Japanese Journal of Statistics and Data Science最新文献

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Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities 基于对数线性模型的抛物型SPDE有效参数估计
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-07-01 DOI: 10.1007/s42081-023-00192-4
M. Bibinger, Patrick Bossert
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引用次数: 0
Asymptotically efficient estimation for diffusion processes with nonsynchronous observations 非同步观测扩散过程的渐近有效估计
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-07-01 DOI: 10.1007/s42081-023-00196-0
Teppei Ogihara
{"title":"Asymptotically efficient estimation for diffusion processes with nonsynchronous observations","authors":"Teppei Ogihara","doi":"10.1007/s42081-023-00196-0","DOIUrl":"https://doi.org/10.1007/s42081-023-00196-0","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"6 1","pages":"505 - 550"},"PeriodicalIF":1.3,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42294653","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","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 estimation of the jump activity index in the case of random observation times 随机观测次数下跳跃活动指数的估计
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-06-23 DOI: 10.1007/s42081-023-00187-1
Adrian Theopold, Mathias Vetter
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引用次数: 0
Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering 多元趋势滤波的广义融合Lasso逻辑回归坐标下降算法
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-06-02 DOI: 10.1007/s42081-022-00162-2
M. Ohishi, Mariko Yamamura, H. Yanagihara
{"title":"Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering","authors":"M. Ohishi, Mariko Yamamura, H. Yanagihara","doi":"10.1007/s42081-022-00162-2","DOIUrl":"https://doi.org/10.1007/s42081-022-00162-2","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"5 1","pages":"535 - 551"},"PeriodicalIF":1.3,"publicationDate":"2022-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42463469","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data 涉及函数数据的非参数回归估计和条件u统计的一致一致性和一致邻居数一致性
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-05-28 DOI: 10.1007/s42081-022-00161-3
S. Bouzebda, Amel Nezzal
{"title":"Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data","authors":"S. Bouzebda, Amel Nezzal","doi":"10.1007/s42081-022-00161-3","DOIUrl":"https://doi.org/10.1007/s42081-022-00161-3","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"5 1","pages":"431 - 533"},"PeriodicalIF":1.3,"publicationDate":"2022-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42415182","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 17
Numerical computation for the exact distribution of Roy’s largest root statistic under linear alternative 线性选择下罗伊最大根统计量精确分布的数值计算
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-05-24 DOI: 10.1007/s42081-022-00182-y
Koki Shimizu, Hiroki Hashiguchi
{"title":"Numerical computation for the exact distribution of Roy’s largest root statistic under linear alternative","authors":"Koki Shimizu, Hiroki Hashiguchi","doi":"10.1007/s42081-022-00182-y","DOIUrl":"https://doi.org/10.1007/s42081-022-00182-y","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"5 1","pages":"701 - 715"},"PeriodicalIF":1.3,"publicationDate":"2022-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42384848","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Detection of space–time clusters using a topological hierarchy for geospatial data on COVID-19 in Japan 使用拓扑层次对日本新冠肺炎地理空间数据进行时空聚类检测
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-05-12 DOI: 10.1007/s42081-022-00159-x
Yusuke Takemura, Fumio Ishioka, K. Kurihara
{"title":"Detection of space–time clusters using a topological hierarchy for geospatial data on COVID-19 in Japan","authors":"Yusuke Takemura, Fumio Ishioka, K. Kurihara","doi":"10.1007/s42081-022-00159-x","DOIUrl":"https://doi.org/10.1007/s42081-022-00159-x","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"5 1","pages":"279 - 301"},"PeriodicalIF":1.3,"publicationDate":"2022-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44421335","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Correction to: An integrated framework for visualizing and forecasting realized covariance matrices 更正:可视化和预测已实现协方差矩阵的集成框架
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-04-25 DOI: 10.1007/s42081-022-00160-4
Hideto Shigemoto, Takayuki Morimoto
{"title":"Correction to: An integrated framework for visualizing and forecasting realized covariance matrices","authors":"Hideto Shigemoto, Takayuki Morimoto","doi":"10.1007/s42081-022-00160-4","DOIUrl":"https://doi.org/10.1007/s42081-022-00160-4","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"5 1","pages":"269 - 270"},"PeriodicalIF":1.3,"publicationDate":"2022-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41513863","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","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 consistent estimation of linkage errors without training data 无训练数据联动误差的一致性估计
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-04-23 DOI: 10.1007/s42081-022-00153-3
A. Dasylva, Arthur Goussanou
{"title":"On the consistent estimation of linkage errors without training data","authors":"A. Dasylva, Arthur Goussanou","doi":"10.1007/s42081-022-00153-3","DOIUrl":"https://doi.org/10.1007/s42081-022-00153-3","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"5 1","pages":"181 - 216"},"PeriodicalIF":1.3,"publicationDate":"2022-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45621956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors 基于高斯先验正则化的贝叶斯非参数分位数混合效应模型
IF 1.3
Japanese Journal of Statistics and Data Science Pub Date : 2022-04-19 DOI: 10.1007/s42081-022-00158-y
Yuta Tanabe, Yuko Araki, M. Kinoshita, Hisayoshi Okamura, S. Iwata, O. Iwata
{"title":"Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors","authors":"Yuta Tanabe, Yuko Araki, M. Kinoshita, Hisayoshi Okamura, S. Iwata, O. Iwata","doi":"10.1007/s42081-022-00158-y","DOIUrl":"https://doi.org/10.1007/s42081-022-00158-y","url":null,"abstract":"","PeriodicalId":29911,"journal":{"name":"Japanese Journal of Statistics and Data Science","volume":"5 1","pages":"241 - 267"},"PeriodicalIF":1.3,"publicationDate":"2022-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45748373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","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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