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Communications in Statistics - Theory and Methods最新文献

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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":"45 1","pages":""},"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
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":"22 1","pages":""},"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
Normal approximation for call function by refined Lindeberg principle 通过完善的林德伯格原理对调用函数进行正态逼近
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-08 DOI: 10.1080/03610926.2024.2369312
Peng Chen, Jun Liu, Yaqian Lu, Ting Zhang
{"title":"Normal approximation for call function by refined Lindeberg principle","authors":"Peng Chen, Jun Liu, Yaqian Lu, Ting Zhang","doi":"10.1080/03610926.2024.2369312","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369312","url":null,"abstract":"The call function plays a crucial role in pricing the collateralized dept obligation (CDO) and we will generalize the refined Lindeberg principle developed in Chen, Shao, and Xu (2023) to study the...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"11 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612709","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 comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance 几种多元零膨胀模型和零修正模型的比较分析及在保险中的应用
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-03 DOI: 10.1080/03610926.2024.2360079
Pengcheng Zhang, David Pitt, Xueyuan Wu
{"title":"A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance","authors":"Pengcheng Zhang, David Pitt, Xueyuan Wu","doi":"10.1080/03610926.2024.2360079","DOIUrl":"https://doi.org/10.1080/03610926.2024.2360079","url":null,"abstract":"Given that insurance companies often operate across multiple lines of insurance business, where claim frequencies on different lines are often correlated, it often becomes advantageous to employ mu...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"15 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141569450","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
Sliced inverse regression via natural canonical thresholding 通过自然典型阈值进行切片反回归
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-03 DOI: 10.1080/03610926.2024.2360659
Nadia Asrir, Abdallah Mkhadri
{"title":"Sliced inverse regression via natural canonical thresholding","authors":"Nadia Asrir, Abdallah Mkhadri","doi":"10.1080/03610926.2024.2360659","DOIUrl":"https://doi.org/10.1080/03610926.2024.2360659","url":null,"abstract":"In a moderate or high-dimensional framework, the sliced inverse regression (SIR) method requires the inversion of the empirical covariance matrix which yields numerical problems in estimating the c...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"34 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141585173","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 effective statistic and robust block designs for studying outliers in incomplete multiresponse experiment 研究不完全多反应实验中异常值的有效统计和稳健分块设计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-01 DOI: 10.1080/03610926.2024.2372071
Raju Kumar
{"title":"An effective statistic and robust block designs for studying outliers in incomplete multiresponse experiment","authors":"Raju Kumar","doi":"10.1080/03610926.2024.2372071","DOIUrl":"https://doi.org/10.1080/03610926.2024.2372071","url":null,"abstract":"An Andrews-Pregibon statistic has been developed to test outliers in the linear model for incomplete multiresponse experiment designs. An incomplete multiresponse design’s data set is used to test ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"94 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509222","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
Rank regression estimation for dynamic single index varying coefficient models 动态单指数变化系数模型的等级回归估计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-07-01 DOI: 10.1080/03610926.2024.2360663
Jun Sun, Xiaoqing Han, Mingtao Zhao, Kongsheng Zhang
{"title":"Rank regression estimation for dynamic single index varying coefficient models","authors":"Jun Sun, Xiaoqing Han, Mingtao Zhao, Kongsheng Zhang","doi":"10.1080/03610926.2024.2360663","DOIUrl":"https://doi.org/10.1080/03610926.2024.2360663","url":null,"abstract":"Rank regression has become increasingly popular for robust inference in statistics. However, there iss no research for the dynamic single index varying coefficient model (DSIVCM), and only the leas...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"17 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141569452","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
Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation 协调性与反协调性：基于似然估计的回顾和影响
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-06-30 DOI: 10.1080/03610926.2024.2363875
Juliana Schulz, Christian Genest
{"title":"Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation","authors":"Juliana Schulz, Christian Genest","doi":"10.1080/03610926.2024.2363875","DOIUrl":"https://doi.org/10.1080/03610926.2024.2363875","url":null,"abstract":"Comonotonicity and counter-monotonicity refer to the strongest possible form of dependence, namely perfect positive and negative dependence, respectively. For continuous random vectors, comonotonic...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"7 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141569451","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
Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations 亚线性期望下扩展负相关随机变量加权和的完全收敛定理
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-06-30 DOI: 10.1080/03610926.2024.2366910
Lunyi Liu, Qunying Wu
{"title":"Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations","authors":"Lunyi Liu, Qunying Wu","doi":"10.1080/03610926.2024.2366910","DOIUrl":"https://doi.org/10.1080/03610926.2024.2366910","url":null,"abstract":"This article aims to study and establish the Lai law for the weighted sum of extended negatively dependent random variables under sub-linear expectations. Using inequalities under sub-linear expect...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"67 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739595","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 probabilistic proof of some integral formulas involving incomplete gamma functions 涉及不完全伽马函数的一些积分公式的概率证明
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-06-30 DOI: 10.1080/03610926.2024.2363870
Robert E. Gaunt
{"title":"A probabilistic proof of some integral formulas involving incomplete gamma functions","authors":"Robert E. Gaunt","doi":"10.1080/03610926.2024.2363870","DOIUrl":"https://doi.org/10.1080/03610926.2024.2363870","url":null,"abstract":"The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals ∫0∞x−2νcos⁡(bx)γ(ν,αx2)dx (for ν>1/2, b > 0, α > ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"10 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141721291","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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