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  • 1.
    Abrahamsson, Linda
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    Statistical models of breast cancer tumour growth for mammography screening data2012Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)
  • 2.
    Abrahamsson, Per Anders
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap. Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    Adami, Hans Olov
    Taube, Adam
    Kim, KyungMann
    Zelen, Marvin
    Kulldorff, Martin
    Re: Long-term survival and mortality in prostate cancer treated with noncurative intent1995Ingår i: UROLGY, Vol. 154, s. 460-465Artikel i tidskrift (Refereegranskat)
  • 3.
    Achcar, JA
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    Agrawal, MC
    Anand, KN
    Ali, MM
    Ali, MM
    Bagui, SC
    Baker, RD
    Balamurali, S
    Balasooriya, U
    Bansal, AK
    Barry, J
    Bonett, DG
    Box, G
    Carling, K
    Caudill, SB
    Chakraborti, S
    Chatfield, C
    Chatterjee, S
    Cornell, JA
    Cox, D
    Draper, NR
    Ehrenberg, A
    Finney, DJ
    25 years of applied statistics1998Ingår i: JOURNAL OF APPLIED STATISTICS, ISSN 0266-4763, Vol. 25, nr 1, s. 3-22Artikel i tidskrift (Refereegranskat)
  • 4. Adami, Hans-Olov
    et al.
    Bergström, Reinhold
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    Weiderpass, Elisabete
    Persson, Ingemar
    Barlow, Lotti
    McLaughlin, Joseph K.
    Risk for endometrial cancer following breast cancer: A prospective study in Sweden1997Ingår i: Cancer Causes & Control, Vol. 8, s. 821-827Artikel i tidskrift (Refereegranskat)
  • 5. Adami, H-O
    et al.
    Bergström, R
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    Engholm, G
    Nyrén, O
    Wolk, A
    Ekbom, A
    Englund, A
    Baron, J
    A prospective study of smoking and risk of prostate cancer1996Ingår i: Int J Cancer, Vol. 67, s. 764-768Artikel i tidskrift (Refereegranskat)
  • 6.
    Adami, J
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    Nyren, O
    Bergstrom, R
    Ekbom, A
    McLaughlin, JK
    Hogman, C
    Fraumeni, JF
    Glimelius, B
    Blood transfusion and non-Hodgkin lymphoma: Lack of association1997Ingår i: ANNALS OF INTERNAL MEDICINE, ISSN 0003-4819, Vol. 127, nr 5, s. 365-&Artikel i tidskrift (Refereegranskat)
  • 7.
    Adriansson, Nils
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Mattsson, Ingrid
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Forecasting GDP Growth, or How Can Random Forests Improve Predictions in Economics?2015Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats (Examensarbete)
    Abstract [en]

    GDP is used to measure the economic state of a country and accurate forecasts of it is therefore important. Using the Economic Tendency Survey we investigate forecasting quarterly GDP growth using the data mining technique Random Forest. Comparisons are made with a benchmark AR(1) and an ad hoc linear model built on the most important variables suggested by the Random Forest. Evaluation by forecasting shows that the Random Forest makes the most accurate forecast supporting the theory that there are benefits to using Random Forests on economic time series. 

  • 8.
    Ahlberg, Daniel
    et al.
    Stockholm Univ, Dept Math, S-10691 Stockholm, Sweden.
    Deijfen, Maria
    Stockholm Univ, Dept Math, S-10691 Stockholm, Sweden.
    Janson, Svante
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori.
    Competing first passage percolation on random graphs with finite variance degrees2019Ingår i: Random structures & algorithms (Print), ISSN 1042-9832, E-ISSN 1098-2418, Vol. 55, nr 3, s. 545-559Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We study the growth of two competing infection types on graphs generated by the configuration model with a given degree sequence. Starting from two vertices chosen uniformly at random, the infection types spread via the edges in the graph in that an uninfected vertex becomes type 1 (2) infected at rate lambda(1) (lambda(2)) times the number of nearest neighbors of type 1 (2). Assuming (essentially) that the degree of a randomly chosen vertex has finite second moment, we show that if lambda(1) = lambda(2), then the fraction of vertices that are ultimately infected by type 1 converges to a continuous random variable V is an element of (0,1), as the number of vertices tends to infinity. Both infection types hence occupy a positive (random) fraction of the vertices. If lambda(1) not equal lambda(2), on the other hand, then the type with the larger intensity occupies all but a vanishing fraction of the vertices. Our results apply also to a uniformly chosen simple graph with the given degree sequence.

  • 9.
    Ahlberg, Daniel
    et al.
    Stockholm Univ, Dept Math, SE-10691 Stockholm, Sweden.
    Griffiths, Simon
    PUC Rio, Dept Matemat, BR-22451900 Gavea, RJ, Brazil.
    Janson, Svante
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori.
    Morris, Robert
    Inst Nacl Matemat Pura & Aplicada, Estr Dona Castorina 110, BR-22460320 Rio De Janeiro, Brazil.
    Competition in growth and urns2019Ingår i: Random structures & algorithms (Print), ISSN 1042-9832, E-ISSN 1098-2418, Vol. 54, nr 2, s. 211-227Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We study survival among two competing types in two settings: a planar growth model related to two-neighbor bootstrap percolation, and a system of urns with graph-based interactions. In the planar growth model, uncolored sites are given a color at rate 0, 1 or infinity, depending on whether they have zero, one, or at least two neighbors of that color. In the urn scheme, each vertex of a graph G has an associated urn containing some number of either blue or red balls ( but not both). At each time step, a ball is chosen uniformly at random from all those currently present in the system, a ball of the same color is added to each neighboring urn, and balls in the same urn but of different colors annihilate on a one-for-one basis. We show that, for every connected graph G and every initial configuration, only one color survives almost surely. As a corollary, we deduce that in the two-type growth model on Z(2), one of the colors only infects a finite number of sites with probability one. We also discuss generalizations to higher dimensions and multi-type processes, and list a number of open problems and conjectures.

