发布求助
文献互助 智能选刊 最新文献

JIRSS-Journal of the Iranian Statistical Society最新文献

筛选
英文 中文
Corrected Confidence Intervals for a Small Area Parameter through the Weighted Estimator under the Basic Area Level Model 在基本区域水平模型下通过加权估计修正小区域参数的置信区间
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2019-06-01 DOI: 10.29252/JIRSS.18.1.17
Y. Shiferaw, J. Galpin
{"title":"Corrected Confidence Intervals for a Small Area Parameter through the Weighted Estimator under the Basic Area Level Model","authors":"Y. Shiferaw, J. Galpin","doi":"10.29252/JIRSS.18.1.17","DOIUrl":"https://doi.org/10.29252/JIRSS.18.1.17","url":null,"abstract":"Area level linear mixed models can be generally applied to produce small area indirect estimators when only aggregated data such as sample means are available. This paper tries to fill an important research gap in small area estimation literature, the problem of constructing confidence intervals (CIs) when the estimated variance of the random effect as well as the estimated mean squared error (MSE) is negative. More precisely, the coverage, accuracy of the proposed CI is of the order O(m−3/2), where m is the number of sampled areas. The performance of the proposed method is illustrated with respect to coverage probability (CP) and average length (AL) using a simulation experiment. Simulation results demonstrate the superiority of the proposed method over existing naive CIs. In addition, the proposed CI based on the weighted estimator is comparable with the existing corrected CIs based on empirical best linear unbiased predictor (EBLUP) in the literature.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2019-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49583610","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: 4
Classical and Bayesian Estimation of the‎ ‎AR(1) Model with Skew-Symmetric Innovations 的经典和贝叶斯估计‎ ‎具有斜对称创新的AR（1）模型
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2019-06-01 DOI: 10.29252/JIRSS.18.1.157
A. Hajrajabi, A. Fallah
{"title":"Classical and Bayesian Estimation of the‎ ‎AR(1) Model with Skew-Symmetric Innovations","authors":"A. Hajrajabi, A. Fallah","doi":"10.29252/JIRSS.18.1.157","DOIUrl":"https://doi.org/10.29252/JIRSS.18.1.157","url":null,"abstract":". This paper considers a first-order autoregressive model with skew-normal innovations from a parametric point of view. We develop an essential theory for computing the maximum likelihood estimation of model parameters via an Expectation-Maximization (EM) algorithm. Also, a Bayesian method is proposed to estimate the unknown parameters of the model. The e ffi ciency and applicability of the proposed model are assessed via a simulation study and a real-world example.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2019-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46941222","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: 1
Generalized Family of Estimators for Imputing Scrambled Responses 加扰响应的广义估计族
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-10 DOI: 10.29252/JIRSS.17.2.1
M. U. Sohail, S. Javid, C. Kadilar, Shakeel Ahmed
{"title":"Generalized Family of Estimators for Imputing Scrambled Responses","authors":"M. U. Sohail, S. Javid, C. Kadilar, Shakeel Ahmed","doi":"10.29252/JIRSS.17.2.1","DOIUrl":"https://doi.org/10.29252/JIRSS.17.2.1","url":null,"abstract":"When there is a high correlation between the study and auxiliary variables, the rank of the auxiliary variable also correlates with the study variable. Then, the use of the rank as an additional auxiliary variable may be helpful to increase the efficiency of the estimator of the mean or the total number of the population. In the present study, we propose two generalized families of estimators for imputing the scrambling responses by using the variance and the rank of the auxiliary variable. Expressions for the bias and the mean squared error are obtained up to the first order of approximation. A numerical study is carried out to observe the performance of estimators.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"17 1","pages":"91-117"},"PeriodicalIF":0.4,"publicationDate":"2018-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47648276","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: 1
A New Distribution Family Constructed by Fractional Polynomial Rank Transmutation 一个由分数阶多项式秩变换构造的新分布族
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-01 DOI: 10.29252/JIRSS.17.2.7
M. Yilmaz
