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Communications in Statistics - Theory and Methods最新文献

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On the complete consistency of the kernel estimator of spot volatility 关于现货波动率核估计量的完全一致性
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-11-02 DOI: 10.1080/03610926.2022.2049309
Guo-Dong Xing, Shanchao Yang
{"title":"On the complete consistency of the kernel estimator of spot volatility","authors":"Guo-Dong Xing, Shanchao Yang","doi":"10.1080/03610926.2022.2049309","DOIUrl":"https://doi.org/10.1080/03610926.2022.2049309","url":null,"abstract":"Abstract Under some mild conditions, we study the complete consistency and the uniformly complete consistency of the NW type kernel estimator of spot volatility, respectively. In addition, the corresponding convergence rates are also given.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"52 1","pages":"7576 - 7585"},"PeriodicalIF":0.8,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45875446","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Grey-based approach for estimating Weibull model and its application 基于灰色的威布尔模型估计方法及其应用
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-11-02 DOI: 10.1080/03610926.2022.2050397
Xiaomei Liu, Naiming Xie
{"title":"Grey-based approach for estimating Weibull model and its application","authors":"Xiaomei Liu, Naiming Xie","doi":"10.1080/03610926.2022.2050397","DOIUrl":"https://doi.org/10.1080/03610926.2022.2050397","url":null,"abstract":"Abstract Weibull distribution is widely used in engineering because of its flexibility to take on many different shapes. For different application fields, people put forward different estimation methods, including grey estimation method. The purpose of this paper is to improve the existing grey estimation method of Weibull distribution as its some serious shortcomings. Firstly, a grey three-parameter Weibull model is proposed in a discrete form. Then, by means of the grey Weibull model, a two-stage hybrid method for estimating the three-parameter Weibull distribution is proposed, which is composed of the linear and nonlinear least square principles. To demonstrate the feasibility of the proposed grey Weibull model, a simulation study was conducted and compared the results with the modified MLE method, and a comparison study on the frequency analysis of four breakdown data sets of epoxy resins is also carried out. Moreover, as a practical application, Weibull model based on the grey estimation approach is applied to the frequency analysis of monthly wind speed of Hohhot in 2018, and compared with a series of existing estimation methods. Results show that the proposed grey Weibull estimation improves the existing grey estimation and can be well applied to the frequency analysis of Weibull data.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"52 1","pages":"7601 - 7617"},"PeriodicalIF":0.8,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42722253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations 次线性期望条件下行扩展负相依随机变量阵列的完全收敛定理
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-11-02 DOI: 10.1080/03610926.2022.2051050
Rong Hu, Qunying Wu
{"title":"Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations","authors":"Rong Hu, Qunying Wu","doi":"10.1080/03610926.2022.2051050","DOIUrl":"https://doi.org/10.1080/03610926.2022.2051050","url":null,"abstract":"Abstract The goal of this paper is to establish complete convergence theorems for an array of row-wise END random variables under sub-linear expectation space. As applications of the exponential inequalities, we extend some complete convergence theorems from the traditional probability space to the sub-linear expectation space and our results generalize corresponding results obtained by Hu.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"52 1","pages":"7669 - 7683"},"PeriodicalIF":0.8,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44004983","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bayesian bivariate bent-cable model for longitudinal data 纵向数据的Bayesian双变量弯曲电缆模型
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-11-02 DOI: 10.1080/03610926.2022.2053544
G. Dagne
{"title":"Bayesian bivariate bent-cable model for longitudinal data","authors":"G. Dagne","doi":"10.1080/03610926.2022.2053544","DOIUrl":"https://doi.org/10.1080/03610926.2022.2053544","url":null,"abstract":"Abstract Growth curve models are often used to describe a developmental course of a longitudinal response. This paper extends such models to assess multiphasic patterns of developmental trajectories for multivariate response variables. The multiphasic patterns are identified using a bivariate bent-cable model in the context of multivariate growth models. The approach allows for the simultaneous estimation of parameters of multiphasic changes in each response, and also takes into account the correlations among outcomes and random effects for repeated observations over time. The proposed methods are demonstrated using real data from an AIDS clinical study.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"52 1","pages":"7709 - 7717"},"PeriodicalIF":0.8,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42415190","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Strong consistency of kernel method for sliced average variance estimation 切片平均方差估计的核方法的强一致性
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-11-02 DOI: 10.1080/03610926.2022.2049821
Emmanuel De Dieu Nkou
