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Communications in Statistics-Simulation and Computation最新文献

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INAR(1) process with weighted negative binomial Lindley distributed innovations and applications to criminal and COVID-19 data 具有加权负二项林德利分布创新的 INAR(1) 过程及其在犯罪和 COVID-19 数据中的应用
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-15 DOI: 10.1080/03610918.2024.2338184
Zohreh Mohammadi, Hassan S. Bakouch, Predrag M. Popović
{"title":"INAR(1) process with weighted negative binomial Lindley distributed innovations and applications to criminal and COVID-19 data","authors":"Zohreh Mohammadi, Hassan S. Bakouch, Predrag M. Popović","doi":"10.1080/03610918.2024.2338184","DOIUrl":"https://doi.org/10.1080/03610918.2024.2338184","url":null,"abstract":"In this study, we introduce a pliant stationary first-order integer-valued autoregressive (INAR) process with weighted negative binomial Lindley innovations. The main properties of the model are de...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"60 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570176","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 comparison of nonparametric methods for multivariate two-sample tests 多变量双样本检验的非参数方法比较
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-12 DOI: 10.1080/03610918.2024.2306561
Rosa Arboretti, Elena Barzizza, Riccardo Ceccato
{"title":"A comparison of nonparametric methods for multivariate two-sample tests","authors":"Rosa Arboretti, Elena Barzizza, Riccardo Ceccato","doi":"10.1080/03610918.2024.2306561","DOIUrl":"https://doi.org/10.1080/03610918.2024.2306561","url":null,"abstract":"Comparing two multivariate populations can be challenging when the distributional forms are unknown. In such a situation, parametric test procedures are not appropriate given that they require dist...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"28 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570177","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
Continuous-time Markov chain approximation for pricing Asian options under rough stochastic local volatility models 粗略随机局部波动率模型下亚洲期权定价的连续时间马尔可夫链近似法
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-12 DOI: 10.1080/03610918.2024.2334790
Ziqi Lei, Qing Zhou, Weilin Xiao
{"title":"Continuous-time Markov chain approximation for pricing Asian options under rough stochastic local volatility models","authors":"Ziqi Lei, Qing Zhou, Weilin Xiao","doi":"10.1080/03610918.2024.2334790","DOIUrl":"https://doi.org/10.1080/03610918.2024.2334790","url":null,"abstract":"We propose a general framework for pricing both discretely and continuously monitored arithmetic average Asian options whose underlying asset price satisfies the rough stochastic local volatility m...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"55 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140603098","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 more powerful test method for analyzing unreplicated factorial two-level experiments 分析无重复因子两水平实验的更强大测试方法
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-12 DOI: 10.1080/03610918.2024.2338186
Y. Chen
{"title":"A more powerful test method for analyzing unreplicated factorial two-level experiments","authors":"Y. Chen","doi":"10.1080/03610918.2024.2338186","DOIUrl":"https://doi.org/10.1080/03610918.2024.2338186","url":null,"abstract":"Most of existing methods for analyzing unreplicated two-level factorial designs need the assumption of effect sparsity and only perform well when the effectssparsity assumption holds. The effects-s...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"54 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140603014","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
Contrast estimation of the Vasicek integrated diffusion process for high-frequency data 针对高频数据的瓦西切克综合扩散过程对比度估算
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-09 DOI: 10.1080/03610918.2024.2337077
Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang
{"title":"Contrast estimation of the Vasicek integrated diffusion process for high-frequency data","authors":"Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang","doi":"10.1080/03610918.2024.2337077","DOIUrl":"https://doi.org/10.1080/03610918.2024.2337077","url":null,"abstract":"The purpose of this paper is to study the parameter estimation of the Vasicek integrated diffusion process. Based on the contrast function, the parameter contrast estimators of the Vasicek integrat...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"12 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570169","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 strict arcsine distribution 严格 arcsine 分布的参数估计
