To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
This article studies estimation and inference in the autoregressive (AR) models with unspecified and heavy-tailed heteroskedastic noises. A piece-wise locally stationary structure of the noise is constructed to capture various forms of heterogeneity, without imposing any restrictions on the tail index. The new nonstationary AR model allows for not only time-varying conditional features but also unconditional variance and tail index. This makes it appealing in practice, with wide applications in economics and finance. To obtain a feasible inference, we investigate the self-weighted least absolute deviation estimator and derive its asymptotic normality. Since the asymptotic variance relies on an unobserved density, a bootstrap method is proposed to approximate the limiting distribution. Based on the conditional moment condition, a portmanteau test from residuals is further proposed to detect misspecifications in the proposed model. A simulation study and two applications to time series illustrate our inference procedures.
This article considers a general class of varying coefficient models defined by a set of moment equalities and/or inequalities, where unknown functional parameters are not necessarily point-identified. We propose an inferential procedure for a subvector of the varying parameters and establish the asymptotic validity of the resulting confidence sets uniformly over a broad family of data-generating processes. We also propose a practical specification test for a set of necessary conditions of our model. Monte Carlo studies show that the proposed methods have good finite sample properties. We apply our method to estimate the return to education in China using its 1%-population census data from 2005.
What makes populism both a threat and a corrective to democracy in India, setting it apart from other contexts? A Logic of Populism explores this question using a novel set-theoretic methodology and a comprehensive study of populist leaders across Indian states. It defines populists as those who draw boundaries dividing people, while democratic institutions shape these divisions' political significance. Populists create fractures, yet democratic engagement channels these conflicts toward the common good. This book is essential for those seeking to understand Indian democracy and populism's role in political modernization beyond Western perspectives. It is particularly valuable for researchers in qualitative methodologies and theory-building in the Social Sciences. By conceptualizing populism as a defining force in contemporary public affairs, the book offers crucial insights into democracy's evolving landscape in India, making it a significant contribution to political studies and governance discourse.
Acute infection with Toxoplasma gondii in pregnant people can lead to vertical transmission to the foetus and congenital toxoplasmosis. As part of risk assessment, the epidemiology of toxoplasmosis among pregnant people must be quantitatively elucidated. Herein, we investigated the risk of primary T. gondii infection during pregnancy in Japan, estimating the incidence of T. gondii infection among pregnant people as well as that of congenital toxoplasmosis. We used a compartment model that captured the infection dynamics in pregnant people, analysing prescription data for spiramycin in Japan, together with local serological testing results and the screening rate of primary T. gondii infection during pregnancy. The nationwide risk of T. gondii infection pregnant people in Japan was estimated to be 0.016% per month. Among prefectures investigated, the risk estimate was highest in Tokyo with 0.030% per month. Nationally, the number of T. gondii infections among pregnant people in the years 2019, 2020, and 2021 was estimated to be 1507, 1440, and 1388 infections, respectively. The nationwide number of cases of congenital toxoplasmosis in each year was estimated at 613, 588, and 567 cases, respectively. Our study indicated that T. gondii infection continues to place a substantial burden on public health in Japan.
The scale function plays a significant role in the fluctuation theory of Lévy processes, particularly in addressing exit problems. However, its definition is established through the Laplace transform, which generally lacks an explicit representation. This paper introduces a novel series representation for the scale function, utilizing Laguerre polynomials to construct a uniformly convergent approximation sequence. Additionally, we conduct statistical inference based on specific discrete observations and propose estimators for the scale function that are asymptotically normal.
This chapter provides a focused examination of spatio-temporal analysis using multilayer networks in which each layer represents the instantiation of a spatial network at a particular time of observation. The nodes in all layers may be the same with the only differences being of edges among layers (a multiplex network) or the nodes may change or move between layers and times. Multilayer characteristics such as versatility (multilayer centrality) and spectral properties are introduced. Several examples are described and reviewed as model studies for future ecological applications.
In this chapter, we describe how to jointly model continuous quantities, by representing them as multiple continuous random variables within the same probability space. We define the joint cumulative distribution function and the joint probability density function and explain how to estimate the latter from data using a multivariate generalization of kernel density estimation. Next, we introduce marginal and conditional distributions of continuous variables and also discuss independence and conditional independence. Throughout, we model real-world temperature data as a running example. Then, we explain how to jointly simulate multiple random variables, in order to correctly account for the dependence between them. Finally, we define Gaussian random vectors which are the most popular multidimensional parametric model for continuous data, and apply them to model anthropometric data.
Some of the key messages of this book are reviewed here in the format of ’reminders’ to clarify the concerns of past misunderstandings and to emphasize solutions to perceived challenges. The importance of basic fundamentals, such as visual assessment, awareness of assumptions and potential numerical solutions is described and then the complementarity of the many statistics and their bases is reviewed. The exciting potential of ongoing developments is summarized, featuring hierarchical Bayesian analysis, spatial causal inference, applications of artificial intelligence (AI), knowledge graphs (KG), literature-based discovery (LBD) and geometric algebra. A quick review of future directions concludes this chapter and the book.
