Pub Date : 2024-09-13DOI: 10.1080/02331888.2024.2402069
Alvaro Alexander Burbano-Moreno, Vinícius Diniz Mayrink
Functional Data Analysis (FDA) has emerged as a powerful framework for datasets that exhibit continuous variation over specified intervals. Unlike traditional methods, FDA treats data as functions,...
{"title":"Gaussian modeling with B-splines for spatial functional data on irregular domains","authors":"Alvaro Alexander Burbano-Moreno, Vinícius Diniz Mayrink","doi":"10.1080/02331888.2024.2402069","DOIUrl":"https://doi.org/10.1080/02331888.2024.2402069","url":null,"abstract":"Functional Data Analysis (FDA) has emerged as a powerful framework for datasets that exhibit continuous variation over specified intervals. Unlike traditional methods, FDA treats data as functions,...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"200 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142249889","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 : 2024-09-13DOI: 10.1080/02331888.2024.2401078
Angelo Famà, Jurgena Myftiu, Paolo Pagnottoni, Alessandro Spelta
We explore the potential of machine learning (ML) models applied in two financial risk management areas, i.e., credit risk management and financial risk hedging, through two practical use cases. Th...
{"title":"Explainable machine learning for financial risk management: two practical use cases","authors":"Angelo Famà, Jurgena Myftiu, Paolo Pagnottoni, Alessandro Spelta","doi":"10.1080/02331888.2024.2401078","DOIUrl":"https://doi.org/10.1080/02331888.2024.2401078","url":null,"abstract":"We explore the potential of machine learning (ML) models applied in two financial risk management areas, i.e., credit risk management and financial risk hedging, through two practical use cases. Th...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"186 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142249891","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 : 2024-09-13DOI: 10.1080/02331888.2024.2402497
El Hadji Deme, Yousri Slaoui, Modou Kebe, Solym Manou-Abi
The probability of ruin of an insurance company is one of the main risk measures considered in risk theory, and the problems of its calculation and approximation have attracted much attention. Stat...
保险公司破产的概率是风险理论中考虑的主要风险度量之一，其计算和近似问题已引起广泛关注。统计...
{"title":"Robust estimator of the ruin probability in infinite time for heavy-tailed distributions","authors":"El Hadji Deme, Yousri Slaoui, Modou Kebe, Solym Manou-Abi","doi":"10.1080/02331888.2024.2402497","DOIUrl":"https://doi.org/10.1080/02331888.2024.2402497","url":null,"abstract":"The probability of ruin of an insurance company is one of the main risk measures considered in risk theory, and the problems of its calculation and approximation have attracted much attention. Stat...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"52 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142249888","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 : 2024-09-13DOI: 10.1080/02331888.2024.2400185
Ling Peng, Shujin Xie, Xiaohui Liu, Fukang Zhu
This note examines the conditional least squares (CLS) estimators for integer-valued autoregressive (INAR) models, with a focus on the INAR(1) model. Our investigation reveals that the joint limiti...
{"title":"A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model","authors":"Ling Peng, Shujin Xie, Xiaohui Liu, Fukang Zhu","doi":"10.1080/02331888.2024.2400185","DOIUrl":"https://doi.org/10.1080/02331888.2024.2400185","url":null,"abstract":"This note examines the conditional least squares (CLS) estimators for integer-valued autoregressive (INAR) models, with a focus on the INAR(1) model. Our investigation reveals that the joint limiti...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"5 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142249890","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 : 2024-09-02DOI: 10.1080/02331888.2024.2398057
Chunbai Tao, Shanshan Wang
Big data streams have garnered significant attention in multiple industries. However, the immense volume and the presence of outliers in high-velocity streaming data pose great challenges to its an...
{"title":"Online updating Huber robust regression for big data streams","authors":"Chunbai Tao, Shanshan Wang","doi":"10.1080/02331888.2024.2398057","DOIUrl":"https://doi.org/10.1080/02331888.2024.2398057","url":null,"abstract":"Big data streams have garnered significant attention in multiple industries. However, the immense volume and the presence of outliers in high-velocity streaming data pose great challenges to its an...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"8 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142192185","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 : 2024-08-29DOI: 10.1080/02331888.2024.2396023
Jiyang Wang, Wanfeng Liang, Lijie Li, Feng Zou
In recent years, the progress made in high-throughout sequencing techniques supports the analysis of microbial communities greatly. The fact that real-world microbiome data lie in a high-dimensiona...
