Journal of the Korean Statistical Society最新文献

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Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ 基于马蹄形变量选择和协方差估计的贝叶斯稀疏看似无关回归模型+
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-06-15 DOI: 10.1007/s42952-023-00217-4
Dongu Han, Daeyoung Lim, Taeryon Choi
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引用次数: 0
Extreme eigenvalues of principal minors of random matrices with moment conditions 具有矩条件的随机矩阵主次的极值特征值
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-06-14 DOI: 10.1007/s42952-023-00218-3
Jian-bo Hu, Seydou Keita, K. Fu
{"title":"Extreme eigenvalues of principal minors of random matrices with moment conditions","authors":"Jian-bo Hu, Seydou Keita, K. Fu","doi":"10.1007/s42952-023-00218-3","DOIUrl":"https://doi.org/10.1007/s42952-023-00218-3","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44040583","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}
引用次数: 0
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak. 一种新的高阶多变量Markov时空分析模型及其在新冠肺炎疫情中的应用。
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-05-29 DOI: 10.1007/s42952-023-00210-x
A M Elshehawey, Zhengming Qian
{"title":"A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak.","authors":"A M Elshehawey,&nbsp;Zhengming Qian","doi":"10.1007/s42952-023-00210-x","DOIUrl":"10.1007/s42952-023-00210-x","url":null,"abstract":"<p><p>We propose a new strategy for analyzing the evolution of random phenomena over time and space simultaneously based on the high-order multivariate Markov chains. We develop a novel Markov model of order <math><mi>r</mi></math> for <math><mi>m</mi></math> chains consisting of <math><mi>s</mi></math> possible states to gather parsimony with realism. It can capture negative and positive associations among the chains with only a reduced number of parameters, <math><mrow><mi>r</mi><msup><mrow><mi>m</mi></mrow><mn>2</mn></msup><mfenced><msup><mrow><mi>s</mi></mrow><mn>2</mn></msup><mo>+</mo><mn>2</mn></mfenced></mrow></math>, remarkably lower than <math><mrow><mi>m</mi><msup><mrow><mi>s</mi></mrow><mrow><mi>r</mi><mi>m</mi><mo>+</mo><mn>1</mn></mrow></msup></mrow></math> required for the full parameterized model. Our model privileges are enhanced by a Monte Carlo simulation experiment, besides application to analyze the spatial-temporal dynamics for the risk level of a recently global pandemic (COVID-19) outbreak in world health organization (WHO) regions for predicting the risk state of epidemiological prevalence and monitoring infection control.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10225786/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9719319","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}
引用次数: 0
The relationship between shape parameters and kurtosis in some relevant models 一些相关模型中形状参数与峰度的关系
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-05-17 DOI: 10.1007/s42952-023-00214-7
C. Borroni, L. De Capitani
{"title":"The relationship between shape parameters and kurtosis in some relevant models","authors":"C. Borroni, L. De Capitani","doi":"10.1007/s42952-023-00214-7","DOIUrl":"https://doi.org/10.1007/s42952-023-00214-7","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49153084","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}
引用次数: 0
Structure learning of exponential family graphical model with false discovery rate control 具有错误发现率控制的指数族图模型的结构学习
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-05-09 DOI: 10.1007/s42952-023-00213-8
Yanhong Liu, Yuhao Zhang, Zhonghua Li
{"title":"Structure learning of exponential family graphical model with false discovery rate control","authors":"Yanhong Liu, Yuhao Zhang, Zhonghua Li","doi":"10.1007/s42952-023-00213-8","DOIUrl":"https://doi.org/10.1007/s42952-023-00213-8","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43081906","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}
引用次数: 0
Monitoring parameter change for bivariate time series models of counts. 监测计数的双变量时间序列模型的参数变化。
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-05-07 DOI: 10.1007/s42952-023-00212-9
Sangyeol Lee, Dongwon Kim
{"title":"Monitoring parameter change for bivariate time series models of counts.","authors":"Sangyeol Lee,&nbsp;Dongwon Kim","doi":"10.1007/s42952-023-00212-9","DOIUrl":"10.1007/s42952-023-00212-9","url":null,"abstract":"<p><p>In this study, we consider an online monitoring procedure to detect a parameter change for bivariate time series of counts, following bivariate integer-valued generalized autoregressive heteroscedastic (BIGARCH) and autoregressive (BINAR) models. To handle this problem, we employ the cumulative sum (CUSUM) process constructed from the (standardized) residuals obtained from those models. To attain control limits, we develop limit theorems for the proposed monitoring process. A simulation study and real data analysis are conducted to affirm the validity of the proposed method.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10164370/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10092959","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}
引用次数: 0
Matrix variate density estimation with additional information 具有附加信息的矩阵变量密度估计
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-04-18 DOI: 10.1007/s42952-023-00211-w
A. Sadeghkhani, M. Arashi
{"title":"Matrix variate density estimation with additional information","authors":"A. Sadeghkhani, M. Arashi","doi":"10.1007/s42952-023-00211-w","DOIUrl":"https://doi.org/10.1007/s42952-023-00211-w","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43637950","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}
引用次数: 0
Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift 具有多项式漂移的n阶混合分数布朗运动的参数估计
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-03-14 DOI: 10.1007/s42952-023-00209-4
Mohamed El Omari
{"title":"Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift","authors":"Mohamed El Omari","doi":"10.1007/s42952-023-00209-4","DOIUrl":"https://doi.org/10.1007/s42952-023-00209-4","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45895393","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}
引用次数: 1
Concentration inequalities for Kernel density estimators under uniform mixing 均匀混合下核密度估计量的浓度不等式
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-02-24 DOI: 10.1007/s42952-023-00208-5
Stelios Arvanitis
{"title":"Concentration inequalities for Kernel density estimators under uniform mixing","authors":"Stelios Arvanitis","doi":"10.1007/s42952-023-00208-5","DOIUrl":"https://doi.org/10.1007/s42952-023-00208-5","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52784628","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}
引用次数: 8
$$L_1$$-penalized fraud detection support vector machines $$L_1$$-惩罚欺诈检测支持向量机
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2023-02-21 DOI: 10.1007/s42952-023-00207-6
M. Park, Hyungwoo Kim, S. Shin
{"title":"$$L_1$$-penalized fraud detection support vector machines","authors":"M. Park, Hyungwoo Kim, S. Shin","doi":"10.1007/s42952-023-00207-6","DOIUrl":"https://doi.org/10.1007/s42952-023-00207-6","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42442001","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}
引用次数: 0
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