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  Subjects -> MATHEMATICS (Total: 955 journals)
    - APPLIED MATHEMATICS (82 journals)
    - GEOMETRY AND TOPOLOGY (20 journals)
    - MATHEMATICS (706 journals)
    - MATHEMATICS (GENERAL) (43 journals)
    - NUMERICAL ANALYSIS (22 journals)
    - PROBABILITIES AND MATH STATISTICS (82 journals)

MATHEMATICS (706 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 3)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 7)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 15)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 3)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 27)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 11)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2)
Acta Mathematica Scientia     Full-text available via subscription   (Followers: 5)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 6)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 9)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 6)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 18)
Advances in Decision Sciences     Open Access   (Followers: 3)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 12)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 2)
Advances in Materials Sciences     Open Access   (Followers: 14)
Advances in Mathematical Physics     Open Access   (Followers: 3)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 12)
Advances in Porous Media     Full-text available via subscription   (Followers: 5)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 6)
Advances in Pure Mathematics     Open Access   (Followers: 5)
Advances in Science and Research (ASR)     Open Access   (Followers: 4)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 11)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Algebra and Logic     Hybrid Journal   (Followers: 5)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 11)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 5)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 6)
American Journal of Operations Research     Open Access   (Followers: 5)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 8)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis     Hybrid Journal   (Followers: 2)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 4)
Analysis Mathematica     Full-text available via subscription  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales UMCS, Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 11)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription  
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 12)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access  
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access  
Annuaire du Collège de France     Open Access   (Followers: 5)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 1)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 11)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 6)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 6)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 3)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 2)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Armenian Journal of Mathematics     Open Access  
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 20)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Journal of Current Engineering & Maths     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 6)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 4)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access   (Followers: 1)
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 2)
BIT Numerical Mathematics     Hybrid Journal  
BoEM - Boletim online de Educação Matemática     Open Access  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription   (Followers: 1)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 21)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 11)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 1)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 4)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 18)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 1)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 4)
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 14)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 2)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 3)
Complex Analysis and its Synergies     Open Access   (Followers: 2)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Complexus     Full-text available via subscription  
Composite Materials Series     Full-text available via subscription   (Followers: 8)
Compositio Mathematica     Full-text available via subscription   (Followers: 1)
Comptes Rendus Mathematique     Full-text available via subscription   (Followers: 1)
Computational and Applied Mathematics     Hybrid Journal   (Followers: 2)
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 4)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 5)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 8)
Concrete Operators     Open Access   (Followers: 5)
Confluentes Mathematici     Hybrid Journal  
Contributions to Game Theory and Management     Open Access  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 12)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Current Research in Biostatistics     Open Access   (Followers: 9)
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 10)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 29)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 3)
Differentsial'nye Uravneniya     Open Access  
Discrete Mathematics     Hybrid Journal   (Followers: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae - General Algebra and Applications     Open Access  
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Dnipropetrovsk University Mathematics Bulletin     Open Access  
Doklady Akademii Nauk     Open Access  
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Eco Matemático     Open Access  
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Differential Equations     Open Access  
Electronic Journal of Graph Theory and Applications     Open Access   (Followers: 2)
Electronic Notes in Discrete Mathematics     Full-text available via subscription   (Followers: 2)
Elemente der Mathematik     Full-text available via subscription   (Followers: 4)

        1 2 3 4 | Last

Journal Cover Annals of the Institute of Statistical Mathematics
  [SJR: 0.931]   [H-I: 31]   [1 followers]  Follow
    
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1572-9052 - ISSN (Online) 0020-3157
   Published by Springer-Verlag Homepage  [2351 journals]
  • A fresh look at effect aliasing and interactions: some new wine in old
           bottles
    • Authors: C. F. Jeff Wu
      Pages: 249 - 268
      Abstract: Interactions and effect aliasing are among the fundamental concepts in experimental design. In this paper, some new insights and approaches are provided on these subjects. In the literature, the “de-aliasing” of aliased effects is deemed to be impossible. We argue that this “impossibility” can indeed be resolved by employing a new approach which consists of reparametrization of effects and exploitation of effect non-orthogonality. This approach is successfully applied to three classes of designs: regular and nonregular two-level fractional factorial designs, and three-level fractional factorial designs. For reparametrization, the notion of conditional main effects (cme’s) is employed for two-level regular designs, while the linear-quadratic system is used for three-level designs. For nonregular two-level designs, reparametrization is not needed because the partial aliasing of their effects already induces non-orthogonality. The approach can be extended to general observational data by using a new bi-level variable selection technique based on the cme’s. A historical recollection is given on how these ideas were discovered.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-018-0646-0
      Issue No: Vol. 70, No. 2 (2018)
       