{"title":"A New Distribution Family Constructed by Fractional Polynomial Rank Transmutation","authors":"M. Yilmaz","doi":"10.29252/JIRSS.17.2.7","DOIUrl":"https://doi.org/10.29252/JIRSS.17.2.7","url":null,"abstract":"In this study, a new polynomial rank transmutation is proposed with the help of the idea of quadratic rank transmutation mapping (QRTM). This polynomial rank transmutation is allowed to extend the range of the transmutation parameter from [−1, 1] to [−1, k]. At this point, the generated distributions gain more flexibility than a transmuted distribution constructed by QRTM. The distribution family obtained in this transmutation is considered to be an alternative to the distribution families obtained by quadratic rank transmutation. Statistical and reliability properties of this family are examined. Considering Weibull distribution as the base distribution, the importance and the flexibility of the proposed families are illustrated by two applications.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47060131","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
Asymmetric Uniform-Laplace distribution: Properties and Applications 不对称均匀拉普拉斯分布：性质与应用
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-01 DOI: 10.29252/JIRSS.17.2.6
Fatemeh Arezoomand, M. Yarmohammadi, R. Mahmoudvand
{"title":"Asymmetric Uniform-Laplace distribution: Properties and Applications","authors":"Fatemeh Arezoomand, M. Yarmohammadi, R. Mahmoudvand","doi":"10.29252/JIRSS.17.2.6","DOIUrl":"https://doi.org/10.29252/JIRSS.17.2.6","url":null,"abstract":"The goal of this study is to introduce an Asymmetric Uniform-Laplace (AUL) distribution. We present a detailed theoretical description of this distribution. We try to estimate the parameters of AUL distribution using the maximum likelihood method. Since the likelihood approach results in complicated forms, we suggest a bootstrapbased approach for estimating the parameters. The proposed method is mainly based on the shape of the empirical density. We conduct a simulation study to assess the performance of the proposed procedure. We also fit the AUL distribution to real data sets: daily working time and Pontius data sets. The results show that AUL distribution is a more appropriate choice than the Skew-Normal, Skew t, Asymmetric Laplace and Uniform-Normal distributions.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46007727","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
Spatial Interpolation Using Copula for non-Gaussian Modeling of Rainfall Data 基于Copula的非高斯降水数据空间插值建模
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-01 DOI: 10.29252/JIRSS.17.2.8
M. Omidi, M. Mohammadzadeh
{"title":"Spatial Interpolation Using Copula for non-Gaussian Modeling of Rainfall Data","authors":"M. Omidi, M. Mohammadzadeh","doi":"10.29252/JIRSS.17.2.8","DOIUrl":"https://doi.org/10.29252/JIRSS.17.2.8","url":null,"abstract":". One of the most useful tools for handling multivariate distributions of dependent variables in terms of their marginal distribution is a copula function. The copula families capture a fair amount of attention due to their applicability and (cid:13)exibil-ity in describing the non-Gaussian spatial dependent data. The particular properties of the spatial copula are rarely seen in all the known copula families. In the present paper, based on the weighted geometric mean of two Max-id copulas family, the spatial copula function is provided. Afterwards, the proposed copula along with the Bees algorithm is used to explore the spatial dependency and to interpolate the rainfall data in Iran’s Khuzestan province.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"1 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41372385","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
Generalized Baum-Welch and Viterbi Algorithms Based on the Direct Dependency among Observations 基于观测值间直接依赖的广义Baum-Welch和Viterbi算法
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-01 DOI: 10.29252/jirss.17.2.10
Vahid Rezaei Tabar, D. Plewczyński, Hosna Fathipour
{"title":"Generalized Baum-Welch and Viterbi Algorithms Based on the Direct Dependency among Observations","authors":"Vahid Rezaei Tabar, D. Plewczyński, Hosna Fathipour","doi":"10.29252/jirss.17.2.10","DOIUrl":"https://doi.org/10.29252/jirss.17.2.10","url":null,"abstract":"The parameters of a Hidden Markov Model (HMM) are transition and emission probabilities. Both can be estimated using the Baum-Welch algorithm. The process of discovering the sequence of hidden states, given the sequence of observations, is performed by the Viterbi algorithm. In both Baum-Welch and Viterbi algorithms, it is assumed that, given the states, the observations are independent from each other. In this paper, we first consider the direct dependency between consecutive observations in the HMM, and then use conditional independence relations in the context of a Bayesian network which is a probabilistic graphical model for generalizing the Baum-Welch and Viterbi algorithms. We compare the performance of the generalized algorithms with the commonly used ones in simulation studies for synthetic data. We finally apply Corresponding Author: Vahid Rezaei Tabar (vhrezaei@gmail.com) Dariusz Plewczynski (dariuszplewczynski@cent.uw.edu.pl) Hosna Fathipour (hosnafathi@yahoo.com)","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"1 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69861208","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: 2
