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Afrika Statistika最新文献

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Semi-parametric estimation of the Quintile Share Ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval 指数位于单位区间上半部分的重尾收入分配的五位数份额比不平等指数的半参数估计
Afrika Statistika Pub Date : 2022-01-01 DOI: 10.16929/as/20212.3095.196
E. Deme, T. A. Kpanzou, Ebrima J. Sisawo
{"title":"Semi-parametric estimation of the Quintile Share Ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval","authors":"E. Deme, T. A. Kpanzou, Ebrima J. Sisawo","doi":"10.16929/as/20212.3095.196","DOIUrl":"https://doi.org/10.16929/as/20212.3095.196","url":null,"abstract":"Kpanzou (2014) proposed an asymptotic (alpha) stable distribution for the nonparametric Quintile Share Ratio (QSR) estimator in the case of heavy-tailed distributions. It is well known that the heaviness of the distribution tails is controlled by an unknown parameter called tail index. To better understand the behavior of the distribution tail and the inequality of capital incomes, we introduce, in this paper, semi-parametric estimators of the QSR index which take into account the estimation of that tail index, and we study their asymptotic normality. A small simulation is conducted to illustrate the performance of our method.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124252544","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
(ell^{infty}) Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences (ell^{infty}) 两个经典泊松极限定理的泊松不变性原理及其在非平稳独立序列上的推广
Afrika Statistika Pub Date : 2022-01-01 DOI: 10.16929/as/2022.3125.198
Aladji Babacar Niang, G. Lo, Cherif Mamadou Moctar Traoré, Amadou Ball
{"title":"(ell^{infty}) Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences","authors":"Aladji Babacar Niang, G. Lo, Cherif Mamadou Moctar Traoré, Amadou Ball","doi":"10.16929/as/2022.3125.198","DOIUrl":"https://doi.org/10.16929/as/2022.3125.198","url":null,"abstract":"The simple Lévy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the weak limits are scaled Poisson processes. The method proposed here prepares generalizations to dependent data, to associated data in the first place.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125559305","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
On Nonparametric Conditional Quantile Estimation for Non-stationary Random 非平稳随机的非参数条件分位数估计
Afrika Statistika Pub Date : 2021-10-01 DOI: 10.16929/as/2021.3009.193
Serge-Hippolyte Arnaud Kanga, O. Hili, S. Dabo‐Niang
{"title":"On Nonparametric Conditional Quantile Estimation for Non-stationary Random","authors":"Serge-Hippolyte Arnaud Kanga, O. Hili, S. Dabo‐Niang","doi":"10.16929/as/2021.3009.193","DOIUrl":"https://doi.org/10.16929/as/2021.3009.193","url":null,"abstract":"A kernel conditional quantile estimate of a real-valued non-stationary spatial process is proposed for a prediction goal at a non-observed location of the underlying process. The originality is based on the ability to take into account some local spatial dependency. Large sample properties based on almost complete and (L^q)-consistencies of the estimator are established. A numerical study is given in order to illustrate the performance of our methodology.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117054475","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 Log-Beta Rayleigh Lomax Regression Model 一个Log-Beta Rayleigh Lomax回归模型
Afrika Statistika Pub Date : 2021-10-01 DOI: 10.16929/as/2021.2993.192
N. Badmus, M. Akinyemi, J. N. Onyeka-Ubaka
{"title":"A Log-Beta Rayleigh Lomax Regression Model","authors":"N. Badmus, M. Akinyemi, J. N. Onyeka-Ubaka","doi":"10.16929/as/2021.2993.192","DOIUrl":"https://doi.org/10.16929/as/2021.2993.192","url":null,"abstract":"For the first time, a location-scale regression model based on the logarithm of an extended Raleigh Lomax distribution which has the ability to deal and model of any survival data than classical regression model is introduced. We obtain the estimate for the model parameters using the method of maximum likelihood by considering breast cancer data. In addition, normal probability plot of the residual is used to detect the outliers and evaluate model assumptions. We use a real data set to illustrate the performance of the new model, some of its submodels and classical models consider in the study. Also, we perform the statistics AIC, BIC and CAIC to select the most appropriate model among those regression models considered in the study.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"96 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122267072","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
Estimation of aggregate losses of secondary cancer cases using PH Panjer class (a,b,1) distributions, 利用PH Panjer类(a,b,1)分布估计继发性癌症病例的总损失
Afrika Statistika Pub Date : 2021-10-01 DOI: 10.16929/as/2021.3041.194
Cynthia Mwende Mwau, P. Weke, Bundi Davis Ntwiga, J. Ottieno
{"title":"Estimation of aggregate losses of secondary cancer cases using PH Panjer class (a,b,1) distributions,","authors":"Cynthia Mwende Mwau, P. Weke, Bundi Davis Ntwiga, J. Ottieno","doi":"10.16929/as/2021.3041.194","DOIUrl":"https://doi.org/10.16929/as/2021.3041.194","url":null,"abstract":"This research in-cooperates phase type distributions of Panjer class ((a,b,1)) in estimation of aggregate loss probabilities of secondary cancer. Matrices of the phase type distributions are derived using Chapman-Kolmogorov equation and transition probabilities estimated using modified Kaplan-Meir and consequently the transition intensities and transition probabilities. Stationary probabilities of the Markov chains represents $vec{gamma}$. Claim amount are modeled using OPPL, TPPL, Pareto, Generalized Pareto and Wei-bull distributions. PH ZT Poisson with Generalized Pareto distribution provided the best fit.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125358829","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
