Moment tests of independent components

We propose simple specification tests for independent component analysis and structural vector autoregressions with non-Gaussian shocks that check the normality of a single shock and the potential cross-sectional dependence among several of them. Our tests compare the integer (product) moments of the shocks in the sample with their population counterparts. Importantly, we explicitly consider the sampling variability resulting from using shocks computed with consistent parameter estimators. We study the finite sample size of our tests in several simulation exercises and discuss some bootstrap procedures. We also show that our tests have non-negligible power against a variety of empirically plausible alternatives.

Gamification Design on Invisible Display for Amblyopia Treatment in Indian Children: Preliminary Design Intervention Study (Preprint)

BACKGROUND India has the highest number of patients with amblyopia worldwide. For this study, we have developed a novel gaming tablet for amblyopia treatment, called Occlu-tab, which can present visual stimuli to only one eye while both eyes are open. OBJECTIVE To investigate if Occlu-tab, a gaming tablet with invisible display, is effective in improving visual acuity in children with amblyopia. METHODS We recruited 12 children with amblyopia in India to undergo Occlu-tab training. With Occlu-tab, we used eight games to provide patients with well-known techniques for vision therapy: fixation, eye-hand coordination, and pursuit eye movement. Participants were instructed to play with the Occlu-tab in a silent therapy room for 60 min per day, 3 days per week, for 6 weeks while wearing perfectly corrected glasses. The best-corrected visual acuity was determined every 2 weeks until the end of the treatment. RESULTS All 12 participants showed improved visual acuity after 4-6 weeks of treatment. The treatment games were well received by Indian children, and several requests for additional types of games were made. Parameter estimators for fixed effect showed high significance (P<.001), which suggests an evident improvement effect of the Occlu-tabs. CONCLUSIONS Occlu-tab was effective in improving visual acuity in children with amblyopia. However, game design should be improved based on the analysis of cultural and religious practices. Several patients refused to participate in the trial since they were unable to report to the hospital regularly due to financial reasons. This observation demonstrates the need for home treatment for low-income patients. In addition, home health care will be very important under a pandemic or lockdown caused by coronavirus disease 2019. In the future, this technology will be required in more accessible devices, such as televisions, smartphones, and tablets.

Type I Half Logistic Burr X-G Family: Properties, Bayesian, and Non-Bayesian Estimation under Censored Samples and Applications to COVID-19 Data

In this paper, we present a new family of continuous distributions known as the type I half logistic Burr X-G. The proposed family’s essential mathematical properties, such as quantile function (QuFu), moments (Mo), incomplete moments (InMo), mean deviation (MeD), Lorenz (Lo) and Bonferroni (Bo) curves, and entropy (En), are provided. Special models of the family are presented, including type I half logistic Burr X-Lomax, type I half logistic Burr X-Rayleigh, and type I half logistic Burr X-exponential. The maximum likelihood (MLL) and Bayesian techniques are utilized to produce parameter estimators for the recommended family using type II censored data. Monte Carlo simulation is used to evaluate the accuracy of estimates for one of the family’s special models. The COVID-19 real datasets from Italy, Canada, and Belgium are analysed to demonstrate the significance and flexibility of some new distributions from the family.

In vivo derivative NMR spectroscopy for simultaneous improvements of resolution and signal-to-noise-ratio: Case study, Glioma

