Pub Date : 2024-04-12DOI: 10.1080/03610918.2024.2306561
Rosa Arboretti, Elena Barzizza, Riccardo Ceccato
Comparing two multivariate populations can be challenging when the distributional forms are unknown. In such a situation, parametric test procedures are not appropriate given that they require dist...
{"title":"A comparison of nonparametric methods for multivariate two-sample tests","authors":"Rosa Arboretti, Elena Barzizza, Riccardo Ceccato","doi":"10.1080/03610918.2024.2306561","DOIUrl":"https://doi.org/10.1080/03610918.2024.2306561","url":null,"abstract":"Comparing two multivariate populations can be challenging when the distributional forms are unknown. In such a situation, parametric test procedures are not appropriate given that they require dist...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570177","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 : 2024-04-12DOI: 10.1080/03610918.2024.2334790
Ziqi Lei, Qing Zhou, Weilin Xiao
We propose a general framework for pricing both discretely and continuously monitored arithmetic average Asian options whose underlying asset price satisfies the rough stochastic local volatility m...
{"title":"Continuous-time Markov chain approximation for pricing Asian options under rough stochastic local volatility models","authors":"Ziqi Lei, Qing Zhou, Weilin Xiao","doi":"10.1080/03610918.2024.2334790","DOIUrl":"https://doi.org/10.1080/03610918.2024.2334790","url":null,"abstract":"We propose a general framework for pricing both discretely and continuously monitored arithmetic average Asian options whose underlying asset price satisfies the rough stochastic local volatility m...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140603098","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 : 2024-04-12DOI: 10.1080/03610918.2024.2338186
Y. Chen
Most of existing methods for analyzing unreplicated two-level factorial designs need the assumption of effect sparsity and only perform well when the effectssparsity assumption holds. The effects-s...
{"title":"A more powerful test method for analyzing unreplicated factorial two-level experiments","authors":"Y. Chen","doi":"10.1080/03610918.2024.2338186","DOIUrl":"https://doi.org/10.1080/03610918.2024.2338186","url":null,"abstract":"Most of existing methods for analyzing unreplicated two-level factorial designs need the assumption of effect sparsity and only perform well when the effectssparsity assumption holds. The effects-s...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140603014","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 : 2024-04-09DOI: 10.1080/03610918.2024.2337077
Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang
The purpose of this paper is to study the parameter estimation of the Vasicek integrated diffusion process. Based on the contrast function, the parameter contrast estimators of the Vasicek integrat...
{"title":"Contrast estimation of the Vasicek integrated diffusion process for high-frequency data","authors":"Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang","doi":"10.1080/03610918.2024.2337077","DOIUrl":"https://doi.org/10.1080/03610918.2024.2337077","url":null,"abstract":"The purpose of this paper is to study the parameter estimation of the Vasicek integrated diffusion process. Based on the contrast function, the parameter contrast estimators of the Vasicek integrat...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570169","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 : 2024-04-02DOI: 10.1080/03610918.2024.2335539
Yeh-Ching Low, Yook-Ngor Phang, Wooi-Chen Khoo, Seng-Huat Ong
The two-parameter strict arcsine distribution as a member of the natural exponential family with cubic variance function has been shown to be a viable candidate for statistical analysis of count da...
{"title":"Parameter estimation for strict arcsine distribution","authors":"Yeh-Ching Low, Yook-Ngor Phang, Wooi-Chen Khoo, Seng-Huat Ong","doi":"10.1080/03610918.2024.2335539","DOIUrl":"https://doi.org/10.1080/03610918.2024.2335539","url":null,"abstract":"The two-parameter strict arcsine distribution as a member of the natural exponential family with cubic variance function has been shown to be a viable candidate for statistical analysis of count da...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570170","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 : 2024-04-02DOI: 10.1080/03610918.2024.2333352
Siming Deng, Jun Zhang, Yingcong Huang, Jiongtao Zhong, Xiaozhen Yang
We consider the estimation of Pearson correlation coefficient when two continuous variables can not be directly observed but measured with multiplicative distortion measurement errors. Different fr...
