Pub Date : 2024-03-18DOI: 10.1080/03610926.2024.2322616
Saidi Luo, Songtao Tian
State equations (SEs) were first introduced in the approximate message passing process to describe the mean square error in compressed sensing. Since then a set of state equations has appeared in s...
{"title":"Equivalence of state equations from different methods in high-dimensional regression","authors":"Saidi Luo, Songtao Tian","doi":"10.1080/03610926.2024.2322616","DOIUrl":"https://doi.org/10.1080/03610926.2024.2322616","url":null,"abstract":"State equations (SEs) were first introduced in the approximate message passing process to describe the mean square error in compressed sensing. Since then a set of state equations has appeared in s...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"28 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150887","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}
Pub Date : 2024-03-18DOI: 10.1080/03610926.2024.2328165
Zhiyong Zhou
In this article, we study the sharp oracle bounds for Slope and Lasso and generalize the results in Bellec, Lecué, and Tsybakov (2018) to allow the case that the parameter vector is not exactly spa...
{"title":"A note on sharp oracle bounds for Slope and Lasso","authors":"Zhiyong Zhou","doi":"10.1080/03610926.2024.2328165","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328165","url":null,"abstract":"In this article, we study the sharp oracle bounds for Slope and Lasso and generalize the results in Bellec, Lecué, and Tsybakov (2018) to allow the case that the parameter vector is not exactly spa...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"165 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140173222","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}
Pub Date : 2024-03-18DOI: 10.1080/03610926.2024.2328174
Yang Zhao, Yurui Jie, Xiaofen Wu
In this article, an orthogonality-projection-based estimation method is first employed to study an extended non linear model, which can separately estimate the linear and non linear parts without l...
{"title":"Statistical inference for the extended non linear models","authors":"Yang Zhao, Yurui Jie, Xiaofen Wu","doi":"10.1080/03610926.2024.2328174","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328174","url":null,"abstract":"In this article, an orthogonality-projection-based estimation method is first employed to study an extended non linear model, which can separately estimate the linear and non linear parts without l...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"21 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150893","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}
Pub Date : 2024-03-18DOI: 10.1080/03610926.2024.2328170
Mehdi Amiri, Asma Teimouri, Mohsen Khosravi, Ahad Jamalizadeh
In this article, the extreme-value distribution of the partial maximum for a random sequence of the normal-skew-normal (NSN) distribution, to the Gumbel distribution, is derived. The asymptotic dis...
{"title":"Convergence of extremes from normal-skew-normal and minima and maxima from exchangeable trivariate normal distributions","authors":"Mehdi Amiri, Asma Teimouri, Mohsen Khosravi, Ahad Jamalizadeh","doi":"10.1080/03610926.2024.2328170","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328170","url":null,"abstract":"In this article, the extreme-value distribution of the partial maximum for a random sequence of the normal-skew-normal (NSN) distribution, to the Gumbel distribution, is derived. The asymptotic dis...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"112 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150885","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}
Pub Date : 2024-03-18DOI: 10.1080/03610926.2024.2328179
Duni Hu, Hailong Wang
This article investigates the optimal excess-loss reinsurance, investment, and the rationality of using a diffusion model to approximate a jump model. We assume that the instantaneous rate of retur...
本文研究了最优超额损失再保险、投资以及使用扩散模型近似跳跃模型的合理性。我们假定瞬时收益率为...
{"title":"Reinsurance, investment and the rationality with a diffusion model approximating a jump model","authors":"Duni Hu, Hailong Wang","doi":"10.1080/03610926.2024.2328179","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328179","url":null,"abstract":"This article investigates the optimal excess-loss reinsurance, investment, and the rationality of using a diffusion model to approximate a jump model. We assume that the instantaneous rate of retur...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"149 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140172820","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}
Pub Date : 2024-03-14DOI: 10.1080/03610926.2024.2328162
Zaixing Li, Changlei Liu, Menghan Yi
In the article, the error variance estimator σ^2 and its finite sample size bounds are investigated in the framework of a general linear model under linear restrictions (gLMLR) where no distributio...
