MetrikaPub Date : 2023-06-05DOI: 10.1007/s00184-023-00911-7
P. Janssen, N. Veraverbeke
{"title":"Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey","authors":"P. Janssen, N. Veraverbeke","doi":"10.1007/s00184-023-00911-7","DOIUrl":"https://doi.org/10.1007/s00184-023-00911-7","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76550190","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-05-25DOI: 10.1007/s00184-023-00909-1
Krzysztof Jasiński
{"title":"On the number of failed components in a series–parallel system upon system failure when the lifetimes are DNID discrete random variables","authors":"Krzysztof Jasiński","doi":"10.1007/s00184-023-00909-1","DOIUrl":"https://doi.org/10.1007/s00184-023-00909-1","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87266435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-05-24DOI: 10.1007/s00184-023-00910-8
A. Zaigraev
{"title":"A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size","authors":"A. Zaigraev","doi":"10.1007/s00184-023-00910-8","DOIUrl":"https://doi.org/10.1007/s00184-023-00910-8","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75284947","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-05-17DOI: 10.1007/s00184-023-00906-4
J. Cha, F. G. Badía
{"title":"Poisson generalized Lindley process and its properties","authors":"J. Cha, F. G. Badía","doi":"10.1007/s00184-023-00906-4","DOIUrl":"https://doi.org/10.1007/s00184-023-00906-4","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74896503","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-05-05DOI: 10.1007/s00184-023-00907-3
Haosheng Jiang, Chongqi Zhang
{"title":"Optimal two-level regular fractional factorial split-plot designs when the effects of subplot factors are more important","authors":"Haosheng Jiang, Chongqi Zhang","doi":"10.1007/s00184-023-00907-3","DOIUrl":"https://doi.org/10.1007/s00184-023-00907-3","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81905078","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-04-26DOI: 10.1007/s00184-023-00905-5
Ebrahim Amini-Seresht, Ebrahim Nasiroleslami, N. Balakrishnan
{"title":"Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks","authors":"Ebrahim Amini-Seresht, Ebrahim Nasiroleslami, N. Balakrishnan","doi":"10.1007/s00184-023-00905-5","DOIUrl":"https://doi.org/10.1007/s00184-023-00905-5","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85595071","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-03-30DOI: 10.1007/s00184-023-00904-6
Gabriela Ciuperca, Matúš Maciak, Michal Pešta
{"title":"Real-time changepoint detection in a nonlinear expectile model.","authors":"Gabriela Ciuperca, Matúš Maciak, Michal Pešta","doi":"10.1007/s00184-023-00904-6","DOIUrl":"10.1007/s00184-023-00904-6","url":null,"abstract":"<p><p>An online changepoint detection procedure based on conditional expectiles is introduced. The key contribution is threefold: nonlinearity of the underlying model improves the overall flexibility while a parametric form of the unknown regression function preserves a simple and straightforward interpretation; The conditional expectiles, well-known in econometrics for being the only coherent and elicitable risk measure, introduce additional robustness-especially with respect to asymmetric error distributions common in various types of data; The proposed statistical test is proved to be consistent and the distribution under the null hypothesis does not depend on the functional form of the underlying model nor the unknown parameters. Empirical properties of the proposed real-time changepoint detection test are investigated in a simulation study and a practical applicability is illustrated using the Covid-19 prevalence data from Prague.</p>","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10062282/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9718239","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-02-28DOI: 10.1007/s00184-023-00903-7
M. Neumann
{"title":"Estimation and bootstrap for stochastically monotone Markov processes","authors":"M. Neumann","doi":"10.1007/s00184-023-00903-7","DOIUrl":"https://doi.org/10.1007/s00184-023-00903-7","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79748833","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MetrikaPub Date : 2023-02-22DOI: 10.1007/s00184-023-00901-9
Liu Sisheng, Yang Jing
{"title":"Kernel regression for estimating regression function and its derivatives with unknown error correlations","authors":"Liu Sisheng, Yang Jing","doi":"10.1007/s00184-023-00901-9","DOIUrl":"https://doi.org/10.1007/s00184-023-00901-9","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90658277","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}