Adaptative bounds and estimation in the case of the three-parameter Weibull distribution, 三参数威布尔分布的自适应界与估计
Afrika Statistika Pub Date : 2021-10-01 DOI: 10.16929/as/2021.2979.191
O. Ouédraogo, Edoh Katchekpele, T. A. Kpanzou
{"title":"Adaptative bounds and estimation in the case of the three-parameter Weibull distribution,","authors":"O. Ouédraogo, Edoh Katchekpele, T. A. Kpanzou","doi":"10.16929/as/2021.2979.191","DOIUrl":"https://doi.org/10.16929/as/2021.2979.191","url":null,"abstract":"","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114893910","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
Simultaneous Joint Lower and Upper record values Probability Laws for Absolutely Continuous or Discrete Data 绝对连续或离散数据的同时联合上下记录值的概率律
Afrika Statistika Pub Date : 2021-09-09 DOI: 10.16929/as/2021.2923.190
G. Lo, M. Ahsanullah, Aladji Babacar Niang
{"title":"Simultaneous Joint Lower and Upper record values Probability Laws for Absolutely Continuous or Discrete Data","authors":"G. Lo, M. Ahsanullah, Aladji Babacar Niang","doi":"10.16929/as/2021.2923.190","DOIUrl":"https://doi.org/10.16929/as/2021.2923.190","url":null,"abstract":"This paper investigates the probability density function (pdf) of the ((2n-1))-vector ((ngeq 1)) of both lower and upper record values for a sequence of independent random variables with common textit{pdf} (f) defined on the same probability space, provided that the lower and upper record times are finite up to (n). A lot is known about the lower or the upper record values when they are studied separately. When put together, the challenges are far complicated. The rare results in the literature still present some flaws. This paper begins a new and complete investigation with a few number of records: (n=2) and (n=3). Lessons from these simple cases will allow addressing the general formulation of simultaneous joint lower-upper records.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115398942","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
Graduation of term assurance data using frailty approach 利用脆弱性方法对定期保险数据进行分类
Afrika Statistika Pub Date : 2021-07-01 DOI: 10.16929/as/2021.2809.185
W. Onchere
{"title":"Graduation of term assurance data using frailty approach","authors":"W. Onchere","doi":"10.16929/as/2021.2809.185","DOIUrl":"https://doi.org/10.16929/as/2021.2809.185","url":null,"abstract":"Frailty models have been used in literature to account for heterogeneity among insureds in-terms of mortality. In this article, we compare the gamma and the non-central gamma as frailty distributions with the exponentiated exponential and exponentiated Weibull as baseline hazards. We adopt a fully Bayesian approach to calibrate the baselines based on crude mortality rates from a major Kenyan insurer. Comparing the gamma-exponentiated Weibull with the non-central gamma-exponentiated Weibull models shows that the non-central gamma provides a good fit to the real life data-set and is therefore recommended for valuation.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115827017","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
A goodness-of-fit test based on Kendall’s process: Durante's bivariate copula models 基于Kendall过程的拟合优度检验:Durante的二元copula模型
Afrika Statistika Pub Date : 2021-07-01 DOI: 10.16929/as/2021.2851.187
N'dri Hubert Bian
{"title":"A goodness-of-fit test based on Kendall’s process: Durante's bivariate copula models","authors":"N'dri Hubert Bian","doi":"10.16929/as/2021.2851.187","DOIUrl":"https://doi.org/10.16929/as/2021.2851.187","url":null,"abstract":"The proposed goodness-of-fit testing procedures for copula models are fairly recent. The new test statistics or omnibus tests are functional of an empirical process motivated by the theoretical and empirical versions of Kendall’s or Spearman's dependence function. In this paper, we propose a fitting procedure for a symmetric and flexible copula model with a non-zero singular component using the Kendall process. The conditions under which this empirical process weakly converges are satisfied. Using a parametric bootstrap method that allows to compute approximate p-values, it is empirically shown that tests based on the Cramer-von Mises distance keeps the prescribed value for the nominal level under the null hypothesis. Simulation studies that demonstrate the power of the fit test are presented.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134363011","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
Infinite variance stable Gegenbaeur Arfisma models 无限方差稳定Gegenbaeur Arfisma模型
Afrika Statistika Pub Date : 2021-07-01 DOI: 10.16929/as/2021.2789.184
Filamory Abraham Michael Keita, Ouagninia Hili, Serge-Hippolyte Arnaud Kanga
{"title":"Infinite variance stable Gegenbaeur Arfisma models","authors":"Filamory Abraham Michael Keita, Ouagninia Hili, Serge-Hippolyte Arnaud Kanga","doi":"10.16929/as/2021.2789.184","DOIUrl":"https://doi.org/10.16929/as/2021.2789.184","url":null,"abstract":"This paper develops the theory of the Gegenbauer AutoRegressive Fractionally Integrated Seasonal Moving Average (GARFISMA) process with alpha-stable innovations.We establish its conditions for causality and invertibility. This is a finite parameter process which exhibits high variability, long memory, cyclical, and seasonality in financial, hydrological data studies, and more. We perform some simulations to illustrate the behavior of our process.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127868126","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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