  • 10.
    Ahlberg, Daniel
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori. Inst Nacl Matemat Pura & Aplicada, Estr Dona Castorina 110, BR-22460320 Rio De Janeiro, Brazil.;Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden..
    Steif, Jeffrey E.
    Univ Gothenburg, Chalmers Univ Technol, Math Sci, SE-41296 Gothenburg, Sweden..
    Pete, Gabor
    Hungarian Acad Sci, Renyi Inst, 13-15 Realtanoda U, H-1053 Budapest, Hungary.;Budapest Univ Technol & Econ, Inst Math, 1 Egry Jozsef U, H-1111 Budapest, Hungary..
    Scaling limits for the threshold window: When does a monotone Boolean function flip its outcome?2017Ingår i: Annales de l'I.H.P. Probabilites et statistiques, ISSN 0246-0203, E-ISSN 1778-7017, Vol. 53, nr 4, s. 2135-2161Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Consider a monotone Boolean function f : {0, 1}(n) -> {0, 1} and the canonical monotone coupling {eta(p) : p is an element of [0, 1]} of an element in {0, 1}(n) chosen according to product measure with intensity p is an element of [0, 1]. The random point p is an element of [0, 1] where f (eta(p)) flips from 0 to 1 is often concentrated near a particular point, thus exhibiting a threshold phenomenon. For a sequence of such Boolean functions, we peer closely into this threshold window and consider, for large n, the limiting distribution (properly normalized to be nondegenerate) of this random point where the Boolean function switches from being 0 to 1. We determine this distribution for a number of the Boolean functions which are typically studied and pay particular attention to the functions corresponding to iterated majority and percolation crossings. It turns out that these limiting distributions have quite varying behavior. In fact, we show that any nondegenerate probability measure on R arises in this way for some sequence of Boolean functions.

  • 11.
    Ahlberg, Daniel
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori. Inst Matematica Pura & Aplicada, Estr Dona Castorina 110, BR-22460320 Rio De Janeiro, Brazil.
    Tassion, Vincent
    Univ Geneva, 2-4 Rue Lievre, CH-1211 Geneva, Switzerland.
    Teixeira, Augusto
    Inst Matematica Pura & Aplicada, Estr Dona Castorina 110, BR-22460320 Rio De Janeiro, Brazil.
    Sharpness of the phase transition for continuum percolation in R22018Ingår i: Probability theory and related fields, ISSN 0178-8051, E-ISSN 1432-2064, Vol. 172, nr 1-2, s. 525-581Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We study the phase transition of random radii Poisson Boolean percolation: Around each point of a planar Poisson point process, we draw a disc of random radius, independently for each point. The behavior of this process is well understood when the radii are uniformly bounded from above. In this article, we investigate this process for unbounded (and possibly heavy tailed) radii distributions. Under mild assumptions on the radius distribution, we show that both the vacant and occupied sets undergo a phase transition at the same critical parameter.c. Moreover, For. <.c, the vacant set has a unique unbounded connected component and we give precise bounds on the one-arm probability for the occupied set, depending on the radius distribution. At criticality, we establish the box-crossing property, implying that no unbounded component can be found, neither in the occupied nor the vacant sets. We provide a polynomial decay for the probability of the one-arm events, under sharp conditions on the distribution of the radius. For. >.c, the occupied set has a unique unbounded component and we prove that the one-arm probability for the vacant decays exponentially fast. The techniques we develop in this article can be applied to other models such as the Poisson Voronoi and confetti percolation.

  • 12.
    Ahlberg, Daniel
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori. Inst Nacl Matemat Pura & Aplicada, Rio De Janeiro, RJ, Brazil;Stockholm Univ, Dept Math, SE-10691 Stockholm, Sweden;Stockholm Univ, Dept Math, SE-10691 Stockholm, Sweden.
    Tykesson, Johan
    Chalmers Univ Technol, Dept Math, SE-41296 Gothenburg, Sweden;Univ Gothenburg, Gothenburg, Sweden.
    Gilbert´s disc model with geostatical marking2018Ingår i: Advances in Applied Probability, ISSN 0001-8678, E-ISSN 1475-6064, Vol. 50, nr 4, s. 1075-1094Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We study a variant of Gilbert's disc model, in which discs are positioned at the points of a Poisson process in R-2 with radii determined by an underlying stationary and ergodic random field phi: R-2 -> [0, infinity), independent of the Poisson process. This setting, in which the random field is independent of the point process, is often referred to as geostatistical marking. We examine how typical properties of interest in stochastic geometry and percolation theory, such as coverage probabilities and the existence of long-range connections, differ between Gilbert's model with radii given by some random field and Gilbert's model with radii assigned independently, but with the same marginal distribution. Among our main observations we find that complete coverage of R(2 )does not necessarily happen simultaneously, and that the spatial dependence induced by the random field may both increase as well as decrease the critical threshold for percolation.

  • 13.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    A homogeneity test of large dimensional covariance matrices under non-normality2018Ingår i: Kybernetika (Praha), ISSN 0023-5954, E-ISSN 1805-949X, Vol. 54, nr 5, s. 908-920Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    A test statistic for homogeneity of two or more covariance matrices is presented when the distributions may be non-normal and the dimension may exceed the sample size. Using the Frobenius norm of the difference of null and alternative hypotheses, the statistic is constructed as a linear combination of consistent, location-invariant, estimators of trace functions that constitute the norm. These estimators are defined as U-statistics and the corresponding theory is exploited to derive the normal limit of the statistic under a few mild assumptions as both sample size and dimension grow large. Simulations are used to assess the accuracy of the statistic.

