样式: 排序: IF: - GO 导出 标记为已读
-
Two-sample test for stochastic block models via the largest singular value Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-27 Kang Fu, Jianwei Hu, Seydou Keita, Hang Liu
The stochastic block model is widely used for detecting community structures in network data. However, the research interest in much of the literature focuses on the study of one sample of stochast...
-
Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-27 Ayman A. Amin
Researchers have extended autoregressive (AR) time-series models to adequately fit and model time-series with triple seasonality. These AR extensions can be referred to as triple seasonal AR (TSAR)...
-
Closed testing procedure for comparing sizes of normal means based on ordered statistics Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-27 T. Imada
The aim of this study is to propose a stepwise multiple comparison procedure for comparing the sizes of normal means. Our stepwise procedure is constructed by modifying Imada (2022)’s closed testin...
-
Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-25 Sharif Mozumder, M. Kabir Hassan, Ghulam Sorwar, José Antonio Pérez Amuedo
In this study, we model aggregate claims using a subordinator, specifically a non-decreasing Lévy process. Large positive jumps, exceeding a predetermined threshold, represent significant claims, w...
-
Understanding the alternative Mantel-Haenszel statistic: Factors affecting its robustness to detect non-uniform DIF Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-22 Mohammad Mollazehi, Abdel-Salam G. Abdel-Salam
Test-item bias has become an increasingly challenging issue in statistics and education. A popular method, the Mantel-Haenszel test, is used for detecting non-uniform differential item functioning ...
-
A note on the covariate-dependent kink threshold regression model for panel data Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-22 Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu, Chuang Wan
This article provides new estimating and testing procedures for the panel covariate-dependent kink threshold regression model. By utilizing a linearization technique, we develop an efficient estima...
-
Minimum density power divergence estimation for the generalized exponential distribution Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-21 Arnab Hazra
Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. A...
-
Zero-inflated Poisson INAR(1) model with periodic structure Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-21 Abderrahmen Manaa, Roufaida Souakri
The modeling of integer-valued time series has received considerable attention, which has led to the introduction and in-depth study of various linear models to develop appropriate ones for such da...
-
Locally, Bayesian and non parametric Bayesian optimal designs for unit exponential regression model Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-19 Anita Abdollahi Nanvapisheh, Habib Jafari, Soleiman Khazaei
This study introduces optimal designs for the unit exponential (UE) non linear model using local, Bayesian, and non parametric Bayesian approaches. In the local approach, optimal designs were deriv...
-
Reinsurance, investment and the rationality with a diffusion model approximating a jump model Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-18 Duni Hu, Hailong Wang
This article investigates the optimal excess-loss reinsurance, investment, and the rationality of using a diffusion model to approximate a jump model. We assume that the instantaneous rate of retur...
-
A note on sharp oracle bounds for Slope and Lasso Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-18 Zhiyong Zhou
In this article, we study the sharp oracle bounds for Slope and Lasso and generalize the results in Bellec, Lecué, and Tsybakov (2018) to allow the case that the parameter vector is not exactly spa...
-
Statistical inference for the extended non linear models Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-18 Yang Zhao, Yurui Jie, Xiaofen Wu
In this article, an orthogonality-projection-based estimation method is first employed to study an extended non linear model, which can separately estimate the linear and non linear parts without l...
-
Convergence of extremes from normal-skew-normal and minima and maxima from exchangeable trivariate normal distributions Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-18 Mehdi Amiri, Asma Teimouri, Mohsen Khosravi, Ahad Jamalizadeh
In this article, the extreme-value distribution of the partial maximum for a random sequence of the normal-skew-normal (NSN) distribution, to the Gumbel distribution, is derived. The asymptotic dis...
-
Equivalence of state equations from different methods in high-dimensional regression Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-18 Saidi Luo, Songtao Tian
State equations (SEs) were first introduced in the approximate message passing process to describe the mean square error in compressed sensing. Since then a set of state equations has appeared in s...
-
On the variance estimator and its bounds in general linear models under linear restrictions Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-14 Zaixing Li, Changlei Liu, Menghan Yi
In the article, the error variance estimator σ^2 and its finite sample size bounds are investigated in the framework of a general linear model under linear restrictions (gLMLR) where no distributio...
