发布求助
文献互助 智能选刊 最新文献

Communications in Statistics-Simulation and Computation最新文献

筛选
英文 中文
On the preliminary test Kibria-Lukman estimator for the linear regression model 关于线性回归模型 Kibria-Lukman 估计器的初步检验
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-08-01 DOI: 10.1080/03610918.2024.2383662
Xiangyun Deng, Jibo Wu, B. M. Golam Kibria
{"title":"On the preliminary test Kibria-Lukman estimator for the linear regression model","authors":"Xiangyun Deng, Jibo Wu, B. M. Golam Kibria","doi":"10.1080/03610918.2024.2383662","DOIUrl":"https://doi.org/10.1080/03610918.2024.2383662","url":null,"abstract":"Kibria and Lukman introduced the Kibria-Lukman estimator, which in some circumstances performs better than the ridge estimator. In this study, we combined the idea of the Kibria-Lukman estimator wi...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"192 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141933209","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
On testing the changes in trends of stock market index and rates 关于测试股市指数和利率趋势的变化
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-31 DOI: 10.1080/03610918.2024.2376874
Danilo Leal, Luboš Střelec, Felix Fuders, Milan Stehlík
{"title":"On testing the changes in trends of stock market index and rates","authors":"Danilo Leal, Luboš Střelec, Felix Fuders, Milan Stehlík","doi":"10.1080/03610918.2024.2376874","DOIUrl":"https://doi.org/10.1080/03610918.2024.2376874","url":null,"abstract":"Calibration of interest rate models benefits from grouping data to homogenous classes. Such an approach is typical in many financial time series. Preliminaries have been developed for Cox–Ingersoll...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"9 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141969907","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 general procedure for evaluating models and ensemble Support Vector Regression 评估模型和集合支持向量回归的一般程序
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-31 DOI: 10.1080/03610918.2024.2384569
Guoyi Zhang, Yulei He
{"title":"A general procedure for evaluating models and ensemble Support Vector Regression","authors":"Guoyi Zhang, Yulei He","doi":"10.1080/03610918.2024.2384569","DOIUrl":"https://doi.org/10.1080/03610918.2024.2384569","url":null,"abstract":"In practice, we may want to discover if there is a relationship between a response variable as a function of the predictor variables. Multiple linear regression (MLR) is a popular tool for such pur...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"89 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141869431","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
On the prediction of rare events when sampling from large data 关于从海量数据中抽样预测罕见事件
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-29 DOI: 10.1080/03610918.2024.2378149
Johanna de Haan-Ward, Simon J. Bonner, Douglas Woolford
{"title":"On the prediction of rare events when sampling from large data","authors":"Johanna de Haan-Ward, Simon J. Bonner, Douglas Woolford","doi":"10.1080/03610918.2024.2378149","DOIUrl":"https://doi.org/10.1080/03610918.2024.2378149","url":null,"abstract":"When modeling rare events using logistic regression, independent samples of event occurrence (ones) and nonoccurrence (zeros) are commonly taken from large datasets in order to fit models efficient...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"16 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141869430","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
On the effect of the Kaplan-Meier estimator’s assumed tail behavior on goodness-of-fit testing 卡普兰-梅耶估计器假定尾部行为对拟合优度检验的影响
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-29 DOI: 10.1080/03610918.2024.2380742
E. Bothma, J. S. Allison, I. J. H. Visagie
{"title":"On the effect of the Kaplan-Meier estimator’s assumed tail behavior on goodness-of-fit testing","authors":"E. Bothma, J. S. Allison, I. J. H. Visagie","doi":"10.1080/03610918.2024.2380742","DOIUrl":"https://doi.org/10.1080/03610918.2024.2380742","url":null,"abstract":"When analyzing lifetime data in the presence of censoring one is often required to estimate the distribution function of the lifetimes non-parametrically. The most popular estimator used for this p...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"13 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141869432","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 Bayesian approach with double group sampling plan to estimate quality regions for proportion of nonconforming products in industry based on beta prior 基于贝塔先验的双组抽样计划贝叶斯方法，用于估计工业中不合格品比例的质量区域
