发布求助
文献互助 智能选刊 最新文献

Metron-International Journal of Statistics最新文献

筛选
英文 中文
Analysis of ordinal and continuous longitudinal responses using pair copula construction 用对耦合结构分析有序和连续的纵向响应
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-03-23 DOI: 10.1007/s40300-022-00231-2
Saeide Sefidi, M. Ganjali, T. Baghfalaki
{"title":"Analysis of ordinal and continuous longitudinal responses using pair copula construction","authors":"Saeide Sefidi, M. Ganjali, T. Baghfalaki","doi":"10.1007/s40300-022-00231-2","DOIUrl":"https://doi.org/10.1007/s40300-022-00231-2","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-03-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41748741","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
Giovanni Maria Giorgi (1947–2021) OBITUARY Giovanni Maria Giorgi（1947–2021）OBITUARY
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-03-17 DOI: 10.1007/s40300-022-00232-1
M. Alfò, A. Guandalini, Roberto Zelli
{"title":"Giovanni Maria Giorgi (1947–2021) OBITUARY","authors":"M. Alfò, A. Guandalini, Roberto Zelli","doi":"10.1007/s40300-022-00232-1","DOIUrl":"https://doi.org/10.1007/s40300-022-00232-1","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44163470","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
Handling multicollinearity in quantile regression through the use of principal component regression 通过使用主成分回归处理分位数回归中的多重共线性
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-02-16 DOI: 10.1007/s40300-022-00230-3
C. Davino, R. Romano, D. Vistocco
{"title":"Handling multicollinearity in quantile regression through the use of principal component regression","authors":"C. Davino, R. Romano, D. Vistocco","doi":"10.1007/s40300-022-00230-3","DOIUrl":"https://doi.org/10.1007/s40300-022-00230-3","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-02-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46158130","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: 8
Ordinal response variation of the polytomous Rasch model 多分Rasch模型的序数响应变化
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-02-03 DOI: 10.1007/s40300-022-00229-w
V. Turetsky, E. Bashkansky
{"title":"Ordinal response variation of the polytomous Rasch model","authors":"V. Turetsky, E. Bashkansky","doi":"10.1007/s40300-022-00229-w","DOIUrl":"https://doi.org/10.1007/s40300-022-00229-w","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46482742","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: 5
On continuity correction for RSS-structured cluster randomized designs with binary outcomes 具有二元结果的RSS结构聚类随机设计的连续性校正
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-01-28 DOI: 10.1007/s40300-021-00226-5
Soohyun Ahn, Xinlei Wang, Mumu Wang, Johan Lim
{"title":"On continuity correction for RSS-structured cluster randomized designs with binary outcomes","authors":"Soohyun Ahn, Xinlei Wang, Mumu Wang, Johan Lim","doi":"10.1007/s40300-021-00226-5","DOIUrl":"https://doi.org/10.1007/s40300-021-00226-5","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43696689","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
An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses 具有截尾响应的多元斜正态分布参数估计的EM算法
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-01-28 DOI: 10.1007/s40300-021-00227-4
C. E. Galarza, L. A. Matos, V. H. Lachos
{"title":"An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses","authors":"C. E. Galarza, L. A. Matos, V. H. Lachos","doi":"10.1007/s40300-021-00227-4","DOIUrl":"https://doi.org/10.1007/s40300-021-00227-4","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45373344","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: 2
Non-parametric test of recurrent cumulative incidence functions for competing risks models 竞争风险模型的递归累积关联函数的非参数检验
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-01-20 DOI: 10.1007/s40300-022-00228-x
M. S. Sisuma, P. G. Sankaran
{"title":"Non-parametric test of recurrent cumulative incidence functions for competing risks models","authors":"M. S. Sisuma, P. G. Sankaran","doi":"10.1007/s40300-022-00228-x","DOIUrl":"https://doi.org/10.1007/s40300-022-00228-x","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45222019","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
Optimal forecasting accuracy using Lp-norm combination. 利用lp -范数组合实现最优预测精度。
IF 0.8
Metron-International Journal of Statistics Pub Date : 2022-01-01 Epub Date: 2021-08-07 DOI: 10.1007/s40300-021-00218-5
Massimiliano Giacalone
{"title":"Optimal forecasting accuracy using Lp-norm combination.","authors":"Massimiliano Giacalone","doi":"10.1007/s40300-021-00218-5","DOIUrl":"https://doi.org/10.1007/s40300-021-00218-5","url":null,"abstract":"<p><p>A well-known result in statistics is that a linear combination of two-point forecasts has a smaller Mean Square Error (MSE) than the two competing forecasts themselves (Bates and Granger in J Oper Res Soc 20(4):451-468, 1969). The only case in which no improvements are possible is when one of the single forecasts is already the optimal one in terms of MSE. The kinds of combination methods are various, ranging from the simple average (SA) to more robust methods such as the one based on median or Trimmed Average (TA) or Least Absolute Deviations or optimization techniques (Stock and Watson in J Forecast 23(6):405-430, 2004). Standard regression-based combination approaches may fail to get a realistic result if the forecasts show high collinearity in several situations or the data distribution is not Gaussian. Therefore, we propose a forecast combination method based on Lp-norm estimators. These estimators are based on the Generalized Error Distribution, which is a generalization of the Gaussian distribution, and they can be used to solve the cases of multicollinearity and non-Gaussianity. In order to demonstrate the potential of Lp-norms, we conducted a simulated and an empirical study, comparing its performance with other standard-regression combination approaches. We carried out the simulation study with different values of the autoregressive parameter, by alternating heteroskedasticity and homoskedasticity. On the other hand, the real data application is based on the daily Bitfinex historical series of bitcoins (2014-2020) and the 25 historical series relating to companies included in the Dow Jonson, were subsequently considered. We showed that, by combining different GARCH and the ARIMA models, assuming both Gaussian and non-Gaussian distributions, the Lp-norm scheme improves the forecasting accuracy with respect to other regression-based combination procedures.</p>","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8346786/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39323505","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A fair comparison of credible and confidence intervals: an example with binomial proportions 可信区间和置信区间的公平比较:一个二项比例的例子
IF 0.8
Metron-International Journal of Statistics Pub Date : 2021-11-23 DOI: 10.1007/s40300-021-00225-6
Tuany de Paula Castro, C. Paulino, J. Singer
{"title":"A fair comparison of credible and confidence intervals: an example with binomial proportions","authors":"Tuany de Paula Castro, C. Paulino, J. Singer","doi":"10.1007/s40300-021-00225-6","DOIUrl":"https://doi.org/10.1007/s40300-021-00225-6","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43921414","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
M-Estimate for the stationary hyperbolic GARCH models 平稳双曲GARCH模型的m估计
IF 0.8
Metron-International Journal of Statistics Pub Date : 2021-08-10 DOI: 10.1007/s40300-021-00221-w
Lanciné Bamba, O. Hili, A. Diongue, Assi N'Guessan
{"title":"M-Estimate for the stationary hyperbolic GARCH models","authors":"Lanciné Bamba, O. Hili, A. Diongue, Assi N'Guessan","doi":"10.1007/s40300-021-00221-w","DOIUrl":"https://doi.org/10.1007/s40300-021-00221-w","url":null,"abstract":"","PeriodicalId":51716,"journal":{"name":"Metron-International Journal of Statistics","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2021-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s40300-021-00221-w","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42415068","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
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信