Journal: Computational Statistics & Data Analysis

Abbreviation

Comput. stat. data anal.

Publisher

Elsevier

Journal Volumes

ISSN

0167-9473

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Publications 1 - 10 of 13
  • Distance-based parametric bootstrap tests for clustering of species ranges
    Item type: Journal Article
    Hennig, Christian; Hausdorf, Bernhard (2004)
    Computational Statistics & Data Analysis
  • A new similarity measure for nonlocal filtering in the presence of multiplicative noise
    Item type: Journal Article
    Teuber, Tanja; Lang, Annika (2012)
    Computational Statistics & Data Analysis
  • Saddlepoint tests for accurate and robust inference on overdispersed count data
    Item type: Journal Article
    Aeberhard, William H.; Cantoni, Eva; Heritier, Stephane (2017)
    Computational Statistics & Data Analysis
    Inference on regression coefficients when the response variable consists of overdispersed counts is traditionally based on Wald, score and likelihood ratio tests. As the accuracy of the p-values of such tests becomes questionable in small samples, three recently developed tests are adapted to the negative binomial regression model. The non-trivial computational aspects involved in their implementation, some of which remained obscure in the literature until now, are detailed for general M-estimators. Under regularity conditions, these tests feature a relative error property with respect to the asymptotic chi-squared distribution, thus yielding highly accurate p-values even in small samples. Extensive simulations show how these new tests outperform the traditional ones in terms of actual level with comparable power. Moreover, inference based on robust (bounded influence) versions of these tests remains reliable when the sample does not entirely conform to the model assumptions. The use of these procedures is illustrated with data coming from a recent randomized controlled trial, with a sample size of 52 observations. An R package implementing all tests is readily available.
  • Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables
    Item type: Journal Article
    Fellinghauer, Bernd; Bühlmann, Peter; Ryffel, Martin; et al. (2013)
    Computational Statistics & Data Analysis
  • Mixture ensemble Kalman filters
    Item type: Journal Article
    Frei, Marco; Künsch, Hans Rudolf (2013)
    Computational Statistics & Data Analysis
  • Completely monotone distributions: Mixing, approximation and estimation of number of species
    Item type: Journal Article
    Balabdaoui, Fadoua; Kulagina, Yulia (2020)
    Computational Statistics & Data Analysis
  • Selective inference for additive and linear mixed models
    Item type: Journal Article
    Rügamer, David; Baumann, Philipp F. M.; Greven, Sonja (2022)
    Computational Statistics & Data Analysis
    After model selection, subsequent inference in statistical models tends to be overconfident if selection is not accounted for. One possible solution to address this problem is selective inference, which constitutes a post-selection inference framework and yields valid inference statements by conditioning on the selection event. Existing work on selective inference is, however, not directly applicable to additive and linear mixed models. A novel extension to recent work on selective inference to the class of additive and linear mixed models is thus presented. The approach can be applied for any type of model selection mechanism that can be expressed as a function of the outcome variable (and potentially of covariates on which the model conditions). Properties of the method are validated in simulation studies and in an application to a data set in monetary economics. The approach is particularly useful in cases of non-standard selection procedures, as present in the motivating application.
  • Sharpening Wald-type inference in robust regression for small samples
    Item type: Journal Article
    Koller, Manuel; Stahel, Werner A. (2011)
    Computational Statistics & Data Analysis
  • The Hawkes process with renewal immigration & its estimation with an EM algorithm
    Item type: Journal Article
    Wheatley, Spencer; Filimonov, Vladimir; Sornette, Didier (2016)
    Computational Statistics & Data Analysis
  • A smoothing principle for the Huber and other location M-estimators
    Item type: Journal Article
    Hampel, Frank; Hennig, Christian; Ronchetti, Elvezio (2011)
    Computational Statistics & Data Analysis
Publications 1 - 10 of 13