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.

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

Issue Information
(Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - September 29, 2023 Category: Statistics Tags: ISSUE INFORMATION Source Type: research

Embedding latent class regression and latent class distal outcome models into cluster ‐weighted latent class analysis: a detailed simulation experiment
SummaryUsually in latent class (LC) analysis, external predictors are taken to be cluster conditional probability predictors (LC models with external predictors), and/or score conditional probability predictors (LC regression models). In such cases, their distribution is not of interest. Class-specific distribution is of interest in the distal outcome model, when the distribution of the external variables is assumed to depend on LC membership. In this paper, we consider a more general formulation, that embeds both the LC regression and the distal outcome models, as is typically done in cluster-weighted modelling. This allo...
Source: Australian and New Zealand Journal of Statistics - September 23, 2023 Category: Statistics Authors: Roberto Di Mari, Antonio Punzo, Zsuzsa Bakk Tags: Theory and Methods Source Type: research

Bayesian modelling of effects of prenatal alcohol exposure on child cognition based on data from multiple cohorts
SummaryHigh levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, but the exact nature of the dose-response relationship is less well understood. To investigate this relationship, data were assembled from six longitudinal birth cohort studies examining the effects of PAE on cognitive outcomes from early school age through adolescence. Structural equation models (SEMs) are a natural approach to consider, because of the way they conceptualise multiple observed outcomes as relating to an underlying latent variable of interest, which can then be modelled as a function of exposure and o...
Source: Australian and New Zealand Journal of Statistics - September 9, 2023 Category: Statistics Authors: Khue ‐Dung Dang, Louise M. Ryan, Tugba Akkaya Hocagil, Richard J. Cook, Gale A. Richardson, Nancy L. Day, Claire D. Coles, Heather Carmichael Olson, Sandra W. Jacobson, Joseph L. Jacobson Tags: Original Article Source Type: research

Statistical methods for astronomical data analysis. By A. K.Chattopadhyay and T.Chattopadhyay. New York: Springer. 2014. 349 pages. UK £49.99 (hardback). ISBN: 978‐1‐4939‐1506‐4.
(Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - September 5, 2023 Category: Statistics Authors: Soumita Modak Tags: Book Review Source Type: research

The multivariate component zero ‐inflated Poisson model for correlated count data analysis
SummaryMultivariate zero-inflated Poisson (ZIP) distributions are important tools for modelling and analysing correlated count data with extra zeros. Unfortunately, existing multivariate ZIP distributions consider only the overall zero-inflation while the component zero-inflation is not well addressed. This paper proposes a flexible multivariate ZIP distribution, called the multivariate component ZIP distribution, in which both the overall and component zero-inflations are taken into account. Likelihood-based inference procedures including the calculation of maximum likelihood estimates of parameters in the model without a...
Source: Australian and New Zealand Journal of Statistics - August 28, 2023 Category: Statistics Authors: Qin Wu, Guo ‐Liang Tian, Tao Li, Man‐Lai Tang, Chi Zhang Tags: Original Article #x2010; Theory and Methods Source Type: research

Short ‐term forecasting with a computationally efficient nonparametric transfer function model
SummaryIn this paper a semi-parametric approach is developed to model non-linear relationships in time series data using polynomial splines. Polynomial splines require very little assumption about the functional form of the underlying relationship, so they are very flexible and can be used to model highly non-linear relationships. Polynomial splines are also computationally very efficient. The serial correlation in the data is accounted for by modelling the noise as an autoregressive integrated moving average (ARIMA) process, by doing so, the efficiency in nonparametric estimation is improved and correct inferences can be ...
Source: Australian and New Zealand Journal of Statistics - August 2, 2023 Category: Statistics Authors: Jun. M. Liu Tags: Original Article Source Type: research

Asymptotics of M ‐estimator in multivariate linear regression models for a class of random errors
SummaryIt is known that linear regression models have immense applications in various areas such as engineering technology, economics and social sciences. In this paper, we investigate the asymptotic properties ofM-estimator in multivariate linear regression model based on a class of random errors satisfying a generalised Bernstein-type inequality. By using the generalised Bernstein-type inequality, we obtain a general result on almost sure convergence for a class of random variables and then obtain the strong consistency for theM-estimator in multivariate linear regression models under some mild conditions. The result ext...
Source: Australian and New Zealand Journal of Statistics - July 22, 2023 Category: Statistics Authors: Yi Wu, Wei Yu, Xuejun Wang Tags: Original Article Source Type: research