{"title":"On the variance estimator and its bounds in general linear models under linear restrictions","authors":"Zaixing Li, Changlei Liu, Menghan Yi","doi":"10.1080/03610926.2024.2328162","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328162","url":null,"abstract":"In the article, the error variance estimator σ^2 and its finite sample size bounds are investigated in the framework of a general linear model under linear restrictions (gLMLR) where no distributio...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"29 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150943","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}
Pub Date : 2024-03-13DOI: 10.1080/03610926.2024.2326545
Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet
This work investigates the problem of testing whether d functional random variables are jointly independent, using a modified estimator of the d-variable Hilbert Schmidt Indepedence Criterion (dHSI...
这项研究利用 d 变量希尔伯特-施密特独立准则(dHSI)的修正估计器,探讨了检验 d 个函数随机变量是否共同独立的问题。
{"title":"Kernel-based method for joint independence of functional variables","authors":"Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet","doi":"10.1080/03610926.2024.2326545","DOIUrl":"https://doi.org/10.1080/03610926.2024.2326545","url":null,"abstract":"This work investigates the problem of testing whether d functional random variables are jointly independent, using a modified estimator of the d-variable Hilbert Schmidt Indepedence Criterion (dHSI...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"2018 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140125532","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}
Pub Date : 2024-03-11DOI: 10.1080/03610926.2024.2321506
Michael Manford, Bismark Kwao Nkansah, Henrietta Nkansah, Arimiyaw Zakaria
In the existing multivariate Exponential Power Distribution (EPD), the shape parameter has the tendency to affect the variability in the data leading to distorted features of the distribution. This...
在现有的多元指数功率分布(EPD)中,形状参数往往会影响数据的可变性,导致分布特征失真。这...
{"title":"An alternative multivariate exponential power distribution","authors":"Michael Manford, Bismark Kwao Nkansah, Henrietta Nkansah, Arimiyaw Zakaria","doi":"10.1080/03610926.2024.2321506","DOIUrl":"https://doi.org/10.1080/03610926.2024.2321506","url":null,"abstract":"In the existing multivariate Exponential Power Distribution (EPD), the shape parameter has the tendency to affect the variability in the data leading to distorted features of the distribution. This...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"234 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140125535","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}
Pub Date : 2024-03-08DOI: 10.1080/03610926.2024.2315300
Sharkay R. Izally, Abraham J. van der Merwe, Lizanne Raubenheimer
In this article, the reference and probability matching priors for Cronbach’s alpha will be derived. The performance of these two priors will be compared to that of the well-known Jeffreys prior an...
{"title":"A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model","authors":"Sharkay R. Izally, Abraham J. van der Merwe, Lizanne Raubenheimer","doi":"10.1080/03610926.2024.2315300","DOIUrl":"https://doi.org/10.1080/03610926.2024.2315300","url":null,"abstract":"In this article, the reference and probability matching priors for Cronbach’s alpha will be derived. The performance of these two priors will be compared to that of the well-known Jeffreys prior an...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"134 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140072884","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}
Pub Date : 2024-03-07DOI: 10.1080/03610926.2024.2322617
Zhiqiang Pang, Xijuan Niu, Zhaoxu Wang, Jingchen You
In survey research, it is commonly assumed that all the observations are measured accurately. However, in practice, this assumption is not achieved due to many reasons, so it causes measurement err...
{"title":"Calibration estimator for a sensitive variable using dual auxiliary information under measurement errors","authors":"Zhiqiang Pang, Xijuan Niu, Zhaoxu Wang, Jingchen You","doi":"10.1080/03610926.2024.2322617","DOIUrl":"https://doi.org/10.1080/03610926.2024.2322617","url":null,"abstract":"In survey research, it is commonly assumed that all the observations are measured accurately. However, in practice, this assumption is not achieved due to many reasons, so it causes measurement err...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"85 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140057038","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}