{"title":"Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+","authors":"Dongu Han, Daeyoung Lim, Taeryon Choi","doi":"10.1007/s42952-023-00217-4","DOIUrl":"https://doi.org/10.1007/s42952-023-00217-4","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45099288","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}
{"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}
{"title":"A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak.","authors":"A M Elshehawey, 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}
{"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}
{"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}
{"title":"Monitoring parameter change for bivariate time series models of counts.","authors":"Sangyeol Lee, 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}
{"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}
{"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}
{"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}
{"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}