  • 14.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    A significance test of the RV coefficient in high dimensions2019Ingår i: Computational Statistics & Data Analysis, ISSN 0167-9473, E-ISSN 1872-7352, Vol. 131, s. 116-130Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The RV coefficient is an important measure of linear dependence between two multivariate data vectors. Using unbiased and computationally efficient estimators of its components, a modification to the RV coefficient is proposed, and used to construct a test of significance for the true coefficient. The modified estimator improves the accuracy of the original and, along with the test, can be applied to data with arbitrarily large dimensions, possibly exceeding the sample size, and the underlying distribution need only have finite fourth moment. Exact and asymptotic properties are studied under fairly general conditions. The accuracy of the modified estimator and the test is shown through simulations under a variety of parameter settings. In comparisons against several existing methods, both the proposed estimator and the test exhibit similar performance to the distance correlation. Several real data applications are also provided.

  • 15.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    A unified approach to testing mean vectors with large dimensions2019Ingår i: AStA Advances in Statistical Analysis, ISSN 1863-8171, E-ISSN 1863-818X, Vol. 103, nr 4, s. 593-618Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    A unified testing framework is presented for large-dimensional mean vectors of one or several populations which may be non-normal with unequal covariance matrices. Beginning with one-sample case, the construction of tests, underlying assumptions and asymptotic theory, is systematically extended to multi-sample case. Tests are defined in terms of U-statistics-based consistent estimators, and their limits are derived under a few mild assumptions. Accuracy of the tests is shown through simulations. Real data applications, including a five-sample unbalanced MANOVA analysis on count data, are also given.

  • 16.
    Ahmad, M Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Generalized tests of correlation for vectors with large dimensions using modified RV coefficient2019Rapport (Övrigt vetenskapligt)
    Abstract [en]

    Tests of zero correlation between two or more vectors with large dimension, possibly largerthan the sample size, are considered when the data may not necessarily follow a normal distribution. A single sample case for several vectors is rst proposed, which is then extended tothe common covariance matrix under the assumption of homogeneity across several independentpopulations. The test statistics are constructed using a recently proposed modicationof the RV coecient for high-dimensional vectors. The accuracy of the tests is shown through simulations.

  • 17.
    Ahmad, M Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Location-invariant and non-invariant tests for large dimensional covariance matrices under normality and non-normality2014Rapport (Övrigt vetenskapligt)
    Abstract [en]

    Test statistics for homogeneity, sphericity and identity of high-dimensional covariance matrices are presented under a wide variety of very general conditions when the dimension of the vector, $p$, may exceed the sample size, $n_i$, $i = 1, \ldots, g$. First, location-invariant tests are presented under normality assumption, followed by their robustness to normality by replacing the normality assumption with a mild alternative multivariate model. The two types of tests are then presented in non-invariant form, again under normality and non-normality. Tests of homogeneity of covariance matrices in all cases are immediately supplemented by the tests for sphericity and identity of the common covariance matrix under the null hypothesis. Both location-invariant and non-invariant tests are composed of estimators that are defined as $U$-statistics with kernels of different degrees. Hence, the asymptotic theory of $U$-statistics is employed to arrive at the limiting null and alternative distributions of tests for all cases. These limit distributions are derived using a very mild and practically viable set of assumptions mainly on the traces of the unknown covariance matrices. Finally, corrections and improvements of a few other tests are also presented.

  • 18.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Location-invariant Multi-sample U-tests for Covariance Matrices with Large Dimension2017Ingår i: Scandinavian Journal of Statistics, ISSN 0303-6898, E-ISSN 1467-9469, Vol. 44, nr 2, s. 500-523Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    For two or more multivariate distributions with common covariance matrix, test statistics for certain special structures of the common covariance matrix are presented when the dimension of the multivariate vectors may exceed the number of such vectors. The test statistics are constructed as functions of location-invariant estimators defined as U-statistics, and the corresponding asymptotic theory is used to derive the limiting distributions of the proposed tests. The properties of the test statistics are established under mild and practical assumptions, and the same are numerically demonstrated using simulation results with small or moderate sample sizes and large dimensions.

  • 19.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Location-invariant tests of homogeneity of large-dimensional covariance matrices2017Ingår i: Journal of Statistical Theory and Practice, ISSN 1559-8608, E-ISSN 1559-8616, Vol. 11, nr 4, s. 731-745Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    A test statistic for homogeneity of two or more covariance matrices of large dimensions is presented when the data are multivariate normal. The statistic is location-invariant and defined as a function of U-statistics of non-degenerate kernels so that the corresponding asymptotic theory is employed to derive the limiting normal distribution of the test under a few mild and practical assumptions. Accuracy of the test is shown through simulations with different parameter settings.

  • 20.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Multiple comparisons of mean vectors with large dimension under general conditions2019Ingår i: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 89, nr 6, s. 1044-1059Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Multiple comparisons for two or more mean vectors are considered when the dimension of the vectors may exceed the sample size, the design may be unbalanced, populations need not be normal, and the true covariance matrices may be unequal. Pairwise comparisons, including comparisons with a control, and their linear combinations are considered. Under fairly general conditions, the asymptotic multivariate distribution of the vector of test statistics is derived whose quantiles can be used in multiple testing. Simulations are used to show the accuracy of the tests. Real data applications are also demonstrated.

  • 21.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen. Uppsala Univ, Dept Stat, Uppsala, Sweden.
    On Testing Sphericity and Identity of a Covariance Matrix with Large Dimensions2016Ingår i: Mathematical Methods of Statistics, ISSN 1066-5307, E-ISSN 1934-8045, Vol. 25, nr 2, s. 121-132Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Tests for certain covariance structures, including sphericity, are presented when the data may be high-dimensional but not necessarily normal. The tests are formulated as functions of location-invariant estimators defined as U-statistics of higher order kernels. Under a few mild assumptions, the limit distributions of the tests are shown to be normal. The accuracy of the tests is demonstrated by simulations.

