Communications in Statistics - Theory and Methods最新文献

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Quantile-based cumulative Kullback-Leibler divergence in past lifetime: Some properties and applications 基于过去生命周期的量子累积库尔巴克-莱伯勒发散:一些特性和应用
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-13 DOI: 10.1080/03610926.2024.2352016
S. Sunoj, P. Saranya
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引用次数: 0
A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes 用于监测零膨胀泊松过程的双总体加权移动平均控制图
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-11 DOI: 10.1080/03610926.2024.2349706
Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos
{"title":"A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes","authors":"Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos","doi":"10.1080/03610926.2024.2349706","DOIUrl":"https://doi.org/10.1080/03610926.2024.2349706","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140989753","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
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model 亚扩散默顿利率模型下几何平均亚洲期权的定价
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-10 DOI: 10.1080/03610926.2024.2348070
Ping Zhao, Zhidong Guo
{"title":"Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model","authors":"Ping Zhao, Zhidong Guo","doi":"10.1080/03610926.2024.2348070","DOIUrl":"https://doi.org/10.1080/03610926.2024.2348070","url":null,"abstract":"Asian option is an essentially new type of option. In existing option pricing models, the Brownian motion is generally the stochastic driving source of changes in the underlying asset price. This a...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140930083","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 reliability acceptance sampling plans under interval censoring 区间普查下的贝叶斯可靠性验收抽样计划
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-10 DOI: 10.1080/03610926.2024.2348080
Rathin Das, B. Pradhan
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引用次数: 0
High-dimensional partial correlation coefficients: A survey study of estimation Methods 高维局部相关系数:估算方法调查研究
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-10 DOI: 10.1080/03610926.2024.2348075
Jingying Yang, Guishu Bai, Xu Qin
{"title":"High-dimensional partial correlation coefficients: A survey study of estimation Methods","authors":"Jingying Yang, Guishu Bai, Xu Qin","doi":"10.1080/03610926.2024.2348075","DOIUrl":"https://doi.org/10.1080/03610926.2024.2348075","url":null,"abstract":"The partial correlation coefficient (Pcor) measures the degree of association between two random variables after removing the effect of another set of variables, called the controlling variables. W...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140937438","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
Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process 霍克斯过程简化模型中带有交易对手风险的信用违约掉期定价
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-09 DOI: 10.1080/03610926.2024.2349715
Yu-hua Xing, Wei Wang, Xiaonan Su
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引用次数: 0
Harmonic mean and geometric mean of a non negative random variable 非负随机变量的调和平均数和几何平均数
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-09 DOI: 10.1080/03610926.2024.2349713
Changyong Feng, Hongyue Wang
{"title":"Harmonic mean and geometric mean of a non negative random variable","authors":"Changyong Feng, Hongyue Wang","doi":"10.1080/03610926.2024.2349713","DOIUrl":"https://doi.org/10.1080/03610926.2024.2349713","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140994852","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
Inference for the stress-strength parameter of multi-state systems based on records 根据记录推断多态系统的应力强度参数
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-07 DOI: 10.1080/03610926.2024.2347328
Mohammad Vali Ahmadi, Mahdi Doostparast
{"title":"Inference for the stress-strength parameter of multi-state systems based on records","authors":"Mohammad Vali Ahmadi, Mahdi Doostparast","doi":"10.1080/03610926.2024.2347328","DOIUrl":"https://doi.org/10.1080/03610926.2024.2347328","url":null,"abstract":"Stress-strength models are used to analyze the reliability of the two-state systems. In this article, the stress-strength model for a multi-state system is discussed. It is assumed that the stress-...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140930312","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
Testing distribution for multiplicative distortion measurement errors 乘法失真测量误差的测试分布
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-06 DOI: 10.1080/03610926.2024.2347330
Leyi Cui, Yue Zhou, Jun Zhang, Yiping Yang
{"title":"Testing distribution for multiplicative distortion measurement errors","authors":"Leyi Cui, Yue Zhou, Jun Zhang, Yiping Yang","doi":"10.1080/03610926.2024.2347330","DOIUrl":"https://doi.org/10.1080/03610926.2024.2347330","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141007293","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
Robust time-consistent strategies of DC pension plans with the return of premiums clauses under inflation 在通胀条件下,带有保费返还条款的直流养老金计划的稳健时间一致性策略
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-05-06 DOI: 10.1080/03610926.2024.2347334
Zhehong Hao, Hao Chang, Mengke Kou
{"title":"Robust time-consistent strategies of DC pension plans with the return of premiums clauses under inflation","authors":"Zhehong Hao, Hao Chang, Mengke Kou","doi":"10.1080/03610926.2024.2347334","DOIUrl":"https://doi.org/10.1080/03610926.2024.2347334","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141007395","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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