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.
摘要：Marginal structural models (MSMs) are becoming increasingly popular as a tool for causal inference from longitudinal data. Unlike standard regression models, MSMs can adjust for time-dependent observed confounders while avoiding the bias due to the direct adjustment for covariates affected by the treatment. Despite their theoretical appeal, a main practical difficulty of MSMs is the required estimation of inverse probability weights. Previous studies have found that MSMs can be highly sensitiv...
作者单位：Otto von Guericke University; Helmholtz Association; Karlsruhe Institute of Technology; University of California System; University of California Irvine
摘要：The primary contributions of this article are rigorously developed novel statistical methods for detecting change points in multivariate time series. We extend the class of score type change point statistics considered in 2007 by Huskova, Praskova, and Steinebach to the vector autoregressive (VAR) case and the epidemic change alternative. Our proposed procedures do not require the observed time series to actually follow the VAR model. Instead, following the strategy implicitly employed by prac...
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 ...
