{"title":"Optimal Stock Portfolio Selection with a Multivariate Hidden Markov Model","authors":"Reetam Majumder, Qing Ji, N. Neerchal","doi":"10.1007/s13571-022-00290-5","DOIUrl":"https://doi.org/10.1007/s13571-022-00290-5","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"85 1","pages":"177-198"},"PeriodicalIF":0.8,"publicationDate":"2022-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46513136","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}
{"title":"ANCOVA: An Approach Based on a Robust Heteroscedastic Measure of Effect Size","authors":"R. Wilcox","doi":"10.1007/s13571-022-00291-4","DOIUrl":"https://doi.org/10.1007/s13571-022-00291-4","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"84 1","pages":"831-845"},"PeriodicalIF":0.8,"publicationDate":"2022-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44711829","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}
{"title":"Reliability in Portfolio Optimization using Uncertain Estimates","authors":"R. Sengupta, Rachit Seth, P. Winker","doi":"10.1007/s13571-022-00285-2","DOIUrl":"https://doi.org/10.1007/s13571-022-00285-2","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"85 1","pages":"199-233"},"PeriodicalIF":0.8,"publicationDate":"2022-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43980281","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}
{"title":"A Bayesian Regression Model for the Non-standardized t Distribution with Location, Scale and Degrees of Freedom Parameters","authors":"M. Marin, Edilberto Cepeda-Cuervo","doi":"10.1007/s13571-022-00288-z","DOIUrl":"https://doi.org/10.1007/s13571-022-00288-z","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"84 1","pages":"809-830"},"PeriodicalIF":0.8,"publicationDate":"2022-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45944214","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}
{"title":"An Alternative to the Oversimplifying Benford’s Law in Experimental Fields","authors":"S. B. D. Silva","doi":"10.1007/s13571-022-00287-0","DOIUrl":"https://doi.org/10.1007/s13571-022-00287-0","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"84 1","pages":"778-808"},"PeriodicalIF":0.8,"publicationDate":"2022-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48709136","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}
{"title":"On Improving the Posterior Predictive Distribution of the Difference Between two Independent Poisson Distribution","authors":"A. Sadeghkhani","doi":"10.1007/s13571-022-00284-3","DOIUrl":"https://doi.org/10.1007/s13571-022-00284-3","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"84 1","pages":"765-777"},"PeriodicalIF":0.8,"publicationDate":"2022-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43112746","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}
{"title":"Chance Mechanisms Involving Sibuya Distribution and its Relatives","authors":"T. Huillet","doi":"10.1007/s13571-022-00282-5","DOIUrl":"https://doi.org/10.1007/s13571-022-00282-5","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"84 1","pages":"722-764"},"PeriodicalIF":0.8,"publicationDate":"2022-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41801697","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}
{"title":"Directional Measure for Analyzing the Degree of Deviance from Generalized Marginal Mean Equality Model in Square Contingency Tables","authors":"S. Ando","doi":"10.1007/s13571-022-00283-4","DOIUrl":"https://doi.org/10.1007/s13571-022-00283-4","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"84 1","pages":"708-721"},"PeriodicalIF":0.8,"publicationDate":"2022-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48510281","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}
Antoine Bergeron, P. Dutilleul, Carole Beaulieu, T. Bouezmarni
{"title":"Dynamic Copulas for Monotonic Dependence Change in Time Series","authors":"Antoine Bergeron, P. Dutilleul, Carole Beaulieu, T. Bouezmarni","doi":"10.1007/s13571-022-00281-6","DOIUrl":"https://doi.org/10.1007/s13571-022-00281-6","url":null,"abstract":"","PeriodicalId":45608,"journal":{"name":"Sankhya-Series B-Applied and Interdisciplinary Statistics","volume":"84 1","pages":"683-693"},"PeriodicalIF":0.8,"publicationDate":"2022-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47580821","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}