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}
{"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}
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}
{"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}
{"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}
{"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}
{"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}
{"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}
{"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}
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}