Robust inference in an heteroscedastic measurement error model

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

A fast and robust statistical test based on likelihood ratio with Bartlett correction to identify Granger causality between gene sets

We propose a likelihood ratio test ( LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrapbased approach. LRT is shown to be significantly faster and statistically powerful even within non- Normal distributions. An R package named gGranger containing an implementation for both Granger causality identification tests is also provided.

A robust Bayesian approach to null intercept measurement error model with application to dental data

Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Proposal for a code of good practice in statistics in Latin America and the Caribbean and implementation plan for 2012-2013

Incluye Bibliografía

HTS and HTSn: New shape descriptors based on Hough transform statistics

With the widespread proliferation of computers, many human activities entail the use of automatic image analysis. The basic features used for image analysis include color, texture, and shape. In this paper, we propose a new shape description method, called Hough Transform Statistics (HTS), which uses statistics from the Hough space to characterize the shape of objects or regions in digital images. A modified version of this method, called Hough Transform Statistics neighborhood (HTSn), is also presented. Experiments carried out on three popular public image databases showed that the HTS and HTSn descriptors are robust, since they presented precision-recall results much better than several other well-known shape description methods. When compared to Beam Angle Statistics (BAS) method, a shape description method that inspired their development, both the HTS and the HTSn methods presented inferior results regarding the precision-recall criterion, but superior results in the processing time and multiscale separability criteria. The linear complexity of the HTS and the HTSn algorithms, in contrast to BAS, make them more appropriate for shape analysis in high-resolution image retrieval tasks when very large databases are used, which are very common nowadays. (C) 2014 Elsevier Inc. All rights reserved.

Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Computer-aided diagnosis of carotid atherosclerosis based on ultrasound image statistics, laws' texture and neural networks

Quantitative characterisation of carotid atherosclerosis and classification into symptomatic or asymptomatic is crucial in planning optimal treatment of atheromatous plaque. The computer-aided diagnosis (CAD) system described in this paper can analyse ultrasound (US) images of carotid artery and classify them into symptomatic or asymptomatic based on their echogenicity characteristics. The CAD system consists of three modules: a) the feature extraction module, where first-order statistical (FOS) features and Laws' texture energy can be estimated, b) the dimensionality reduction module, where the number of features can be reduced using analysis of variance (ANOVA), and c) the classifier module consisting of a neural network (NN) trained by a novel hybrid method based on genetic algorithms (GAs) along with the back propagation algorithm. The hybrid method is able to select the most robust features, to adjust automatically the NN architecture and to optimise the classification performance. The performance is measured by the accuracy, sensitivity, specificity and the area under the receiver-operating characteristic (ROC) curve. The CAD design and development is based on images from 54 symptomatic and 54 asymptomatic plaques. This study demonstrates the ability of a CAD system based on US image analysis and a hybrid trained NN to identify atheromatous plaques at high risk of stroke.

Ragu: a free tool for the analysis of EEG and MEG event-related scalp field data using global randomization statistics

We present a program (Ragu; Randomization Graphical User interface) for statistical analyses of multichannel event-related EEG and MEG experiments. Based on measures of scalp field differences including all sensors, and using powerful, assumption-free randomization statistics, the program yields robust, physiologically meaningful conclusions based on the entire, untransformed, and unbiased set of measurements. Ragu accommodates up to two within-subject factors and one between-subject factor with multiple levels each. Significance is computed as function of time and can be controlled for type II errors with overall analyses. Results are displayed in an intuitive visual interface that allows further exploration of the findings. A sample analysis of an ERP experiment illustrates the different possibilities offered by Ragu. The aim of Ragu is to maximize statistical power while minimizing the need for a-priori choices of models and parameters (like inverse models or sensors of interest) that interact with and bias statistics.

Understanding long-term hunting statistics: the case of Spain (1972-2007)

Hunting is assuming a growing role in the current European forestry and agroforestry landscape. However, consistent statistical sources that provide quantitative information for policy-making, planning and management of game resources are often lacking. In addition, in many instances statistical information can be used without sufficient evaluation or criticism. Recently, the European Commission has declared the importance of high quality hunting statistics and the need to set up a common scheme in Europe for their collection, interpretation and proper use. This work aims to contribute to this current debate on hunting statistics in Europe by exploring data from the last 35 years of Spanish hunting statistics. The analysis focuses on the three major pillars underpinning hunting activity: hunters, hunting grounds and game animals. First, the study aims to provide a better understanding of official hunting statistics for use by researchers, game managers and other potential users. Second, the study highlights the major strengths and weaknesses of the statistical information that was collected. The results of the analysis indicate that official hunting statistics can be incomplete, dispersed and not always homogeneous over a long period of time. This is an issue of which one should be aware when using official hunting data for scientific or technical work. To improve statistical deficiencies associated with hunting data in Spain, our main suggestion is the adoption of a common protocol on data collection to which different regions agree. This protocol should be in accordance with future European hunting statistics and based on robust and well-informed data collection methods. Also it should expand the range of biological, ecological and economic concepts currently included to take account of the profound transformations experienced by the hunting sector in recent years. As much as possible, any future changes in the selection of hunting statistics should allow for comparisons between new variables with the previous ones.

Robust thermal face recognition using region classifiers

This paper presents a robust approach for recognition of thermal face images based on decision level fusion of 34 different region classifiers. The region classifiers concentrate on local variations. They use singular value decomposition (SVD) for feature extraction. Fusion of decisions of the region classifier is done by using majority voting technique. The algorithm is tolerant against false exclusion of thermal information produced by the presence of inconsistent distribution of temperature statistics which generally make the identification process difficult. The algorithm is extensively evaluated on UGC-JU thermal face database, and Terravic facial infrared database and the recognition performance are found to be 95.83% and 100%, respectively. A comparative study has also been made with the existing works in the literature.

Measurement of genetic structure within populations using Moran's spatial autocorrelation statistics.

Spatial structure of genetic variation within populations, an important interacting influence on evolutionary and ecological processes, can be analyzed in detail by using spatial autocorrelation statistics. This paper characterizes the statistical properties of spatial autocorrelation statistics in this context and develops estimators of gene dispersal based on data on standing patterns of genetic variation. Large numbers of Monte Carlo simulations and a wide variety of sampling strategies are utilized. The results show that spatial autocorrelation statistics are highly predictable and informative. Thus, strong hypothesis tests for neutral theory can be formulated. Most strikingly, robust estimators of gene dispersal can be obtained with practical sample sizes. Details about optimal sampling strategies are also described.

Influence analysis of robust Wald-type tests

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of the maximum likelihood estimators. An extensive study of their robustness properties is given though the influence functions as well as the chi-square inflation factors. It is theoretically established that the level and power of these robust tests are stable against outliers, whereas the classical Wald test breaks down. Some numerical examples confirm the validity of the theoretical results.