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.

Issue Information
(Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - March 14, 2018 Category: Statistics Tags: Issue Information Source Type: research

A note on the robustness of PBIBD(2)s against breakdown in the event of observation loss
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - March 5, 2018 Category: Statistics Authors: Janet D. Godolphin Source Type: research

Dynamic Bayesian forecasting of AFL match results using the Skellam distribution
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - February 2, 2018 Category: Statistics Authors: A. A. Manderson , K. Murray , B. A. Turlach Source Type: research

Polytope samplers for network tomography
Abstract Network tomography is concerned with reconstruction and estimation of properties of traffic flow that are linked to the observed data through an underdetermined linear system. The likelihood function for such problems can be expressed only as the sum over integer‐valued points in a convex polytope. Typically this set is too large to enumerate, so that statistical inference must proceed by sampling from the polytope. Recent progress has seen the development of polytope sampling algorithms that operate well when the network link‐path incidence matrix is totally unimodular. In this paper we examine whether this p...
Source: Australian and New Zealand Journal of Statistics - December 20, 2017 Category: Statistics Authors: Martin L. Hazelton, Timothy P. Bilton Tags: Original Article Source Type: research

Investigation of the performance of trimmed estimators of life time distributions with censoring
Summary For the lifetime (or negative) exponential distribution, the trimmed likelihood estimator has been shown to be explicit in the form of a β‐trimmed mean which is representable as an estimating functional that is both weakly continuous and Fréchet differentiable and hence qualitatively robust at the parametric model. It also has high efficiency at the model. The robustness is in contrast to the maximum likelihood estimator (MLE) involving the usual mean which is not robust to contamination in the upper tail of the distribution. When there is known right censoring, it may be perceived that the MLE which is the mos...
Source: Australian and New Zealand Journal of Statistics - December 20, 2017 Category: Statistics Authors: Brenton R. Clarke, Alexandra H öller, Christine H. Müller, Karuru Wamahiu Tags: Original Article Source Type: research

Improving the detection of unusual observations in high ‐dimensional settings
Summary Multivariate control charts are used to monitor stochastic processes for changes and unusual observations. Hotelling's T2 statistic is calculated for each new observation and an out‐of‐control signal is issued if it goes beyond the control limits. However, this classical approach becomes unreliable as the number of variables p approaches the number of observations n, and impossible when p exceeds n. In this paper, we devise an improvement to the monitoring procedure in high‐dimensional settings. We regularise the covariance matrix to estimate the baseline parameter and incorporate a leave‐one‐out re‐sam...
Source: Australian and New Zealand Journal of Statistics - December 8, 2017 Category: Statistics Authors: Insha Ullah, Matthew D.M. Pawley, Adam N.H. Smith, Beatrix Jones Tags: Original Article Source Type: research

A note on the robustness of PBIBD(2)s against breakdown in the event of observation loss
Summary Robustness against design breakdown following observation loss is investigated for Partially Balanced Incomplete Block Designs with two associate classes (PBIBD(2)s). New results are obtained which add to the body of knowledge on PBIBD(2)s. In particular, using an approach based on the E‐value of a design, all PBIBD(2)s with triangular and Latin square association schemes are established as having optimal block breakdown number. Furthermore, for group divisible designs not covered by existing results in the literature, a sufficient condition for optimal block breakdown number establishes that all members of some ...
Source: Australian and New Zealand Journal of Statistics - December 1, 2017 Category: Statistics Authors: Janet D. Godolphin Tags: Original Article Source Type: research

Dynamic Bayesian forecasting of AFL match results using the Skellam distribution
Summary The scoring and defensive abilities of Australian Rules Football teams change over time as a result of evolving player rosters, tactics and other management factors. We develop a dynamic model based on the Poisson difference (Skellam) distribution which simultaneously models the two different point scoring mechanisms in Australian Rules Football, the motivation for which comes from work on predicting outcomes in soccer matches. Our model is developed in a Bayesian framework and is fitted using the Stan modelling language. Model validation is performed on the 2015 Australian Football league (AFL) home and away seaso...
Source: Australian and New Zealand Journal of Statistics - December 1, 2017 Category: Statistics Authors: A. A. Manderson, K. Murray, B. A. Turlach Tags: Original Article Source Type: research

