Pub Date : 2024-05-23DOI: 10.1080/03610918.2024.2356236
Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios
Time series data from various sources usually results to variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregati...
{"title":"Semiparametric volatility model with varying frequencies","authors":"Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios","doi":"10.1080/03610918.2024.2356236","DOIUrl":"https://doi.org/10.1080/03610918.2024.2356236","url":null,"abstract":"Time series data from various sources usually results to variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregati...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"29 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141169216","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 : 2024-05-21DOI: 10.1080/03610918.2024.2354747
He Jiang, Ery Arias-Castro
We consider the problem of clustering with K-means and Gaussian mixture models with a constraint on the separation between the centers in the context of real-valued data. We first propose a dynamic...
{"title":"K-means and gaussian mixture modeling with a separation constraint","authors":"He Jiang, Ery Arias-Castro","doi":"10.1080/03610918.2024.2354747","DOIUrl":"https://doi.org/10.1080/03610918.2024.2354747","url":null,"abstract":"We consider the problem of clustering with K-means and Gaussian mixture models with a constraint on the separation between the centers in the context of real-valued data. We first propose a dynamic...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"129 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141169255","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 : 2024-05-03DOI: 10.1080/03610918.2024.2349168
Chin-Hui Lai, Yu-Ju Lu, Ping-Shun Chen
Appointment scheduling for hospital patients is becoming increasingly important because it can reduce patient’s waiting time and enhance hospitals’ medical quality. In the case of ultrasound examin...
{"title":"Using data-driven techniques to predict outpatient ultrasound examination time for the multi-clinic outpatient appointment scheduling problem","authors":"Chin-Hui Lai, Yu-Ju Lu, Ping-Shun Chen","doi":"10.1080/03610918.2024.2349168","DOIUrl":"https://doi.org/10.1080/03610918.2024.2349168","url":null,"abstract":"Appointment scheduling for hospital patients is becoming increasingly important because it can reduce patient’s waiting time and enhance hospitals’ medical quality. In the case of ultrasound examin...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"12 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140840058","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 : 2024-04-29DOI: 10.1080/03610918.2024.2328183
Muhammad Nouman Qureshi, Muhammad Umair Tariq, Osama Abdulaziz Alamri, Muhammad Hanif
In this present article, we have suggested memory-type ratio, exponential ratio, product and exponential product estimators based on exponentially weighted moving average statistic for the estimati...
{"title":"Estimation of heterogeneous population variance using memory-type estimators based on EWMA statistic in the presence of measurement error for time-scaled surveys","authors":"Muhammad Nouman Qureshi, Muhammad Umair Tariq, Osama Abdulaziz Alamri, Muhammad Hanif","doi":"10.1080/03610918.2024.2328183","DOIUrl":"https://doi.org/10.1080/03610918.2024.2328183","url":null,"abstract":"In this present article, we have suggested memory-type ratio, exponential ratio, product and exponential product estimators based on exponentially weighted moving average statistic for the estimati...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"44 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140883662","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 : 2024-04-29DOI: 10.1080/03610918.2024.2344708
Haesu Jeong, Young Min Kim, Ye Jin Bang, Songwon Seo, Won Jin Lee
The excess relative risk (ERR) model is a statistical model commonly used in radiation epidemiology to estimate the increased risk of cancer associated with radiation exposure. Generally, the param...
{"title":"Bootstrap confidence interval estimation in generalized nonlinear models","authors":"Haesu Jeong, Young Min Kim, Ye Jin Bang, Songwon Seo, Won Jin Lee","doi":"10.1080/03610918.2024.2344708","DOIUrl":"https://doi.org/10.1080/03610918.2024.2344708","url":null,"abstract":"The excess relative risk (ERR) model is a statistical model commonly used in radiation epidemiology to estimate the increased risk of cancer associated with radiation exposure. Generally, the param...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"16 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140883668","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 : 2024-04-15DOI: 10.1080/03610918.2024.2338184
Zohreh Mohammadi, Hassan S. Bakouch, Predrag M. Popović
In this study, we introduce a pliant stationary first-order integer-valued autoregressive (INAR) process with weighted negative binomial Lindley innovations. The main properties of the model are de...
{"title":"INAR(1) process with weighted negative binomial Lindley distributed innovations and applications to criminal and COVID-19 data","authors":"Zohreh Mohammadi, Hassan S. Bakouch, Predrag M. Popović","doi":"10.1080/03610918.2024.2338184","DOIUrl":"https://doi.org/10.1080/03610918.2024.2338184","url":null,"abstract":"In this study, we introduce a pliant stationary first-order integer-valued autoregressive (INAR) process with weighted negative binomial Lindley innovations. The main properties of the model are de...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"60 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570176","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: 10.1080/03610918.2024.2306561
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":"28 1","pages":""},"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":"55 1","pages":""},"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":"54 1","pages":""},"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":"12 1","pages":""},"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}
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