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Communications for Statistical Applications and Methods最新文献

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Quantile estimation using near optimal unbalanced ranked set sampling 近最优不平衡排序集抽样的分位数估计
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-11-30 DOI: 10.29220/csam.2021.28.6.643
R. Nautiyal, Neeraj Tiwari, Girish Chandra
{"title":"Quantile estimation using near optimal unbalanced ranked set sampling","authors":"R. Nautiyal, Neeraj Tiwari, Girish Chandra","doi":"10.29220/csam.2021.28.6.643","DOIUrl":"https://doi.org/10.29220/csam.2021.28.6.643","url":null,"abstract":"Few studies are found in literature on estimation of population quantiles using the method of ranked set sampling (RSS). The optimal RSS strategy is to select observations with at most two fixed rank order statistics from di ff erent ranked sets. In this paper, a near optimal unbalanced RSS model for estimating p th (0 < p < 1) population quantile is proposed. Main advantage of this model is to use each rank order statistics and is distribution-free. The asymptotic relative e ffi ciency (ARE) for balanced RSS, unbalanced optimal and proposed near-optimal methods are computed for di ff erent values of p . We also compared these AREs with respect to simple random sampling. The results show that proposed unbalanced RSS performs uniformly better than balanced RSS for all set sizes and is very close to the optimal RSS for large set sizes. For the practical utility, the near optimal unbalanced RSS is recommended for estimating the quantiles.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41654336","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 nonlinear percentile regression using asymmetric maximum likelihood estimation 非对称极大似然估计的广义非线性百分位回归
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-11-30 DOI: 10.29220/csam.2021.28.6.627
Juhee Lee, Young Min Kim
{"title":"Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation","authors":"Juhee Lee, Young Min Kim","doi":"10.29220/csam.2021.28.6.627","DOIUrl":"https://doi.org/10.29220/csam.2021.28.6.627","url":null,"abstract":"An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43430466","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
trunmnt: An R package for calculating moments in a truncated multivariate normal distribution 一个R包，用于计算截断多元正态分布中的矩
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-11-30 DOI: 10.29220/csam.2021.28.6.673
Seung-Chun Lee
{"title":"trunmnt: An R package for calculating moments in a truncated multivariate normal distribution","authors":"Seung-Chun Lee","doi":"10.29220/csam.2021.28.6.673","DOIUrl":"https://doi.org/10.29220/csam.2021.28.6.673","url":null,"abstract":"The moment calculation in a truncated multivariate normal distribution is a long-standing problem in statistical computation. Recently, Kan and Robotti (2017) developed an algorithm able to calculate all orders of moment under di ff erent types of truncation. This result was implemented in an R package MomTrunc by Galarza et al. (2021); however, it is di ffi cult to use the package in practical statistical problems because the computational burden increases exponentially as the order of the moment or the dimension of the random vector increases. Meanwhile, Lee (2021) presented an e ffi cient numerical method in both accuracy and computational burden using Gauss-Hermit quadrature. This article introduces trunmnt implementation of Lee’s work as an R package. The Package is believed to be useful for moment calculations in most practical statistical problems.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44088449","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
How to identify fake images? : Multiscale methods vs. Sherlock Holmes 如何识别假图像？：多尺度方法与福尔摩斯
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-11-30 DOI: 10.29220/csam.2021.28.6.583
Minsu Park, Minjeong Park, Donghoh Kim, Hajeong Lee, Hee‐Seok Oh
{"title":"How to identify fake images? : Multiscale methods vs. Sherlock Holmes","authors":"Minsu Park, Minjeong Park, Donghoh Kim, Hajeong Lee, Hee‐Seok Oh","doi":"10.29220/csam.2021.28.6.583","DOIUrl":"https://doi.org/10.29220/csam.2021.28.6.583","url":null,"abstract":"In this paper, we propose wavelet-based procedures to identify the di ff erence between images, including portraits and handwriting. The proposed methods are based on a novel combination of multiscale methods with a regularization technique. The multiscale method extracts the local characteristics of an image, and the distinct features are obtained through the regularized regression of the local characteristics. The regularized regression approach copes with the high-dimensional problem to build the relation between the local characteristics. Lytle and Yang (2006) introduced the detection method of forged handwriting via wavelets and summary statistics. We expand the scope of their method to the general image and significantly improve the results. We demonstrate the promising empirical evidence of the proposed method through various experiments.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48409736","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
Robust second-order rotatable designs invariably applicable for some lifetime distributions 稳健的二阶可旋转设计总是适用于某些寿命分布
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-11-30 DOI: 10.29220/csam.2021.28.6.595
Jinseog Kim, R. Das, Poonam Singh, Youngjo Lee
{"title":"Robust second-order rotatable designs invariably applicable for some lifetime distributions","authors":"Jinseog Kim, R. Das, Poonam Singh, Youngjo Lee","doi":"10.29220/csam.2021.28.6.595","DOIUrl":"https://doi.org/10.29220/csam.2021.28.6.595","url":null,"abstract":"Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with di ff erent correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explana-tory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48432993","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 multi-state model approach for risk analysis of pensions for married couples with consideration of mortality difference by marital status 考虑婚姻状况死亡率差异的已婚夫妇养老金风险分析的多状态模型方法
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-11-30 DOI: 10.29220/csam.2021.28.6.611
Anastasia Stefani, Hyuk-sung Kwon
