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Journal of the Korean Statistical Society最新文献

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A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs 构造非对称空间填充设计的一种新的双-三阈值接受混合算法
4区 数学 Q3 Mathematics Pub Date : 2023-11-03 DOI: 10.1007/s42952-023-00232-5
A. M. Elsawah
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引用次数: 1
Variable selection for single-index models based on martingale difference divergence 基于鞅差分散度的单指标模型变量选择
4区 数学 Q3 Mathematics Pub Date : 2023-10-25 DOI: 10.1007/s42952-023-00234-3
Xiaohui Yuan, Yue Wang, Yiming Wang, Tianqing Liu
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引用次数: 0
Distributed smoothed rank regression with heterogeneous errors for massive data 海量数据异构误差的分布平滑秩回归
4区 数学 Q3 Mathematics Pub Date : 2023-10-23 DOI: 10.1007/s42952-023-00237-0
Xiaohui Yuan, Xinran Zhang, Yue Wang, Chunjie Wang
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引用次数: 0
A nonparametric binomial likelihood approach for causal inference in instrumental variable models 工具变量模型中因果推理的非参数二项似然方法
4区 数学 Q3 Mathematics Pub Date : 2023-10-19 DOI: 10.1007/s42952-023-00233-4
Kwonsang Lee, Bhaswar B. Bhattacharya, Jing Qin, Dylan S. Small
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引用次数: 0
Estimation of Bergsma’s covariance Bergsma协方差的估计
4区 数学 Q3 Mathematics Pub Date : 2023-10-18 DOI: 10.1007/s42952-023-00236-1
Arup Bose, Divya Kappara, Madhuchhanda Bhattacharjee
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引用次数: 0
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds 遗传算法与贝叶斯方法多变化点检测的时间序列计数超过特定阈值
4区 数学 Q3 Mathematics Pub Date : 2023-10-09 DOI: 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.
虽然应用非齐次泊松过程(Non-Homogeneous Poisson Processes, NHPP)来建模和研究不同时间序列测量的感兴趣的阈值超调已被证明提供了良好的结果,但它们需要补充一种有效的自动诊断技术来确定变化点的位置,当考虑到这一点时,估计模型与真实模型中包含的信息拟合较差。因此,提出了一种新的方法来解决测量时间序列的分割不确定性,其中研究了超过特定阈值的生成分布。该算法的一个重要贡献是,所有的溢出天数都是一个候选的改变点,因此在遗传算法的启发式下,所有可能的溢出天数配置都是可能的染色体,它们将联合起来产生新的解。此外,这种方法将保证非局部和最佳可能的一个解决方案,减少浪费的机器时间来评估最不可能的染色体是一个可行的解决方案。分析评价技术将通过最小描述长度(MDL)作为目标函数,这是每个制度的NHPP参数和决定它们的变化点的联合后验分布函数,也说明了上述时间存在的影响。因此,目前工作的实际意义之一在于克服对测量时间序列建模的需要,在这些时间序列中,超出某些阈值的分布,或涉及突变的某些事件的计数,是气候变化、信息安全和流行病学等现象应用的主要焦点。
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引用次数: 0
Normality test in random coefficient autoregressive models 随机系数自回归模型的正态性检验
4区 数学 Q3 Mathematics Pub Date : 2023-09-22 DOI: 10.1007/s42952-023-00230-7
Zixuan Liu, Junmo Song
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引用次数: 0
Improved control chart for statistical process control using combined X and delayed EWMA statistics 结合X和延迟EWMA统计改进了统计过程控制的控制图
4区 数学 Q3 Mathematics Pub Date : 2023-09-21 DOI: 10.1007/s42952-023-00231-6
Johan Lim, Sungim Lee
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引用次数: 0
Construction of optimal designs for quantile regression model via particle swarm optimization 基于粒子群优化的分位数回归模型优化设计构建
4区 数学 Q3 Mathematics Pub Date : 2023-09-21 DOI: 10.1007/s42952-023-00228-1
Yi Zhai, Chen Xing, Zhide Fang
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引用次数: 0
Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling 分布函数的非参数极大似然估计
4区 数学 Q3 Mathematics Pub Date : 2023-09-20 DOI: 10.1007/s42952-023-00229-0
Jesse Frey, Yimin Zhang
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引用次数: 0
期刊
Journal of the Korean Statistical Society
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