The theme of this study is derivative nuclear magnetic resonance (dNMR) spectroscopy. This versatile methodology of peering into the molecular structure of general matter is common to e.g. analytical chemistry and medical diagnostics. Theoretically, the potential of dNMR is huge and the art is putting it into practice. The implementation of dNMR (be it in vitro or in vivo) is wholly dependent on the manner in which the encoded time signals are analyzed. These acquired data contain the entire information which is, however, opaque in the original time domain. Their frequency-dependent dual representation, a spectrum, can be transparent, provided that the appropriate signal processors are used. In signal processing, there are shape and parameter estimators. The former processors are qualitative as they predict only the forms of the lineshape profiles of spectra. The latter processors are quantitative because they can give the peak parameters (positions, widths, heights, phases). Both estimators can produce total shape spectra or envelopes. Additionally, parameter estimators can yield the component spectra, based on the reconstructed peak quantifiers. In principle, only parameter estimators can solve the quantification problem (harmonic inversion) to determine the structure of the time signal and, hence, the quantitative content of the investigated matter. The derivative fast Fourier transform (dFFT) and the derivative fast Padé transform (dFPT) are the two obvious candidates to employ for dNMR spectroscopy. To make fair comparisons between the dFFT and dFPT, the latter should also be applied as a shape estimator. This is what is done in the present study, using the time signals encoded from a patient with brain tumor (glioma) using a 1.5T clinical scanner. Moreover, within the dFPT itself, the shape estimations are compared to the parameter estimations. The goal of these testings is to see whether, for in vivo dNMR spectroscopy, shape estimations by the dFPT could quantify (without fitting), similarly to parameter estimations. We check this key point in two successive steps. First, we compare the envelopes from the shape and parameter estimations in the dFPT. The second comparison is between the envelopes and components from the shape and parameter estimations, respectively, in the dFPT. This plan for benchmarking shape estimations by the dFPT is challenging both on the level of data acquisition and data analysis. The data acquisition reported here provides encoded time signals of short length, only 512 as compared to 2048, which is customarily employed. Moreover, the encoding echo time was long (272 ms) at which most of resonances assigned to metabolites with shorter spin-spin relaxations are likely to be obliterated from the frequency spectra. Yet, in face of such seemingly insurmountable obstacles, we are looking into the possibility to extract diagnostically relevant information, having particularly in focus the resonances for recognized cancer biomarkers, notably lactate, choline and phosphocholine. Further, we want to see how many of the remaining resonances in the spectra could accurately be identified with clinical reliability as some of them could also be diagnostically relevant. From the mathematical stance, we are here shaking the sharp border between shape and parameter estimators. That border stood around for a long time within nonderivative estimations. However, derivative shape estimations have a chance to tear the border down. Recently, shape estimations by the dFPT have been shown to lead such a trend as this processor could quantify using the time signals encoded from a phantom (a test sample of known content). Further, the present task encounters a number of additional challenges, including a low signal-to-noise ratio (SNR) and, of course, the unknown content of the scanned tissue. Nevertheless, we are determined to find out whether the nonparametric dFPT can deliver the unique quantification-equipped shape estimation and, thus, live up to the expectation of derivative processing: a long-sought simultaneous improvement of resolution and SNR. In every facet of in vivo dNMR, we found that shape estimations by the dFPT has successfully passed the outlined most stringent tests. It begins with transforming itself to a parameter estimator (already with the 3rd and 4th derivatives). It ends with reconstructing some 54 well-isolated resonances. These include the peaks assigned to recognized cancer biomarkers. In particular, a clear separation of choline from phosphocholine is evidenced for the first time by reliance upon the dFPT with its shape estimations alone.

Oscillatory Biomedical Signals: Frontiers in Mathematical Models and Statistical Analysis

Herein we describe new frontiers in mathematical modeling and statistical analysis of oscillatory biomedical signals, motivated by our recent studies of network formation in the human brain during the early stages of life and studies forty years ago on cardiorespiratory patterns during sleep in infants and animal models. The frontiers involve new nonlinear-type time–frequency analysis of signals with multiple oscillatory components, and efficient particle filters for joint state and parameter estimators together with uncertainty quantification in hidden Markov models and empirical Bayes inference.

STL Decomposition and SARIMA Model: The Case for Estimating Value-at-Risk of Covid-19 Increment Rate in DKI Jakarta

In this research, we propose an extreme values measure, the Value-at-Risk (VaR) based Seasonal Trend Loess (STL) Decomposition and Seasonal Autoregressive Integrated Moving Average (SARIMA) models, which is more sensitive to the seasonality of extreme value than the conventional VaR. We consider the problem of the seasonality and extreme value for increment rate of Covid-19 forecasting. For stakeholder, government and regulator, VaR estimation can be implemented to face the extreme wave of new positive Covid-19 in the future and minimize the losses that possibly affected in term of financial and human resources. Specifically, the estimation of VaR is developed with the difference lies on parameter estimators of STL and SARIMA model. The VaR has coverage probability as well as close 1-α. Thus, we propose to set α as parameter to estimate VaR. Consequently, the performance of VaR will depend not only on parameter model but also α. Our aim estimates VaR with minimum α based on correct VaR value. Numerical analysis is carried out to illustrate the estimative VaR.

Multivariate Skew t-Distribution: Asymptotics for Parameter Estimators and Extension to Skew t-Copula

Symmetric elliptical distributions have been intensively used in data modeling and robustness studies. The area of applications was considerably widened after transforming elliptical distributions into the skew elliptical ones that preserve several good properties of the corresponding symmetric distributions and increase possibilities of data modeling. We consider three-parameter p-variate skew t-distribution where p-vector μ is the location parameter, Σ:p×p is the positive definite scale parameter, p-vector α is the skewness or shape parameter, and the number of degrees of freedom ν is fixed. Special attention is paid to the two-parameter distribution when μ=0 that is useful for construction of the skew t-copula. Expressions of the parameters are presented through the moments and parameter estimates are found by the method of moments. Asymptotic normality is established for the estimators of Σ and α. Convergence to the asymptotic distributions is examined in simulation experiments.