  • 22.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality2017Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 46, nr 8, s. 3738-3753Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    A test for homogeneity of g 2 covariance matrices is presented when the dimension, p, may exceed the sample size, n(i), i = 1, ..., g, and the populations may not be normal. Under some mild assumptions on covariance matrices, the asymptotic distribution of the test is shown to be normal when n(i), p . Under the null hypothesis, the test is extended for common covariance matrix to be of a specified structure, including sphericity. Theory of U-statistics is employed in constructing the tests and deriving their limits. Simulations are used to show the accuracy of tests.

  • 23.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Tests for independence of vectors with large dimension2017Rapport (Övrigt vetenskapligt)
    Abstract [en]

    Given a random sample of n iid vectors, each of dimension p and partitioned into b sub- vectors of sizes pi, i = 1;:::;b. Location-invariant and non-invariant test statistics for independence of sub-vectors are presented when pi may exceed n and the distribution need not be normal. The tests are composed of U -statistics based estimators of the Frobenius norm of the di erence between the null and alternative hypotheses. Asymptotic distributions of the tests are provided for n;pi! 1, where their nite-sample performance is demonstrated through simulations. Some related and subsequent tests are brie y described. Relations of the proposed tests to certain multivariate measures are discussed, which are of interest on their own.

  • 24.
    Ahmad, M. Rauf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Tests of Zero Correlation Using Modified RV Coefficient for High-Dimensional Vectors2019Ingår i: Journal of Statistical Theory and Practice, ISSN 1559-8608, E-ISSN 1559-8616, Vol. 13, nr 3, artikel-id 43Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Tests of zero correlation between two or more vectors with large dimension, possibly larger than the sample size, are considered when the data may not necessarily follow a normal distribution. A single-sample case for several vectors is first proposed, which is then extended to the common covariance matrix under the assumption of homogeneity across several independent populations. The test statistics are constructed using a recently proposed modification of the RV coefficient (a correlation coefficient for vector-valued random variables) for high-dimensional vectors. The accuracy of the tests is shown through simulations.

  • 25.
    Ahmad, M. Rauf
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Pavlenko, Tatjana
    KTH, Stockholm, Sweden.
    A U-classifier for high-dimensional data under non-normality2018Ingår i: Journal of Multivariate Analysis, ISSN 0047-259X, E-ISSN 1095-7243, Vol. 167, s. 269-283Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    A classifier for two or more samples is proposed when the data are high-dimensional and the distributions may be non-normal. The classifier is constructed as a linear combination of two easily computable and interpretable components, the U-component and the P-component. The U-component is a linear combination of U-statistics of bilinear forms of pairwise distinct vectors from independent samples. The P-component, the discriminant score, is a function of the projection of the U-component on the observation to be classified. Together, the two components constitute an inherently bias-adjusted classifier valid for high-dimensional data. The classifier is linear but its linearity does not rest on the assumption of homoscedasticity. Properties of the classifier and its normal limit are given under mild conditions. Misclassification errors and asymptotic properties of their empirical counterparts are discussed. Simulation results are used to show the accuracy of the proposed classifier for small or moderate sample sizes and large dimensions. Applications involving real data sets are also included.

  • 26.
    Ahmad, M. Rauf
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, D.
    Tests for high-dimensional covariance matrices using the theory of U-statistics2015Ingår i: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 85, nr 13, s. 2619-2631Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Test statistics for sphericity and identity of the covariance matrix are presented, when the data are multivariate normal and the dimension, p, can exceed the sample size, n. Under certain mild conditions mainly on the traces of the unknown covariance matrix, and using the asymptotic theory of U-statistics, the test statistics are shown to follow an approximate normal distribution for large p, also when p >> n. The accuracy of the statistics is shown through simulation results, particularly emphasizing the case when p can be much larger than n. A real data set is used to illustrate the application of the proposed test statistics.

  • 27.
    Ahmad, M. Rauf
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Von Rosen, Dietrich
    Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality2015Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 44, nr 7, s. 1387-1398Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Ahmad et al. (in press) presented test statistics for sphericity and identity of the covariance matrix of a multivariate normal distribution when the dimension, p, exceeds the sample size, n. In this note, we show that their statistics are robust to normality assumption, when normality is replaced with certain mild assumptions on the traces of the covariance matrix. Under such assumptions, the test statistics are shown to follow the same asymptotic normal distribution as under normality for large p, also whenp >> n. The asymptotic normality is proved using the theory of U-statistics, and is based on very general conditions, particularly avoiding any relationship between n and p.

  • 28.
    Ahmady Phoulady, Hady
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    Brownian Motions and Scaling Limits of Random Trees2011Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)
  • 29.
    Ali, Mohammad
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Performance of Three Classification Techniques in Classifying Credit Applications Into Good Loans and Bad Loans: A Comparison2015Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)
    Abstract [en]

    The use of statistical classification techniques in classifying loan applications into good loans and bad loans gained importance with the exponential increase in the demand for credit. It is paramount to use a classification technique with a high predictive capacity to ensure the profitability of the business venture.

     

    In this study we aim to compare the predictive capability of three classification techniques: 1) Logistic regression, 2) CART, and 3) random forests. We apply these techniques on German credit data using an 80:20 learning:test split, and compare the performance of the models fitted using the three classification techniques. The probability of default pi for each observation in the test set is calculated using the models fitted on the training dataset. Each test set sample xi is then classified into a good loan or a bad loan, based on a threshold , such that xi bad loan class if pi  . We chose several  thresholds in order to compare the performance of each of the three classification techniques on five model suitability statistics: Accuracy, precision, negative predictive value, recall, and specificity.

