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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
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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
{"title":"Bayesian reliability acceptance sampling plans under interval censoring","authors":"Rathin Das, B. Pradhan","doi":"10.1080/03610926.2024.2348080","DOIUrl":"https://doi.org/10.1080/03610926.2024.2348080","url":null,"abstract":"","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":"140991458","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
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
{"title":"Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process","authors":"Yu-hua Xing, Wei Wang, Xiaonan Su","doi":"10.1080/03610926.2024.2349715","DOIUrl":"https://doi.org/10.1080/03610926.2024.2349715","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":"140994953","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
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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