  • Discussion
    • Authors: Chien-Yu Peng
      Pages: 269 - 274
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-017-0640-y
      Issue No: Vol. 70, No. 2 (2018)
       
  • Discussion on the paper by Professor Wu
    • Authors: Ryo Yoshida
      Pages: 275 - 278
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-017-0641-x
      Issue No: Vol. 70, No. 2 (2018)
       
  • Rejoinder
    • Authors: C. F. Jeff Wu
      Pages: 279 - 281
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-017-0639-4
      Issue No: Vol. 70, No. 2 (2018)
       
  • Model-free feature screening for ultrahigh-dimensional data conditional on
           some variables
    • Authors: Yi Liu; Qihua Wang
      Pages: 283 - 301
      Abstract: In this paper, the conditional distance correlation (CDC) is used as a measure of correlation to develop a conditional feature screening procedure given some significant variables for ultrahigh-dimensional data. The proposed procedure is model free and is called conditional distance correlation-sure independence screening (CDC-SIS for short). That is, we do not specify any model structure between the response and the predictors, which is appealing in some practical problems of ultrahigh-dimensional data analysis. The sure screening property of the CDC-SIS is proved and a simulation study was conducted to evaluate the finite sample performances. Real data analysis is used to illustrate the proposed method. The results indicate that CDC-SIS performs well.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0597-2
      Issue No: Vol. 70, No. 2 (2018)
       
  • The continuous-time triangular Pólya process
    • Authors: Chen Chen; Hosam Mahmoud
      Pages: 303 - 321
      Abstract: We study poissonized triangular (reducible) urns on two colors, which we take to be white and blue. We analyze the number of white and blue balls after a certain period of time has elapsed. We show that for balanced processes in this class, a different scaling is needed for each color to produce nontrivial limits, contrary to the distributions in the usual irreducible urns which only require the same scaling for both colors. The limit distributions (of the scaled variables) underlying triangular urns are Gamma. The technique we use couples partial differential equations with the method of moments applied in a bootstrapped manner to produce exact and asymptotic moments. For the dominant color, we get exact moments, while relaxing the balance condition. The exact moments include alternating signs and Stirling numbers of the second kind.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0594-5
      Issue No: Vol. 70, No. 2 (2018)
       
  • Variable selection for spatial semivarying coefficient models
    • Authors: Kangning Wang
      Pages: 323 - 351
      Abstract: Spatial semiparametric varying coefficient models are a useful extension of spatial linear model. Nevertheless, how to conduct variable selection for it has not been well investigated. In this paper, by basis spline approximation together with a general M-type loss function to treat mean, median, quantile and robust mean regressions in one setting, we propose a novel partially adaptive group \(L_{r} (r\ge 1)\) penalized M-type estimator, which can select variables and estimate coefficients simultaneously. Under mild conditions, the selection consistency and oracle property in estimation are established. The new method has several distinctive features: (1) it achieves robustness against outliers and heavy-tail distributions; (2) it is more flexible to accommodate heterogeneity and allows the set of relevant variables to vary across quantiles; (3) it can keep balance between efficiency and robustness. Simulation studies and real data analysis are included to illustrate our approach.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0589-2
      Issue No: Vol. 70, No. 2 (2018)
       
  • Fixed-width confidence interval for covariate-adjusted response-adaptive
           designs
    • Authors: Uttam Bandyopadhyay; Atanu Biswas
      Pages: 353 - 371
      Abstract: In this paper, we obtain fixed-width confidence interval for covariate-adjusted response-adaptive designs. Specifically, we consider logistic regression model and the normal regression model for binary and continuous responses, respectively, both in the situations for presence and absence of treatment–covariate interactions. Simulation study and real-data analysis are carried out.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0596-3
      Issue No: Vol. 70, No. 2 (2018)
       
  • Self-exciting jump processes with applications to energy markets
    • Authors: Heidar Eyjolfsson; Dag Tjøstheim
      Pages: 373 - 393
      Abstract: In this paper, we discuss a class of mean-reverting, and self-exciting continuous-time jump processes. We give a short overview, with references, of the development of such processes, discuss maximum likelihood estimation, and put them into context with processes that have been proposed recently. More specifically, we introduce a class of SDE-governed intensity processes with varying jump intensity. We study Markovian aspects of this process, and analyse its stability properties. Finally, we consider parameter estimation of our model class with daily quotes of UK electricity prices over a specific period.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0591-8
      Issue No: Vol. 70, No. 2 (2018)
       
