Pub Date : 2024-03-25DOI: 10.1080/03610926.2024.2323634
Sharif Mozumder, M. Kabir Hassan, Ghulam Sorwar, José Antonio Pérez Amuedo
In this study, we model aggregate claims using a subordinator, specifically a non-decreasing Lévy process. Large positive jumps, exceeding a predetermined threshold, represent significant claims, w...
{"title":"Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator","authors":"Sharif Mozumder, M. Kabir Hassan, Ghulam Sorwar, José Antonio Pérez Amuedo","doi":"10.1080/03610926.2024.2323634","DOIUrl":"https://doi.org/10.1080/03610926.2024.2323634","url":null,"abstract":"In this study, we model aggregate claims using a subordinator, specifically a non-decreasing Lévy process. Large positive jumps, exceeding a predetermined threshold, represent significant claims, w...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"86 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140297628","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 : 2024-03-22DOI: 10.1080/03610926.2024.2330668
Mohammad Mollazehi, Abdel-Salam G. Abdel-Salam
Test-item bias has become an increasingly challenging issue in statistics and education. A popular method, the Mantel-Haenszel test, is used for detecting non-uniform differential item functioning ...
{"title":"Understanding the alternative Mantel-Haenszel statistic: Factors affecting its robustness to detect non-uniform DIF","authors":"Mohammad Mollazehi, Abdel-Salam G. Abdel-Salam","doi":"10.1080/03610926.2024.2330668","DOIUrl":"https://doi.org/10.1080/03610926.2024.2330668","url":null,"abstract":"Test-item bias has become an increasingly challenging issue in statistics and education. A popular method, the Mantel-Haenszel test, is used for detecting non-uniform differential item functioning ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"367 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204212","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 : 2024-03-22DOI: 10.1080/03610926.2024.2324985
Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu, Chuang Wan
This article provides new estimating and testing procedures for the panel covariate-dependent kink threshold regression model. By utilizing a linearization technique, we develop an efficient estima...
{"title":"A note on the covariate-dependent kink threshold regression model for panel data","authors":"Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu, Chuang Wan","doi":"10.1080/03610926.2024.2324985","DOIUrl":"https://doi.org/10.1080/03610926.2024.2324985","url":null,"abstract":"This article provides new estimating and testing procedures for the panel covariate-dependent kink threshold regression model. By utilizing a linearization technique, we develop an efficient estima...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"2016 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204111","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 : 2024-03-21DOI: 10.1080/03610926.2024.2329768
Arnab Hazra
Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. A...
{"title":"Minimum density power divergence estimation for the generalized exponential distribution","authors":"Arnab Hazra","doi":"10.1080/03610926.2024.2329768","DOIUrl":"https://doi.org/10.1080/03610926.2024.2329768","url":null,"abstract":"Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. A...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"12 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204182","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 : 2024-03-21DOI: 10.1080/03610926.2024.2329241
Abderrahmen Manaa, Roufaida Souakri
The modeling of integer-valued time series has received considerable attention, which has led to the introduction and in-depth study of various linear models to develop appropriate ones for such da...
{"title":"Zero-inflated Poisson INAR(1) model with periodic structure","authors":"Abderrahmen Manaa, Roufaida Souakri","doi":"10.1080/03610926.2024.2329241","DOIUrl":"https://doi.org/10.1080/03610926.2024.2329241","url":null,"abstract":"The modeling of integer-valued time series has received considerable attention, which has led to the introduction and in-depth study of various linear models to develop appropriate ones for such da...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"538 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140204181","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 study introduces optimal designs for the unit exponential (UE) non linear model using local, Bayesian, and non parametric Bayesian approaches. In the local approach, optimal designs were deriv...
{"title":"Locally, Bayesian and non parametric Bayesian optimal designs for unit exponential regression model","authors":"Anita Abdollahi Nanvapisheh, Habib Jafari, Soleiman Khazaei","doi":"10.1080/03610926.2024.2328182","DOIUrl":"https://doi.org/10.1080/03610926.2024.2328182","url":null,"abstract":"This study introduces optimal designs for the unit exponential (UE) non linear model using local, Bayesian, and non parametric Bayesian approaches. In the local approach, optimal designs were deriv...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"8 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2024-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140172819","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: 10.1080/03610926.2024.2322616
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}
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