Pub Date : 2024-07-13DOI: 10.1080/03610918.2024.2376883
Andrey Novikov
In this article, we deal with sequential testing of multiple hypotheses. In the general scheme of construction of optimal tests based on the backward induction, we propose a modification which prov...
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Pub Date : 2024-07-11DOI: 10.1080/03610918.2024.2374900
Fangrou Chai, Xingfa Zhang, Yuan Li, Yanshan Chen
Most of nonparametric GARCH models typically employ daily frequency data to forecast the returns, correlations, and risk indicators of financial assets, without incorporating alternative frequency ...
{"title":"The nonparametric GARCH model estimation using intraday high-frequency data","authors":"Fangrou Chai, Xingfa Zhang, Yuan Li, Yanshan Chen","doi":"10.1080/03610918.2024.2374900","DOIUrl":"https://doi.org/10.1080/03610918.2024.2374900","url":null,"abstract":"Most of nonparametric GARCH models typically employ daily frequency data to forecast the returns, correlations, and risk indicators of financial assets, without incorporating alternative frequency ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"24 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612288","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 : 2024-07-11DOI: 10.1080/03610918.2024.2376867
Mingyao Li, Juanping Zhu
Bayesian adaptive estimation plays an important role in the parameter estimation in Psychophysics. Current study focuses on the quick reduction of the uncertainty of the parameters, but the paramet...
{"title":"Effective parameter space compression for Bayesian adaptive estimation","authors":"Mingyao Li, Juanping Zhu","doi":"10.1080/03610918.2024.2376867","DOIUrl":"https://doi.org/10.1080/03610918.2024.2376867","url":null,"abstract":"Bayesian adaptive estimation plays an important role in the parameter estimation in Psychophysics. Current study focuses on the quick reduction of the uncertainty of the parameters, but the paramet...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"80 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612286","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 : 2024-07-11DOI: 10.1080/03610918.2024.2376871
Jinmei Yue, Danshu Sheng, Feilong Lu
To better analyze dependent count data with bounded support, this paper proposes a first-order mixture binomial autoregressive (BAR(1)) model, which is constructed via making use of the Pegram oper...
{"title":"A mixed BAR(1) model driven by serially dependent innovation with application","authors":"Jinmei Yue, Danshu Sheng, Feilong Lu","doi":"10.1080/03610918.2024.2376871","DOIUrl":"https://doi.org/10.1080/03610918.2024.2376871","url":null,"abstract":"To better analyze dependent count data with bounded support, this paper proposes a first-order mixture binomial autoregressive (BAR(1)) model, which is constructed via making use of the Pegram oper...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"156 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612285","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 : 2024-07-11DOI: 10.1080/03610918.2024.2376198
Chandima N. P. G. Arachchige, Luke A. Prendergast
The median absolute deviation (MAD) is a robust measure of scale that is simple to implement, easy to interpret and often reported as a measure of dispersion when data is skewed. However, confidenc...
{"title":"Confidence intervals for median absolute deviations","authors":"Chandima N. P. G. Arachchige, Luke A. Prendergast","doi":"10.1080/03610918.2024.2376198","DOIUrl":"https://doi.org/10.1080/03610918.2024.2376198","url":null,"abstract":"The median absolute deviation (MAD) is a robust measure of scale that is simple to implement, easy to interpret and often reported as a measure of dispersion when data is skewed. However, confidenc...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"84 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141742382","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}
In many agricultural, forestry, environmental, and ecological surveys, data are often spatial in nature and exhibit spatial nonstationarity. A well-known method for addressing spatial nonstationari...
{"title":"Geographically weighted regression model-calibration for finite population parameter estimation under two stage sampling design","authors":"Bappa Saha, Ankur Biswas, Tauqueer Ahmad, Prachi Misra Sahoo, Kaustav Aditya, Nobin Chandra Paul","doi":"10.1080/03610918.2024.2369800","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369800","url":null,"abstract":"In many agricultural, forestry, environmental, and ecological surveys, data are often spatial in nature and exhibit spatial nonstationarity. A well-known method for addressing spatial nonstationari...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"29 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612261","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 : 2024-07-08DOI: 10.1080/03610918.2024.2372657
Alam Ali, Ashok Kumar Pathak, Mohd Arshad, Takeshi Emura
Ordinary least square estimators for linear regression models are highly influenced by outliers. Copula is a powerful tool for studying the dependence between response and predictor variables and m...
{"title":"Copula-based regression estimation in the presence of outliers","authors":"Alam Ali, Ashok Kumar Pathak, Mohd Arshad, Takeshi Emura","doi":"10.1080/03610918.2024.2372657","DOIUrl":"https://doi.org/10.1080/03610918.2024.2372657","url":null,"abstract":"Ordinary least square estimators for linear regression models are highly influenced by outliers. Copula is a powerful tool for studying the dependence between response and predictor variables and m...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"60 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141612262","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 : 2024-07-05DOI: 10.1080/03610918.2024.2372667
Clécio S. Ferreira, Ronaldo Dias
Semiparametric models (SM) are an important tool in modeling environmental data where generally a covariate presents an unknown nonlinear behavior. Usually, the error component is assumed to follow...
{"title":"Semiparametric regression models under skew scale mixtures of normal distributions","authors":"Clécio S. Ferreira, Ronaldo Dias","doi":"10.1080/03610918.2024.2372667","DOIUrl":"https://doi.org/10.1080/03610918.2024.2372667","url":null,"abstract":"Semiparametric models (SM) are an important tool in modeling environmental data where generally a covariate presents an unknown nonlinear behavior. Usually, the error component is assumed to follow...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"86 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141567870","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 : 2024-07-03DOI: 10.1080/03610918.2024.2372078
Selman Mermi, Atila Göktaş, Özge Akkuş
Ridge regression is a commonly used prediction method in cases of multicollinearity among regressors in multiple linear regression model. In this study, the performances of 366 different estimators...
{"title":"How well do ridge parameter estimators proposed so far perform in terms of normality, outlier detection, and MSE criteria?","authors":"Selman Mermi, Atila Göktaş, Özge Akkuş","doi":"10.1080/03610918.2024.2372078","DOIUrl":"https://doi.org/10.1080/03610918.2024.2372078","url":null,"abstract":"Ridge regression is a commonly used prediction method in cases of multicollinearity among regressors in multiple linear regression model. In this study, the performances of 366 different estimators...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"2015 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141567871","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 : 2024-07-01DOI: 10.1080/03610918.2024.2373379
Gopal Nath, Krishna K. Saha, Soumik Banerjee, Kumer P. Das
In epidemiological cohort studies, the relative risk is a key measure to gauge the connection between two treatments or exposures. It quantifies the proportional change in the risk of disease due t...
{"title":"Analyzing the influence of binary data clustering on relative risk within the context of inferential methods","authors":"Gopal Nath, Krishna K. Saha, Soumik Banerjee, Kumer P. Das","doi":"10.1080/03610918.2024.2373379","DOIUrl":"https://doi.org/10.1080/03610918.2024.2373379","url":null,"abstract":"In epidemiological cohort studies, the relative risk is a key measure to gauge the connection between two treatments or exposures. It quantifies the proportional change in the risk of disease due t...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"11 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141567872","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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