     

    None of the classifiers turned out to be best at all the five cross-validation statistics. However, logistic regression has the best performance at low probability of default thresholds. On the other hand, for higher thresholds, CART performs best in accuracy, precision, and specificity measures, while random forest performs best for negative predictive value and recall measures. 

  • 30.
    Allander, Erik
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    Bring, Johan
    Gudmundsson, Ludvig
    Mattson, Stefan
    Olafsson, Olafur
    Rigner, Karl-Gustav
    Sigurgeirsson, Bardur
    Taube, Adam
    What is the long term value of multiphasic screening and the initial judgement of benefit?1997Ingår i: Scandinavian Journal of Social Medicine, Vol. Suppl 51, s. 1-20Artikel i tidskrift (Refereegranskat)
  • 31.
    Alm, Sven Erick
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik. Matematisk statistik.
    Approximation and Simulation of the Distributions of Scan Statistics for Poisson Processes in Higher Dimensions1998Ingår i: Extremes, Vol. 1, s. 111-126Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Given a Poisson process in two or three dimensions we are interested in the scan statistic, i.e. the largest number of points contained in a translate of a fixed scanning set restricted to lie inside a rectangular area.

    The distribution of the scan statistic is accurately approximated for rectangular scanning sets, using a technique that is also extended to higher dimensions.

    The accuracy of the approximation is checked through simulation.

  • 32.
    Alm, Sven Erick
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik. Matematisk statistik.
    Monotonicity of the difference between median and mean of gamma distributions and of a related Ramanujan sequence2003Ingår i: Bernoulli, ISSN 1350-7265, Vol. 9, nr 2, s. 351-371Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    For $n\ge0$, let $\lambda_n$ be the median of the $\Gamma(n+1,1)$ distribution. We prove that the sequence $\{\alpha_n=\lambda_n-n\}$ decreases from $\log 2$ to $2/3$ as $n$ increases from 0 to $\infty$. The difference, $1-\alpha_n$, between the mean and the median thus increases from $1-\log 2$ to $1/3$.

    This result also proves the following conjecture by Chen \& Rubin about the Poisson distributions: Let $Y_{\mu}\sim\text{Poisson}(\mu)$, and \lambda_n$ be the largest $\mu$ such that $P(Y_{\mu}\le n)=1/2$, then $\lambda_n-n$ is decreasing in $n$.

    The sequence $\{\alpha_n\}$ is related to a sequence $\{\theta_n\}$, introduced by Ramanujan, which is known to be decreasing and of the form

    $\theta_n=\frac13+\frac4{135(n+k_n)}$, where $\frac2{21}<k_n\le\frac8{45}$. We also show that the sequence $\{k_n\}$ is decreasing.

  • 33.
    Alm, Sven Erick
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    On Measures of Average Degree for Lattices2006Ingår i: Combinatorics, Probability and Computing, Vol. 15, nr 4, s. 477-488Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The usual definition of average degree for a non-regular lattice has the disadvantage that it takes the same value for many lattices with clearly different connectivity. We introduce an alternative definition of average degree, which better separates different lattices.

    These measures are compared on a class of lattices and are analyzed using a Markov chain describing a random walk on the lattice. Using the new measure, we conjecture the order of both the critical probabilities for bond percolation and the connective constants for self-avoiding walks on these lattices.

  • 34.
    Alm, Sven Erick
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori.
    Deijfen, Maria
    Stockholm Univ, Dept Math, S-10691 Stockholm, Sweden..
    First Passage Percolation on \(\mathbb {Z}^2\): A Simulation Study2015Ingår i: Journal of statistical physics, ISSN 0022-4715, E-ISSN 1572-9613, Vol. 161, nr 3, s. 657-678Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    First passage percolation on is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage times attached to the edges. In this paper, the speed of the growth and the shape of the infected set is studied by aid of large-scale computer simulations, with focus on continuous passage time distributions. It is found that the most important quantity for determining the value of the time constant, which indicates the inverse asymptotic speed of the growth, is , where are i.i.d. passage time variables. The relation is linear for a large class of passage time distributions. Furthermore, the directional time constants are seen to be increasing when moving from the axis towards the diagonal, so that the limiting shape is contained in a circle with radius defined by the speed along the axes. The shape comes closer to the circle for distributions with larger variability.

  • 35.
    Alm, Sven Erick
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen.
    Janson, Svante
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen.
    Linusson, Svante
    First critical probability for a problem on random orientations in G(n,p)2014Ingår i: Electronic Journal of Probability, ISSN 1083-6489, E-ISSN 1083-6489, Vol. 19, s. 69-Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We study the random graph G (n,p) with a random orientation. For three fixed vertices s, a, b in G(n,p) we study the correlation of the events {a -> s} (there exists a directed path from a to s) and {s -> b}. We prove that asymptotically the correlation is negative for small p, p < C-1/n, where C-1 approximate to 0.3617, positive for C-1/n < p < 2/n and up to p = p(2)(n). Computer aided computations suggest that p(2)(n) = C-2/n, with C-2 approximate to 7.5. We conjecture that the correlation then stays negative for p up to the previously known zero at 1/2; for larger p it is positive.

  • 36.
    Alm, Sven Erick
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik. Matematisk statistik.
    Parviainen, Robert
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik. Matematisk statistik.
    Bounds for the connective constant of the hexagonal lattice2004Ingår i: J.\ Phys. A: Math. Gen., Vol. 37, s. 549-Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We give improved bounds for the connective constant of the hexagonal lattice. The lower bound is found by using Kesten's method of irreducible bridges and by determining generating functions for bridges on one-dimensional lattices.

