scholarly journals Robust Fitting of a Wrapped Normal Model to Multivariate Circular Data and Outlier Detection

Stats ◽  
2021 ◽  
Vol 4 (2) ◽  
pp. 454-471
Author(s):  
Luca Greco ◽  
Giovanni Saraceno ◽  
Claudio Agostinelli
Keyword(s):  
Outlier Detection ◽  
Expectation Maximization Algorithm ◽  
Likelihood Estimation ◽  
Real Data ◽  
Circular Data ◽  
Normal Model ◽  
Finite Sample ◽  
Robust Fitting ◽  
Definition Of ◽  
Wrapped Normal

In this work, we deal with a robust fitting of a wrapped normal model to multivariate circular data. Robust estimation is supposed to mitigate the adverse effects of outliers on inference. Furthermore, the use of a proper robust method leads to the definition of effective outlier detection rules. Robust fitting is achieved by a suitable modification of a classification-expectation-maximization algorithm that has been developed to perform a maximum likelihood estimation of the parameters of a multivariate wrapped normal distribution. The modification concerns the use of complete-data estimating equations that involve a set of data dependent weights aimed to downweight the effect of possible outliers. Several robust techniques are considered to define weights. The finite sample behavior of the resulting proposed methods is investigated by some numerical studies and real data examples.

scholarly journals Slash Truncation Positive Normal Distribution and Its Estimation Based on the EM Algorithm

Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2164
Author(s):  
Héctor J. Gómez ◽  
Diego I. Gallardo ◽  
Karol I. Santoro
Keyword(s):  
Expectation Maximization Algorithm ◽  
Likelihood Estimation ◽  
Real Data ◽  
Simulation Studies ◽  
R Software ◽  
Data Application ◽  
The Em Algorithm ◽  
Kurtosis Parameter ◽  
Computational Implementation ◽  
Moments Method

In this paper, we present an extension of the truncated positive normal (TPN) distribution to model positive data with a high kurtosis. The new model is defined as the quotient between two random variables: the TPN distribution (numerator) and the power of a standard uniform distribution (denominator). The resulting model has greater kurtosis than the TPN distribution. We studied some properties of the distribution, such as moments, asymmetry, and kurtosis. Parameter estimation is based on the moments method, and maximum likelihood estimation uses the expectation-maximization algorithm. We performed some simulation studies to assess the recovery parameters and illustrate the model with a real data application related to body weight. The computational implementation of this work was included in the tpn package of the R software.

scholarly journals The Exponentiated Lindley Geometric Distribution with Applications

Entropy ◽  
2019 ◽  
Vol 21 (5) ◽  
pp. 510
Author(s):  
Bo Peng ◽  
Zhengqiu Xu ◽  
Min Wang
Keyword(s):  
Maximum Likelihood ◽  
Geometric Distribution ◽  
Residual Life ◽  
Information Matrix ◽  
Expectation Maximization Algorithm ◽  
Likelihood Estimation ◽  
Real Data ◽  
Quantile Function ◽  
Maximum Likelihood Estimates ◽  
Unknown Parameters

We introduce a new three-parameter lifetime distribution, the exponentiated Lindley geometric distribution, which exhibits increasing, decreasing, unimodal, and bathtub shaped hazard rates. We provide statistical properties of the new distribution, including shape of the probability density function, hazard rate function, quantile function, order statistics, moments, residual life function, mean deviations, Bonferroni and Lorenz curves, and entropies. We use maximum likelihood estimation of the unknown parameters, and an Expectation-Maximization algorithm is also developed to find the maximum likelihood estimates. The Fisher information matrix is provided to construct the asymptotic confidence intervals. Finally, two real-data examples are analyzed for illustrative purposes.