{"title":"Rank-based correlation matrix estimation for high dimensional microbiome data","authors":"Jiyang Wang, Wanfeng Liang, Lijie Li, Feng Zou","doi":"10.1080/02331888.2024.2396023","DOIUrl":"https://doi.org/10.1080/02331888.2024.2396023","url":null,"abstract":"In recent years, the progress made in high-throughout sequencing techniques supports the analysis of microbial communities greatly. The fact that real-world microbiome data lie in a high-dimensiona...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"5 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-08-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142192186","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 : 2024-08-21DOI: 10.1080/02331888.2024.2382726
Denis Belomestny, Ekaterina Morozova, Vladimir Panov
This paper deals with the statistical inference in compound models, which are defined as a sum of i.i.d. random variables ξ1+⋯+ξN, where the number of summands, N, is a random variable independent ...
本文讨论复合模型的统计推断，复合模型定义为 i.i.d. 随机变量ξ1+⋯+ξN 的和，其中和的数量 N 是一个独立的随机变量。
{"title":"Nonparametric statistical inference for compound models","authors":"Denis Belomestny, Ekaterina Morozova, Vladimir Panov","doi":"10.1080/02331888.2024.2382726","DOIUrl":"https://doi.org/10.1080/02331888.2024.2382726","url":null,"abstract":"This paper deals with the statistical inference in compound models, which are defined as a sum of i.i.d. random variables ξ1+⋯+ξN, where the number of summands, N, is a random variable independent ...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"44 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142192188","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 : 2024-08-19DOI: 10.1080/02331888.2024.2392771
Esra Ertan, Kadri Ulaş Akay
In the analysis of logistic regression models, various biased estimators have been proposed as an alternative to the maximum likelihood estimator (MLE) for estimating model parameters in the presen...
{"title":"Identifying a class of Ridge-type estimators in binary logistic regression models","authors":"Esra Ertan, Kadri Ulaş Akay","doi":"10.1080/02331888.2024.2392771","DOIUrl":"https://doi.org/10.1080/02331888.2024.2392771","url":null,"abstract":"In the analysis of logistic regression models, various biased estimators have been proposed as an alternative to the maximum likelihood estimator (MLE) for estimating model parameters in the presen...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"35 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142192189","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 : 2024-08-14DOI: 10.1080/02331888.2024.2391416
Shreyashi Basak, Paavo Sattler, Somesh Kumar
The problem of combining information from several samples for estimating or testing a common mean for normal populations has been extensively studied in the statistical literature. In this paper, w...
{"title":"Inference on the common mean direction of several Fisher-von Mises-Langevin populations with unknown concentration parameters","authors":"Shreyashi Basak, Paavo Sattler, Somesh Kumar","doi":"10.1080/02331888.2024.2391416","DOIUrl":"https://doi.org/10.1080/02331888.2024.2391416","url":null,"abstract":"The problem of combining information from several samples for estimating or testing a common mean for normal populations has been extensively studied in the statistical literature. In this paper, w...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"143 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142192190","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 : 2024-08-14DOI: 10.1080/02331888.2024.2391402
Lunshuai Wu
This paper responds to Professor Paolo Giudici's call for papers in ‘Safe Machine Learning’ and explores the application of Bayesian inference within the SAFE model framework, aiming to enhance the...
{"title":"The application of Bayesian inference under SAFE model","authors":"Lunshuai Wu","doi":"10.1080/02331888.2024.2391402","DOIUrl":"https://doi.org/10.1080/02331888.2024.2391402","url":null,"abstract":"This paper responds to Professor Paolo Giudici's call for papers in ‘Safe Machine Learning’ and explores the application of Bayesian inference within the SAFE model framework, aiming to enhance the...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"6 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142192191","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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