    The upper bound is obtained as the largest eigenvalue of a certain transfer matrix. Using a relation between the hexagonal and the $(3.12^2)$ lattices, we also give bounds for the connective constant of the latter lattice.

  • 37.
    Alm, Sven Erick
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen.
    Parviainen, Robert
    Lower and Upper Bounds for the Time Constant of First-Passage Percolation2001Rapport (Övrigt vetenskapligt)
  • 38.
    Almesjö, Fredrik
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    Regression modeling of cyclotron spare parts consumption2012Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats (Examensarbete)
  • 39.
    Aly, S. M.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen.
    From Moment Explosion To The Asymptotic Behavior Of The Cumulative Distribution For A Random Variable2017Ingår i: Theory of Probability and its Applications, ISSN 0040-585X, E-ISSN 1095-7219, Vol. 61, nr 3, s. 357-374Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We study the Tauberian relations between the moment generating function (MGF) and the complementary cumulative distribution function of a random variable whose MGF is finite only on part of the real line. We relate the right tail behavior of the cumulative distribution function of such a random variable to the behavior of its MGF near the critical moment. We apply our results to an arbitrary superposition of a CIR process and the time-integral of this process.

  • 40. Amiri, Saeid
    A comparison of bootstrap methods for variance estimation2010Ingår i: Journal of Statistical Theory and ApplicationsArtikel i tidskrift (Refereegranskat)
    Abstract [en]

    This paper presents a comparison of the nonparametric and parametric bootstrapmethods, when the statistic of interest is the sample variance estimator. Conditionswhen the nonparametric bootstrap method of variance performs better than the para-metric bootstrap method are described

  • 41. Amiri, Saeid
    On Resampling for the Contingency Table based on Information EnergyManuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    The bootstrap method is studied herein for the analysis of categorical data,in particular for the contin­gency table. The way to carry out atest of association is to bootstrap on the basis of expected values that havealready been ascertained by a few authors. This paper shows the theoreticalapproach of bootstrapping for a contingency table, and the idea which it isbased on has been inspired by the use of the informational energy func­tion.The properties of the proposed tests are illustrated and discussed using MonteCarlo simulations. The paper ends with analytical examples that elucidate the use ofthe proposed tests.

  • 42.
    Amiri, Saeid
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen.
    On the Application of the Bootstrap: Coefficient of Variation, Contingency Table, Information Theory and Ranked Set Sampling2011Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [en]

    This thesis deals with the bootstrap method. Three decades after the seminal paper by Bradly Efron, still the horizons of this method need more exploration. The research presented herein has stepped into different fields of statistics where the bootstrap method can be utilized as a fundamental statistical tool in almost any application. The thesis considers various statistical problems, which is explained briefly below.

    Bootstrap method: A comparison of the parametric and the nonparametric bootstrap of variance is presented. The bootstrap of ranked set sampling is dealt with, as well as the wealth of theories and applications on the RSS bootstrap that exist nowadays. Moreover, the performance of RSS in resampling is explored. Furthermore, the application of the bootstrap method in the inference of contingency table test is studied.

    Coefficient of variation: This part shows the capacity of the bootstrap for inferring the coefficient of variation, a task which the asymptotic method does not perform very well.

    Information theory: There are few works on the study of information theory, especially on the inference of entropy. The papers included in this thesis try to achieve the inference of entropy using the bootstrap method. 

    Delarbeten
    1. A comparison of bootstrap methods for variance estimation
    Öppna denna publikation i ny flik eller fönster >>A comparison of bootstrap methods for variance estimation
    2010 (Engelska)Ingår i: Journal of Statistical Theory and ApplicationsArtikel i tidskrift (Refereegranskat) Published
    Abstract [en]

    This paper presents a comparison of the nonparametric and parametric bootstrapmethods, when the statistic of interest is the sample variance estimator. Conditionswhen the nonparametric bootstrap method of variance performs better than the para-metric bootstrap method are described

    Nyckelord
    Bootstrap; Nonparametric; Parametric; Kurtosis; Variance.
    Nationell ämneskategori
    Sannolikhetsteori och statistik
    Identifikatorer
    urn:nbn:se:uu:diva-158976 (URN)
    Tillgänglig från: 2011-09-19 Skapad: 2011-09-19
    2. On the Resampling of the Unbalanced Ranked Set Sample
    Öppna denna publikation i ny flik eller fönster >>On the Resampling of the Unbalanced Ranked Set Sample
    (Engelska)Manuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    This paper considers the bootstrap approach of the unbalanced Ranked Set Sampling (RSS) method. Herethe sequence bootstrap is used to shift the analysis of the unbalanced RSS method to an analysis ofthe balanced RSS sample, and balanced RSS is also discussed. Here the consequences of differentalgorithms for carrying out resampling are discussed. The pro­posed methods are studied using Monte Carloinvestigations. Furthermore, the theoretical approach is discussed.

    Nyckelord
    Bootstrap method; Monte Carlo simulation; Ranked set sample
    Nationell ämneskategori
    Sannolikhetsteori och statistik
    Forskningsämne
    Statistik
    Identifikatorer
    urn:nbn:se:uu:diva-158983 (URN)
    Tillgänglig från: 2011-09-19 Skapad: 2011-09-19 Senast uppdaterad: 2012-02-16
    3. On the efficiency of bootstrap method into the analysis contingency table
    Öppna denna publikation i ny flik eller fönster >>On the efficiency of bootstrap method into the analysis contingency table
    2011 (Engelska)Ingår i: Computer Methods and Programs in Biomedicine, ISSN 0169-2607, E-ISSN 1872-7565, Vol. 104, nr 2, s. 182-187Artikel i tidskrift (Refereegranskat) Published
    Abstract [en]

    The bootstrap method is a computer intensive statistical method that is widely used in performing nonparametric inference. Categorica ldata analysis,inparticular the analysis of contingency tables, is commonly used in applied field. This work considers nonparametric bootstrap tests for the analysis of contingency tables. There are only a few research papers which exploit this field. The p-values of tests in contingency tables are discrete and should be uniformly distributed under the null hypothesis. The results of this article show that corresponding bootstrap versions work better than the standard tests. Properties of the proposed tests are illustrated and discussed using Monte Carlo simulations. This article concludes with an analytical example that examines the performance of the proposed tests and the confidence interval of the association coefficient.

