Stats最新文献 - Book学术

Precise Tensor Product Smoothing via Spectral Splines 通过光谱样条实现精确的张量乘积平滑化

Stats Pub Date : 2024-01-10 DOI: 10.3390/stats7010003

Nathaniel E. Helwig

引用次数: 0

Predicting Random Walks and a Data-Splitting Prediction Region 预测随机行走和数据分割预测区域

Stats Pub Date : 2024-01-08 DOI: 10.3390/stats7010002

Mulubrhan G. Haile, Lingling Zhang, David J. Olive

引用次数: 0

The Mediating Impact of Innovation Types in the Relationship between Innovation Use Theory and Market Performance 创新类型在创新使用理论与市场绩效关系中的中介影响

Stats Pub Date : 2023-12-30 DOI: 10.3390/stats7010001

Shieh-Liang Chen, Kuo-Liang Chen

{"title":"The Mediating Impact of Innovation Types in the Relationship between Innovation Use Theory and Market Performance","authors":"Shieh-Liang Chen, Kuo-Liang Chen","doi":"10.3390/stats7010001","DOIUrl":"https://doi.org/10.3390/stats7010001","url":null,"abstract":"The ultimate goal of innovation is to improve performance. But if people’s needs and uses are ignored, innovation will only be a formality. In the past, research on innovation mostly focused on technology, processes, business models, services, and organizations. The measurement of innovation focuses on capabilities, processes, results, and methods, but there has always been a lack of pre-innovation measurements and tools. This study is the first to use the innovation use theory proposed by Christensen et al. combined with innovation types, and it uses the measurement focus on the early stage of innovation as a post-innovation performance prediction. This study collected 590 valid samples and used SPSS and the four-step BK method to conduct regression analysis and mediation tests. The empirical results obtained the following: (1) a confirmed model and scale of the innovation use theory; (2) that three constructs of innovation use theory have an impact on market performance; and (3) that innovation types acting as mediators will improve market performance. This study establishes an academic model of the innovation use theory to provide a clear scale tool for subsequent research. In practice, it can first measure the direction of innovation and performance prediction, providing managers with a reference when developing new products and applying market strategies.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" 19","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139138519","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

Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 比特币和以太坊波动率指数的跃迁-稳健实现-GARCH-MIDAS-X 估计器

Stats Pub Date : 2023-12-12 DOI: 10.3390/stats6040082

Julien Chevallier, Bilel Sanhaji

{"title":"Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices","authors":"Julien Chevallier, Bilel Sanhaji","doi":"10.3390/stats6040082","DOIUrl":"https://doi.org/10.3390/stats6040082","url":null,"abstract":"In this paper, we conducted an empirical investigation of the realized volatility of cryptocurrencies using an econometric approach. This work’s two main characteristics are: (i) the realized volatility to be forecast filters jumps, and (ii) the benefit of using various historical/implied volatility indices from brokers as exogenous variables was explicitly considered. We feature a jump-robust extension of the REGARCH-MIDAS-X model incorporating realized beta GARCH processes and MIDAS filters with monthly, daily, and hourly components. First, we estimated six jump-robust estimators of realized volatility for Bitcoin and Ethereum that were retained as the dependent variable. Second, we inserted ten Bitcoin and Ethereum volatility indices gathered from various exchanges as an exogenous variable, each at a time. Third, we explored their forecasting ability based on the MSE and QLIKE statistics. Our sample spanned the period from May 2018 to January 2023. The main result featured the best predictors among the volatility indices for Bitcoin and Ethereum derived from 30-day implied volatility. The significance of the findings could mostly be attributable to the ability of our new model to incorporate financial and technological variables directly into the specification of the Bitcoin and Ethereum volatility dynamics.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"3 4","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139007733","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

Revisiting the Large n (Sample Size) Problem: How to Avert Spurious Significance Results 重新审视大 n（样本量）问题：如何避免虚假显著性结果

