《统计理论及其应用（英文）》第7卷第4期速览
Statistical Theory and Related Fields
主编：邵军 汤银才
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Statistical Theory and Related Fields（《统计理论及其应用（英文）》，简称STARF）是由华东师范大学主办，并由华东师范大学和Taylor & Francis联合出版与发行，旨在积极推动和促进现代统计理论及其在相关领域内的应用，成为发布和传播一流研究成果的国际学术平台。STARF涵盖了一系列主题，包括但不限于：大数据统计分析、贝叶斯统计、财务统计、精算研究、生物统计学、调查方法、非参数和半参数统计、实验设计、生存分析、可靠性工程、多元分析、社会统计、风险管理、随机过程控制、高维数据分析。STARF为季刊，每年3月、6月、9月、12月出版。创刊号在2017年8月正式出版，2021年2月获得CN刊号，正式成为国内学术期刊，2021年9月国内创刊号正式出版。
SCOPUS、DOAJ、CSCD和ESCI收录
01 Articles
文章题目：The study on systemic risk of rural finance based on macro–micro big data and machine learning
作者：Wanling Zhou, Sulin Pang & Zhiliang He
摘要：It’s the basic premise of promoting the healthy development of rural finance and strengthening macro-prudential supervision to measure the systemic risk of rural finance accurately. We establish the dynamic factor CAPM and make an all-round and multi-angle quantitative study on the systemic risk of rural finance in China by constructing Macro–micro index system and using machine learning to reduce the dimension of high-dimensional data. Our results show that the dynamic factor CAPM of using Macro–micro big data can evaluate systemic risk of rural finance more comprehensively and systematically, and machine learning performs well in processing high-dimensional data. In addition, China’s rural financial systemic risk is stable compared with the Shanghai and Shenzhen main markets, but it is also susceptible to macro and micro influenced factors. Finally, it is pointed out that the early warning system of rural financial systemic risk could be constructed at macro and micro level, respectively.
关键词：Macro-micro big data; machine learning; systemic risk; dynamic CAPM
02 Articles
文章题目：Single-arm phase II three-outcome designs with handling of over-running/under-running
作者：Wenchuan Guo, Jianan Hui & Bob Zhong
摘要：Phase II clinical trials are commonly conducted as pilot studies to evaluate the efficacy and safety of the investigational drug in the targeted patient population with the disease or condition to be treated or prevented. When designing such a trial considering efficacy conclusions, people naturally think as follows: if efficacy evidence is very strong, a go decision should be made; if efficacy evidence is very weak, a no-go decision should be made; if the efficacy evidence is neither strong nor weak, no decision can be made (inconclusive). The designs presented in this paper match this natural thinking process with go/no-go/inconclusive outcomes. Both two-/three-stage designs are developed with three outcomes. Additionally, a general approach based on conditional error function is implemented such that new decision boundaries can be calculated to handle mid-course sample size change which results in either ‘over-running’ or ‘under-running’ and ensure the control of overall type I error. A free open-source R package tsdf that calculates the proposed two-/three-stage designs is available on CRAN.
关键词：Phase II trials; two-stage and three-stage designs; go/no-go/inconclusive outcomes; asymmetric alpha; alpha spending; optimal designs; over-running and under-running
03 Articles
文章题目：Compression schemes for concept classes induced by three types of discrete undirected graphical models
作者：Tingting Luo & Benchong Li
摘要：Sample compression schemes were first proposed by Littlestone and Warmuth in 1986. Undirected graphical model is a powerful tool for classification in statistical learning. In this paper, we consider labelled compression schemes for concept classes induced by discrete undirected graphical models. For the undirected graph of two vertices with no edge, where one vertex takes two values and the other vertex can take any finite number of values, we propose an algorithm to establish a labelled compression scheme of size VC dimension of associated concept class. Further, we extend the result to other two types of undirected graphical models and show the existence of labelled compression schemes of size VC dimension for induced concept classes. The work of this paper makes a step forward in solving sample compression problem for concept class induced by a general discrete undirected graphical model.
