Pub Date : 2024-09-11DOI: 10.1080/03610918.2024.2391883
Harpreet Singh, Seng Huat Ong, Choung Min Ng, Kurunathan Ratnavelu
Patient arrivals at a hospital typically occur in clusters and the arrivals count data exhibits over-dispersion. To model these characteristics, the Lévy-type processes based on Poisson-stopped sum...
{"title":"Poisson-stopped sum Lévy-type processes with application to stochastic modeling of hospital arrivals","authors":"Harpreet Singh, Seng Huat Ong, Choung Min Ng, Kurunathan Ratnavelu","doi":"10.1080/03610918.2024.2391883","DOIUrl":"https://doi.org/10.1080/03610918.2024.2391883","url":null,"abstract":"Patient arrivals at a hospital typically occur in clusters and the arrivals count data exhibits over-dispersion. To model these characteristics, the Lévy-type processes based on Poisson-stopped sum...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"14 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142259726","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 : 2024-09-05DOI: 10.1080/03610918.2024.2394571
Toh Kuan Wei, Nora Muda, Asyraf Nadia Mohd Yunus, Abdul Rahman Othman, Sonia Aïssa, Nor Aishah Ahad
Lognormal distribution is widely used in modeling of variety fields such as fields of sciences and technology, human medicines, linguistics, social sciences and economics and others. In this resear...
{"title":"Approximation of the lognormal distribution as a solution to the sum of lognormal variates","authors":"Toh Kuan Wei, Nora Muda, Asyraf Nadia Mohd Yunus, Abdul Rahman Othman, Sonia Aïssa, Nor Aishah Ahad","doi":"10.1080/03610918.2024.2394571","DOIUrl":"https://doi.org/10.1080/03610918.2024.2394571","url":null,"abstract":"Lognormal distribution is widely used in modeling of variety fields such as fields of sciences and technology, human medicines, linguistics, social sciences and economics and others. In this resear...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"13 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142207896","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 : 2024-09-05DOI: 10.1080/03610918.2024.2397549
Salah Khardani, Hamdi Raïssi, Camila Villegas
In this paper, we study the estimation of Value-at-Risk (VaR) using GARCH models when the observed process is actually iid. Such an overfitting situation entails that the almost sure consistency of...
{"title":"GARCH based value-at-risk assessment when the observed process is iid","authors":"Salah Khardani, Hamdi Raïssi, Camila Villegas","doi":"10.1080/03610918.2024.2397549","DOIUrl":"https://doi.org/10.1080/03610918.2024.2397549","url":null,"abstract":"In this paper, we study the estimation of Value-at-Risk (VaR) using GARCH models when the observed process is actually iid. Such an overfitting situation entails that the almost sure consistency of...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"20 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142269451","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 : 2024-09-04DOI: 10.1080/03610918.2024.2391871
Sirao Wang, Jiajuan Liang, Heng Peng, Huajun Ye
Hypothesis testing for the Weibull distribution always raises attention in the literature. It is challenging especially in small-sample scenarios. In this paper, we propose a new Kolmogorov-Smirnov...
{"title":"A new Kolmogorov-Smirnov test based on representative points in Weibull distributions","authors":"Sirao Wang, Jiajuan Liang, Heng Peng, Huajun Ye","doi":"10.1080/03610918.2024.2391871","DOIUrl":"https://doi.org/10.1080/03610918.2024.2391871","url":null,"abstract":"Hypothesis testing for the Weibull distribution always raises attention in the literature. It is challenging especially in small-sample scenarios. In this paper, we propose a new Kolmogorov-Smirnov...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"40 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142259728","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: 10.1080/03610918.2024.2393691
Lili Liu, Lu Lin, Lei Liu
Interaction screening for high-dimensional data is a challenging issue, especially for the strongly correlated predictors. A new two-stage interaction screening procedure based on the projected dis...