Topp–Leone Linear Exponential Distribution

2018 ◽  
Vol 33 (1) ◽  
pp. 31-43
Author(s):  
Bol A. M. Atem ◽  
Suleman Nasiru ◽  
Kwara Nantomah
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Exponential Distribution ◽  
Likelihood Estimation ◽  
Real Data ◽  
Simulation Studies ◽  
Finite Sample ◽  
Data Set ◽  
Finite Sample Properties ◽  
Linear Exponential Distribution

Abstract This article studies the properties of the Topp–Leone linear exponential distribution. The parameters of the new model are estimated using maximum likelihood estimation, and simulation studies are performed to examine the finite sample properties of the parameters. An application of the model is demonstrated using a real data set. Finally, a bivariate extension of the model is proposed.

scholarly journals Copas-like selection model to correct publication bias in systematic review of diagnostic test studies

2018 ◽  
Vol 28 (10-11) ◽  
pp. 2912-2923 ◽  
Author(s):  
Jin Piao ◽  
Yulun Liu ◽  
Yong Chen ◽  
Jing Ning
Keyword(s):  
Publication Bias ◽  
Diagnostic Test ◽  
Meta Analysis ◽  
Expectation Maximization Algorithm ◽  
Likelihood Estimation ◽  
Selection Model ◽  
Medical Decision ◽  
Finite Sample ◽  
Bivariate Outcomes ◽  
Sensitivity Specificity

The accuracy of a diagnostic test, which is often quantified by a pair of measures such as sensitivity and specificity, is critical for medical decision making. Separate studies of an investigational diagnostic test can be combined through meta-analysis; however, such an analysis can be threatened by publication bias. To the best of our knowledge, there is no existing method that accounts for publication bias in the meta-analysis of diagnostic tests involving bivariate outcomes. In this paper, we extend the Copas selection model from univariate outcomes to bivariate outcomes for the correction of publication bias when the probability of a study being published can depend on its sensitivity, specificity, and the associated standard errors. We develop an expectation-maximization algorithm for the maximum likelihood estimation under the proposed selection model. We investigate the finite sample performance of the proposed method through simulation studies and illustrate the method by assessing a meta-analysis of 17 published studies of a rapid diagnostic test for influenza.

scholarly journals A New Extreme Value Model with Different Copula, Statistical Properties and Applications

2021 ◽  
pp. 1015-1035
Author(s):  
Hanaa Elgohari ◽  
Haitham M. Yousof
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Estimation ◽  
Real Data ◽  
Extreme Value ◽  
Model Parameters ◽  
Finite Sample ◽  
Mathematical Properties ◽  
Maximum Likelihood Estimations ◽  
Extreme Value Model ◽  
Value Model

In this article, we defined and studied a new distribution for modeling extreme value. Some of its mathematical properties are derived and analyzed. Simple types copula is employed for proposing many bivariate and multivariate type extensions. Method of the maximum likelihood estimation is employed to estimate the model parameters. Graphically, we perform the simulation experiments to assess of the finite sample behavior of the maximum likelihood estimations. Three applications are presented for measuring the flexibility of the new model is illustrated using three real data applications.

scholarly journals The Extended Birnbaum–Saunders Distribution Based on the Scale Shape Mixture of Skew Normal Distributions

2021 ◽  
Vol 20 (4) ◽  
pp. 481-517
Author(s):  
Tahereh Poursadeghfard ◽  
Alireza Nematollahi ◽  
Ahad Jamalizadeh
Keyword(s):  
Information Matrix ◽  
Likelihood Estimation ◽  
Real Data ◽  
Parameter Estimates ◽  
Asymptotic Covariance Matrix ◽  
Finite Sample ◽  
Data Set ◽  
Normal Distributions ◽  
Skew Normal Distributions ◽  
Skew Normal

AbstractIn this article, a large class of univriate Birnbaum–Saunders distributions based on the scale shape mixture of skew normal distributions is introduced which generates suitable subclasses for modeling asymmetric data in a variety of settings. The moments and maximum likelihood estimation procedures are disscused via an ECM-algorithm. The observed information matrix to approximate the asymptotic covariance matrix of the parameter estimates is then derived in some subclasses. A simulation study is also performed to evaluate the finite sample properties of ML estimators and finally, a real data set is analyzed for illustrative purposes.