    Nyckelord
    Association coefficient, Bootstrap method, Chi-squared test, Contingency table, Monte Carlo simulation
    Nationell ämneskategori
    Sannolikhetsteori och statistik
    Identifikatorer
    urn:nbn:se:uu:diva-158978 (URN)10.1016/j.cmpb.2011.01.007 (DOI)000296945100018 ()
    Tillgänglig från: 2011-09-19 Skapad: 2011-09-19 Senast uppdaterad: 2017-12-08Bibliografiskt granskad
    4. An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
    Öppna denna publikation i ny flik eller fönster >>An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
    2010 (Engelska)Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 39, nr 9, s. 1726-1734Artikel i tidskrift (Refereegranskat) Published
    Abstract [en]

    In this article, we propose a new test for examining the equality of the coefficient of variation between two different populations. The proposed test is based on the nonparametric bootstrap method. It appears to yield several appreciable advantages over the current tests. The quick and easy implementation of the test can be considered as advantages of the proposed test. The test is examined by the Monte Carlo simulations, and also evaluated using various numerical studies.

    Nyckelord
    Bootstrap method, Coefficient of variation, Monte Carlo simulation
    Nationell ämneskategori
    Matematik
    Identifikatorer
    urn:nbn:se:uu:diva-134888 (URN)10.1080/03610918.2010.512693 (DOI)000282124000004 ()
    Tillgänglig från: 2010-12-02 Skapad: 2010-12-02 Senast uppdaterad: 2017-12-12Bibliografiskt granskad
    5. Assessing the coefficient of variations of chemical data using bootstrap method
    Öppna denna publikation i ny flik eller fönster >>Assessing the coefficient of variations of chemical data using bootstrap method
    2011 (Engelska)Ingår i: Journal of Chemometrics, ISSN 0886-9383, E-ISSN 1099-128X, Vol. 25, nr 6, s. 295-300Artikel i tidskrift (Refereegranskat) Published
    Abstract [en]

    The coefficient of variation is frequently used in the comparison and precision of results with different scales. This work examines the comparison of the coefficient of variation without any assumptions about the underlying distribution. A family of tests based on the bootstrap method is proposed, and its properties are illustrated using Monte Carlo simulations. The proposed method is applied to chemical experiments with iid and non-iid observations.

    Nyckelord
    bootstrap method, coefficient of variation, Monte Carlo simulation
    Nationell ämneskategori
    Matematik
    Identifikatorer
    urn:nbn:se:uu:diva-156490 (URN)10.1002/cem.1350 (DOI)000292542300002 ()
    Tillgänglig från: 2011-07-25 Skapad: 2011-07-25 Senast uppdaterad: 2017-12-08Bibliografiskt granskad
    6. The Comparison of Entropies  using the Resampling Method
    Öppna denna publikation i ny flik eller fönster >>The Comparison of Entropies  using the Resampling Method
    (Engelska)Manuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    This paper discusses the bootstrap test of entropies. Since the comparison of entropies is of prime interestin applied fields, finding an appropriate way to carry out such a comparison is of the utmost importance. This paperpresents how resampling should be performed to obtain an accurate p-value. Although the test using a pair-wise bootstrapconfidence interval has already been dealt with in some works, here the bootstrap tests are studied because it may demand quite adifferent resampling algorithm compared with the confidence interval. Moreover, the multiple test is studied. The proposed testsappear to yield several appreciable advantages. The easy implementation and the power of the proposed test can be considered asadvantages. Here the entropy of discrete and continuous variables is studied. The proposed tests are examined using Monte Carloinvestigations, and also evaluated using various distributions.

    Nyckelord
    Bootstrap method; Entropy; Jackknife; Monte Carlo investigation; Multiple test
    Nationell ämneskategori
    Sannolikhetsteori och statistik
    Forskningsämne
    Statistik
    Identifikatorer
    urn:nbn:se:uu:diva-159210 (URN)
    Tillgänglig från: 2011-09-25 Skapad: 2011-09-25 Senast uppdaterad: 2012-02-16
    7. On Resampling for the Contingency Table based on Information Energy
    Öppna denna publikation i ny flik eller fönster >>On Resampling for the Contingency Table based on Information Energy
    (Engelska)Manuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    The bootstrap method is studied herein for the analysis of categorical data,in particular for the contin­gency table. The way to carry out atest of association is to bootstrap on the basis of expected values that havealready been ascertained by a few authors. This paper shows the theoreticalapproach of bootstrapping for a contingency table, and the idea which it isbased on has been inspired by the use of the informational energy func­tion.The properties of the proposed tests are illustrated and discussed using MonteCarlo simulations. The paper ends with analytical examples that elucidate the use ofthe proposed tests.

    Nyckelord
    Bootstrap method; Chi-squared test; Contingency table; Informational energy; Monte Carlo investigation
    Nationell ämneskategori
    Sannolikhetsteori och statistik
    Forskningsämne
    Statistik
    Identifikatorer
    urn:nbn:se:uu:diva-158980 (URN)
    Tillgänglig från: 2011-09-19 Skapad: 2011-09-19 Senast uppdaterad: 2011-09-25
  • 43.
    Amiri, Saeid
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    On the Resampling of the Unbalanced Ranked Set SampleManuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    This paper considers the bootstrap approach of the unbalanced Ranked Set Sampling (RSS) method. Herethe sequence bootstrap is used to shift the analysis of the unbalanced RSS method to an analysis ofthe balanced RSS sample, and balanced RSS is also discussed. Here the consequences of differentalgorithms for carrying out resampling are discussed. The pro­posed methods are studied using Monte Carloinvestigations. Furthermore, the theoretical approach is discussed.

