Xixi Li,Jingsong Yuan
Xixi Li
Time series modelling and prediction is useful in many fields of application such as economics, finance and engineering. The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. ...
Malte Jahn,Christian H Weiß
Malte Jahn
In this paper, several regression-type models for multivariate ordinal time series are developed. The regression equations are inspired by existing GARCH-type models for univariate discrete-valued time series and include feedback terms in a...
Testing the distribution change in multivariate data using rank energy statistics [0.03%]
基于秩泛函统计的多元数据分析分布变化检验方法研究
Yanhong Liu,Jiaqi Li,Zhonghua Li et al.
Yanhong Liu et al.
This paper focuses on detecting and locating any distribution change in multivariate data when there is at most one change point. A nonparametric test is proposed utilizing a novel rank energy statistic, which is constructed based on multiv...
Bias reduction methods in the hierarchical likelihood approach for shared frailty model of clustered failure time data [0.03%]
分级似然法在共享 frailty 模型中的偏差校正方法及在聚类生存数据中的应用
Adams Kusi Appiah,Hongying Dai,Gleb Haynatzki
Adams Kusi Appiah
Shared frailty models are widely used for the analyses of multivariate survival data. A hierarchical likelihood (h-likelihood) approach has been developed for estimating the regression parameters and frailty variates, in which the latent fr...
Bayesian hierarchical time-varying distributed lag nonlinear model: applications in the short-term association between ambient temperature and daily confirmed cases of COVID-19 [0.03%]
基于贝叶斯分层时变分布式非线性模型的短期环境温度与新冠肺炎确诊病例间关联分析
Dongu Han,Kiljae Lee,Yeonseung Chung et al.
Dongu Han et al.
Environmental epidemiological studies are often interested in the short-term association between environmental exposure and health responses through daily time-series data analysis across multiple locations. The distributed lag nonlinear mo...
Acceptance sampling-based investment indicators for financial security selection and portfolio optimization [0.03%]
基于验收抽样法的金融证券投资筛选及组合优化指标研究
Naveen Kumar,Vivek Vijay
Naveen Kumar
We propose simple and double acceptance sampling investment indicators designed to determine the acceptance or rejection of financial securities for investment based on a tolerable threshold assessed through historical data. These indicator...
Abdus Saboor,Farrukh Jamal,Arshid Khan et al.
Abdus Saboor et al.
In this article, an absolutely continuous two parameter alpha power unit (APU, in short) probability model is introduced using the method of adding an extra parameter developed originally by Mahdavi and Kundu [A new method for generating di...
An integrated distribution-free approach to monitor multiple process aspects with application in delivery time management [0.03%]
一种综合无分布过程多方面监控方法及其在交货期管理中的应用
Amitava Mukherjee,Hidetoshi Murakami
Amitava Mukherjee
Monitoring time between events, operational delays or responding to a customer call is essential for maintaining and enhancing service quality. Several aspects of the processes, including location such as median time, variability and shape,...
Where is the Squad? Robust ideal point estimation in the presence of protest votes [0.03%]
群在哪里？抗议投票下的稳健理想点估计方法
Kwangok Seo,Joungyoun Kim,Johan Lim et al.
Kwangok Seo et al.
Ideal point estimation is a widely used statistical method for understanding the preferences of elected representatives in political science, statistics, and social sciences. However, protest votes - where individuals deliberately obscure t...
Yi Tang Chen,Sebastian Kurtek
Yi Tang Chen
Phase variability in functional data can obscure prominent geometric features, e.g. local extrema, and deteriorate predictive performance of regression models with functional predictors. We propose an elastic functional Cox regression model...