Search results for "Statistical"
showing 10 items of 4960 documents
n-cluster models in a transverse magnetic field
2017
In this paper we analize a family of one dimensional fully analytically solvable models, named the n-cluster models in a transverse magnetic field, in which a many-body cluster interaction competes with a uniform transverse magnetic field. These models, independently by the cluster size n + 2, exibit a quantum phase transition, that separates a paramagnetic phase from a cluster one, that corresponds to a nematic ordered phase or a symmetry-protected topological ordered phase for even or odd n respectively. Due to the symmetries of the spin correlation functions, we prove that these models have no genuine n+2-partite entanglement. On the contrary, a non vanishing concurrence arises between s…
Covariance and correlation estimators in bipartite complex systems with a double heterogeneity
2019
Complex bipartite systems are studied in Biology, Physics, Economics, and Social Sciences, and they can suitably be described as bipartite networks. The heterogeneity of elements in those systems makes it very difficult to perform a statistical analysis of similarity starting from empirical data. Though binary Pearson's correlation coefficient has proved effective to investigate the similarity structure of some real-world bipartite networks, here we show that both the usual sample covariance and correlation coefficient are affected by a bias, which is due to the aforementioned heterogeneity. Such a bias affects real bipartite systems, and, for example, we report its effects on empirical dat…
Hard-Core Thinnings of Germ‒Grain Models with Power-Law Grain Sizes
2013
Random sets with long-range dependence can be generated using a Boolean model with power-law grain sizes. We study thinnings of such Boolean models which have the hard-core property that no grains overlap in the resulting germ‒grain model. A fundamental question is whether long-range dependence is preserved under such thinnings. To answer this question, we study four natural thinnings of a Poisson germ‒grain model where the grains are spheres with a regularly varying size distribution. We show that a thinning which favors large grains preserves the slow correlation decay of the original model, whereas a thinning which favors small grains does not. Our most interesting finding concerns the c…
Powerful short-cuts for multiple testing procedures with special reference to gatekeeping strategies.
2007
In this paper we present a general testing principle for a class of multiple testing problems based on weighted hypotheses. Under moderate conditions, this principle leads to powerful consonant multiple testing procedures. Furthermore, short-cut versions can be derived, which simplify substantially the implementation and interpretation of the related test procedures. It is shown that many well-known multiple test procedures turn out to be special cases of this general principle. Important examples include gatekeeping procedures, which are often applied in clinical trials when primary and secondary objectives are investigated, and multiple test procedures based on hypotheses which are comple…
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector
2004
In this study, we analyze the aerospace stocks prices in order to characterize the sector behavior. The data analyzed cover the period from January 1987 to April 1999. We present a new index for the aerospace sector and we investigate the statistical characteristics of this index. Our results show that this index is well described by Tsallis distribution. We explore this result and modify the standard Value-at-Risk (VaR), financial risk assessment methodology in order to reflect an asset which obeys Tsallis non-extensive statistics.
Probabilistic small area risk assessment using GIS-based data: a case study on Finnish childhood diabetes
2000
A Bayesian hierarchical spatial model is constructed to describe the regional incidence of insulin dependent diabetes mellitus (IDDM) among the under 15-year-olds in Finland. The model exploits aggregated pixel-wise locations for both the cases and the population at risk. Typically such data arise from combining geographic information systems (GIS) with large databases. The dates of diagnosis and locations of the cases are observed from 1987 to 1996. The population at risk counts are available for every second year during the same period. A hierarchical model is suggested for the pixel wise case counts, including a population model to account for the uncertainty of the population at risk ov…
Using R via PHP for Teaching Purposes: R-php
2006
This paper deals with the R-php statistical software, that is an environment for statistical analysis, freely accessible and attainable through the World Wide Web, based on R. Indeed, this software uses, as "engine" for statistical analyses, R via PHP and its design has been inspired by a paper of de Leeuw (1997). R-php is based on two modules: a base module and a point-and-click module. R-php base allows the simple editing of R code in a form. R-php point-and-click allows some statistical analyses by means of a graphical user interface (GUI): then, to use this module it is not necessary for the user to know the R environment, but all the allowed analyses can be performed by using the compu…
Standard forms and entanglement engineering of multimode Gaussian states under local operations
2007
We investigate the action of local unitary operations on multimode (pure or mixed) Gaussian states and single out the minimal number of locally invariant parametres which completely characterise the covariance matrix of such states. For pure Gaussian states, central resources for continuous-variable quantum information, we investigate separately the parametre reduction due to the additional constraint of global purity, and the one following by the local-unitary freedom. Counting arguments and insights from the phase-space Schmidt decomposition and in general from the framework of symplectic analysis, accompany our description of the standard form of pure n-mode Gaussian states. In particula…
The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations
2014
The presentation of the well known Likelihood Ratio, Wald and Score test statistics in textbooks appears to lack a unified graphical and geometrical interpretation. We present two simple graphical representations on a common scale for these three test statistics, and also the recently proposed Gradient test statistic. These unified graphical displays may favour better understanding of the geometrical meaning of the likelihood based statistics and provide useful insights into their connections.
Inferential tools in penalized logistic regression for small and sparse data: A comparative study.
2016
This paper focuses on inferential tools in the logistic regression model fitted by the Firth penalized likelihood. In this context, the Likelihood Ratio statistic is often reported to be the preferred choice as compared to the ‘traditional’ Wald statistic. In this work, we consider and discuss a wider range of test statistics, including the robust Wald, the Score, and the recently proposed Gradient statistic. We compare all these asymptotically equivalent statistics in terms of interval estimation and hypothesis testing via simulation experiments and analyses of two real datasets. We find out that the Likelihood Ratio statistic does not appear the best inferential device in the Firth penal…