{"title":"A revisit to Pearson correlation coefficient under multiplicative distortions","authors":"Siming Deng, Jun Zhang, Yingcong Huang, Jiongtao Zhong, Xiaozhen Yang","doi":"10.1080/03610918.2024.2333352","DOIUrl":"https://doi.org/10.1080/03610918.2024.2333352","url":null,"abstract":"We consider the estimation of Pearson correlation coefficient when two continuous variables can not be directly observed but measured with multiplicative distortion measurement errors. Different fr...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570077","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 : 2024-04-02DOI: 10.1080/03610918.2024.2333355
Heba A. Basha, Abdelnaser S. Abdrabou, Ahmed M. Gad, Wafaa I. M. Ibrahim
Longitudinal studies are indispensable to study the change over time in a response variable. The main challenge of such studies is the presence of missing values. Another challenge in these studies...
{"title":"Simultaneous variable selection and parameters estimation for longitudinal data subject to missingness and covariates measurement error","authors":"Heba A. Basha, Abdelnaser S. Abdrabou, Ahmed M. Gad, Wafaa I. M. Ibrahim","doi":"10.1080/03610918.2024.2333355","DOIUrl":"https://doi.org/10.1080/03610918.2024.2333355","url":null,"abstract":"Longitudinal studies are indispensable to study the change over time in a response variable. The main challenge of such studies is the presence of missing values. Another challenge in these studies...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140603307","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 : 2024-03-31DOI: 10.1080/03610918.2024.2331083
Guilherme Alberto Sousa Ribeiro, Rommel Melgaço Barbosa, Márcio da Cunha Reis, Nattane Luiza Costa
Text mining (TM) is a technique that aims to extract knowledge from unstructured data sources by transforming them into structured data. TM algorithms can be used to detect hidden patterns in large...
{"title":"From bibliometrics to text mining: exploring feature selection methods in microarray research","authors":"Guilherme Alberto Sousa Ribeiro, Rommel Melgaço Barbosa, Márcio da Cunha Reis, Nattane Luiza Costa","doi":"10.1080/03610918.2024.2331083","DOIUrl":"https://doi.org/10.1080/03610918.2024.2331083","url":null,"abstract":"Text mining (TM) is a technique that aims to extract knowledge from unstructured data sources by transforming them into structured data. TM algorithms can be used to detect hidden patterns in large...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570336","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}
Obtaining excellent prediction accuracy in the high-dimensional partially linear model is particularly important. However, it is difficult to achieve due to the complex relationship between nonpara...
{"title":"Double sparsity garrotized kernel machine in high-dimensional partially linear model","authors":"Xinyi Zhao, Yaohua Rong, Junze Lin, Maozai Tian, Jinwen Liang","doi":"10.1080/03610918.2024.2329244","DOIUrl":"https://doi.org/10.1080/03610918.2024.2329244","url":null,"abstract":"Obtaining excellent prediction accuracy in the high-dimensional partially linear model is particularly important. However, it is difficult to achieve due to the complex relationship between nonpara...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570072","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 : 2024-03-31DOI: 10.1080/03610918.2024.2331624
Ihab Abusaif, Burak Kayacı, Coşkun Kuş
In this paper, a new flexible count regression analysis is proposed. For this purpose, a new modification of the Poisson distribution is introduced which generalizes the Poisson, zero-inflated Pois...
{"title":"Multiple arbitrarily inflated Poisson regression analysis","authors":"Ihab Abusaif, Burak Kayacı, Coşkun Kuş","doi":"10.1080/03610918.2024.2331624","DOIUrl":"https://doi.org/10.1080/03610918.2024.2331624","url":null,"abstract":"In this paper, a new flexible count regression analysis is proposed. For this purpose, a new modification of the Poisson distribution is introduced which generalizes the Poisson, zero-inflated Pois...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570415","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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