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Communications in Statistics - Theory and Methods最新文献

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Reinsurance, investment and the rationality with a diffusion model approximating a jump model 再保险、投资与近似跳跃模型的扩散模型的合理性
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-18 DOI: 10.1080/03610926.2024.2328179
Duni Hu, Hailong Wang
{"title":"Reinsurance, investment and the rationality with a diffusion model approximating a jump model","authors":"Duni Hu, Hailong Wang","doi":"10.1080/03610926.2024.2328179","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328179","url":null,"abstract":"This article investigates the optimal excess-loss reinsurance, investment, and the rationality of using a diffusion model to approximate a jump model. We assume that the instantaneous rate of retur...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"149 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140172820","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
On the variance estimator and its bounds in general linear models under linear restrictions 关于线性限制下一般线性模型的方差估计器及其边界
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-14 DOI: 10.1080/03610926.2024.2328162
Zaixing Li, Changlei Liu, Menghan Yi
{"title":"On the variance estimator and its bounds in general linear models under linear restrictions","authors":"Zaixing Li, Changlei Liu, Menghan Yi","doi":"10.1080/03610926.2024.2328162","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328162","url":null,"abstract":"In the article, the error variance estimator σ^2 and its finite sample size bounds are investigated in the framework of a general linear model under linear restrictions (gLMLR) where no distributio...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"29 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150943","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
Kernel-based method for joint independence of functional variables 基于核的函数变量联合独立性方法
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-13 DOI: 10.1080/03610926.2024.2326545
Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet
{"title":"Kernel-based method for joint independence of functional variables","authors":"Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet","doi":"10.1080/03610926.2024.2326545","DOIUrl":"https://doi.org/10.1080/03610926.2024.2326545","url":null,"abstract":"This work investigates the problem of testing whether d functional random variables are jointly independent, using a modified estimator of the d-variable Hilbert Schmidt Indepedence Criterion (dHSI...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"2018 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140125532","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
An alternative multivariate exponential power distribution 另一种多元指数幂分布
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-11 DOI: 10.1080/03610926.2024.2321506
Michael Manford, Bismark Kwao Nkansah, Henrietta Nkansah, Arimiyaw Zakaria
{"title":"An alternative multivariate exponential power distribution","authors":"Michael Manford, Bismark Kwao Nkansah, Henrietta Nkansah, Arimiyaw Zakaria","doi":"10.1080/03610926.2024.2321506","DOIUrl":"https://doi.org/10.1080/03610926.2024.2321506","url":null,"abstract":"In the existing multivariate Exponential Power Distribution (EPD), the shape parameter has the tendency to affect the variability in the data leading to distorted features of the distribution. This...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"234 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140125535","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 comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model 使用平衡随机效应模型对克朗巴赫系数α的客观先验进行比较
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-08 DOI: 10.1080/03610926.2024.2315300
Sharkay R. Izally, Abraham J. van der Merwe, Lizanne Raubenheimer
{"title":"A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model","authors":"Sharkay R. Izally, Abraham J. van der Merwe, Lizanne Raubenheimer","doi":"10.1080/03610926.2024.2315300","DOIUrl":"https://doi.org/10.1080/03610926.2024.2315300","url":null,"abstract":"In this article, the reference and probability matching priors for Cronbach’s alpha will be derived. The performance of these two priors will be compared to that of the well-known Jeffreys prior an...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"134 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140072884","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
Calibration estimator for a sensitive variable using dual auxiliary information under measurement errors 测量误差下使用双重辅助信息的敏感变量校准估计器
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-07 DOI: 10.1080/03610926.2024.2322617
Zhiqiang Pang, Xijuan Niu, Zhaoxu Wang, Jingchen You
{"title":"Calibration estimator for a sensitive variable using dual auxiliary information under measurement errors","authors":"Zhiqiang Pang, Xijuan Niu, Zhaoxu Wang, Jingchen You","doi":"10.1080/03610926.2024.2322617","DOIUrl":"https://doi.org/10.1080/03610926.2024.2322617","url":null,"abstract":"In survey research, it is commonly assumed that all the observations are measured accurately. However, in practice, this assumption is not achieved due to many reasons, so it causes measurement err...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"85 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140057038","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
Posterior contraction rates for constrained deep Gaussian processes in density estimation and classification 密度估计和分类中受约束深高斯过程的后验收缩率
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-07 DOI: 10.1080/03610926.2024.2321185
François Bachoc, Agnès Lagnoux
{"title":"Posterior contraction rates for constrained deep Gaussian processes in density estimation and classification","authors":"François Bachoc, Agnès Lagnoux","doi":"10.1080/03610926.2024.2321185","DOIUrl":"https://doi.org/10.1080/03610926.2024.2321185","url":null,"abstract":"We provide posterior contraction rates for constrained deep Gaussian processes in non parametric density estimation and classification. The constraints are in the form of bounds on the values and o...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"106 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140073007","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 note on estimating multivariate Gaussian mixtures with unknown number of components 关于估计成分数量未知的多元高斯混合物的说明
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-06 DOI: 10.1080/03610926.2024.2321498
Yingwei Zhou
{"title":"A note on estimating multivariate Gaussian mixtures with unknown number of components","authors":"Yingwei Zhou","doi":"10.1080/03610926.2024.2321498","DOIUrl":"https://doi.org/10.1080/03610926.2024.2321498","url":null,"abstract":"In this article, a new penalized likelihood method is proposed for finite multivariate Gaussian mixture models to conduct order selection and model estimation. The method is proved to achieve order...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"59 2 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140047622","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
On impurity functions in decision trees 关于决策树中的杂质函数
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-04 DOI: 10.1080/03610926.2024.2317359
Guoping Zeng
{"title":"On impurity functions in decision trees","authors":"Guoping Zeng","doi":"10.1080/03610926.2024.2317359","DOIUrl":"https://doi.org/10.1080/03610926.2024.2317359","url":null,"abstract":"Impurity functions are crucial in decision trees. These functions help determine the impurity level of a node in a decision tree, guiding the splitting criteria. However, two primary ambiguities ha...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"32 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140026363","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
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks 具有依赖性保险和金融风险的比例再保险风险模型中毁灭概率的渐近线
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-02-29 DOI: 10.1080/03610926.2024.2318606
Ming Cheng, Dingcheng Wang
{"title":"Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks","authors":"Ming Cheng, Dingcheng Wang","doi":"10.1080/03610926.2024.2318606","DOIUrl":"https://doi.org/10.1080/03610926.2024.2318606","url":null,"abstract":"This article studies the joint ruin problem for two insurance companies that divide claims in positive proportions (modeling an insurance and re-insurance company). The arrival times of claims are ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"15 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-02-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140017539","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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