-
Kernel-based method for joint independence of functional variables Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-13 Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet
This work investigates the problem of testing whether d functional random variables are jointly independent, using a modified estimator of the d-variable Hilbert Schmidt Indepedence Criterion (dHSI...
-
An alternative multivariate exponential power distribution Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-11 Michael Manford, Bismark Kwao Nkansah, Henrietta Nkansah, Arimiyaw Zakaria
In the existing multivariate Exponential Power Distribution (EPD), the shape parameter has the tendency to affect the variability in the data leading to distorted features of the distribution. This...
-
Posterior contraction rates for constrained deep Gaussian processes in density estimation and classification Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-07 François Bachoc, Agnès Lagnoux
We provide posterior contraction rates for constrained deep Gaussian processes in non parametric density estimation and classification. The constraints are in the form of bounds on the values and o...
-
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-08 Sharkay R. Izally, Abraham J. van der Merwe, Lizanne Raubenheimer
In this article, the reference and probability matching priors for Cronbach’s alpha will be derived. The performance of these two priors will be compared to that of the well-known Jeffreys prior an...
-
Calibration estimator for a sensitive variable using dual auxiliary information under measurement errors Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-07 Zhiqiang Pang, Xijuan Niu, Zhaoxu Wang, Jingchen You
In survey research, it is commonly assumed that all the observations are measured accurately. However, in practice, this assumption is not achieved due to many reasons, so it causes measurement err...
-
A note on estimating multivariate Gaussian mixtures with unknown number of components Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-06 Yingwei Zhou
In this article, a new penalized likelihood method is proposed for finite multivariate Gaussian mixture models to conduct order selection and model estimation. The method is proved to achieve order...
-
On impurity functions in decision trees Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-03-04 Guoping Zeng
Impurity functions are crucial in decision trees. These functions help determine the impurity level of a node in a decision tree, guiding the splitting criteria. However, two primary ambiguities ha...
-
Complete convergence for arrays of rowwise mn-extended negatively dependent random variables and its application Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-29 Jinyu Zhou, Zongfeng Qi, Jigao Yan
In this article, under some proper and sufficient conditions, we gave complete convergence for weighted sums and maximal weighted sums of arrays of rowwise mn-extended negatively dependent (rowwise...
-
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-29 Ming Cheng, Dingcheng Wang
This article studies the joint ruin problem for two insurance companies that divide claims in positive proportions (modeling an insurance and re-insurance company). The arrival times of claims are ...
-
Tuning up the Kolmogorov–Smirnov test for testing Benford’s law Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-28 Leonardo Campanelli
For moderately large and large numbers of data points (n≥100), the Kolmogorov-Smirnov test is too conservative for testing Benford’s law. Moreover, the asymptotic cumulative distribution function o...
-
Standby redundancy allocation for series and parallel systems Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-26 Ravi Kumar, Sameen Naqvi
The allocation of redundant components to a system is an efficient technique to improve its lifetime. In this article, we study the problem of two standby redundancy allocations for series and para...
-
Saddlepoint approximations for the P-values and probability mass functions of some bivariate sign tests Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-23 Abd El-Raheem M. Abd El-Raheem, Ibrahim A. A. Shanan, Ehab F. Abd-Elfattah
Bivariate analysis is essential in several applied fields, such as medicine, engineering, biology, and econometrics. Many parametric and non-parametric procedures can be used for bivariate analysis...
-
Jajte-type strong limit theorem for pairwise negatively quadrant dependent random variables Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-23 Yongfeng Wu, Tien-Chung Hu
The authors study the strong limit theorems for pairwise negatively quadrant dependent random variables, and present a new Jajte-type theorem on the complete convergence and the strong laws of larg...
-
A Bayesian robustness measure in significance tests for equivalence tests Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-23 Josimara Tatiane da Silva, Mário de Castro
In this article, the local sensitivity of non linear prior quantities in Bayesian significance tests with respect to the choice of a prior distribution is considered. We propose sensitivity indices...
-
On a novel skewed generalized t distribution: Properties, estimations, and its applications Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-21 Chengdi Lian, Yaohua Rong, Weihu Cheng
With the progress of information technology, large amounts of asymmetric, leptokurtic, and heavy-tailed data are arising in various fields, such as finance, engineering, genetics, and medicine. It ...
