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Communications in Statistics-Simulation and Computation最新文献

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The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function 斯坦因损失函数下具有共轭伽马先验的伽马分布率参数的经验贝叶斯估计值
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-22 DOI: 10.1080/03610918.2024.2369811
Ya-Guang Shi, Ying-Ying Zhang, Zheng Li
{"title":"The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function","authors":"Ya-Guang Shi, Ying-Ying Zhang, Zheng Li","doi":"10.1080/03610918.2024.2369811","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369811","url":null,"abstract":"For the hierarchical gamma and gamma model, we calculate the Bayes estimator of the rate parameter of the gamma distribution under Stein’s loss function which penalizes gross overestimation and gro...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"3 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502043","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
Fitting data to a multiple structural measurement errors model 根据多重结构测量误差模型拟合数据
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-22 DOI: 10.1080/03610918.2024.2369802
Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser
{"title":"Fitting data to a multiple structural measurement errors model","authors":"Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser","doi":"10.1080/03610918.2024.2369802","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369802","url":null,"abstract":"This paper proposes two new estimation methods to fit a multiple structural measurement error model when all variables are subject to errors. The new estimation methods were extensions of the Wald ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"32 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527855","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
Testing ARCH effect of high-dimensional time series data 测试高维时间序列数据的 ARCH 效应
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-22 DOI: 10.1080/03610918.2024.2367001
Xuejiao Li, Shufang Wei, Yaxing Yang
{"title":"Testing ARCH effect of high-dimensional time series data","authors":"Xuejiao Li, Shufang Wei, Yaxing Yang","doi":"10.1080/03610918.2024.2367001","DOIUrl":"https://doi.org/10.1080/03610918.2024.2367001","url":null,"abstract":"Testing for the autoregressive conditional heteroscedasticity (ARCH) effect is an important problem in economic and financial time series. In this article, we consider the ARCH effect test for high...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"2013 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527853","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
An improved hybrid genetic algorithm using the affine combination-based reproduction 使用仿射组合复制的改进型混合遗传算法
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-17 DOI: 10.1080/03610918.2024.2363958
Gang Gyoo Jin, Adnan Kedir Jarso
{"title":"An improved hybrid genetic algorithm using the affine combination-based reproduction","authors":"Gang Gyoo Jin, Adnan Kedir Jarso","doi":"10.1080/03610918.2024.2363958","DOIUrl":"https://doi.org/10.1080/03610918.2024.2363958","url":null,"abstract":"Genetic algorithms (GAs) are a type of search procedure that emulates the process of natural selection and genetics to solve complex optimization problems. The effectiveness of GAs in finding globa...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"16 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527854","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 note on Farebrother’s estimator: a comparative study 关于 Farebrother 估算器的说明：一项比较研究
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-17 DOI: 10.1080/03610918.2024.2365324
Selahattin Kaçıranlar, Buatikan Mirezi, Hüseyin Güler
{"title":"A note on Farebrother’s estimator: a comparative study","authors":"Selahattin Kaçıranlar, Buatikan Mirezi, Hüseyin Güler","doi":"10.1080/03610918.2024.2365324","DOIUrl":"https://doi.org/10.1080/03610918.2024.2365324","url":null,"abstract":"In this article, we begin by providing a theoretical comparison between Farebrother’s estimator and the ridge estimator, in terms of the MSE matrix criterion, under three distinct restrictions when...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"10 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502044","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
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator 基于修正负二项式算子的二元一阶随机系数整值自回归过程
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-14 DOI: 10.1080/03610918.2024.2363947
Yixuan Fan, Dehui Wang
{"title":"Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator","authors":"Yixuan Fan, Dehui Wang","doi":"10.1080/03610918.2024.2363947","DOIUrl":"https://doi.org/10.1080/03610918.2024.2363947","url":null,"abstract":"In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"14 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527856","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
R-optimal designs for Becker’s models for mixture experiments 贝克尔混合实验模型的 R 优化设计
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-05-31 DOI: 10.1080/03610918.2024.2354762
Junpeng Li, Guanghui Li, Chongqi Zhang
{"title":"R-optimal designs for Becker’s models for mixture experiments","authors":"Junpeng Li, Guanghui Li, Chongqi Zhang","doi":"10.1080/03610918.2024.2354762","DOIUrl":"https://doi.org/10.1080/03610918.2024.2354762","url":null,"abstract":"This paper investigates the R-optimal designs for Becker’s models H2 and H3. We derive the R-optimal allocations for Becker’s models H2 and H3 using optimal design theory. Moreover, we verify that ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"20 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527858","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
Modified exponentially weighted moving average control chart for monitoring process dispersion 用于监测工艺分散的修正指数加权移动平均控制图
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-05-24 DOI: 10.1080/03610918.2024.2358137
Zahid Rasheed, Hongying Zhang, Majid Khan, Syed Masroor Anwar
{"title":"Modified exponentially weighted moving average control chart for monitoring process dispersion","authors":"Zahid Rasheed, Hongying Zhang, Majid Khan, Syed Masroor Anwar","doi":"10.1080/03610918.2024.2358137","DOIUrl":"https://doi.org/10.1080/03610918.2024.2358137","url":null,"abstract":"The exponentially weighted moving average (EWMA) charts are widely used memory-type charts for monitoring small to moderate shifts in process parameters. However, the performance of the EWMA chart ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"12 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141169449","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
Semiparametric volatility model with varying frequencies 频率变化的半参数波动率模型
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-05-23 DOI: 10.1080/03610918.2024.2356236
Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios
{"title":"Semiparametric volatility model with varying frequencies","authors":"Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios","doi":"10.1080/03610918.2024.2356236","DOIUrl":"https://doi.org/10.1080/03610918.2024.2356236","url":null,"abstract":"Time series data from various sources usually results to variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregati...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"29 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141169216","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
K-means and gaussian mixture modeling with a separation constraint 带有分离约束的 K-均值和高斯混合物建模
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-05-21 DOI: 10.1080/03610918.2024.2354747
He Jiang, Ery Arias-Castro
{"title":"K-means and gaussian mixture modeling with a separation constraint","authors":"He Jiang, Ery Arias-Castro","doi":"10.1080/03610918.2024.2354747","DOIUrl":"https://doi.org/10.1080/03610918.2024.2354747","url":null,"abstract":"We consider the problem of clustering with K-means and Gaussian mixture models with a constraint on the separation between the centers in the context of real-valued data. We first propose a dynamic...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"129 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141169255","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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