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-02 DOI: 10.1080/03610918.2024.2335539
Yeh-Ching Low, Yook-Ngor Phang, Wooi-Chen Khoo, Seng-Huat Ong
{"title":"Parameter estimation for strict arcsine distribution","authors":"Yeh-Ching Low, Yook-Ngor Phang, Wooi-Chen Khoo, Seng-Huat Ong","doi":"10.1080/03610918.2024.2335539","DOIUrl":"https://doi.org/10.1080/03610918.2024.2335539","url":null,"abstract":"The two-parameter strict arcsine distribution as a member of the natural exponential family with cubic variance function has been shown to be a viable candidate for statistical analysis of count da...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"19 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570170","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 revisit to Pearson correlation coefficient under multiplicative distortions 重温乘法失真条件下的皮尔逊相关系数
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-02 DOI: 10.1080/03610918.2024.2333352
Siming Deng, Jun Zhang, Yingcong Huang, Jiongtao Zhong, Xiaozhen Yang
{"title":"A revisit to Pearson correlation coefficient under multiplicative distortions","authors":"Siming Deng, Jun Zhang, Yingcong Huang, Jiongtao Zhong, Xiaozhen Yang","doi":"10.1080/03610918.2024.2333352","DOIUrl":"https://doi.org/10.1080/03610918.2024.2333352","url":null,"abstract":"We consider the estimation of Pearson correlation coefficient when two continuous variables can not be directly observed but measured with multiplicative distortion measurement errors. Different fr...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"37 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570077","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
Simultaneous variable selection and parameters estimation for longitudinal data subject to missingness and covariates measurement error 受缺失和协变量测量误差影响的纵向数据的同步变量选择和参数估计
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-04-02 DOI: 10.1080/03610918.2024.2333355
Heba A. Basha, Abdelnaser S. Abdrabou, Ahmed M. Gad, Wafaa I. M. Ibrahim
{"title":"Simultaneous variable selection and parameters estimation for longitudinal data subject to missingness and covariates measurement error","authors":"Heba A. Basha, Abdelnaser S. Abdrabou, Ahmed M. Gad, Wafaa I. M. Ibrahim","doi":"10.1080/03610918.2024.2333355","DOIUrl":"https://doi.org/10.1080/03610918.2024.2333355","url":null,"abstract":"Longitudinal studies are indispensable to study the change over time in a response variable. The main challenge of such studies is the presence of missing values. Another challenge in these studies...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"76 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140603307","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
From bibliometrics to text mining: exploring feature selection methods in microarray research 从文献计量学到文本挖掘：探索微阵列研究中的特征选择方法
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-03-31 DOI: 10.1080/03610918.2024.2331083
Guilherme Alberto Sousa Ribeiro, Rommel Melgaço Barbosa, Márcio da Cunha Reis, Nattane Luiza Costa
{"title":"From bibliometrics to text mining: exploring feature selection methods in microarray research","authors":"Guilherme Alberto Sousa Ribeiro, Rommel Melgaço Barbosa, Márcio da Cunha Reis, Nattane Luiza Costa","doi":"10.1080/03610918.2024.2331083","DOIUrl":"https://doi.org/10.1080/03610918.2024.2331083","url":null,"abstract":"Text mining (TM) is a technique that aims to extract knowledge from unstructured data sources by transforming them into structured data. TM algorithms can be used to detect hidden patterns in large...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"3 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570336","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
Double sparsity garrotized kernel machine in high-dimensional partially linear model 高维部分线性模型中的双稀疏加码核机
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-03-31 DOI: 10.1080/03610918.2024.2329244
Xinyi Zhao, Yaohua Rong, Junze Lin, Maozai Tian, Jinwen Liang
{"title":"Double sparsity garrotized kernel machine in high-dimensional partially linear model","authors":"Xinyi Zhao, Yaohua Rong, Junze Lin, Maozai Tian, Jinwen Liang","doi":"10.1080/03610918.2024.2329244","DOIUrl":"https://doi.org/10.1080/03610918.2024.2329244","url":null,"abstract":"Obtaining excellent prediction accuracy in the high-dimensional partially linear model is particularly important. However, it is difficult to achieve due to the complex relationship between nonpara...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"50 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570072","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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