulting Bayesian test statistic takes the form of a penalised likelihood ratio test statistic. Under typica...
Source: Australian and New Zealand Journal of Statistics - March 20, 2024 Category: Statistics Authors: J. T. Ormerod, M. Stewart, W. Yu, S. E. Romanes Tags: Theory and Methods Source Type: research

Issue Information
(Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - March 6, 2024 Category: Statistics Tags: ISSUE INFORMATION Source Type: research

Asymptotics for the conditional self ‐weighted M$$ M $$ estimator of GRCA(p$$ p $$) models and its statistical inference
SummaryUnder the p$$ p $$-order generalised random coefficient autoregressive (GRCA(p$$ p $$)) model with random coefficients Φt,$$ {\boldsymbol{\Phi}}_t, $$ we propose a conditional self-weighted M$$ M $$ estimator of EΦt$$ \mathrm{E}{\boldsymbol{\Phi}}_t $$. We investigate the asymptotic normality of this estimator with possibly heavy-tailed random variables. Furthermore, a Wald test statistic is constructed for the li near restriction on the parameters. In addition, the simulation experiments are carried out to assess the finite sample performance of theoretical results. Finally, a real data analysis about the increas...
Source: Australian and New Zealand Journal of Statistics - February 22, 2024 Category: Statistics Authors: Chi Yao, Wei Yu, Xuejun Wang Tags: Theory and Methods Source Type: research

Unified robust estimation
This article proposes a unified framework based on a large family of loss functions, a composite of concave and convex functions (CC-family). Properties of the CC-family are investigated, and CC-estimation is innovatively conducted via the iteratively reweighted convex optimisation (IRCO), which is a generalisation of the iteratively reweighted least squares in robust linear regression. For robust GLM, the IRCO becomes the iteratively reweighted GLM. The unified framework contains penalised estimation and robust support vector machine (SVM) and is demonstrated with a variety of data applications. (Source: Australian and Ne...
Source: Australian and New Zealand Journal of Statistics - February 21, 2024 Category: Statistics Authors: Zhu Wang Tags: Theory and Methods Source Type: research

Latent heterogeneity in COVID ‐19 hospitalisations: a cluster‐weighted approach to analyse mortality
SummaryThe COVID-19 pandemic caused an unprecedented excess mortality. Since 2020, many studies have focussed on the characteristics of COVID-19 patients who did not survive. From the statistical point of view, what seems to dominate is the large heterogeneity of the populations affected by COVID-19 and the extreme difficulty in identifying subpopulations who died affected by a plurality of contemporary characteristics. In this paper, we propose an extremely flexible approach based on a cluster-weighted model, which allows us to identify latent groups of patients sharing similar characteristics at the moment of hospitalisa...
Source: Australian and New Zealand Journal of Statistics - February 14, 2024 Category: Statistics Authors: Paolo Berta, Salvatore Ingrassia, Giorgio Vittadini, Daniele Spinelli Tags: Application Source Type: research

A novel response model and target selection method with applications to marketing
SummaryResponse models used in marketing are not always constructed for later marketing optimisation, which often results in unsatisfactory results in target selection for future marketing activities. To solve this problem, we develop a new binary response model and a new marketing target selection method. The proposed model can predict multiple propensity scores per customer through customer-specific propensity score distributions, which is not possible with existing response models, filling a gap in the literature. The target selection method can determine the best propensity scores from those predicted by the proposed m...
Source: Australian and New Zealand Journal of Statistics - January 19, 2024 Category: Statistics Authors: Y. Cai Tags: Original Article Source Type: research

Identifying changes in the distribution of income from higher ‐order moments with an application to Australia
SummaryChanges in the distribution of income over time are identified based on an adjusted two-sample version of the Neyman smooth test by using subsampling methods to approximate the sampling distribution of the test statistic when samples are not independent of each other. A range of Monte Carlo experiments show that the approach corrects for size distortions arising from dependent samples as well as generating monotonic power functions. Applying the approach to studying the distribution of income in Australia over the business cycle and the Global Financial Crisis, the empirical results highlight the importance of highe...
Source: Australian and New Zealand Journal of Statistics - January 18, 2024 Category: Statistics Authors: Vance L. Martin, Jialu Shi, Yang Song, Wenying Yao Tags: Original Article Source Type: research

Issue Information
(Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - January 16, 2024 Category: Statistics Tags: ISSUE INFORMATION Source Type: research

