Communications in Statistics - Theory and Methods最新文献

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Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator 莱维保险风险过程中巨额索赔的分布:新的非参数估计器分析
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-25 DOI: 10.1080/03610926.2024.2323634
Sharif Mozumder, M. Kabir Hassan, Ghulam Sorwar, José Antonio Pérez Amuedo
{"title":"Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator","authors":"Sharif Mozumder, M. Kabir Hassan, Ghulam Sorwar, José Antonio Pérez Amuedo","doi":"10.1080/03610926.2024.2323634","DOIUrl":"https://doi.org/10.1080/03610926.2024.2323634","url":null,"abstract":"In this study, we model aggregate claims using a subordinator, specifically a non-decreasing Lévy process. Large positive jumps, exceeding a predetermined threshold, represent significant claims, w...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"86 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140297628","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
Understanding the alternative Mantel-Haenszel statistic: Factors affecting its robustness to detect non-uniform DIF 了解替代 Mantel-Haenszel 统计量:影响其检测非均匀 DIF 的稳健性的因素
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-22 DOI: 10.1080/03610926.2024.2330668
Mohammad Mollazehi, Abdel-Salam G. Abdel-Salam
{"title":"Understanding the alternative Mantel-Haenszel statistic: Factors affecting its robustness to detect non-uniform DIF","authors":"Mohammad Mollazehi, Abdel-Salam G. Abdel-Salam","doi":"10.1080/03610926.2024.2330668","DOIUrl":"https://doi.org/10.1080/03610926.2024.2330668","url":null,"abstract":"Test-item bias has become an increasingly challenging issue in statistics and education. A popular method, the Mantel-Haenszel test, is used for detecting non-uniform differential item functioning ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"367 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204212","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 the covariate-dependent kink threshold regression model for panel data 关于面板数据的协变量依赖性阈值回归模型的说明
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-22 DOI: 10.1080/03610926.2024.2324985
Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu, Chuang Wan
{"title":"A note on the covariate-dependent kink threshold regression model for panel data","authors":"Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu, Chuang Wan","doi":"10.1080/03610926.2024.2324985","DOIUrl":"https://doi.org/10.1080/03610926.2024.2324985","url":null,"abstract":"This article provides new estimating and testing procedures for the panel covariate-dependent kink threshold regression model. By utilizing a linearization technique, we develop an efficient estima...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"2016 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204111","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
Minimum density power divergence estimation for the generalized exponential distribution 广义指数分布的最小密度功率发散估计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-21 DOI: 10.1080/03610926.2024.2329768
Arnab Hazra
{"title":"Minimum density power divergence estimation for the generalized exponential distribution","authors":"Arnab Hazra","doi":"10.1080/03610926.2024.2329768","DOIUrl":"https://doi.org/10.1080/03610926.2024.2329768","url":null,"abstract":"Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. A...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"12 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204182","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
Zero-inflated Poisson INAR(1) model with periodic structure 具有周期性结构的零膨胀泊松 INAR(1) 模型
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-21 DOI: 10.1080/03610926.2024.2329241
Abderrahmen Manaa, Roufaida Souakri
{"title":"Zero-inflated Poisson INAR(1) model with periodic structure","authors":"Abderrahmen Manaa, Roufaida Souakri","doi":"10.1080/03610926.2024.2329241","DOIUrl":"https://doi.org/10.1080/03610926.2024.2329241","url":null,"abstract":"The modeling of integer-valued time series has received considerable attention, which has led to the introduction and in-depth study of various linear models to develop appropriate ones for such da...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"538 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204181","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
Locally, Bayesian and non parametric Bayesian optimal designs for unit exponential regression model 单位指数回归模型的局部、贝叶斯和非参数贝叶斯优化设计
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-19 DOI: 10.1080/03610926.2024.2328182
Anita Abdollahi Nanvapisheh, Habib Jafari, Soleiman Khazaei
{"title":"Locally, Bayesian and non parametric Bayesian optimal designs for unit exponential regression model","authors":"Anita Abdollahi Nanvapisheh, Habib Jafari, Soleiman Khazaei","doi":"10.1080/03610926.2024.2328182","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328182","url":null,"abstract":"This study introduces optimal designs for the unit exponential (UE) non linear model using local, Bayesian, and non parametric Bayesian approaches. In the local approach, optimal designs were deriv...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"8 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140172819","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
Equivalence of state equations from different methods in high-dimensional regression 高维回归中不同方法的状态方程的等效性
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-18 DOI: 10.1080/03610926.2024.2322616
Saidi Luo, Songtao Tian
{"title":"Equivalence of state equations from different methods in high-dimensional regression","authors":"Saidi Luo, Songtao Tian","doi":"10.1080/03610926.2024.2322616","DOIUrl":"https://doi.org/10.1080/03610926.2024.2322616","url":null,"abstract":"State equations (SEs) were first introduced in the approximate message passing process to describe the mean square error in compressed sensing. Since then a set of state equations has appeared in s...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"28 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150887","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 sharp oracle bounds for Slope and Lasso 关于 Slope 和 Lasso 的锐谕边界的说明
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-18 DOI: 10.1080/03610926.2024.2328165
Zhiyong Zhou
{"title":"A note on sharp oracle bounds for Slope and Lasso","authors":"Zhiyong Zhou","doi":"10.1080/03610926.2024.2328165","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328165","url":null,"abstract":"In this article, we study the sharp oracle bounds for Slope and Lasso and generalize the results in Bellec, Lecué, and Tsybakov (2018) to allow the case that the parameter vector is not exactly spa...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"165 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140173222","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
Statistical inference for the extended non linear models 扩展非线性模型的统计推断
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-18 DOI: 10.1080/03610926.2024.2328174
Yang Zhao, Yurui Jie, Xiaofen Wu
{"title":"Statistical inference for the extended non linear models","authors":"Yang Zhao, Yurui Jie, Xiaofen Wu","doi":"10.1080/03610926.2024.2328174","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328174","url":null,"abstract":"In this article, an orthogonality-projection-based estimation method is first employed to study an extended non linear model, which can separately estimate the linear and non linear parts without l...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"21 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150893","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
Convergence of extremes from normal-skew-normal and minima and maxima from exchangeable trivariate normal distributions 正态-斜正态分布的极值收敛和可交换三变量正态分布的极小值和最大值收敛
IF 0.8 4区 数学
Communications in Statistics - Theory and Methods Pub Date : 2024-03-18 DOI: 10.1080/03610926.2024.2328170
Mehdi Amiri, Asma Teimouri, Mohsen Khosravi, Ahad Jamalizadeh
{"title":"Convergence of extremes from normal-skew-normal and minima and maxima from exchangeable trivariate normal distributions","authors":"Mehdi Amiri, Asma Teimouri, Mohsen Khosravi, Ahad Jamalizadeh","doi":"10.1080/03610926.2024.2328170","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328170","url":null,"abstract":"In this article, the extreme-value distribution of the partial maximum for a random sequence of the normal-skew-normal (NSN) distribution, to the Gumbel distribution, is derived. The asymptotic dis...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"112 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150885","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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