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Communications in Statistics - Theory and Methods最新文献

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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
{"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":"59 1","pages":""},"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}
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":"58 1","pages":""},"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
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":"2015 1","pages":""},"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
On the distribution of a random variable involved in an independent ratio 关于涉及独立比率的随机变量的分布
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-04-18 DOI: 10.1080/03610926.2024.2340608
Roberto Vila, Narayanaswamy Balakrishnan, Marcelo Bourguignon
{"title":"On the distribution of a random variable involved in an independent ratio","authors":"Roberto Vila, Narayanaswamy Balakrishnan, Marcelo Bourguignon","doi":"10.1080/03610926.2024.2340608","DOIUrl":"https://doi.org/10.1080/03610926.2024.2340608","url":null,"abstract":"In this article, using inverse integral transforms, we derive the exact distribution of the random variable X that is involved in the ratio Z=dX/(X+Y) where X and Y are independent random variables...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140611604","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 general minimum lower-order confounding criterion for s-level blocked designs S 级阻断设计的一般最小低阶混杂标准
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-04-18 DOI: 10.1080/03610926.2024.2340598
Zhi Li, Zhi-Ming Li
{"title":"A general minimum lower-order confounding criterion for s-level blocked designs","authors":"Zhi Li, Zhi-Ming Li","doi":"10.1080/03610926.2024.2340598","DOIUrl":"https://doi.org/10.1080/03610926.2024.2340598","url":null,"abstract":"Blocked designs are widely used in practical experiments with heterogeneous experimental units. The blocked general minimum lower-order confounding (B1-GMC) criterion is appropriate for selecting o...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"2018 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140611784","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 behavior of the Lynden-Bell estimator in widely orthant-dependent model 论林登-贝尔估计器在广泛正交依赖模型中的行为
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-04-17 DOI: 10.1080/03610926.2024.2341179
Mohamed Kaber El Alem, Zohra Guessoum, Abdelkader Tatachak
{"title":"On the behavior of the Lynden-Bell estimator in widely orthant-dependent model","authors":"Mohamed Kaber El Alem, Zohra Guessoum, Abdelkader Tatachak","doi":"10.1080/03610926.2024.2341179","DOIUrl":"https://doi.org/10.1080/03610926.2024.2341179","url":null,"abstract":"This article is devoted to investigating some asymptotic properties of the Lynden-Bell and the cumulative risk function estimators when the survival and the truncated times form widely orthant-depe...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"62 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140611615","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
Fixed width confidence interval estimation for general continuous responses under a response adaptive design 响应自适应设计下一般连续响应的固定宽度置信区间估计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-04-17 DOI: 10.1080/03610926.2024.2341180
Pritam Sarkar, Atanu Biswas, Rahul Bhattacharya
{"title":"Fixed width confidence interval estimation for general continuous responses under a response adaptive design","authors":"Pritam Sarkar, Atanu Biswas, Rahul Bhattacharya","doi":"10.1080/03610926.2024.2341180","DOIUrl":"https://doi.org/10.1080/03610926.2024.2341180","url":null,"abstract":"A fixed width confidence interval for the treatment difference is obtained under heteroscedastic normal responses following a response adaptive allocation targeting Neyman optimum allocation. The d...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"33 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140611606","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
Why the mode departs from the mean—a short communication 为什么模式偏离平均值--简短交流
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-04-14 DOI: 10.1080/03610926.2024.2337069
Haim Shore
{"title":"Why the mode departs from the mean—a short communication","authors":"Haim Shore","doi":"10.1080/03610926.2024.2337069","DOIUrl":"https://doi.org/10.1080/03610926.2024.2337069","url":null,"abstract":"The occasional departure of the mode from the mean testifies that some elements of the set, defining the “identity” of an observed random phenomenon, are recurrent while others have become random. ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"34 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140564837","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 for multivariate time series via auto multivariate distance covariance 通过自多元距离协方差测试多元时间序列的独立性
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-04-09 DOI: 10.1080/03610926.2024.2338418
Jingren Chen, Xuejun Ma, Yue Chao
{"title":"Testing independence for multivariate time series via auto multivariate distance covariance","authors":"Jingren Chen, Xuejun Ma, Yue Chao","doi":"10.1080/03610926.2024.2338418","DOIUrl":"https://doi.org/10.1080/03610926.2024.2338418","url":null,"abstract":"We propose the auto multivariate distance covariance for time series, which extends the concept of joint high distance covariance. Furthermore, we develop two new procedures for testing mutual inde...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140565171","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 stratified estimation for sensitive variable using correlated scrambling variables 利用相关扰动变量对敏感变量进行分层估计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-04-04 DOI: 10.1080/03610926.2024.2333333
Gi-Sung Lee, Ki-Hak Hong, Chang-Kyoon Son
{"title":"A stratified estimation for sensitive variable using correlated scrambling variables","authors":"Gi-Sung Lee, Ki-Hak Hong, Chang-Kyoon Son","doi":"10.1080/03610926.2024.2333333","DOIUrl":"https://doi.org/10.1080/03610926.2024.2333333","url":null,"abstract":"In this article, when the population is composed of several strata, we deal with the problem of stratified estimation for sensitive variables by applying stratified sampling to Murtaza et al.’s mod...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"48 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140564834","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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