  • 44.
    Amiri, Saeid
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    The Comparison of Entropies  using the Resampling MethodManuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    This paper discusses the bootstrap test of entropies. Since the comparison of entropies is of prime interestin applied fields, finding an appropriate way to carry out such a comparison is of the utmost importance. This paperpresents how resampling should be performed to obtain an accurate p-value. Although the test using a pair-wise bootstrapconfidence interval has already been dealt with in some works, here the bootstrap tests are studied because it may demand quite adifferent resampling algorithm compared with the confidence interval. Moreover, the multiple test is studied. The proposed testsappear to yield several appreciable advantages. The easy implementation and the power of the proposed test can be considered asadvantages. Here the entropy of discrete and continuous variables is studied. The proposed tests are examined using Monte Carloinvestigations, and also evaluated using various distributions.

  • 45.
    Amiri, Saeid
    et al.
    Univ Wisconsin, Dept Nat & Appl Sci, Green Bay, WI 54302 USA..
    Modarres, Reza
    George Washington Univ, Dept Stat, Washington, DC 20052 USA..
    Zwanzig, Silvelyn
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Tillämpad matematik och statistik.
    Tests of perfect judgment ranking using pseudo-samples2017Ingår i: Computational statistics (Zeitschrift), ISSN 0943-4062, E-ISSN 1613-9658, Vol. 32, nr 4, s. 1309-1322Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Ranked set sampling (RSS) is a sampling approach that can produce improved statistical inference when the ranking process is perfect. While some inferential RSS methods are robust to imperfect rankings, other methods may fail entirely or provide less efficiency. We develop a nonparametric procedure to assess whether the rankings of a given RSS are perfect. We generate pseudo-samples with a known ranking and use them to compare with the ranking of the given RSS sample. This is a general approach that can accommodate any type of raking, including perfect ranking. To generate pseudo-samples, we consider the given sample as the population and generate a perfect RSS. The test statistics can easily be implemented for balanced and unbalanced RSS. The proposed tests are compared using Monte Carlo simulation under different distributions and applied to a real data set.

  • 46.
    Amiri, Saeid
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    von Rosen, Dietrich
    On the efficiency of bootstrap method into the analysis contingency table2011Ingår i: Computer Methods and Programs in Biomedicine, ISSN 0169-2607, E-ISSN 1872-7565, Vol. 104, nr 2, s. 182-187Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The bootstrap method is a computer intensive statistical method that is widely used in performing nonparametric inference. Categorica ldata analysis,inparticular the analysis of contingency tables, is commonly used in applied field. This work considers nonparametric bootstrap tests for the analysis of contingency tables. There are only a few research papers which exploit this field. The p-values of tests in contingency tables are discrete and should be uniformly distributed under the null hypothesis. The results of this article show that corresponding bootstrap versions work better than the standard tests. Properties of the proposed tests are illustrated and discussed using Monte Carlo simulations. This article concludes with an analytical example that examines the performance of the proposed tests and the confidence interval of the association coefficient.

  • 47. Amiri, Saeid
    et al.
    von Rosen, Dietrich
    Zwanzig, Silvelyn
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    The SVM Approach for Box–Jenkins Models 2009Ingår i: REVSTAT-Statistical Journal, ISSN 1645-6726, Vol. 7, nr 1, s. 23-36Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Support Vector Machine (SVM) is known in classification and regression modeling. It has been receiving attention in the application of nonlinear functions. The aim is to motivate the use of the SVM approach to analyze the time series models. This is an effort to assess the performance of SVM in comparison with ARMA model. The applicability of this approach for a unit root situation is also considered.

  • 48.
    Amiri, Saied
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen.
    On the Application of the Transformation to Testing the Coeffcient of VariationManuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    It is difficult to drive mathematically the theoretical sampling distribution of the coefficientof varia­tion (CV) and to make inferences about it. This paper attempts to provide an overview ofa parametric asymp­totic inference of the coefficient of variation using a transformation that gives variancestabilization. Although it can easily be shown that the variance of the logarithm of the sample mean is approximatelythe coeffi­cient of variation, up to now it has not been demonstrated how this idea can be used to draw inferences concerningthe CV. This article shows how the bootstrap method can be used to improve the discussed methods and deals with one- andtwo-sample tests of the CV.

  • 49.
    Anders Lindfors, Roland Roberts, Anders Christoffersson and Gunnar Anderlind
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    Model based frequency domain estimation of the thermal properties of building insulation1995Ingår i: J. Thermal Insul. and bldg. envs., Vol. 18, nr 1, s. 31-Artikel i tidskrift (Refereegranskat)
  • 50.
    Andersson, Björn
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    An Evaluation of Hypothesis Testing Methods for Equating Differences in Kernel EquatingManuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    In observed-score equating, hypothesis tests of equating differences are helpful in deciding which equating function is suitable. Here, a hypothesis testing procedure for item response theory (IRT) observed-score kernel equating using a Wald test is introduced. Simulations evaluating the Wald test when using IRT and log-linear models are conducted. The test with either IRT or log-linear models is shown to have high power and greatly outperform the Hommel multiple hypothesis testing method. The Wald test is applied to two datasets in both an equivalent groups design and a non-equivalent groups design, showing that the Wald test can provide different conclusions to other hypothesis testing methods in practice.

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