Missing Data - Better "Not to Have Them", but What If You Do? (Part 1)

Marketing ZFP ◽  
2019 ◽  
Vol 41 (4) ◽  
pp. 21-32
Author(s):  
Dirk Temme ◽  
Sarah Jensen
Keyword(s):  
Missing Data ◽  
Statistical Power ◽  
Missing Values ◽  
Graphical Representation ◽  
Marketing Research ◽  
Likelihood Estimation ◽  
Parameter Estimates ◽  
Full Information Maximum Likelihood ◽  
Definition Of ◽  
Traditional Approaches

Missing values are ubiquitous in empirical marketing research. If missing data are not dealt with properly, this can lead to a loss of statistical power and distorted parameter estimates. While traditional approaches for handling missing data (e.g., listwise deletion) are still widely used, researchers can nowadays choose among various advanced techniques such as multiple imputation analysis or full-information maximum likelihood estimation. Due to the available software, using these modern missing data methods does not pose a major obstacle. Still, their application requires a sound understanding of the prerequisites and limitations of these methods as well as a deeper understanding of the processes that have led to missing values in an empirical study. This article is Part 1 and first introduces Rubin’s classical definition of missing data mechanisms and an alternative, variable-based taxonomy, which provides a graphical representation. Secondly, a selection of visualization tools available in different R packages for the description and exploration of missing data structures is presented.

The first flush in sewer systems

1996 ◽  
Vol 33 (9) ◽  
pp. 101-108 ◽  
Author(s):  
Agnès Saget ◽  
Ghassan Chebbo ◽  
Jean-Luc Bertrand-Krajewski
Keyword(s):  
Treatment Strategy ◽  
Real Data ◽  
First Flush ◽  
Clear Definition ◽  
Controversial Subject ◽  
Sewer Systems ◽  
Wet Weather ◽  
Definition Of ◽  
Appearance Frequency

The first flush phenomenon of urban wet weather discharges is presently a controversial subject. Scientists do not agree with its reality, nor with its influences on the size of treatment works. Those disagreements mainly result from the unclear definition of the phenomenon. The objective of this article is first to provide a simple and clear definition of the first flush and then to apply it to real data and to obtain results about its appearance frequency. The data originate from the French database based on the quality of urban wet weather discharges. We use 80 events from 7 separately sewered basins, and 117 events from 7 combined sewered basins. The main result is that the first flush phenomenon is very scarce, anyway too scarce to be used to elaborate a treatment strategy against pollution generated by urban wet weather discharges.

scholarly journals A New Extension of Thinning-Based Integer-Valued Autoregressive Models for Count Data

Entropy ◽  
2020 ◽  
Vol 23 (1) ◽  
pp. 62
Author(s):  
Zhengwei Liu ◽  
Fukang Zhu
Keyword(s):  
Likelihood Estimation ◽  
Real Data ◽  
Autoregressive Models ◽  
Superior Performance ◽  
Data Sets ◽  
Binomial Thinning ◽  
Free Case ◽  
Two Parameters ◽  
Conditional Maximum ◽  
Thinning Operator

The thinning operators play an important role in the analysis of integer-valued autoregressive models, and the most widely used is the binomial thinning. Inspired by the theory about extended Pascal triangles, a new thinning operator named extended binomial is introduced, which is a general case of the binomial thinning. Compared to the binomial thinning operator, the extended binomial thinning operator has two parameters and is more flexible in modeling. Based on the proposed operator, a new integer-valued autoregressive model is introduced, which can accurately and flexibly capture the dispersed features of counting time series. Two-step conditional least squares (CLS) estimation is investigated for the innovation-free case and the conditional maximum likelihood estimation is also discussed. We have also obtained the asymptotic property of the two-step CLS estimator. Finally, three overdispersed or underdispersed real data sets are considered to illustrate a superior performance of the proposed model.

scholarly journals Goodness-of-Fit Tests for Bivariate Time Series of Counts

Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis
Keyword(s):  
Goodness Of Fit ◽  
Probability Generating Function ◽  
Parametric Bootstrap ◽  
Real Data ◽  
Data Sets ◽  
Test Statistics ◽  
Finite Sample ◽  
Generalized Poisson ◽  
Goodness Of Fit Tests ◽  
Monte Carlo Experiments

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one being semiparametric computed under the corresponding null hypothesis. The asymptotic distribution of the proposed tests statistics both under the null hypotheses as well as under alternatives is derived and consistency is proved. The case of testing bivariate generalized Poisson autoregression and extension of the methods to dimension higher than two are also discussed. The finite-sample performance of a parametric bootstrap version of the tests is illustrated via a series of Monte Carlo experiments. The article concludes with applications on real data sets and discussion.

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