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.

Regression trees for poverty mapping
SummaryPoverty mapping is used to facilitate efficient allocation of aid resources, with the objective of ending poverty, the first of the United Nations Sustainable Development Goals. Levels of poverty across small geographic domains within a country are estimated using a statistical model, and the resulting estimates displayed on a poverty map. Current methodology for small area estimation of poverty utilises various forms of regression modelling of household income or expenditure. Fitting sound models requires skill and time, especially where there are many candidate regressors and even more possible interactions. Tree ...
Source: Australian and New Zealand Journal of Statistics - February 18, 2021 Category: Statistics Authors: Penelope Bilton, Geoff Jones, Siva Ganesh, Stephen Haslett Tags: Original Article Source Type: research

Efficient error variance estimation in non ‐parametric regression
SummaryError variance estimation plays a key role in the analysis of homogeneous non ‐parametric regression models. For a random design model, most methods in the literature for error variance estimation assume the independence between the predictor variableX and the errorε. In this work, we derive the optimal semi ‐parametric efficiency bound for the error variance without such an independence assumption. A residual‐based efficient estimator for is proposed and its asymptotic normality is established. An extensive simulation study is conducted, which shows that our proposed estimator works very favourab ly against ...
Source: Australian and New Zealand Journal of Statistics - February 17, 2021 Category: Statistics Authors: Zhijian Li, Wei Lin Tags: Original Article Source Type: research

Issue Information
Australian& New Zealand Journal of Statistics, Volume 62, Issue 3, Page i-iv, September 2020. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - October 19, 2020 Category: Statistics Tags: Issue Information Source Type: research

Sparse vector error correction models with application to cointegration ‐based trading
SummaryInspired by constructing large ‐size cointegrated portfolios, this paper considers a vector error correction model and develops the adaptive Lasso estimator of the cointegrating vectors. The asymptotic properties of the estimators and the oracle property of the adaptive Lasso are derived. An optimisation algorithm for estimatin g the model parameters is proposed. The simulation study shows the effectiveness of the parameter estimation procedures and the forecasting performance of our model. In the empirical study, we apply the proposed method to construct the sparse cointegrated portfolios with or without market�...
Source: Australian and New Zealand Journal of Statistics - October 19, 2020 Category: Statistics Authors: Renjie Lu, Philip L.H. Yu, Xiaohang Wang Tags: Original Article Source Type: research

Inference for short ‐memory time series models based on modified empirical likelihood
SummaryEmpirical likelihood (EL) has been extensively studied to make statistical inferences for independent and dependent observations. However, it experiences the problem of under ‐coverage which causes the coverage probability of the EL‐based confidence intervals to be lower than the nominal level, especially in small sample sizes. In this paper, we propose modified versions of different EL‐related methods to tackle this issue, including the adjusted EL, the EL with th eoretical Bartlett correction and the EL with estimated Bartlett correction for short‐memory time series models. Asymptotic distributions of the ...
Source: Australian and New Zealand Journal of Statistics - October 19, 2020 Category: Statistics Authors: Ramadha D. Piyadi Gamage, Wei Ning Tags: Original Article Source Type: research

On goodness ‐of‐fit measures for Poisson regression models
SummaryIn this article, we study the statistical properties of the goodness ‐of‐fit measurempp proposed by (Eshima& Tabata 2007, Statistics& Probability Letters 77, 583 –593) for generalised linear models. Focusing on the special case of Poisson regression using the canonical log link function, and assuming a random vectorX of covariates, we obtain an explicit form formpp that enables us to study its properties and construct a new estimator for the measure by utilising information about the shape of the covariate distribution. Simulations show that the newly proposed estimator formpp exhibits better performance in te...
Source: Australian and New Zealand Journal of Statistics - October 19, 2020 Category: Statistics Authors: Takeshi Kurosawa, Francis K.C. Hui, A.H. Welsh, Kousuke Shinmura, Nobuoki Eshima Tags: Original Article Source Type: research

Approximate two ‐sided tolerance intervals for normal mixture distributions
SummaryUniversal and individual two ‐sided tolerance intervals that take the inherent structure of normal mixture distributions into account are introduced in this paper for the purpose of monitoring the overall population and specific subpopulations. On the basis of generalised fiducial inference, a Markov chain Monte Carlo sampler is proposed to generate realisations from the generalised fiducial distributions of unknown parameters for obtaining the required tolerance intervals. Based on the simulation results, it is shown that the proposed method can maintain the empirical coverage rates sufficiently close to the nomi...
Source: Australian and New Zealand Journal of Statistics - October 19, 2020 Category: Statistics Authors: Shin ‐Fu Tsai Tags: Original Article Source Type: research

stratifyR: An R Package for optimal stratification and sample allocation for univariate populations
SummaryThisR package determines optimal stratification of univariate populations under stratified sampling designs using a parametric ‐based method. It determines the optimum strata boundaries (OSB), optimum sample sizes (OSS) and multiple other quantities for the study variable,y, using the best ‐fit probability density function of a study variable available from survey data. The method requires the parameters and other characteristics of the distribution of the study variable to be known, either from available data or from a hypothetical distribution if the data are not available. In the implementation, the problem o...
Source: Australian and New Zealand Journal of Statistics - October 19, 2020 Category: Statistics Authors: K. G. Reddy, M. G. M. Khan Tags: Original Article Source Type: research

On goodness ‐of‐fit measures for Poisson regression models
SummaryIn this article, we study the statistical properties of the goodness ‐of‐fit measurempp proposed by (Eshima& Tabata 2007, Statistics& Probability Letters 77, 583 –593) for generalised linear models. Focusing on the special case of Poisson regression using the canonical log link function, and assuming a random vectorX of covariates, we obtain an explicit form formpp that enables us to study its properties and construct a new estimator for the measure by utilising information about the shape of the covariate distribution. Simulations show that the newly proposed estimator formpp exhibits better performance in te...
Source: Australian and New Zealand Journal of Statistics - October 9, 2020 Category: Statistics Authors: Takeshi Kurosawa, Francis K.C. Hui, A.H. Welsh, Kousuke Shinmura, Nobuoki Eshima Tags: Original Article Source Type: research

Issue Information
Australian& New Zealand Journal of Statistics, Volume 62, Issue 2, Page i-iv, June 2020. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - July 22, 2020 Category: Statistics Tags: Issue Information Source Type: research