-
Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-22 Ke Fu, Ximin Rong, Hui Zhao
This paper studies the optimal investment problem for a hybrid pension plan under model uncertainty, where both the contribution and the benefit are adjusted depending on the performance of the pla...
-
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-21 Jonathan K. J. Vasquez, Katy C. Molina, Vera Tomazella, Carlos A. Diniz, Adriano K. Suzuki
Multistate models allow individuals to move through a series of states over time, making it possible to estimate the transition probabilities and intensities between states and the effect of covari...
-
Evaluating cyber loss in star-ring and star-bus hybrid networks based on the bond percolation model Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-21 Gaofeng Da, Zhexuan Ren
The rise of cyber risk as a significant concern for businesses and companies has prompted increased attention towards evaluating the loss of cyber risk in networks vulnerable to contagious cyber at...
-
On the rate of asymptotic normality of integral weighted kernel estimator in a non parametric regression model for φ-mixing random variables Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-21 Liwang Ding, Caoqing Jiang
In this article, we study the convergence rate of asymptotic normality for the estimator in a non parametric regression model under φ-mixing random variables by using the blockwise technique. With ...
-
Comparison of predictors under constrained general linear model and its future observations Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-21 Melek Eriş Büyükkaya
This study deals with some basic inference problems about future observations in a general linear model (GLM) with linear parameter constraints, known as a constrained general linear model (CGLM). ...
-
A simple INAR(1) model for analyzing count time series with multiple features Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-21 Yao Kang, Danshu Sheng, Feilong Lu
Count time series frequently exhibit multiple features such as zero inflation, zero deflation, overdispersion, and underdispersion. In practice, heavy-tailedness and zero truncation are also suffer...
-
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-20 Yinghui Dong, Mengyuan Shi, Chunrong Hua
We investigate the optimal investment problem faced by a defined contribution (DC) pension fund manager under simultaneous allocation and expected shortfall (ES) constraints. Under a non concave ut...
-
A nonparametric test for homogeneity of variances Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-20 J.A. Villase∼nor, E. González-Estrada
A nonparametric test is proposed for the two-sample variance equality problem based on the fact that the covariance of U=X+Y and W=X−Y is zero when X and Y have equal variances. It is shown that th...
-
Complete convergence for weighted sums of widely negative orthant dependent random variables under the sub-linear expectations Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-21 Lizhen Huang, Qunying Wu
In this article, we study and establish complete convergence for widely negative orthant dependent random variables under the sub-linear expectations, which extend some complete convergence theorem...
-
A form of bivariate binomial conditionals distributions Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-19 Indranil Ghosh, Filipe Marques, Subrata Chakraborty
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions, but the marginals are not binomial that exhibits both positive and negative correlatio...
-
On integer partitions and the Wilcoxon rank-sum statistic Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-19 Andrew V. Sills
In the literature, derivations of exact null distributions of rank-sum statistics are often avoided in cases where one or more ties exist in the data. By deriving the null distribution in the no-ti...
-
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-16 Yang Ouyang, Luo Jing, Wang Qiuping, Xu Zhimeng
The Bradley-Terry model is a common model for analyzing paired comparison data. Under differential private mechanism, there is a lack of asymptotic properties for the parameter estimator of paramet...
-
Modeling the association of bivariate interval-censored data under the additive hazards model Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-15 Ling Chen, Lei Liu, Yanqin Feng, Jianguo Sun, Shu Jiang
Bivariate interval-censored failure time data occurs in many fields such as medical followup studies. In this article, we propose an estimation procedure for the association between two related int...
-
A switcher skip lot-sampling plan under resubmitted lots using the Taguchi capability index for building a solid vendor-customer relationship Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-15 Nabil El Farme
Variable sampling plans incorporating process capability indices (PCIs) have been introduced to adapt to the changing landscape of modern manufacturing, where the occurrence of defective goods has ...
-
Variation of conditional mean and its application in ultrahigh dimensional feature screening Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-15 Zhentao Tian, Tingyu Lai, Zhongzhan Zhang
A new metric, called variation of conditional mean (VCM), is proposed to measure the dependence of conditional mean of a response variable on a predictor variable. The VCM has several appealing mer...
-
A study on utilization of two cold standby components to increase reliability of a coherent system Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-15 Achintya Roy, Nitin Gupta
This article focuses on a specific type of coherent system in which, when the coherent system fails, either no active component remains or the remaining active components are connected in parallel....