Issue Information
(Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - July 21, 2023 Category: Statistics Tags: ISSUE INFORMATION Source Type: research

On the selection of predictors by using greedy algorithms and information theoretic criteria
SummaryWe discuss the use of the following greedy algorithms in the prediction of multivariate time series: Matching Pursuit Algorithm (MPA), Orthogonal Matching Pursuit (OMP), Relaxed Matching Pursuit (RMP), Frank –Wolfe Algorithm (FWA) and Constrained Matching Pursuit (CMP). The last two are known to be solvers for the lasso problem. Some of the algorithms are well-known (e.g. OMP), while others are less popular (e.g. RMP). We provide a unified presentation of all the algorithms, and evaluate their computa tional complexity for the high-dimensional case and for the big data case. We show how 12 information theoretic (I...
Source: Australian and New Zealand Journal of Statistics - June 30, 2023 Category: Statistics Authors: Fangyao Li, Christopher M. Triggs, Ciprian Doru Giurc ăneanu Tags: Original Article Source Type: research

Visual assessment of matrix ‐variate normality
SummaryIn recent years, the analysis of three-way data has become ever more prevalent in the literature. It is becoming increasingly common to analyse such data by means of matrix-variate distributions, the most prevalent of which is the matrix-variate normal distribution. Although many methods exist for assessing multivariate normality, there is a relative paucity of approaches for assessing matrix-variate normality. Herein, a new visual method is proposed for assessing matrix-variate normality by means of a distance –distance plot. In addition, a testing procedure is discussed to be used in tandem with the proposed vis...
Source: Australian and New Zealand Journal of Statistics - June 18, 2023 Category: Statistics Authors: Nikola Po čuča, Michael P.B. Gallaugher, Katharine M. Clark, Paul D. McNicholas Tags: Original Article Source Type: research

Robust PCA for high ‐dimensional data based on characteristic transformation
SummaryIn this paper, we propose a novel robust principal component analysis (PCA) for high-dimensional data in the presence of various heterogeneities, in particular strong tailing and outliers. A transformation motivated by the characteristic function is constructed to improve the robustness of the classical PCA. The suggested method has the distinct advantage of dealing with heavy-tail-distributed data, whose covariances may be non-existent (positively infinite, for instance), in addition to the usual outliers. The proposed approach is also a case of kernel principal component analysis (KPCA) and employs the robust and ...
Source: Australian and New Zealand Journal of Statistics - June 14, 2023 Category: Statistics Authors: Lingyu He, Yanrong Yang, Bo Zhang Tags: Original Article Source Type: research

Bayesian neural tree models for nonparametric regression
SummaryFrequentist and Bayesian methods differ in many aspects but share some basic optimal properties. In real-life prediction problems, situations exist in which a model based on one of the above paradigms is preferable depending on some subjective criteria. Nonparametric classification and regression techniques, such as decision trees and neural networks, have both frequentist (classification and regression trees (CARTs) and artificial neural networks) as well as Bayesian counterparts (Bayesian CART and Bayesian neural networks) to learning from data. In this paper, we present two hybrid models combining the Bayesian an...
Source: Australian and New Zealand Journal of Statistics - June 13, 2023 Category: Statistics Authors: Tanujit Chakraborty, Gauri Kamat, Ashis Kumar Chakraborty Tags: Original Article Theory and Methods Source Type: research

Issue Information
(Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - April 14, 2023 Category: Statistics Tags: Issue Information Source Type: research

A nonparametric mixture approach to density and null proportion estimation in large ‐scale multiple comparison problems
SummaryA new method for estimating the proportion of null effects is proposed for solving large-scale multiple comparison problems. It utilises maximum likelihood estimation of nonparametric mixtures, which also provides a density estimate of the test statistics. It overcomes the problem of the usual nonparametric maximum likelihood estimator that cannot produce a positive probability at the location of null effects in the process of estimating nonparametrically a mixing distribution. The profile likelihood is further used to help produce a range of null proportion values, corresponding to which the density estimates are a...
Source: Australian and New Zealand Journal of Statistics - April 5, 2023 Category: Statistics Authors: Xiangjie Xue, Yong Wang Tags: Original Article Source Type: research