{"title":"Interaction screening in high-dimensional multi-response regression via projected distance correlation","authors":"Lili Liu, Lu Lin, Lei Liu","doi":"10.1080/03610918.2024.2393691","DOIUrl":"https://doi.org/10.1080/03610918.2024.2393691","url":null,"abstract":"Interaction screening for high-dimensional data is a challenging issue, especially for the strongly correlated predictors. A new two-stage interaction screening procedure based on the projected dis...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"22 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142207898","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 : 2024-08-30DOI: 10.1080/03610918.2024.2393702
Suvra Pal, Sandip Barui
A simple yet effective way of modeling survival data with cure fraction is by considering Box-Cox transformation cure model (BCTM) that unifies mixture and promotion time cure models. In this artic...
{"title":"Likelihood-based inference for semi-parametric transformation cure models with interval censored data","authors":"Suvra Pal, Sandip Barui","doi":"10.1080/03610918.2024.2393702","DOIUrl":"https://doi.org/10.1080/03610918.2024.2393702","url":null,"abstract":"A simple yet effective way of modeling survival data with cure fraction is by considering Box-Cox transformation cure model (BCTM) that unifies mixture and promotion time cure models. In this artic...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"10 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142207899","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 : 2024-08-24DOI: 10.1080/03610918.2024.2392807
Frosso S. Makri, Zaharias M. Psillakis, Spiros D. Dafnis
Let us consider a sequence of binary (zero-one) trials. A counter registers ones but once an one is registered the mechanism is locked for a fixed number of trials following each registration. On s...
{"title":"Number of runs of ones of length exceeding a threshold in a modified binary sequence with locks","authors":"Frosso S. Makri, Zaharias M. Psillakis, Spiros D. Dafnis","doi":"10.1080/03610918.2024.2392807","DOIUrl":"https://doi.org/10.1080/03610918.2024.2392807","url":null,"abstract":"Let us consider a sequence of binary (zero-one) trials. A counter registers ones but once an one is registered the mechanism is locked for a fixed number of trials following each registration. On s...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"15 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142207903","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 : 2024-08-24DOI: 10.1080/03610918.2024.2391870
Surajit Pal, Susanta Kumar Gauri
The high-quality processes usually have more count of zeros than are expected under chance variation and are commonly modeled by zero-inflated Poisson (ZIP) distribution. A ZIP model has two parame...
{"title":"A one-chart scheme for joint monitoring of the two parameters of zero-inflated Poisson processes","authors":"Surajit Pal, Susanta Kumar Gauri","doi":"10.1080/03610918.2024.2391870","DOIUrl":"https://doi.org/10.1080/03610918.2024.2391870","url":null,"abstract":"The high-quality processes usually have more count of zeros than are expected under chance variation and are commonly modeled by zero-inflated Poisson (ZIP) distribution. A ZIP model has two parame...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"72 4 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142207906","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 : 2024-08-23DOI: 10.1080/03610918.2024.2391869
Nicolás Hernández, Jairo Cugliari, Julien Jacques
Functional Time Series (FTS) are sequences of dependent random elements taking values on some functional space. Most of the research on this domain focuses on producing a predictor able to forecast...
{"title":"Simultaneous predictive bands for functional time series using minimum entropy sets","authors":"Nicolás Hernández, Jairo Cugliari, Julien Jacques","doi":"10.1080/03610918.2024.2391869","DOIUrl":"https://doi.org/10.1080/03610918.2024.2391869","url":null,"abstract":"Functional Time Series (FTS) are sequences of dependent random elements taking values on some functional space. Most of the research on this domain focuses on producing a predictor able to forecast...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"24 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142207900","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 : 2024-08-23DOI: 10.1080/03610918.2024.2391874
Shikhar Tyagi, Arvind Pandey, David D. Hanagal, Christophe Chesneau
Historically, the primary goal of conventional survival study methods has been to reduce the frequency of failures over time. If the associated observed and unobserved variables are not known when ...
{"title":"A study on comparisons of additive regression frailty models to counter heterogeneity: Bayesian strategies and case study","authors":"Shikhar Tyagi, Arvind Pandey, David D. Hanagal, Christophe Chesneau","doi":"10.1080/03610918.2024.2391874","DOIUrl":"https://doi.org/10.1080/03610918.2024.2391874","url":null,"abstract":"Historically, the primary goal of conventional survival study methods has been to reduce the frequency of failures over time. If the associated observed and unobserved variables are not known when ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"7 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142207905","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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