-
Bayesian mediation analysis for time-to-event outcome: Investigating racial disparity in breast cancer survival Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-08 Qingzhao Yu, Wentao Cao, Donald Mercante
Mediation analysis is conducted to make inferences on the effects of mediators that intervene in the relationship between an exposure variable and an outcome. Bayesian mediation analysis (BMA) natu...
-
Sup-extropy: A measure of uncertainty Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-07 Husam A. Bayoud, Mohammad Z. Raqab
In a recent development, a new measure of uncertainty, termed extropy, was introduced as the dual complement of Shannon entropy. This study proposes a modified extropy measure called sup-extropy. T...
-
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-06 Filamory Abraham Michael Keïta, Ouagnina Hili, Serge-Hippolyte Arnaud Kanga
In this study, we consider the Gegenbauer ARFISMA process with α-stable innovations which belong to the class of infinite variance time series. This is a finite parameter model that exhibits long-r...
-
A longitudinal complex likelihood ratio test for pleiotropy Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-04 Qiang Wu, Xingwei Tong, Jianguo Sun, Meng Li
To test pleiotropy based on longitudinal data, two main difficulties are the construction of test statistics and the formulation of decision-making criteria. In particular, the commonly used log-li...
-
Evaluation of the number of clusters in a data set using p-values from multiple tests of hypotheses Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-03 Dr. Soumita Modak
This article proposes a novel, nonparametric, interpoint distance-based measure to investigate whether there exist any groups in a set of given data, and if so then, how many groups are prevailing ...
-
A flexible extension of asymmetric power-t distribution Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-02 Huifang Yuan, Tao Jiang
In this article, a new generalized modified slash-power-t (GMSLPT) distribution, as an extension of the power t (PT) distribution, is constructed by using independent PT and one parameter gamma ran...
-
On relationships between Chatterjee’s and Spearman’s correlation coefficients Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-02-01 Qingyang Zhang
In his seminal work, Chatterjee (2021) introduced a novel correlation measure that is distribution-free, asymptotically normal, and consistent against all alternatives. In this article, we study th...
-
Some results on characterization of distributions in reliability analysis Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-01-27 Subarna Bhattacharjee, Rajib Lochan Giri, Magdalena Szymkowiak
So far, a lot of work has been done on the characterization of distributions. In this article, we characterize a lifetime random variable following any distribution among two-parameter Weibull, mod...
-
An evolving pseudofractal network model Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-01-23 Xing Li, Qunqiang Feng, Clearance Abel, Ao Shen
In this work, we consider a randomized version of the deterministic pseudofractal graph model, which was first proposed in the physical literature. Our model is a sequence of dynamic networks, in w...
-
Regression with continuous mixture of Gaussian distributions for modeling the memory time of water treatment Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-01-22 Nahla Ben Salah
In this article, a new model of regression with a continuous mixture of Gaussian distributions is developed. The proposed model is applied for the prediction of the time memory of water treatment c...
-
One component partial least squares, high dimensional regression, data splitting, and the multitude of models Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-01-22 David J. Olive, Lingling Zhang
This article gives large sample theory for the one component partial least squares estimator, including some hypothesis tests for high dimensional data, under much weaker conditions than those in t...
-
Construction of two-level component orthogonal arrays for order-of-addition experiments Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-01-12 Guangni Mo, Yuyao Wang, Shuhao Wei, Jin Li, Hengzhen Huang, Xueru Zhang
Component orthogonal arrays (COAs), as subsets of all possible permutations on experimental factors, are suitable for designing order-of-addition experiments due to their pairwise balance property ...
-
Existence of schematic arrays under a novel criterion Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-01-10 Zuolu Hao, Yu Tang
As an important combinatorial structure, association scheme plays an important role in many fields, such as coding theory, graph theory, and combinatorial design. An array is called a schematic if ...
-
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response Commun. Stat. Theory Methods (IF 0.8) Pub Date : 2024-01-08 Christophe Crambes, Chayma Daayeb, Ali Gannoun, Yousri Henchiri
Missing data problems are common and difficult to handle in data analysis. Ad hoc methods, such as simply removing cases with missing values, can lead to invalid analysis results. In this article, ...