24,052 research outputs found
Recent advances in directional statistics
Mainstream statistical methodology is generally applicable to data observed
in Euclidean space. There are, however, numerous contexts of considerable
scientific interest in which the natural supports for the data under
consideration are Riemannian manifolds like the unit circle, torus, sphere and
their extensions. Typically, such data can be represented using one or more
directions, and directional statistics is the branch of statistics that deals
with their analysis. In this paper we provide a review of the many recent
developments in the field since the publication of Mardia and Jupp (1999),
still the most comprehensive text on directional statistics. Many of those
developments have been stimulated by interesting applications in fields as
diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics,
image analysis, text mining, environmetrics, and machine learning. We begin by
considering developments for the exploratory analysis of directional data
before progressing to distributional models, general approaches to inference,
hypothesis testing, regression, nonparametric curve estimation, methods for
dimension reduction, classification and clustering, and the modelling of time
series, spatial and spatio-temporal data. An overview of currently available
software for analysing directional data is also provided, and potential future
developments discussed.Comment: 61 page
On high-dimensional sign tests
Sign tests are among the most successful procedures in multivariate
nonparametric statistics. In this paper, we consider several testing problems
in multivariate analysis, directional statistics and multivariate time series
analysis, and we show that, under appropriate symmetry assumptions, the
fixed- multivariate sign tests remain valid in the high-dimensional case.
Remarkably, our asymptotic results are universal, in the sense that, unlike in
most previous works in high-dimensional statistics, may go to infinity in
an arbitrary way as does. We conduct simulations that (i) confirm our
asymptotic results, (ii) reveal that, even for relatively large , chi-square
critical values are to be favoured over the (asymptotically equivalent)
Gaussian ones and (iii) show that, for testing i.i.d.-ness against serial
dependence in the high-dimensional case, Portmanteau sign tests outperform
their competitors in terms of validity-robustness.Comment: Published at http://dx.doi.org/10.3150/15-BEJ710 in the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives
We consider the problem of testing uniformity on high-dimensional unit
spheres. We are primarily interested in non-null issues. We show that
rotationally symmetric alternatives lead to two Local Asymptotic Normality
(LAN) structures. The first one is for fixed modal location and allows
to derive locally asymptotically most powerful tests under specified .
The second one, that addresses the Fisher-von Mises-Langevin (FvML) case,
relates to the unspecified- problem and shows that the high-dimensional
Rayleigh test is locally asymptotically most powerful invariant. Under mild
assumptions, we derive the asymptotic non-null distribution of this test, which
allows to extend away from the FvML case the asymptotic powers obtained there
from Le Cam's third lemma. Throughout, we allow the dimension to go to
infinity in an arbitrary way as a function of the sample size . Some of our
results also strengthen the local optimality properties of the Rayleigh test in
low dimensions. We perform a Monte Carlo study to illustrate our asymptotic
results. Finally, we treat an application related to testing for sphericity in
high dimensions
Testing multivariate uniformity based on random geometric graphs
We present new families of goodness-of-fit tests of uniformity on a
full-dimensional set based on statistics related to edge lengths
of random geometric graphs. Asymptotic normality of these statistics is proven
under the null hypothesis as well as under fixed alternatives. The derived
tests are consistent and their behaviour for some contiguous alternatives can
be controlled. A simulation study suggests that the procedures can compete with
or are better than established goodness-of-fit tests. We show with a real data
example that the new tests can detect non-uniformity of a small sample data
set, where most of the competitors fail.Comment: 36 pages, 2 figure
Estimation and Model Selection of Copulas with an Application to Exchange Rates
Copulas are the part of a multivariate distribution function that fully captures the cross sectional dependence between the variables of interest and they have become a very popular tool to model dependencies different from the linear correlation of elliptical distributions. We review the theory of copula functions, present a number of examples and describe how to sample random data from these. Different techniques for estimation and model selection are discussed and compared in an extensive Monte Carlo study. We find that a test not considered in the literature, namely the Jarque-Bera test applied on transformed data from the conditional copula, has the best properties of the presented tests, but that the most reliable criterion for selecting the best fitting copula is the Akaike information criterion. We model exchange rate returns of Latin American currencies against the euro with copulas and we find evidence of symmetric dependence, excess upper tail dependence and excess lower tail dependence.econometrics;
Emerging technologies for the non-invasive characterization of physical-mechanical properties of tablets
The density, porosity, breaking force, viscoelastic properties, and the presence or absence of any structural defects or irregularities are important physical-mechanical quality attributes of popular solid dosage forms like tablets. The irregularities associated with these attributes may influence the drug product functionality. Thus, an accurate and efficient characterization of these properties is critical for successful development and manufacturing of a robust tablets. These properties are mainly analyzed and monitored with traditional pharmacopeial and non-pharmacopeial methods. Such methods are associated with several challenges such as lack of spatial resolution, efficiency, or sample-sparing attributes. Recent advances in technology, design, instrumentation, and software have led to the emergence of newer techniques for non-invasive characterization of physical-mechanical properties of tablets. These techniques include near infrared spectroscopy, Raman spectroscopy, X-ray microtomography, nuclear magnetic resonance (NMR) imaging, terahertz pulsed imaging, laser-induced breakdown spectroscopy, and various acoustic- and thermal-based techniques. Such state-of-the-art techniques are currently applied at various stages of development and manufacturing of tablets at industrial scale. Each technique has specific advantages or challenges with respect to operational efficiency and cost, compared to traditional analytical methods. Currently, most of these techniques are used as secondary analytical tools to support the traditional methods in characterizing or monitoring tablet quality attributes. Therefore, further development in the instrumentation and software, and studies on the applications are necessary for their adoption in routine analysis and monitoring of tablet physical-mechanical properties
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