{"title":"A multi-state model approach for risk analysis of pensions for married couples with consideration of mortality difference by marital status","authors":"Anastasia Stefani, Hyuk-sung Kwon","doi":"10.29220/csam.2021.28.6.611","DOIUrl":"https://doi.org/10.29220/csam.2021.28.6.611","url":null,"abstract":"Marital status has been identified as an important risk factor affecting adult mortality. Many studies have found that marriage has positive effects on mortality and increases life expectancy. Since most pension contracts providing retirement income are provided to married couples, mortality assumption for actuarial valuation based on the entire population is likely to overestimate the actual mortality of the group of beneficiaries specified in the contracts. This study considered the differences in mortality according to marital status to analyze the length and value of the payments of a typical pension contract for a married couple. The study quantified the effect on actuarial measurements of considering marital status in mortality assumptions with a multi-state model framework using Korean experience mortality data organized by marital status. The results of analysis indicate that considering marital status in mortality assumptions improves mortality risk management.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45718879","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
Bayes factors for accelerated life testing models 加速寿命试验模型的贝叶斯因子
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-11-18 DOI: 10.29220/csam.2022.29.5.513
Neill Smit, L. Raubenheimer
{"title":"Bayes factors for accelerated life testing models","authors":"Neill Smit, L. Raubenheimer","doi":"10.29220/csam.2022.29.5.513","DOIUrl":"https://doi.org/10.29220/csam.2022.29.5.513","url":null,"abstract":"In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42398985","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
Change point analysis in Bitcoin return series : a robust approach 比特币收益率序列的变化点分析：一种稳健的方法
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-09-30 DOI: 10.29220/csam.2021.28.5.511
Junmo Song, Jiwon Kang
{"title":"Change point analysis in Bitcoin return series : a robust approach","authors":"Junmo Song, Jiwon Kang","doi":"10.29220/csam.2021.28.5.511","DOIUrl":"https://doi.org/10.29220/csam.2021.28.5.511","url":null,"abstract":"Over the last decade, Bitcoin has attracted a great deal of public interest and Bitcoin market has grown rapidly. One of the main characteristics of the market is that it often undergoes some events or incidents that cause outlying observations. To obtain reliable results in the statistical analysis of Bitcoin data, these outlying observations need to be carefully treated. In this study, we are interested in change point analysis for Bitcoin return series having such outlying observations. Since these outlying observations can a ff ect change point analysis undesirably, we use a robust test for parameter change to locate change points. We report some significant change points that are not detected by the existing tests and demonstrate that the model allowing for parameter changes is better fitted to the data. Finally, we show that the model with parameter change can improve the forecasting performance of Value-at-Risk. M M M backtest P-values with and 0.038 for the model M and the two models M","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48863020","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
Partial optional randomized response technique with calibration weighting to adjust non-response in successive sampling 具有校准加权的部分可选随机响应技术，用于调整连续采样中的无响应
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-09-30 DOI: 10.29220/csam.2021.28.5.493
K. Priyanka, Pidugu Trisandhya, Ajay Kumar
{"title":"Partial optional randomized response technique with calibration weighting to adjust non-response in successive sampling","authors":"K. Priyanka, Pidugu Trisandhya, Ajay Kumar","doi":"10.29220/csam.2021.28.5.493","DOIUrl":"https://doi.org/10.29220/csam.2021.28.5.493","url":null,"abstract":"","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49422616","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
Household, personal, and financial determinants of surrender in Korean health insurance 韩国健康保险中家庭、个人和财务决定因素
IF 0.4
Communications for Statistical Applications and Methods Pub Date : 2021-09-30 DOI: 10.29220/csam.2021.28.5.447
H. Shim, Jung Yeun Min, Y. Choi
{"title":"Household, personal, and financial determinants of surrender in Korean health insurance","authors":"H. Shim, Jung Yeun Min, Y. Choi","doi":"10.29220/csam.2021.28.5.447","DOIUrl":"https://doi.org/10.29220/csam.2021.28.5.447","url":null,"abstract":"In insurance, the surrender rate is an important variable that threatens the sustainability of insurers and determines the profitability of the contract. Unlike other actuarial assumptions that determine the cash flow of an insurance contract, however, it is characterized by endogenous variables such as people’s economic, social, and subjective decisions. Therefore, a microscopic approach is required to identify and analyze the factors that determine the lapse rate. Specifically, micro-level characteristics including the individual, demographic, microeconomic, and household characteristics of policyholders are necessary for the analysis. In this study, we select panel survey data of Korean Retirement Income Study (KReIS) with many diverse dimensions to determine which variables have a decisive effect on the lapse and apply the lasso regularized regression model to analyze it empirically. As the data contain many missing values, they are imputed using the random forest method. Among the household variables, we find that the non-existence of old dependents, the existence of young dependents, and employed family members increase the surrender rate. Among the individual variables, divorce, non-urban residential areas, apartment type of housing, non-ownership of homes, and bad relationship with siblings increase the lapse rate. Finally, among the financial variables, low income, low expenditure, the existence of children that incur child care expenditure, not expecting to bequest from spouse, not holding public health insurance, and expecting to benefit from a retirement pension increase the lapse rate. Some of these findings are consistent with those in the literature.","PeriodicalId":44931,"journal":{"name":"Communications for Statistical Applications and Methods","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43667925","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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