Pub Date : 2024-06-24DOI: 10.1080/03610918.2024.2369814
Olga Savchuk
The large sample theory of the kernel quantile estimator is extended by separately treating the cases where the underlying density has critical points. Our attempts of improving the quality of quan...
{"title":"Plug-in bandwidth selection rules for the kernel quantile estimator","authors":"Olga Savchuk","doi":"10.1080/03610918.2024.2369814","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369814","url":null,"abstract":"The large sample theory of the kernel quantile estimator is extended by separately treating the cases where the underlying density has critical points. Our attempts of improving the quality of quan...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"25 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502040","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 : 2024-06-24DOI: 10.1080/03610918.2024.2369801
Yinan Li, Zhihua Sun, Kai-Tai Fang
Discrete approximations of continuous random variables play a crucial role in various areas of research and application, offering advantages in computational efficiency, interpretability, and model...
{"title":"Generalized inverse transformation method via representative points in statistical simulation","authors":"Yinan Li, Zhihua Sun, Kai-Tai Fang","doi":"10.1080/03610918.2024.2369801","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369801","url":null,"abstract":"Discrete approximations of continuous random variables play a crucial role in various areas of research and application, offering advantages in computational efficiency, interpretability, and model...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"95 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141746482","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 : 2024-06-22DOI: 10.1080/03610918.2024.2369811
Ya-Guang Shi, Ying-Ying Zhang, Zheng Li
For the hierarchical gamma and gamma model, we calculate the Bayes estimator of the rate parameter of the gamma distribution under Stein’s loss function which penalizes gross overestimation and gro...
{"title":"The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function","authors":"Ya-Guang Shi, Ying-Ying Zhang, Zheng Li","doi":"10.1080/03610918.2024.2369811","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369811","url":null,"abstract":"For the hierarchical gamma and gamma model, we calculate the Bayes estimator of the rate parameter of the gamma distribution under Stein’s loss function which penalizes gross overestimation and gro...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"3 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502043","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 : 2024-06-22DOI: 10.1080/03610918.2024.2369802
Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser
This paper proposes two new estimation methods to fit a multiple structural measurement error model when all variables are subject to errors. The new estimation methods were extensions of the Wald ...
{"title":"Fitting data to a multiple structural measurement errors model","authors":"Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser","doi":"10.1080/03610918.2024.2369802","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369802","url":null,"abstract":"This paper proposes two new estimation methods to fit a multiple structural measurement error model when all variables are subject to errors. The new estimation methods were extensions of the Wald ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"32 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527855","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 : 2024-06-22DOI: 10.1080/03610918.2024.2367001
Xuejiao Li, Shufang Wei, Yaxing Yang
Testing for the autoregressive conditional heteroscedasticity (ARCH) effect is an important problem in economic and financial time series. In this article, we consider the ARCH effect test for high...
{"title":"Testing ARCH effect of high-dimensional time series data","authors":"Xuejiao Li, Shufang Wei, Yaxing Yang","doi":"10.1080/03610918.2024.2367001","DOIUrl":"https://doi.org/10.1080/03610918.2024.2367001","url":null,"abstract":"Testing for the autoregressive conditional heteroscedasticity (ARCH) effect is an important problem in economic and financial time series. In this article, we consider the ARCH effect test for high...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"2013 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527853","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 : 2024-06-17DOI: 10.1080/03610918.2024.2363958
Gang Gyoo Jin, Adnan Kedir Jarso
Genetic algorithms (GAs) are a type of search procedure that emulates the process of natural selection and genetics to solve complex optimization problems. The effectiveness of GAs in finding globa...
{"title":"An improved hybrid genetic algorithm using the affine combination-based reproduction","authors":"Gang Gyoo Jin, Adnan Kedir Jarso","doi":"10.1080/03610918.2024.2363958","DOIUrl":"https://doi.org/10.1080/03610918.2024.2363958","url":null,"abstract":"Genetic algorithms (GAs) are a type of search procedure that emulates the process of natural selection and genetics to solve complex optimization problems. The effectiveness of GAs in finding globa...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"16 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527854","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 : 2024-06-17DOI: 10.1080/03610918.2024.2365324
Selahattin Kaçıranlar, Buatikan Mirezi, Hüseyin Güler
In this article, we begin by providing a theoretical comparison between Farebrother’s estimator and the ridge estimator, in terms of the MSE matrix criterion, under three distinct restrictions when...
{"title":"A note on Farebrother’s estimator: a comparative study","authors":"Selahattin Kaçıranlar, Buatikan Mirezi, Hüseyin Güler","doi":"10.1080/03610918.2024.2365324","DOIUrl":"https://doi.org/10.1080/03610918.2024.2365324","url":null,"abstract":"In this article, we begin by providing a theoretical comparison between Farebrother’s estimator and the ridge estimator, in terms of the MSE matrix criterion, under three distinct restrictions when...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"10 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502044","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 : 2024-06-14DOI: 10.1080/03610918.2024.2363947
Yixuan Fan, Dehui Wang
In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and ...
本文提出了一种新的基于修正负二项算子的二元随机系数整数值自回归过程。基本概率论和...
{"title":"Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator","authors":"Yixuan Fan, Dehui Wang","doi":"10.1080/03610918.2024.2363947","DOIUrl":"https://doi.org/10.1080/03610918.2024.2363947","url":null,"abstract":"In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"14 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527856","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 : 2024-05-31DOI: 10.1080/03610918.2024.2354762
Junpeng Li, Guanghui Li, Chongqi Zhang
This paper investigates the R-optimal designs for Becker’s models H2 and H3. We derive the R-optimal allocations for Becker’s models H2 and H3 using optimal design theory. Moreover, we verify that ...
{"title":"R-optimal designs for Becker’s models for mixture experiments","authors":"Junpeng Li, Guanghui Li, Chongqi Zhang","doi":"10.1080/03610918.2024.2354762","DOIUrl":"https://doi.org/10.1080/03610918.2024.2354762","url":null,"abstract":"This paper investigates the R-optimal designs for Becker’s models H2 and H3. We derive the R-optimal allocations for Becker’s models H2 and H3 using optimal design theory. Moreover, we verify that ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"20 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527858","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 : 2024-05-24DOI: 10.1080/03610918.2024.2358137
Zahid Rasheed, Hongying Zhang, Majid Khan, Syed Masroor Anwar
The exponentially weighted moving average (EWMA) charts are widely used memory-type charts for monitoring small to moderate shifts in process parameters. However, the performance of the EWMA chart ...
{"title":"Modified exponentially weighted moving average control chart for monitoring process dispersion","authors":"Zahid Rasheed, Hongying Zhang, Majid Khan, Syed Masroor Anwar","doi":"10.1080/03610918.2024.2358137","DOIUrl":"https://doi.org/10.1080/03610918.2024.2358137","url":null,"abstract":"The exponentially weighted moving average (EWMA) charts are widely used memory-type charts for monitoring small to moderate shifts in process parameters. However, the performance of the EWMA chart ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"12 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141169449","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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