  • Quantile regression based on counting process approach under
           semi-competing risks data
    • Authors: Jin-Jian Hsieh; Hong-Rui Wang
      Pages: 395 - 419
      Abstract: In this paper, we investigate the quantile regression analysis for semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The estimation of quantile regression parameters for the non-terminal event is complicated. We cannot make inference on the non-terminal event without extra assumptions. Thus, we handle this problem by assuming that the joint distribution of the terminal event and the non-terminal event follows a parametric copula model with unspecified marginal distributions. We use the stochastic property of the martingale method to estimate the quantile regression parameters under semi-competing risks data. We also prove the large sample properties of the proposed estimator, and introduce a model diagnostic approach to check model adequacy. From simulation results, it shows that the proposed estimator performs well. For illustration, we apply our proposed approach to analyze a real data.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0593-6
      Issue No: Vol. 70, No. 2 (2018)
       
  • An information criterion for model selection with missing data via
           complete-data divergence
    • Authors: Hidetoshi Shimodaira; Haruyoshi Maeda
      Pages: 421 - 438
      Abstract: We derive an information criterion to select a parametric model of complete-data distribution when only incomplete or partially observed data are available. Compared with AIC, our new criterion has an additional penalty term for missing data, which is expressed by the Fisher information matrices of complete data and incomplete data. We prove that our criterion is an asymptotically unbiased estimator of complete-data divergence, namely the expected Kullback–Leibler divergence between the true distribution and the estimated distribution for complete data, whereas AIC is that for the incomplete data. The additional penalty term of our criterion for missing data turns out to be only half the value of that in previously proposed information criteria PDIO and AICcd. The difference in the penalty term is attributed to the fact that our criterion is derived under a weaker assumption. A simulation study with the weaker assumption shows that our criterion is unbiased while the other two criteria are biased. In addition, we review the geometrical view of alternating minimizations of the EM algorithm. This geometrical view plays an important role in deriving our new criterion.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0592-7
      Issue No: Vol. 70, No. 2 (2018)
       
  • Nonparametric quantile estimation using importance sampling
    • Authors: Michael Kohler; Adam Krzyżak; Reinhard Tent; Harro Walk
      Pages: 439 - 465
      Abstract: Nonparametric estimation of a quantile of a random variable m(X) is considered, where \(m: \mathbb {R}^d\rightarrow \mathbb {R}\) is a function which is costly to compute and X is a \(\mathbb {R}^d\) -valued random variable with a given density. An importance sampling quantile estimate of m(X), which is based on a suitable estimate \(m_n\) of m, is defined, and it is shown that this estimate achieves a rate of convergence of order \(\log ^{1.5}(n)/n\) . The finite sample size behavior of the estimate is illustrated by simulated data.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-016-0595-4
      Issue No: Vol. 70, No. 2 (2018)
       
  • Asymptotic moving average representation of high-frequency sampled
           multivariate CARMA processes
    • Authors: Péter Kevei
      Pages: 467 - 487
      Abstract: High-frequency sampled multivariate continuous time autoregressive moving average processes are investigated. We obtain asymptotic expansion for the spectral density of the sampled MCARMA process \((Y_{n\varDelta })_{n \in {\mathbb {Z}}}\) as \(\varDelta \downarrow 0\) , where \((Y_t)_{t \in {\mathbb {R}}}\) is an MCARMA process. We show that the properly filtered process is a vector moving average process, and determine the asymptotic moving average representation of it, thus generalizing the univariate results to the multivariate model. The determination of the moving average representation of the filtered process, important for the analysis of high-frequency data, is difficult for any fixed positive \(\varDelta \) . However, the results established here provide a useful and insightful approximation when \(\varDelta \) is very small.
      PubDate: 2018-04-01
      DOI: 10.1007/s10463-017-0601-5
      Issue No: Vol. 70, No. 2 (2018)
       
  • A weighted estimator of conditional hazard rate with left-truncated and
           dependent data
    • Authors: Han-Ying Liang; Elias Ould Saïd
      Pages: 155 - 189
      Abstract: Based on empirical likelihood method, we construct new weighted estimators of conditional density and conditional survival functions when the interest random variable is subject to random left-truncation; further, we define a plug-in weighted estimator of the conditional hazard rate. Under strong mixing assumptions, we derive asymptotic normality of the proposed estimators which permit to built a confidence interval for the conditional hazard rate. The finite sample behavior of the estimators is investigated via simulations too.
      PubDate: 2018-02-01
      DOI: 10.1007/s10463-016-0587-4
      Issue No: Vol. 70, No. 1 (2018)
       
  • Regression estimation under strong mixing data
    • Authors: Huijun Guo; Youming Liu
      Abstract: This paper studies multivariate wavelet regression estimators with errors-in-variables under strong mixing data. We firstly prove the strong consistency for non-oscillating and Fourier-oscillating noises. Then, a convergence rate is provided for non-oscillating noises, when an estimated function has some smoothness. Finally, the consistency and convergence rate are discussed for a practical wavelet estimator.
      PubDate: 2018-02-27
      DOI: 10.1007/s10463-018-0653-1
       
