Pub Date : 2024-07-25DOI: 10.1080/03610926.2024.2369314
M. K. Pandey, G. N. Singh, Togla Zaman
In this research article, we present novel imputation methods designed to address missing data challenges in sample surveys. We then introduce innovative estimation procedures for calculating popul...
{"title":"Estimation of Population Mean Using Some Improved Imputation Methods for Missing Data in Sample Surveys","authors":"M. K. Pandey, G. N. Singh, Togla Zaman","doi":"10.1080/03610926.2024.2369314","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369314","url":null,"abstract":"In this research article, we present novel imputation methods designed to address missing data challenges in sample surveys. We then introduce innovative estimation procedures for calculating popul...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"38 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141782807","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 : 2024-07-25DOI: 10.1080/03610926.2024.2372472
Baishuai Zuo, Chuancun Yin, Jing Yao
In this article, we propose the multivariate range Value-at-Risk (MRVaR) and the multivariate range covariance (MRCov) as two risk measures and explore their desirable properties in risk management...
{"title":"Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions","authors":"Baishuai Zuo, Chuancun Yin, Jing Yao","doi":"10.1080/03610926.2024.2372472","DOIUrl":"https://doi.org/10.1080/03610926.2024.2372472","url":null,"abstract":"In this article, we propose the multivariate range Value-at-Risk (MRVaR) and the multivariate range covariance (MRCov) as two risk measures and explore their desirable properties in risk management...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"32 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141782806","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}
This article deals with the selection of non redundant response variables in normality-assumed multivariate linear regression, where the redundancy of the response variables is defined by condition...
本文论述了在正态假定多元线性回归中选择非冗余响应变量的问题，其中响应变量的冗余度由条件定义...
{"title":"On model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression","authors":"Ryoya Oda, Hirokazu Yanagihara, Yasunori Fujikoshi","doi":"10.1080/03610926.2024.2370914","DOIUrl":"https://doi.org/10.1080/03610926.2024.2370914","url":null,"abstract":"This article deals with the selection of non redundant response variables in normality-assumed multivariate linear regression, where the redundancy of the response variables is defined by condition...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"22 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739591","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 : 2024-07-18DOI: 10.1080/03610926.2024.2369316
Wenhui Yang, Yunquan Song
In real life, a large number of variables are spatially correlated in adjacent regions in various fields, such as finance, sociology, ecology, and geographic information systems. And the factors af...
{"title":"Local Walsh-average regression for spatial autoregression single index varying coefficient models","authors":"Wenhui Yang, Yunquan Song","doi":"10.1080/03610926.2024.2369316","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369316","url":null,"abstract":"In real life, a large number of variables are spatially correlated in adjacent regions in various fields, such as finance, sociology, ecology, and geographic information systems. And the factors af...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"14 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739589","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 : 2024-07-18DOI: 10.1080/03610926.2024.2370915
Jing Luo, Haoyu Wei, Xiaoyu Lei, Jiaxin Guo
For differential privacy under sub-Gamma noise, we derive the asymptotic properties of a class of network models with binary values with a general link function. In this article, we release the deg...
{"title":"Asymptotic in a class of network models with an increasing sub-Gamma degree sequence","authors":"Jing Luo, Haoyu Wei, Xiaoyu Lei, Jiaxin Guo","doi":"10.1080/03610926.2024.2370915","DOIUrl":"https://doi.org/10.1080/03610926.2024.2370915","url":null,"abstract":"For differential privacy under sub-Gamma noise, we derive the asymptotic properties of a class of network models with binary values with a general link function. In this article, we release the deg...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"61 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739590","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 : 2024-07-11DOI: 10.1080/03610926.2024.2369317
Imen Badrani, Mondher Damak, Yousri Slaoui
The main purpose of this article is to investigate the kernel estimators for a class of q-analog of fractional stochastic differential equations (q-FSDE) with random effects. Using q-calculus, we f...
{"title":"Kernel estimators for q-fractional diffusion processes with random effects using q-calculus","authors":"Imen Badrani, Mondher Damak, Yousri Slaoui","doi":"10.1080/03610926.2024.2369317","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369317","url":null,"abstract":"The main purpose of this article is to investigate the kernel estimators for a class of q-analog of fractional stochastic differential equations (q-FSDE) with random effects. Using q-calculus, we f...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"45 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141614896","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 : 2024-07-10DOI: 10.1080/03610926.2024.2366893
Mohamed Boukeloua
In this work, we deal with some Bayesian inference problems in the presence of right censored data. First, we propose a dual ϕ−divergence Bayes type estimators for parametric models and we establis...
{"title":"Divergences based Bayesian inference with censored data","authors":"Mohamed Boukeloua","doi":"10.1080/03610926.2024.2366893","DOIUrl":"https://doi.org/10.1080/03610926.2024.2366893","url":null,"abstract":"In this work, we deal with some Bayesian inference problems in the presence of right censored data. First, we propose a dual ϕ−divergence Bayes type estimators for parametric models and we establis...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"22 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141585184","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 : 2024-07-08DOI: 10.1080/03610926.2024.2369312
Peng Chen, Jun Liu, Yaqian Lu, Ting Zhang
The call function plays a crucial role in pricing the collateralized dept obligation (CDO) and we will generalize the refined Lindeberg principle developed in Chen, Shao, and Xu (2023) to study the...
{"title":"Normal approximation for call function by refined Lindeberg principle","authors":"Peng Chen, Jun Liu, Yaqian Lu, Ting Zhang","doi":"10.1080/03610926.2024.2369312","DOIUrl":"https://doi.org/10.1080/03610926.2024.2369312","url":null,"abstract":"The call function plays a crucial role in pricing the collateralized dept obligation (CDO) and we will generalize the refined Lindeberg principle developed in Chen, Shao, and Xu (2023) to study the...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"11 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612709","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 : 2024-07-03DOI: 10.1080/03610926.2024.2360079
Pengcheng Zhang, David Pitt, Xueyuan Wu
Given that insurance companies often operate across multiple lines of insurance business, where claim frequencies on different lines are often correlated, it often becomes advantageous to employ mu...
鉴于保险公司通常经营多种保险业务，而不同保险业务的索赔频率往往是相关的，因此，采用...
{"title":"A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance","authors":"Pengcheng Zhang, David Pitt, Xueyuan Wu","doi":"10.1080/03610926.2024.2360079","DOIUrl":"https://doi.org/10.1080/03610926.2024.2360079","url":null,"abstract":"Given that insurance companies often operate across multiple lines of insurance business, where claim frequencies on different lines are often correlated, it often becomes advantageous to employ mu...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"15 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141569450","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 : 2024-07-03DOI: 10.1080/03610926.2024.2360659
Nadia Asrir, Abdallah Mkhadri
In a moderate or high-dimensional framework, the sliced inverse regression (SIR) method requires the inversion of the empirical covariance matrix which yields numerical problems in estimating the c...
{"title":"Sliced inverse regression via natural canonical thresholding","authors":"Nadia Asrir, Abdallah Mkhadri","doi":"10.1080/03610926.2024.2360659","DOIUrl":"https://doi.org/10.1080/03610926.2024.2360659","url":null,"abstract":"In a moderate or high-dimensional framework, the sliced inverse regression (SIR) method requires the inversion of the empirical covariance matrix which yields numerical problems in estimating the c...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"34 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141585173","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}
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