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Communications in Statistics - Theory and Methods最新文献

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Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions 椭圆和对数椭圆分布的多元范围风险值和协方差风险度量
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-25 DOI: 10.1080/03610926.2024.2372472
Baishuai Zuo, Chuancun Yin, Jing Yao
{"title":"Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions","authors":"Baishuai Zuo, Chuancun Yin, Jing Yao","doi":"10.1080/03610926.2024.2372472","DOIUrl":"https://doi.org/10.1080/03610926.2024.2372472","url":null,"abstract":"In this article, we propose the multivariate range Value-at-Risk (MRVaR) and the multivariate range covariance (MRCov) as two risk measures and explore their desirable properties in risk management...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141782806","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
Copula-based Bayesian estimation of probabilities for two dependent non homogenous compound Poisson processes 基于 Copula 的贝叶斯估计两依赖非同质复合泊松过程的概率
IF 0.6 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-24 DOI: 10.1080/03610926.2024.2369311
M. Aminzadeh
{"title":"Copula-based Bayesian estimation of probabilities for two dependent non homogenous compound Poisson processes","authors":"M. Aminzadeh","doi":"10.1080/03610926.2024.2369311","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369311","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141809877","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 model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression 在高维多元线性回归中使用一脚踢出法选择响应变量的模型选择一致性问题
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-18 DOI: 10.1080/03610926.2024.2370914
Ryoya Oda, Hirokazu Yanagihara, Yasunori Fujikoshi
{"title":"On model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression","authors":"Ryoya Oda, Hirokazu Yanagihara, Yasunori Fujikoshi","doi":"10.1080/03610926.2024.2370914","DOIUrl":"https://doi.org/10.1080/03610926.2024.2370914","url":null,"abstract":"This article deals with the selection of non redundant response variables in normality-assumed multivariate linear regression, where the redundancy of the response variables is defined by condition...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739591","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
SVR-based method for fixed effects interval-valued panel models 基于 SVR 的固定效应区间值面板模型方法
IF 0.6 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-18 DOI: 10.1080/03610926.2024.2369315
Ai-bing Ji, Yu Cao, Jin-jin Zhang, Qingqing Li
{"title":"SVR-based method for fixed effects interval-valued panel models","authors":"Ai-bing Ji, Yu Cao, Jin-jin Zhang, Qingqing Li","doi":"10.1080/03610926.2024.2369315","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369315","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141824178","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
Local Walsh-average regression for spatial autoregression single index varying coefficient models 空间自回归单指数变化系数模型的局部沃尔什平均回归
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-18 DOI: 10.1080/03610926.2024.2369316
Wenhui Yang, Yunquan Song
{"title":"Local Walsh-average regression for spatial autoregression single index varying coefficient models","authors":"Wenhui Yang, Yunquan Song","doi":"10.1080/03610926.2024.2369316","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369316","url":null,"abstract":"In real life, a large number of variables are spatially correlated in adjacent regions in various fields, such as finance, sociology, ecology, and geographic information systems. And the factors af...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739589","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
Asymptotic in a class of network models with an increasing sub-Gamma degree sequence 一类具有递增亚伽马度序列的网络模型的渐近性
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-18 DOI: 10.1080/03610926.2024.2370915
Jing Luo, Haoyu Wei, Xiaoyu Lei, Jiaxin Guo
{"title":"Asymptotic in a class of network models with an increasing sub-Gamma degree sequence","authors":"Jing Luo, Haoyu Wei, Xiaoyu Lei, Jiaxin Guo","doi":"10.1080/03610926.2024.2370915","DOIUrl":"https://doi.org/10.1080/03610926.2024.2370915","url":null,"abstract":"For differential privacy under sub-Gamma noise, we derive the asymptotic properties of a class of network models with binary values with a general link function. In this article, we release the deg...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739590","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 independence based on Spearman’s footrule in high dimensions
IF 0.6 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-15 DOI: 10.1080/03610926.2024.2369313
Xiangyu Shi, Wei Zhang, Jiang Du, E. Kwessi
{"title":"Testing independence based on Spearman’s footrule in high dimensions","authors":"Xiangyu Shi, Wei Zhang, Jiang Du, E. Kwessi","doi":"10.1080/03610926.2024.2369313","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369313","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141647369","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 estimators for q-fractional diffusion processes with random effects using q-calculus 使用 q 微积分对具有随机效应的 q 分数扩散过程进行核估计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-11 DOI: 10.1080/03610926.2024.2369317
Imen Badrani, Mondher Damak, Yousri Slaoui
{"title":"Kernel estimators for q-fractional diffusion processes with random effects using q-calculus","authors":"Imen Badrani, Mondher Damak, Yousri Slaoui","doi":"10.1080/03610926.2024.2369317","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369317","url":null,"abstract":"The main purpose of this article is to investigate the kernel estimators for a class of q-analog of fractional stochastic differential equations (q-FSDE) with random effects. Using q-calculus, we f...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141614896","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
Unifying the prediction strategies of Theil-Goldberger and Kibria-Lukman within linear mixed models 在线性混合模型中统一 Theil-Goldberger 和 Kibria-Lukman 的预测策略
IF 0.6 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-11 DOI: 10.1080/03610926.2024.2369309
Özge Kuran
{"title":"Unifying the prediction strategies of Theil-Goldberger and Kibria-Lukman within linear mixed models","authors":"Özge Kuran","doi":"10.1080/03610926.2024.2369309","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369309","url":null,"abstract":"","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141656106","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
Divergences based Bayesian inference with censored data 基于有删减数据的贝叶斯推断的分歧
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-10 DOI: 10.1080/03610926.2024.2366893
Mohamed Boukeloua
{"title":"Divergences based Bayesian inference with censored data","authors":"Mohamed Boukeloua","doi":"10.1080/03610926.2024.2366893","DOIUrl":"https://doi.org/10.1080/03610926.2024.2366893","url":null,"abstract":"In this work, we deal with some Bayesian inference problems in the presence of right censored data. First, we propose a dual ϕ−divergence Bayes type estimators for parametric models and we establis...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141585184","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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