A new REML (parameter expanded) EM algorithm for linear mixed models
Summary Linear mixed models are regularly applied to animal and plant breeding data to evaluate genetic potential. Residual maximum likelihood (REML) is the preferred method for estimating variance parameters associated with this type of model. Typically an iterative algorithm is required for the estimation of variance parameters. Two algorithms which can be used for this purpose are the expectation‐maximisation (EM) algorithm and the parameter expanded EM (PX‐EM) algorithm. Both, particularly the EM algorithm, can be slow to converge when compared to a Newton‐Raphson type scheme such as the average information (AI) ...
Source: Australian and New Zealand Journal of Statistics - November 24, 2017 Category: Statistics Authors: S. M. Diffey, A. B. Smith, A. H. Welsh, B. R. Cullis Tags: Original Article Source Type: research

Book Reviews
This article is a review of a book, Analytics Methods in Sports by Severini, in a rapidly growing area, sports, of statistical application. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - September 27, 2017 Category: Statistics Authors: Michael E. Schuckers Tags: Book Review Source Type: research

Interval estimation for the breakpoint in segmented regression: a smoothed score ‐based approach
We present score‐type confidence intervals derived from the score statistic itself and from the recently proposed gradient statistic. Due to lack of regularity conditions of the score, non‐smoothness and non‐monotonicity, naive application of the score‐based statistics is unfeasible and we propose to exploit the smoothed score obtained via induced smoothing. We compare our proposals with the traditional methods based on the Wald and the likelihood ratio statistics via simulations and an analysis of a real dataset: results show that the smoothed score‐like statistics perform in practice somewhat better than compet...
Source: Australian and New Zealand Journal of Statistics - September 27, 2017 Category: Statistics Authors: Vito M.R. Muggeo Tags: Original Article Source Type: research

Joint estimation of multiple high ‐dimensional Gaussian copula graphical models
Summary A joint estimation approach for multiple high‐dimensional Gaussian copula graphical models is proposed, which achieves estimation robustness by exploiting non‐parametric rank‐based correlation coefficient estimators. Although we focus on continuous data in this paper, the proposed method can be extended to deal with binary or mixed data. Based on a weighted minimisation problem, the estimators can be obtained by implementing second‐order cone programming. Theoretical properties of the procedure are investigated. We show that the proposed joint estimation procedure leads to a faster convergence rate than est...
Source: Australian and New Zealand Journal of Statistics - September 27, 2017 Category: Statistics Authors: Yong He, Xinsheng Zhang, Jiadong Ji, Bin Liu Tags: Original Article Source Type: research

The size accuracy of combination tests
Summary Adaptive clinical trials typically involve several independent stages. The P‐values from each stage are synthesized through a so‐called combination function which ensures that the overall test will be valid if the stagewise tests are valid. In practice however, approximate and possibly invalid stagewise tests are used. This paper studies how imperfections of the stagewise tests feed through into the combination test. Several general results are proven including some for discrete models. An approximation formula which directly links the combined size accuracy to the component size accuracy is given. In the wider...
Source: Australian and New Zealand Journal of Statistics - September 27, 2017 Category: Statistics Authors: Chris J. Lloyd Tags: Original Article Source Type: research

Optimal designs for minimising covariances among parameter estimators in a linear model
Summary We construct approximate optimal designs for minimising absolute covariances between least‐squares estimators of the parameters (or linear functions of the parameters) of a linear model, thereby rendering relevant parameter estimators approximately uncorrelated with each other. In particular, we consider first the case of the covariance between two linear combinations. We also consider the case of two such covariances. For this we first set up a compound optimisation problem which we transform to one of maximising two functions of the design weights simultaneously. The approaches are formulated for a general regr...
Source: Australian and New Zealand Journal of Statistics - September 27, 2017 Category: Statistics Authors: S. Mandal, B. Torsney, M. Chowdhury Tags: Original Article Source Type: research

Multiphase experiments in practice: A look back
Summary 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 ha...
Source: Australian and New Zealand Journal of Statistics - September 1, 2017 Category: Statistics Authors: C. J. Brien Tags: Invited Review Source Type: research