Stats Pub Date : 2023-12-05 DOI: 10.3390/stats6040081

Aris Spanos

{"title":"Revisiting the Large n (Sample Size) Problem: How to Avert Spurious Significance Results","authors":"Aris Spanos","doi":"10.3390/stats6040081","DOIUrl":"https://doi.org/10.3390/stats6040081","url":null,"abstract":"Although large data sets are generally viewed as advantageous for their ability to provide more precise and reliable evidence, it is often overlooked that these benefits are contingent upon certain conditions being met. The primary condition is the approximate validity (statistical adequacy) of the probabilistic assumptions comprising the statistical model Mθ(x) applied to the data. In the case of a statistically adequate Mθ(x) and a given significance level α, as n increases, the power of a test increases, and the p-value decreases due to the inherent trade-off between type I and type II error probabilities in frequentist testing. This trade-off raises concerns about the reliability of declaring ‘statistical significance’ based on conventional significance levels when n is exceptionally large. To address this issue, the author proposes that a principled approach, in the form of post-data severity (SEV) evaluation, be employed. The SEV evaluation represents a post-data error probability that converts unduly data-specific ‘accept/reject H0 results’ into evidence either supporting or contradicting inferential claims regarding the parameters of interest. This approach offers a more nuanced and robust perspective in navigating the challenges posed by the large n problem.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"68 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138598495","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

Process Monitoring Using Truncated Gamma Distribution 使用截断伽马分布进行过程监控

Stats Pub Date : 2023-12-01 DOI: 10.3390/stats6040080

Sajid Ali, Shayaan Rajput, Ismail Shah, Hassan Houmani

引用次数: 0

Social Response and Measles Dynamics 社会反应和麻疹动态

Stats Pub Date : 2023-11-29 DOI: 10.3390/stats6040079

A. Adebanji, Franz Aschl, Ednah Chepkemoi Chumo, Emmanuel Odame Owiredu, Johannes Müller, Tukae Mbegalo

引用次数: 0

The Logistic Burr XII Distribution: Properties and Applications to Income Data Logistic Burr XII 分布：性质及在收入数据中的应用

Stats Pub Date : 2023-11-21 DOI: 10.3390/stats6040078

R. Guerra, Fernando A. Peña-Ramírez, G. Cordeiro

引用次数: 0

Self-Organizing Topological Multilayer Perceptron: A Hybrid Method to Improve the Forecasting of Extreme Pollution Values 自组织拓扑多层感知器:一种改进极端污染值预测的混合方法

Stats Pub Date : 2023-11-11 DOI: 10.3390/stats6040077

Javier Linkolk López-Gonzales, Ana María Gómez Lamus, Romina Torres, Paulo Canas Rodrigues, Rodrigo Salas

引用次数: 0

On Underdispersed Count Kernels for Smoothing Probability Mass Functions 光滑概率质量函数的欠分散计数核

Stats Pub Date : 2023-11-04 DOI: 10.3390/stats6040076

Célestin C. Kokonendji, Sobom M. Somé, Youssef Esstafa, Marcelo Bourguignon

{"title":"On Underdispersed Count Kernels for Smoothing Probability Mass Functions","authors":"Célestin C. Kokonendji, Sobom M. Somé, Youssef Esstafa, Marcelo Bourguignon","doi":"10.3390/stats6040076","DOIUrl":"https://doi.org/10.3390/stats6040076","url":null,"abstract":"Only a few count smoothers are available for the widespread use of discrete associated kernel estimators, and their constructions lack systematic approaches. This paper proposes the mean dispersion technique for building count kernels. It is only applicable to count distributions that exhibit the underdispersion property, which ensures the convergence of the corresponding estimators. In addition to the well-known binomial and recent CoM-Poisson kernels, we introduce two new ones such the double Poisson and gamma-count kernels. Despite the challenging problem of obtaining explicit expressions, these kernels effectively smooth densities. Their good performances are pointed out from both numerical and comparative analyses, particularly for small and moderate sample sizes. The optimal tuning parameter is here investigated by integrated squared errors. Also, the added advantage of faster computation times is really very interesting. Thus, the overall accuracy of two newly suggested kernels appears to be between the two old ones. Finally, an application including a tail probability estimation on a real count data and some concluding remarks are given.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"39 26","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135773638","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