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-27 DOI: 10.1080/03610918.2024.2383650
Waqar Hafeez, Jianguo Du, Nazrina Aziz, Khalil Ullah, Wing-Keung Wong, Muhammad Imran, Zameer Abbas
{"title":"A Bayesian approach with double group sampling plan to estimate quality regions for proportion of nonconforming products in industry based on beta prior","authors":"Waqar Hafeez, Jianguo Du, Nazrina Aziz, Khalil Ullah, Wing-Keung Wong, Muhammad Imran, Zameer Abbas","doi":"10.1080/03610918.2024.2383650","DOIUrl":"https://doi.org/10.1080/03610918.2024.2383650","url":null,"abstract":"To succeed in the global market, firms must prioritize quality over individual goals and preferences. One of the two primary approaches for ensuring quality is acceptance sampling, which is employe...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"17 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141770335","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 skewed generalized normal distribution: properties, statistical inference, and its applications 新型倾斜广义正态分布：性质、统计推断及其应用
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-23 DOI: 10.1080/03610918.2024.2378952
Aidi Liu, Weihu Cheng, Ruijie Guan
{"title":"A novel skewed generalized normal distribution: properties, statistical inference, and its applications","authors":"Aidi Liu, Weihu Cheng, Ruijie Guan","doi":"10.1080/03610918.2024.2378952","DOIUrl":"https://doi.org/10.1080/03610918.2024.2378952","url":null,"abstract":"In this paper, a novel skewed generalized normal distribution (NSGN), which encompasses several well-known distributions, is a two-component mixture model based on the generalized normal distributi...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"14 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141770349","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
Adaptive seamless phase II/III design with sequential estimation-adjusted urn model 采用顺序估计调整瓮模型的自适应无缝二期/三期设计
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-22 DOI: 10.1080/03610918.2024.2381077
Hongjian Zhu, Jun Yu, Qin Wang, Dejian Lai, Li Wang, Sheng Zhong
{"title":"Adaptive seamless phase II/III design with sequential estimation-adjusted urn model","authors":"Hongjian Zhu, Jun Yu, Qin Wang, Dejian Lai, Li Wang, Sheng Zhong","doi":"10.1080/03610918.2024.2381077","DOIUrl":"https://doi.org/10.1080/03610918.2024.2381077","url":null,"abstract":"Clinical trials are an essential component of the drug development process, providing crucial data on the efficacy and safety of new treatments. However, traditional clinical trial designs can be i...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"37 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141770090","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 class of sequential multi-hypothesis tests 一类连续多假设检验
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-13 DOI: 10.1080/03610918.2024.2376883
Andrey Novikov
{"title":"A class of sequential multi-hypothesis tests","authors":"Andrey Novikov","doi":"10.1080/03610918.2024.2376883","DOIUrl":"https://doi.org/10.1080/03610918.2024.2376883","url":null,"abstract":"In this article, we deal with sequential testing of multiple hypotheses. In the general scheme of construction of optimal tests based on the backward induction, we propose a modification which prov...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"46 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141742381","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
The nonparametric GARCH model estimation using intraday high-frequency data 利用盘中高频数据估算非参数 GARCH 模型
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-07-11 DOI: 10.1080/03610918.2024.2374900
Fangrou Chai, Xingfa Zhang, Yuan Li, Yanshan Chen
{"title":"The nonparametric GARCH model estimation using intraday high-frequency data","authors":"Fangrou Chai, Xingfa Zhang, Yuan Li, Yanshan Chen","doi":"10.1080/03610918.2024.2374900","DOIUrl":"https://doi.org/10.1080/03610918.2024.2374900","url":null,"abstract":"Most of nonparametric GARCH models typically employ daily frequency data to forecast the returns, correlations, and risk indicators of financial assets, without incorporating alternative frequency ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"24 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612288","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
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：604180095
Book学术官方微信