{"title":"Strong consistency of kernel method for sliced average variance estimation","authors":"Emmanuel De Dieu Nkou","doi":"10.1080/03610926.2022.2049821","DOIUrl":"https://doi.org/10.1080/03610926.2022.2049821","url":null,"abstract":"Abstract In this paper, we consider the kernel method to estimate sliced average variance estimation (SAVE). SAVE is a tool as SIR (sliced inverse regression), recommended to identify and to estimate the central dimension reduction (CDR) subspace. CDR subspace is the intersection of all dimension reduction subspaces which are at the base to describe the conditional distribution of the response Y given a dimensional predictor vector X. SAVE and even SIR are used to estimate CDR subspace. Two versions are very popular: slice version and kernel version. In this paper, we are looking at the kernel version. For Kernel SAVE version, two asymptotic properties have been demonstrated in particular: asymptotic normality and convergence in probability. And we know that these two properties, although important, are weak in front of almost sure convergence. However, until now, the strong consistency has not yet been obtained. In this paper, we obtain, under weaker assumptions, this asymptotic property.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"52 1","pages":"7586 - 7600"},"PeriodicalIF":0.8,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43405854","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Efficient Bayes estimators of sensitive proportion with simple and mixture priors using direct and indirect responses 使用直接和间接响应的简单先验和混合先验的敏感比例的有效贝叶斯估计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-10-18 DOI: 10.1080/03610926.2022.2048308
Nida Khan, Said Farooq Shah, S. M. Asim
{"title":"Efficient Bayes estimators of sensitive proportion with simple and mixture priors using direct and indirect responses","authors":"Nida Khan, Said Farooq Shah, S. M. Asim","doi":"10.1080/03610926.2022.2048308","DOIUrl":"https://doi.org/10.1080/03610926.2022.2048308","url":null,"abstract":"Abstract In this study, efficient Bayes estimators of sensitive proportion are proposed. It is documented that indirect reports increase variances of the estimates. To counteract this increase in variances we divided the total sample size, n = n 1+n 2, such that n 1 individuals record direct responses and n 2 individuals record indirect responses. The decision that a group of individuals should report indirect or direct responses would be based on distinct known factors. Bayes estimates and subsequent posterior risks are calculated taking into account different prior distributions, loss functions and a generalized randomized response technique. The impact of design parameters and the number of responses obtained using direct and indirect questioning techniques on the relative efficiencies are investigated. Graphical and numerical results indicate that the proposed estimators are better than the existing.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"52 1","pages":"7502 - 7531"},"PeriodicalIF":0.8,"publicationDate":"2023-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46437809","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A study on utilization of a cold standby component to enhance the mean residual life function of a coherent system 利用冷备用部件提高相干系统平均剩余寿命函数的研究
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-09-08 DOI: 10.1080/03610926.2023.2255323
A. Roy, Nitin Gupta
{"title":"A study on utilization of a cold standby component to enhance the mean residual life function of a coherent system","authors":"A. Roy, Nitin Gupta","doi":"10.1080/03610926.2023.2255323","DOIUrl":"https://doi.org/10.1080/03610926.2023.2255323","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-09-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41351604","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model 高维泊松回归模型中加权群Lasso的Oracle不等式
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-09-05 DOI: 10.1080/03610926.2023.2253940
Ling Peng
{"title":"Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model","authors":"Ling Peng","doi":"10.1080/03610926.2023.2253940","DOIUrl":"https://doi.org/10.1080/03610926.2023.2253940","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45859490","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Jackknife model averaging for additive expectile prediction 可加性期望预测的折刀模型平均
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-09-04 DOI: 10.1080/03610926.2023.2251625
Xianwen Sun, Lixin Zhang
{"title":"Jackknife model averaging for additive expectile prediction","authors":"Xianwen Sun, Lixin Zhang","doi":"10.1080/03610926.2023.2251625","DOIUrl":"https://doi.org/10.1080/03610926.2023.2251625","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42231055","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A generalized Burr mixture autoregressive models for modeling non linear time series 非线性时间序列建模的广义Burr混合自回归模型
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2023-09-04 DOI: 10.1080/03610926.2023.2252121
Victor Jian Ming Low, Wooi Chen Khoo, H. L. Khoo
{"title":"A generalized Burr mixture autoregressive models for modeling non linear time series","authors":"Victor Jian Ming Low, Wooi Chen Khoo, H. L. Khoo","doi":"10.1080/03610926.2023.2252121","DOIUrl":"https://doi.org/10.1080/03610926.2023.2252121","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46206003","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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