Pub Date : 2024-03-21DOI: 10.1080/03610918.2024.2329991
Mingxue Quan
Mean and covariance estimation is a critical problem in functional data analysis. With the emergence of new types of functional data, there is a growing need for more sophisticated methodologies to...
{"title":"Mean and covariance estimation of functional data streams","authors":"Mingxue Quan","doi":"10.1080/03610918.2024.2329991","DOIUrl":"https://doi.org/10.1080/03610918.2024.2329991","url":null,"abstract":"Mean and covariance estimation is a critical problem in functional data analysis. With the emergence of new types of functional data, there is a growing need for more sophisticated methodologies to...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"287 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140202861","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: 10.1080/03610918.2024.2329254
Xiaonan Hu
One of the major challenges in empirical studies is to construct an appropriate statistical model that accounts for the uncertainty of statistical methods and model specifications. An improperly sp...
{"title":"MoST: model specification test by variable selection stability","authors":"Xiaonan Hu","doi":"10.1080/03610918.2024.2329254","DOIUrl":"https://doi.org/10.1080/03610918.2024.2329254","url":null,"abstract":"One of the major challenges in empirical studies is to construct an appropriate statistical model that accounts for the uncertainty of statistical methods and model specifications. An improperly sp...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"41 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140202916","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: 10.1080/03610918.2024.2330709
Eman Ahmed Alawamy, Liu Yuanyuan, Yiqiang Q. Zhao
In this paper, we deal with a Bayesian inference method for estimating the parameters of the queueing system with short- or long-tailed distributions based on the No-U-Turn Sampler (NUTS), a recent...
{"title":"Bayesian inference of a queueing system with short- or long-tailed distributions based on Hamiltonian Monte Carlo","authors":"Eman Ahmed Alawamy, Liu Yuanyuan, Yiqiang Q. Zhao","doi":"10.1080/03610918.2024.2330709","DOIUrl":"https://doi.org/10.1080/03610918.2024.2330709","url":null,"abstract":"In this paper, we deal with a Bayesian inference method for estimating the parameters of the queueing system with short- or long-tailed distributions based on the No-U-Turn Sampler (NUTS), a recent...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"2018 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140202882","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 : 2024-03-19DOI: 10.1080/03610918.2024.2325567
Yuan Yuan, Nedret Billor
Due to rapid advancements in computer technology, high-dimensional, big, and complex data, such as functional data, where observations are considered as curves, have emerged from many applications ...
{"title":"Sure independent screening for functional regression model","authors":"Yuan Yuan, Nedret Billor","doi":"10.1080/03610918.2024.2325567","DOIUrl":"https://doi.org/10.1080/03610918.2024.2325567","url":null,"abstract":"Due to rapid advancements in computer technology, high-dimensional, big, and complex data, such as functional data, where observations are considered as curves, have emerged from many applications ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140166442","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: 10.1080/03610918.2024.2328168
Mohammed A. Meraou, Mohammad Z. Raqab, Debasis Kundu, Fatemah A. Alqallaf
The main objective of this paper is to propose a new general family of distributions, namely compound truncated Poisson log-normal distribution of which log-normal distribution is a special case. T...
{"title":"Inference for compound truncated Poisson log-normal model with application to maximum precipitation data","authors":"Mohammed A. Meraou, Mohammad Z. Raqab, Debasis Kundu, Fatemah A. Alqallaf","doi":"10.1080/03610918.2024.2328168","DOIUrl":"https://doi.org/10.1080/03610918.2024.2328168","url":null,"abstract":"The main objective of this paper is to propose a new general family of distributions, namely compound truncated Poisson log-normal distribution of which log-normal distribution is a special case. T...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"12 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140202761","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 : 2024-03-15DOI: 10.1080/03610918.2024.2326596
Enas A. Ananbeh, Omar M. Eidous
This paper presents new simple lower and upper bounds for the cumulative normal distribution function, Φ(z). The accuracy and closeness of the proposed bounds to the exact Φ(z) are investigated bas...
{"title":"New simple bounds for standard normal distribution function","authors":"Enas A. Ananbeh, Omar M. Eidous","doi":"10.1080/03610918.2024.2326596","DOIUrl":"https://doi.org/10.1080/03610918.2024.2326596","url":null,"abstract":"This paper presents new simple lower and upper bounds for the cumulative normal distribution function, Φ(z). The accuracy and closeness of the proposed bounds to the exact Φ(z) are investigated bas...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"36 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140146644","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 : 2024-03-14DOI: 10.1080/03610918.2024.2329237
Hasan Bulut, Gülnur Karaosman
In multivariate statistical inference, the Hotelling T2 statistic is used to test the equality of mean vectors for two independent groups. This statistic needs the multivariate normality and homoge...
{"title":"A robust test approach for equality of mean vectors of two independent groups under the multivariate Behrens-Fisher problem","authors":"Hasan Bulut, Gülnur Karaosman","doi":"10.1080/03610918.2024.2329237","DOIUrl":"https://doi.org/10.1080/03610918.2024.2329237","url":null,"abstract":"In multivariate statistical inference, the Hotelling T2 statistic is used to test the equality of mean vectors for two independent groups. This statistic needs the multivariate normality and homoge...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"16 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140125455","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 : 2024-03-13DOI: 10.1080/03610918.2024.2328166
Asana Neishabouri, Michel C. Desmarais
Determining the number of latent dimensions (LD) of a data set is a ubiquitous problem, for which numerous methods have been developed. We compare some of the most effective ones on synthetic data,...
{"title":"An ensemble approach to determine the number of latent dimensions and assess its reliability","authors":"Asana Neishabouri, Michel C. Desmarais","doi":"10.1080/03610918.2024.2328166","DOIUrl":"https://doi.org/10.1080/03610918.2024.2328166","url":null,"abstract":"Determining the number of latent dimensions (LD) of a data set is a ubiquitous problem, for which numerous methods have been developed. We compare some of the most effective ones on synthetic data,...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"13 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140125858","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 : 2024-03-11DOI: 10.1080/03610918.2024.2326595
H. Karamikabir, A. Sanati, G. G. Hamedani
The matrix-variate normal distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables. In this paper, we introduce ...
矩阵变量正态分布是多元正态分布对矩阵值随机变量的一种概率分布。在本文中,我们将介绍 ...
{"title":"Low and high dimensional wavelet thresholds for matrix-variate normal distribution","authors":"H. Karamikabir, A. Sanati, G. G. Hamedani","doi":"10.1080/03610918.2024.2326595","DOIUrl":"https://doi.org/10.1080/03610918.2024.2326595","url":null,"abstract":"The matrix-variate normal distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables. In this paper, we introduce ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"283 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140099877","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 : 2024-03-05DOI: 10.1080/03610918.2024.2307463
Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoreti...
{"title":"Modified method of moments for generalized Laplace distributions","authors":"Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev","doi":"10.1080/03610918.2024.2307463","DOIUrl":"https://doi.org/10.1080/03610918.2024.2307463","url":null,"abstract":"In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoreti...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"24 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140047506","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}