Established in 1888 and published quarterly in March, June, September, and December, the Journal of the American Statistical Association ( JASA ) has long been considered the premier journal of statistical science. Articles focus on statistical applications, theory, and methods throughout all disciplines that make use of data, including economic, social, biological, physical, engineering, and health sciences and the humanities.
作者单位：National University of Singapore; National University of Singapore; University of Electronic Science & Technology of China
摘要：The Whittle likelihood estimation (WLE) has played a fundamental role in the development of both theory and computation of time series analysis. However, WLE is only applicable to models whose theoretical spectral density function (SDF) is known up to the parameters in the models. In this article, we propose a residual-based WLE, called extended WLE (XWLE), which can estimate models with their SDFs only partially available, including many popular time series models with correlated residuals. A...
作者：Li, Jie; Hong, Yili; Thapa, Ram; Burkhart, Harold E.
作者单位：Virginia Polytechnic Institute & State University; Virginia Polytechnic Institute & State University
摘要：Loblolly pine, a native pine species of the southeastern United States, is the most-planted species for commercial timber. Predicting survival of loblolly pine following planting is of great interest to researchers in forestry science as it is closely related to the yield of timber. Data were collected from a region-wide thinning study, where permanent plots, located at 182 sites ranging from central Texas east to Florida and north to Delaware, were established in 1980-1981. One of the main ob...
作者单位：University of California System; University of California Davis; University of London; University College London; Universite Libre de Bruxelles
摘要：This article addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical tractability and the current lack of advanced functional time series methodology. It is shown here how standard multivariate prediction techniques can be used in this context. The connection between functional and multivariate predictions is made precise for the i...
作者单位：University of Hong Kong; University of California System; University of California Davis
摘要：In this article, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation function (QACF) and the quantile partial autocorrelation function (QPACF). This allows us to extend the Box-Jenkins three-stage procedure (model identification, model parameter estimation, and model diagnostic checking) from classical autoregressiv...
作者单位：University of British Columbia; University of Tokyo
摘要：Testing the number of components in finite normal mixture models is a long-standing challenge because of its nonregularity. This article studies likelihood-based testing of the number of components in normal mixture regression models with heteroscedastic components. We construct a likelihood-based test of the null hypothesis of m(0) components against the alternative hypothesis of m(0) + 1 components for any m0. The null asymptotic distribution of the proposed modified EM test statistic is the...
作者单位：George Washington University; National University of the Littoral; National University of the Littoral; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：There are two general approaches based on inverse regression for estimating the linear sufficient reductions for the regression of Y on X: the moment-based approach such as SIR, PIR, SAVE, and DR, and the likelihood-based approach such as principal fitted components (PFC) and likelihood acquired directions (LAD) when the inverse predictors, X vertical bar Y, are normal. By construction, these methods extract information from the first two conditional moments of X vertical bar Y; they can only ...
摘要：We give methods for the construction of designs for regression models, when the purpose of the investigation is the estimation of the conditional quantile function, and the estimation method is quantile regression. The designs are robust against misspecified response functions, and against unanticipated heteroscedasticity. The methods are illustrated by example, and in a case study in which they are applied to growth charts.
作者单位：Georgetown University; City University of Hong Kong; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Shanghai University of Finance & Economics
摘要：This article examines the problem of estimation in a quantile regression model when observations are missing at random under independent and nonidentically distributed errors. We consider three approaches of handling this problem based on nonparametric inverse probability weighting, estimating equations projection, and a combination of both. An important distinguishing feature of our methods is their ability to handle missing response and/or partially missing covariates, whereas existing techn...
作者单位：Northeast Normal University - China; Northeast Normal University - China; University of British Columbia; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
摘要：Genomic imprinting is a known aspect of the etiology of many diseases. The imprinting phenomenon depicts differential expression levels of the allele depending on its parental origin. When the parental origin is unknown, the expression level has a finite normal mixture distribution. In such applications, a random sample of expression levels consists of three subsamples according to the number of minor alleles an individual possesses, of which one is the mixture and the other two are homogeneou...