Exact testing for heteroscedasticity in a two ‐way layout in variety frost trials when incorporating a covariate
SummaryTwo-way layouts are common in grain industry research where it is often the case that there are one or more covariates. It is widely recognised that when estimating fixed effect parameters, one should also examine for possible extra error variance structure. An exact test for heteroscedasticity, when there is a covariate, is illustrated for a data set from frost trials in Western Australia. While the general algebra for the test is known, albeit in past literature, there are computational aspects of implementing the test for the two way when there are covariates. In this scenario the test is shown to have greater po...
Source: Australian and New Zealand Journal of Statistics - January 2, 2024 Category: Statistics Authors: Angelika A. Pilkington, Brenton R. Clarke, Dean A. Diepeveen Tags: Original Article Source Type: research

Exact likelihoods for N ‐mixture models with time‐to‐detection data
SummaryThis paper is concerned with the formulation of N$$ N $$-mixture models for estimating the abundance and probability of detection of a species from binary response, count and time-to-detection data. A modelling framework, which encompasses time-to-first-detection within the context of detection/non-detection and time-to-each-detection and time-to-first-detection within the context of count data, is introduced. Two observation processes which depend on whether or not double counting is assumed to occur are also considered. The main focus of the paper is on the derivation of explicit forms for the likelihoods associat...
Source: Australian and New Zealand Journal of Statistics - December 11, 2023 Category: Statistics Authors: Linda M. Haines, Res Altwegg, D. L. Borchers Tags: Theory and Methods Source Type: research

Model averaged tail area confidence intervals in nested linear regression models
SummaryThe performance, in terms of coverage and expected length, of the model averaged tail area (MATA) confidence interval, proposed by Turek& Fletcher (2012,Computational Statistics& Data Analysis, 56, 2809 –2815), depends greatly on the data-based model weights used in its construction. We generalise the computationally convenient exact formulae due to Kabaila, Welsh& Abeysekera (2016,Scandinavian Journal of Statistics, 43, 35 –48) for the coverage and expected length of this confidence interval for two nested linear regression models to the case of two or more nested linear regression models. This permits the nume...
Source: Australian and New Zealand Journal of Statistics - December 7, 2023 Category: Statistics Authors: Paul Kabaila, Ayesha Perera Tags: Theory and Methods Source Type: research

The role of pairwise matching in experimental design for an incidence outcome
SummaryWe consider the problem of evaluating designs for a two-arm randomised experiment with an incidence (binary) outcome under a non-parametric general response model. Our two main results are that the a priori pair matching design is (1) the optimal design as measured by mean squared error among all block designs which includes complete randomisation. And (2), this pair-matching design is minimax, that is, it provides the lowest mean squared error under an adversarial response model. Theoretical results are supported by simulations and clinical trial data where we demonstrate the superior performance of pairwise matchi...
Source: Australian and New Zealand Journal of Statistics - November 28, 2023 Category: Statistics Authors: Adam Kapelner, Abba M. Krieger, David Azriel Tags: Original Article Source Type: research

Comparisons of distributions of Australian mental health scores
SummaryBayesian non-parametric estimates of Australian distributions of mental health scores are obtained to assess how the mental health status of the population has changed over time, and to compare the mental health status of female/male and Aboriginal/non-Aboriginal population subgroups. First-order and second-order stochastic dominance are used to compare distributions, with results presented in terms of the posterior probability of dominance and the posterior probability of no dominance. If a criterion for dominance is satisfied, then, in terms of that criterion, the mental health status of the dominant population is...
Source: Australian and New Zealand Journal of Statistics - October 12, 2023 Category: Statistics Authors: D. Gunawan, William E. Griffiths, D. Chotikapanich Tags: Original Article Source Type: research

Measurement errors in semi ‐parametric generalised regression models
We present a novel method aiming to correct for measurement error when estimating regression functions. Our approach is sufficiently flexible to cover virtually all distributions and link functions regularly considered in generalised linear models. This approach depends on approximating the first and the second moment of the response after integrating out the true unobserved predictors in any semi-parametric generalised regression model. By the latter is meant a model with both linear and non-parametric effects that are connected to the mean response by a link function and with a response distribution in an exponential fam...
Source: Australian and New Zealand Journal of Statistics - October 11, 2023 Category: Statistics Authors: Mohammad W. Hattab, David Ruppert Tags: Original Article Source Type: research