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}
Pub Date : 2024-07-01DOI: 10.1080/03610926.2024.2372071
Raju Kumar
An Andrews-Pregibon statistic has been developed to test outliers in the linear model for incomplete multiresponse experiment designs. An incomplete multiresponse design’s data set is used to test ...
{"title":"An effective statistic and robust block designs for studying outliers in incomplete multiresponse experiment","authors":"Raju Kumar","doi":"10.1080/03610926.2024.2372071","DOIUrl":"https://doi.org/10.1080/03610926.2024.2372071","url":null,"abstract":"An Andrews-Pregibon statistic has been developed to test outliers in the linear model for incomplete multiresponse experiment designs. An incomplete multiresponse design’s data set is used to test ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"94 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509222","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 : 2024-07-01DOI: 10.1080/03610926.2024.2360663
Jun Sun, Xiaoqing Han, Mingtao Zhao, Kongsheng Zhang
Rank regression has become increasingly popular for robust inference in statistics. However, there iss no research for the dynamic single index varying coefficient model (DSIVCM), and only the leas...
{"title":"Rank regression estimation for dynamic single index varying coefficient models","authors":"Jun Sun, Xiaoqing Han, Mingtao Zhao, Kongsheng Zhang","doi":"10.1080/03610926.2024.2360663","DOIUrl":"https://doi.org/10.1080/03610926.2024.2360663","url":null,"abstract":"Rank regression has become increasingly popular for robust inference in statistics. However, there iss no research for the dynamic single index varying coefficient model (DSIVCM), and only the leas...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"17 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141569452","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 : 2024-06-30DOI: 10.1080/03610926.2024.2363875
Juliana Schulz, Christian Genest
Comonotonicity and counter-monotonicity refer to the strongest possible form of dependence, namely perfect positive and negative dependence, respectively. For continuous random vectors, comonotonic...
{"title":"Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation","authors":"Juliana Schulz, Christian Genest","doi":"10.1080/03610926.2024.2363875","DOIUrl":"https://doi.org/10.1080/03610926.2024.2363875","url":null,"abstract":"Comonotonicity and counter-monotonicity refer to the strongest possible form of dependence, namely perfect positive and negative dependence, respectively. For continuous random vectors, comonotonic...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"7 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141569451","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 : 2024-06-30DOI: 10.1080/03610926.2024.2366910
Lunyi Liu, Qunying Wu
This article aims to study and establish the Lai law for the weighted sum of extended negatively dependent random variables under sub-linear expectations. Using inequalities under sub-linear expect...
本文旨在研究并建立亚线性期望下扩展负相关随机变量加权和的 Lai 定律。利用亚线性期望下的不等式...
{"title":"Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations","authors":"Lunyi Liu, Qunying Wu","doi":"10.1080/03610926.2024.2366910","DOIUrl":"https://doi.org/10.1080/03610926.2024.2366910","url":null,"abstract":"This article aims to study and establish the Lai law for the weighted sum of extended negatively dependent random variables under sub-linear expectations. Using inequalities under sub-linear expect...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"67 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739595","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 : 2024-06-30DOI: 10.1080/03610926.2024.2363870
Robert E. Gaunt
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals ∫0∞x−2νcos(bx)γ(ν,αx2)dx (for ν>1/2, b > 0, α > ...
{"title":"A probabilistic proof of some integral formulas involving incomplete gamma functions","authors":"Robert E. Gaunt","doi":"10.1080/03610926.2024.2363870","DOIUrl":"https://doi.org/10.1080/03610926.2024.2363870","url":null,"abstract":"The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals ∫0∞x−2νcos(bx)γ(ν,αx2)dx (for ν>1/2, b > 0, α > ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"10 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141721291","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 : 2024-06-26DOI: 10.1080/03610926.2024.2361129
Dariush Najarzadeh
A simple test is proposed to test the independence of high-dimensional random normal vectors. The method consists of two steps. First, the primary high-dimensional data is projected onto a low-dime...
{"title":"Testing for independence of sets of high-dimensional normal vectors using random projection approach","authors":"Dariush Najarzadeh","doi":"10.1080/03610926.2024.2361129","DOIUrl":"https://doi.org/10.1080/03610926.2024.2361129","url":null,"abstract":"A simple test is proposed to test the independence of high-dimensional random normal vectors. The method consists of two steps. First, the primary high-dimensional data is projected onto a low-dime...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"23 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141722446","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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