Ridge stochastic restricted estimators in semiparametric linear measurement error models 半参数线性测量误差模型中的岭随机约束估计
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-01 DOI: 10.29252/JIRSS.17.2.9
Hadi Emami
{"title":"Ridge stochastic restricted estimators in semiparametric linear measurement error models","authors":"Hadi Emami","doi":"10.29252/JIRSS.17.2.9","DOIUrl":"https://doi.org/10.29252/JIRSS.17.2.9","url":null,"abstract":". In this article we consider the stochastic restricted ridge estimation in semiparametric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates is established. Also, necessary and su (cid:14) cient conditions, for the superiority of the proposed estimator over its counterpart, for selecting the ridge parameter k are obtained. A Monte Carlo simulation study is also performed to illustrate the finite sample performance of the proposed procedures. Finally theoretical results are applied to Egyptian pottery industry data set.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41534680","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
Nonlinear Regression Models Based on Slash Skew-elliptical‎ ‎Errors 基于斜线偏椭圆误差的非线性回归模型
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-01 DOI: 10.29252/JIRSS.17.2.3
Siavash Pirzadeh Nahooji, R. Farnoosh, N. Nematollahi
{"title":"Nonlinear Regression Models Based on Slash Skew-elliptical‎ ‎Errors","authors":"Siavash Pirzadeh Nahooji, R. Farnoosh, N. Nematollahi","doi":"10.29252/JIRSS.17.2.3","DOIUrl":"https://doi.org/10.29252/JIRSS.17.2.3","url":null,"abstract":"In this paper, the nonlinear regression models when the model errors follow a slash skew-elliptical distribution, are considered. In the special case of nonlinear regression models under slash skew-t distribution, we present some distributional properties, and to estimate their parameters, we use an EM-type algorithm. Also, to find the estimation errors, we derive the observed information matrix analytically. To describe the influence of the observations on the ML estimates, we use a sensitivity analysis. Finally, we conduct some simulation studies and a real data analysis to show the performance of the proposed model.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44331177","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
Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium 使用恒定风险溢价的天气衍生品定价随机模型
IF 0.4
JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-12-01 DOI: 10.29252/JIRSS.17.2.4
Jeffrey Pai, N. Ravishanker
{"title":"Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium","authors":"Jeffrey Pai, N. Ravishanker","doi":"10.29252/JIRSS.17.2.4","DOIUrl":"https://doi.org/10.29252/JIRSS.17.2.4","url":null,"abstract":". Pricing weather derivatives is becoming increasingly useful, especially in developing economies. We describe a statistical model based approach for pricing weather derivatives by modeling and forecasting daily average temperature data which exhibits long-range dependence. We pre-process the temperature data by filtering for seasonality and volatility and fit autoregressive fractionally integrated moving average (ARFIMA) models, employing the preconditioned conjugate gradient (PCG) algorithm for fast computation of the likelihood function. We illustrate our approach using daily temperature data from 1970 to 2008 for cities traded on the Chicago Mercantile Exchange (CME), which we employ for pricing degree days futures contracts. We compare the statistical approach with traditional burn analysis using a simple additive risk loading principle for pricing, where the risk premium is estimated by the method of least squares using data on observed prices and the corresponding estimate of prices from the best model we fit to the temperature data.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44963865","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
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：604180095
Book学术官方微信