Pub Date : 2023-10-19DOI: 10.1007/s42952-023-00233-4
Kwonsang Lee, Bhaswar B. Bhattacharya, Jing Qin, Dylan S. Small
{"title":"A nonparametric binomial likelihood approach for causal inference in instrumental variable models","authors":"Kwonsang Lee, Bhaswar B. Bhattacharya, Jing Qin, Dylan S. Small","doi":"10.1007/s42952-023-00233-4","DOIUrl":"https://doi.org/10.1007/s42952-023-00233-4","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135730204","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}
{"title":"Estimation of Bergsma’s covariance","authors":"Arup Bose, Divya Kappara, Madhuchhanda Bhattacharjee","doi":"10.1007/s42952-023-00236-1","DOIUrl":"https://doi.org/10.1007/s42952-023-00236-1","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135824086","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 : 2023-10-09DOI: 10.1007/s42952-023-00227-2
Biviana Marcela Suárez-Sierra, Arrigo Coen, Carlos Alberto Taimal
Abstract Although the applications of Non-Homogeneous Poisson Processes (NHPP) to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an efficient and automatic diagnostic technique to establish the location of the change-points, which, when taken into account, make the estimated model fit poorly in regards of the information contained in the real one. Because of this, a new method is proposed to solve the segmentation uncertainty of the time series of measurements, where the generating distribution of exceedances of a specific threshold is the focus of investigation. One of the great contributions of the present algorithm is that all the days that trespassed are candidates to be a change-point, so all the possible configurations of overflow days under the heuristics of a genetic algorithm are the possible chromosomes, which will unite to produce new solutions. Also, such methods will be guarantee to non-local and the best possible one solution, reducing wasted machine time evaluating the least likely chromosomes to be a feasible solution. The analytical evaluation technique will be by means of the Minimum Description Length ( MDL ) as the objective function, which is the joint posterior distribution function of the parameters of the NHPP of each regime and the change-points that determines them and which account as well for the influence of the presence of said times. Thus, one of the practical implications of the present work comes in terms of overcoming the need of modeling the time series of measurements, where the distributions of exceedances of certain thresholds, or where the counting of certain events involving abrupt changes, is the main focus with applications in phenomena such as climate change, information security and epidemiology, to name a few.
{"title":"Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds","authors":"Biviana Marcela Suárez-Sierra, Arrigo Coen, Carlos Alberto Taimal","doi":"10.1007/s42952-023-00227-2","DOIUrl":"https://doi.org/10.1007/s42952-023-00227-2","url":null,"abstract":"Abstract Although the applications of Non-Homogeneous Poisson Processes (NHPP) to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an efficient and automatic diagnostic technique to establish the location of the change-points, which, when taken into account, make the estimated model fit poorly in regards of the information contained in the real one. Because of this, a new method is proposed to solve the segmentation uncertainty of the time series of measurements, where the generating distribution of exceedances of a specific threshold is the focus of investigation. One of the great contributions of the present algorithm is that all the days that trespassed are candidates to be a change-point, so all the possible configurations of overflow days under the heuristics of a genetic algorithm are the possible chromosomes, which will unite to produce new solutions. Also, such methods will be guarantee to non-local and the best possible one solution, reducing wasted machine time evaluating the least likely chromosomes to be a feasible solution. The analytical evaluation technique will be by means of the Minimum Description Length ( MDL ) as the objective function, which is the joint posterior distribution function of the parameters of the NHPP of each regime and the change-points that determines them and which account as well for the influence of the presence of said times. Thus, one of the practical implications of the present work comes in terms of overcoming the need of modeling the time series of measurements, where the distributions of exceedances of certain thresholds, or where the counting of certain events involving abrupt changes, is the main focus with applications in phenomena such as climate change, information security and epidemiology, to name a few.","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135094452","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 : 2023-09-22DOI: 10.1007/s42952-023-00230-7
Zixuan Liu, Junmo Song
{"title":"Normality test in random coefficient autoregressive models","authors":"Zixuan Liu, Junmo Song","doi":"10.1007/s42952-023-00230-7","DOIUrl":"https://doi.org/10.1007/s42952-023-00230-7","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"63 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136061076","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 : 2023-09-21DOI: 10.1007/s42952-023-00231-6
Johan Lim, Sungim Lee
{"title":"Improved control chart for statistical process control using combined X and delayed EWMA statistics","authors":"Johan Lim, Sungim Lee","doi":"10.1007/s42952-023-00231-6","DOIUrl":"https://doi.org/10.1007/s42952-023-00231-6","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"80 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136235235","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 : 2023-09-21DOI: 10.1007/s42952-023-00228-1
Yi Zhai, Chen Xing, Zhide Fang
{"title":"Construction of optimal designs for quantile regression model via particle swarm optimization","authors":"Yi Zhai, Chen Xing, Zhide Fang","doi":"10.1007/s42952-023-00228-1","DOIUrl":"https://doi.org/10.1007/s42952-023-00228-1","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136152948","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 : 2023-09-20DOI: 10.1007/s42952-023-00229-0
Jesse Frey, Yimin Zhang
{"title":"Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling","authors":"Jesse Frey, Yimin Zhang","doi":"10.1007/s42952-023-00229-0","DOIUrl":"https://doi.org/10.1007/s42952-023-00229-0","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"159 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136310744","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 : 2023-09-09DOI: 10.1007/s42952-023-00226-3
Yujian Liu, Dejun Xie, David A. Edwards, Siyi Yu
{"title":"Mixture copulas with discrete margins and their application to imbalanced data","authors":"Yujian Liu, Dejun Xie, David A. Edwards, Siyi Yu","doi":"10.1007/s42952-023-00226-3","DOIUrl":"https://doi.org/10.1007/s42952-023-00226-3","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136192259","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 : 2023-09-02DOI: 10.1007/s42952-023-00225-4
Wenjing Zhang, Yingyin Lu
{"title":"Higher-order expansions of sample range from skew-normal distribution","authors":"Wenjing Zhang, Yingyin Lu","doi":"10.1007/s42952-023-00225-4","DOIUrl":"https://doi.org/10.1007/s42952-023-00225-4","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43220279","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 : 2023-08-31DOI: 10.1007/s42952-023-00224-5
P. Shen
{"title":"A multiple imputation approach for the Cox–Aalen cure model with interval-censored data","authors":"P. Shen","doi":"10.1007/s42952-023-00224-5","DOIUrl":"https://doi.org/10.1007/s42952-023-00224-5","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47712868","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}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：