{"title":"Quantile-based cumulative Kullback-Leibler divergence in past lifetime: Some properties and applications","authors":"S. Sunoj, P. Saranya","doi":"10.1080/03610926.2024.2352016","DOIUrl":"https://doi.org/10.1080/03610926.2024.2352016","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140985699","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}
{"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}
{"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}
{"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}
{"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}
{"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}
{"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}
{"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}
{"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}
{"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}