This chapter focuses on correlation, a key metric in data science that quantifies to what extent two quantities are linearly related. We begin by defining correlation between normalized and centered random variables. Then, we generalize the definition to all random variables and introduce the concept of covariance, which measures the average joint variation of two random variables. Next, we explain how to estimate correlation from data and analyze the correlation between the height of NBA players and different basketball stats.In addition, we study the connection between correlation and simple linear regression. We then discuss the differences between uncorrelation and independence. In order to gain better intuition about the properties of correlation, we provide a geometric interpretation of correlation, where the covariance is an inner product between random variables. Finally, we show that correlation does not imply causation, as illustrated by the spurious correlation between temperature and unemployment in Spain.
Sets of points can be analysed from their positions in space and line segments can be studied separately for their own spatial arrangements and relationships. Combining points and lines as the nodes and edges of a spatial graph provides a flexible and powerful approach to spatial analysis. Such graphs and their network versions are studied by Graph Theory, a branch of mathematics that quantifies their properties, with or without additional features such as labels, weights and functions associated with the nodes and edges. Some relevant graph theory terms are introduced, including connectivity, connectedness, modularity and centrality. Networks are graphs with additional features, usually representing an observed system of interest, whether aspatial like a food web or spatial like a metacommunity. Key concepts for the latter example are connectivity, migration and network flow.
The spatial patterns of point events in the plane can exist at several different scales in a single data set. The assessment of point patterns can be based on the distances between neighbour events, on the counts of events in quadrats or on counts of events in point-centred circles of changing size. Ripley’s K function evaluates simple point patterns and can be modified for different spatial dimensions, for bi- and multi-variate variables and for non-homogeneous data. Quadrat-based quantitative data are usually analysed by one of many related ’quadrat variance’ methods that assess variance or covariance as a function of spatial scale and which can also be modified for different conditions, such as bi- or multi-variate data. There are related methods from other traditions to be considered, including spectral analysis and wavelets. These approaches share a conceptual basis of comparing the data with spatial templates and we provide a summary of their relationships and differences.
Spatial structure is key to understanding diversity in ecological systems, being affected by both location and scale. The effects of scale are often dealt with as the hierarchy of alpha (local area), beta (between areas) and gamma (largest areas) diversity. All have spatial aspects, but beta diversity may be most interesting for spatial analysis because it involves complex responses such as intermediate-scale nestedness and species turnover with or without environmental gradients. In addition to species diversity within communities, the diversity of species composition or combinations as a function of location is an important characteristic of ecological assemblages. Many aspects of spatial diversity are best understood by spatial graphs, with sites as nodes and edges quantifying inter-site relationships. Temporal information, when available, can provide crucial insights about spatial diversity through understanding the dynamics of the system.
Spatial analysis originated in a broad range of disciplines, producing a diverse set of concepts and terminologies. Ecological processes take place in space and time, and the spatio-temporal structure that results takes different forms that produce spatial dependence at all scales. That dependence has major effects, even when ecological data are abstracted from the spatial context. Not all dependence exhibits a smooth decay with increasing separation, but it can vary with scale, stationarity or its absence and direction (anisotropy versus isotropy). A key factor in spatial analysis is the ability to determine neighbour events for points or patches and we present various algorithms to create networks of neighbours. We discuss a range of spatial statistics and related randomization tests, including a ’Markov and Monte Carlo’ approach. The chapter provides a detailed conceptual background for the technical aspects presented in subsequent chapters.
This chapter presents hypothesis testing which is used to evaluate whether the available data provide sufficient evidence to support a certain hypothesis. The main idea is to play devil's advocate and assume a null hypothesis, which contradicts our hypothesis of interest. We explain how to use parametric modeling to implement this idea, and define the p-value. We prove that thresholding the p-value controls the probability of false positives. In addition, we define the power of a test, which quantifies the test's ability to identify positive findings. Next, we show how to perform hypothesis testing without a parametric model, focusing on the permutation test. Then, we discuss multiple testing, a setting where many tests are performed simultaneously. Finally, we provide three reasons why hypothesis testing should not be used as the only stamp of approval for scientific discoveries. First, hypothesis testing does not necessarily identify causal effects; it is complementary to causal inference. Second, small p-values do not imply practical significance. Third, relying on p-values to validate findings produces a strong incentive to cherry-pick results.
This chapter explains how to estimate population parameters from data. We introduce random sampling, an approach that yields accurate estimates from limited data. We then define the bias and the standard error, which quantify the average error of an estimator and how much it varies, respectively. In addition, we derive deviation bounds and use them to prove the law of large numbers, which states that averaging many independent samples from a distribution yields an accurate estimate of its mean. An important consequence is that random sampling provides a precise estimate of means and proportions. However, we caution that this is not necessarily the case, if the data contain extreme values. Next, we discuss the central limit theorem (CLT), according to which averages of independent quantities tend to be Gaussian. We again provide a cautionary tale, warning that this does not hold in the absence of independence. Then, we explain how to use the CLT to build confidence intervals which quantify the uncertainty of estimates obtained from finite data. Finally, we introduce the bootstrap, a popular computational technique to estimate standard errors and build confidence intervals.