关键词：Discrete undirected graphical models; concept classes; VC dimension; sample compression schemes
04 Articles
文章题目：Applications of Burr III- Weibull quantile function in reliability analysis
作者：G. S. Deepthy, Nicy Sebastian & N. Chandra
摘要：This paper introduces a new family of distributions defined in terms of quantile function. The quantile function introduced here is the sum of quantile functions of life time distributions called Burr III and Weibull. Different distributional characteristics and reliability properties are included in the study. Method of Least Square and Method of L-moments are applied to estimate the parameters of the model. Two real life data sets are used to illustrate the performance of the model.
关键词：Weibull distribution; Burr III distribution; quantile density function; quantile function; hazard quantile function; L-moments
05 Articles
文章题目：Log-rank and stratified log-rank tests
作者：Ting Ye, Jun Shao & Yanyao Yi
摘要：In randomized clinical trials with right-censored time-to-event outcomes, the popular log-rank test without adjusting for baseline covariates is asymptotically valid for treatment effect under simple randomization of treatments but is too conservative under covariate-adaptive randomization. The stratified log-rank test, which adjusts baseline covariates in the test procedure by stratification, is asymptotically valid regardless of what treatment randomization is applied. In the literature, however, under simple randomization there is no affirmative conclusion about whether the stratified log-rank test is asymptotically more powerful than the unstratified logrank test. In this article we show when the stratified and unstratified log-rank tests aim for the same null hypothesis and that, under simple randomization, the stratified log-rank test is asymptotically more powerful than the unstratified log-rank test in the region of alternative hypothesis that is specified by a Cox proportional hazards model. We also provide some discussion about why we do not have an affirmative conclusion in general.
关键词：Baseline covariates; covariate-adaptive randomization; null hypothesis of no treatment effect; Pitman’s relative efficiency; time-to-event; validity of tests
06 Articles
文章题目：Autoregressive moving average model for matrix time series
作者：Shujin Wu & Ping Bi
摘要：In the paper, the autoregressive moving average model for matrix time series (MARMA) is investigated. The properties of the MARMA model are investigated by using the conditional least square estimation, the conditional maximum likelihood estimation, the projection theorem in Hilbert space and the decomposition technique of time series, which include necessary and sufficient conditions for stationarity and invertibility, model parameter estimation, model testing and model forecasting.
关键词：Matrix time series; autoregressive moving average model; bilinear model; statistical inference
07 Articles
文章题目：Bayesian-inspired minimum contamination designs under a double-pair conditional effect model
作者：Ming-Chung Chang
摘要：In two-level fractional factorial designs, conditional main effects can provide insights by which to analyze factorial effects and facilitate the de-aliasing of fully aliased two-factor interactions. Conditional main effects are of particular interest in situations where some factors are nested within others. Most of the relevant literature has focussed on the development of data analysis tools that use conditional main effects, while the issue of optimal factorial design for a given linear model involving conditional main effects has been largely overlooked. Mukerjee, Wu and Chang [Statist. Sinica 27 (2017) 997–1016] established a framework by which to optimize designs under a conditional effect model. Although theoretically sound, their results were limited to a single pair of conditional and conditioning factors. In this paper, we extend the applicability of their framework to double pairs of conditional and conditioning factors by providing the corresponding parameterization and effect hierarchy. We propose a minimum contamination-based criterion by which to evaluate designs and develop a complementary set theory to facilitate the search of minimum contamination designs. The catalogues of 16- and 32-run minimum contamination designs are provided. For five to twelve factors, we show that all 16-run minimum contamination designs under the conditional effect model are also minimum aberration according to Fries and Hunter [Technometrics 22 (1980) 601–608].
关键词：Minimum aberration; two-level factorials; effect hierarchy; functional prior
END
Statistical Theory and Related Fields
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