  • Reliability analysis of a k -out-of- n : F system under a linear
           degradation model with calibrations
    • Authors: Ensiyeh Nezakati; Mostafa Razmkhah; Firoozeh Haghighi
      Abstract: A k-out-of-n:F system with both of soft and hard failures is considered such that its components degrade through internal and external factors. A linear model is considered for degradation path of each component. Reliability function of the system is derived and the effect of varying the parameters are studied on reliability function for some systems. Moreover, the effect of calibration on reliability and maximum working time of such a system is investigated. The optimal number of calibrations is also determined for some special cases.
      PubDate: 2018-02-26
      DOI: 10.1007/s10463-018-0650-4
       
  • Wishart exponential families on cones related to tridiagonal matrices
    • Authors: Piotr Graczyk; Hideyuki Ishi; Salha Mamane
      Abstract: Let G be the graph corresponding to the graphical model of nearest neighbor interaction in a Gaussian character. We study Natural Exponential Families (NEF) of Wishart distributions on convex cones \(Q_G\) and \(P_G\) , where \(P_G\) is the cone of tridiagonal positive definite real symmetric matrices, and \(Q_G\) is the dual cone of \(P_G\) . The Wishart NEF that we construct include Wishart distributions considered earlier for models based on decomposable(chordal) graphs. Our approach is, however, different and allows us to study the basic objects of Wishart NEF on the cones \(Q_G\) and \(P_G\) . We determine Riesz measures generating Wishart exponential families on \(Q_G\) and \(P_G\) , and we give the quadratic construction of these Riesz measures and exponential families. The mean, inverse-mean, covariance and variance functions, as well as moments of higher order, are studied and their explicit formulas are given.
      PubDate: 2018-02-23
      DOI: 10.1007/s10463-018-0647-z
       
  • Penalized expectile regression: an alternative to penalized quantile
           regression
    • Authors: Lina Liao; Cheolwoo Park; Hosik Choi
      Abstract: This paper concerns the study of the entire conditional distribution of a response given predictors in a heterogeneous regression setting. A common approach to address heterogeneous data is quantile regression, which utilizes the minimization of the \(L_1\) norm. As an alternative to quantile regression, we consider expectile regression, which relies on the minimization of the asymmetric \(L_2\) norm and detects heteroscedasticity effectively. We assume that only a small set of predictors is relevant to the response and develop penalized expectile regression with SCAD and adaptive LASSO penalties. With properly chosen tuning parameters, we show that the proposed estimators display oracle properties. A numerical study using simulated and real examples demonstrates the competitive performance of the proposed penalized expectile regression, and its combined use with penalized quantile regression would be helpful and recommended for practitioners.
      PubDate: 2018-02-19
      DOI: 10.1007/s10463-018-0645-1
       
  • Testing in nonparametric ANCOVA model based on ridit reliability
           functional
    • Authors: Debajit Chatterjee; Uttam Bandyopadhyay
      Abstract: In the spirit of Bross (Biometrics 14:18–38, 1958), this paper considers ridit reliability functionals to develop test procedures for the equality of \(K(>2)\) treatment effects in nonparametric analysis of covariance (ANCOVA) model with d covariates based on two different methods. The procedures are asymptotically distribution free and are not based on the assumption that the distribution functions (d.f.’s) of the response variable and the associated covariates are continuous. By means of simulation study, the proposed methods are compared with the methods provided by Tsangari and Akritas (J Multivar Anal 88:298–319, 2004) and Bathke and Brunner (Recent advances and trends in nonparametric statistics, Elsevier, Amsterdam, 2003) under ANCOVA in terms of type I error rate and power.
      PubDate: 2018-02-06
      DOI: 10.1007/s10463-017-0643-8
       
  • Waiting time for consecutive repetitions of a pattern and related
           distributions
    • Authors: Sigeo Aki
      Abstract: Let k be a positive integer. Some exact distributions of the waiting time random variables for k consecutive repetitions of a pattern are derived in a sequence of independent identically distributed trials. It is proved that the number of equations of conditional probability generating functions for deriving the distribution can be reduced to less than or equal to the length of the basic pattern to be repeated consecutively. By using the result, various properties of the distributions of usual runs are extended to those of consecutive repetitions of a pattern. These results include some properties of the geometric distribution of order k and those of the waiting time distributions of the \((k_1,k_2)\) -events. Further, the probability generating function of the number of non-overlapping occurrences of k consecutive repetitions of a pattern can be written in an explicit form with k as a parameter. Some recurrence relations, which are useful for evaluating the probability mass functions, are also given.
      PubDate: 2018-02-06
      DOI: 10.1007/s10463-018-0644-2
       
 
 
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