Pub Date : 2023-05-17DOI: 10.1007/s42952-023-00214-7
C. Borroni, L. De Capitani
{"title":"The relationship between shape parameters and kurtosis in some relevant models","authors":"C. Borroni, L. De Capitani","doi":"10.1007/s42952-023-00214-7","DOIUrl":"https://doi.org/10.1007/s42952-023-00214-7","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"581 - 620"},"PeriodicalIF":0.6,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49153084","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 : 2023-05-09DOI: 10.1007/s42952-023-00213-8
Yanhong Liu, Yuhao Zhang, Zhonghua Li
{"title":"Structure learning of exponential family graphical model with false discovery rate control","authors":"Yanhong Liu, Yuhao Zhang, Zhonghua Li","doi":"10.1007/s42952-023-00213-8","DOIUrl":"https://doi.org/10.1007/s42952-023-00213-8","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"554 - 580"},"PeriodicalIF":0.6,"publicationDate":"2023-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43081906","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 : 2023-05-07DOI: 10.1007/s42952-023-00212-9
Sangyeol Lee, Dongwon Kim
In this study, we consider an online monitoring procedure to detect a parameter change for bivariate time series of counts, following bivariate integer-valued generalized autoregressive heteroscedastic (BIGARCH) and autoregressive (BINAR) models. To handle this problem, we employ the cumulative sum (CUSUM) process constructed from the (standardized) residuals obtained from those models. To attain control limits, we develop limit theorems for the proposed monitoring process. A simulation study and real data analysis are conducted to affirm the validity of the proposed method.
{"title":"Monitoring parameter change for bivariate time series models of counts.","authors":"Sangyeol Lee, Dongwon Kim","doi":"10.1007/s42952-023-00212-9","DOIUrl":"10.1007/s42952-023-00212-9","url":null,"abstract":"<p><p>In this study, we consider an online monitoring procedure to detect a parameter change for bivariate time series of counts, following bivariate integer-valued generalized autoregressive heteroscedastic (BIGARCH) and autoregressive (BINAR) models. To handle this problem, we employ the cumulative sum (CUSUM) process constructed from the (standardized) residuals obtained from those models. To attain control limits, we develop limit theorems for the proposed monitoring process. A simulation study and real data analysis are conducted to affirm the validity of the proposed method.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":" ","pages":"1-23"},"PeriodicalIF":0.6,"publicationDate":"2023-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10164370/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10092959","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-18DOI: 10.1007/s42952-023-00211-w
A. Sadeghkhani, M. Arashi
{"title":"Matrix variate density estimation with additional information","authors":"A. Sadeghkhani, M. Arashi","doi":"10.1007/s42952-023-00211-w","DOIUrl":"https://doi.org/10.1007/s42952-023-00211-w","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"522 - 530"},"PeriodicalIF":0.6,"publicationDate":"2023-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43637950","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 : 2023-03-14DOI: 10.1007/s42952-023-00209-4
Mohamed El Omari
{"title":"Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift","authors":"Mohamed El Omari","doi":"10.1007/s42952-023-00209-4","DOIUrl":"https://doi.org/10.1007/s42952-023-00209-4","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"450 - 461"},"PeriodicalIF":0.6,"publicationDate":"2023-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45895393","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 : 2023-02-24DOI: 10.1007/s42952-023-00208-5
Stelios Arvanitis
{"title":"Concentration inequalities for Kernel density estimators under uniform mixing","authors":"Stelios Arvanitis","doi":"10.1007/s42952-023-00208-5","DOIUrl":"https://doi.org/10.1007/s42952-023-00208-5","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"440 - 449"},"PeriodicalIF":0.6,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52784628","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 : 2023-02-21DOI: 10.1007/s42952-023-00207-6
M. Park, Hyungwoo Kim, S. Shin
{"title":"$$L_1$$-penalized fraud detection support vector machines","authors":"M. Park, Hyungwoo Kim, S. Shin","doi":"10.1007/s42952-023-00207-6","DOIUrl":"https://doi.org/10.1007/s42952-023-00207-6","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.6,"publicationDate":"2023-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42442001","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 : 2023-01-24DOI: 10.1007/s42952-022-00201-4
Pacifique Nizeyimana, K. Lee, Inyoung Kim
{"title":"Bayesian pathway selection","authors":"Pacifique Nizeyimana, K. Lee, Inyoung Kim","doi":"10.1007/s42952-022-00201-4","DOIUrl":"https://doi.org/10.1007/s42952-022-00201-4","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"283 - 303"},"PeriodicalIF":0.6,"publicationDate":"2023-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45572033","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 : 2023-01-22DOI: 10.1007/s42952-023-00204-9
Di Cui, C. Tee
{"title":"The expectation–maximization approach for Bayesian additive Cox regression with current status data","authors":"Di Cui, C. Tee","doi":"10.1007/s42952-023-00204-9","DOIUrl":"https://doi.org/10.1007/s42952-023-00204-9","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"361 - 381"},"PeriodicalIF":0.6,"publicationDate":"2023-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48886399","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 : 2023-01-21DOI: 10.1007/s42952-023-00203-w
Le Ho Thi Thuy, Cao Xuan Phuong
{"title":"Deconvolution problem of cumulative distribution function with heteroscedastic errors","authors":"Le Ho Thi Thuy, Cao Xuan Phuong","doi":"10.1007/s42952-023-00203-w","DOIUrl":"https://doi.org/10.1007/s42952-023-00203-w","url":null,"abstract":"","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":"52 1","pages":"330 - 360"},"PeriodicalIF":0.6,"publicationDate":"2023-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45495436","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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