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Specifications tests for count time series models with covariates
We propose a goodness-of-fit test for a class of count time series models with covariates which includes the Poisson autoregressive model with...
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Automatic Topic Title Assignment with Word Embedding
In this paper, we propose TAWE (title assignment with word embedding), a new method to automatically assign titles to topics inferred from sets of...
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Dynamic factor models for claim reserving
This study presents a new approach to claim reserving in the insurance industry using dynamic factor models (DFMs). Traditional methods often...
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Normalised Clustering Accuracy: An Asymmetric External Cluster Validity Measure
There is no, nor will there ever be, single best clustering algorithm. Nevertheless, we would still like to be able to distinguish between methods...
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Marginal analysis of count time series in the presence of missing observations
Time series in real-world applications often have missing observations, making typical analytical methods unsuitable. One method for dealing with...
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Sensitivity and Specificity versus Precision and Recall, and Related Dilemmas
Many evaluations of binary classifiers begin by adopting a pair of indicators, most often sensitivity and specificity or precision and recall....
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The Extended Anderson and Hauck Tests and Sample Size Procedures for Equivalence Assessment in Simple Linear Regressions
This study describes extended Anderson and Hauck procedures for equivalence testing of slope coefficients and mean responses in one and two...
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Comparing Treatment Effects for the AB : BA Crossover Design with Continuous Responses: An Alternative Nonparametric Approach
This work focuses on the nonparametric procedures which are devised as an alternative to analyse the repeated measurements arising in the basic...
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Dirichlet compound negative multinomial mixture models and applications
In this paper, we consider an alternative parametrization of Dirichlet Compound Negative Multinomial (DCNM) using rising polynomials. The new...
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Inferences for Fixed Effects Based Regression Parameters in a Finite Population Setup Using Two-stage Cluster Sample
In a clusters based infinite/super population (SP) setup, the inference complexity for regression parameters depend on the cluster correlations...
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On the cost of risk misspecification in insurance pricing
In the non-life insurance industry, pricing is often done relative to individual criteria of policyholders. Various classification algorithms are in...
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Modeling and inferences for bounded multivariate time series of counts
This paper considers modeling bounded multivariate time series of counts and the inferential procedures of this model. For modeling, we introduce a...
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On Average Modulus of Random Polynomials over a Unit Circle and Disc
This article presents some interesting and novel results concerning the average modulus of random polynomials on the unit circle and the unit disc,...
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Bayesian hierarchical spatial model for small-area estimation with non-ignorable nonresponses and its application to the NHANES dental caries data
The National Health and Nutrition Examination Survey (NHANES) is a major program of the National Center for Health Statistics, designed to assess the...
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Flexible Modeling of Hurdle Conway–Maxwell–Poisson Distributions with Application to Mining Injuries
The Poisson regression is the most popular class of models for count data, but with excessive zeros and unequal dispersion, the ordinary Poisson may...
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Valid Edgeworth Expansion of the Bootstrap t-statistic of the Whittle MLE for Linear Regression Models with Long-Memory Residuals
In this paper we provide a valid Edgeworth expansion of the parametric bootstrap t-statistic for the Whittle maximum likelihood estimator of a linear...
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On Multivariate Discrete Poisson–Lindley Distributions
Multivariate versions of five univariate Poisson–Lindley distributions are considered. These models are derived by assuming that the exponent of a...
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Balanced Lattice Designs under Uncertain Environment
Balanced lattice designs are vital in numerous fields, especially in experimental design, where controlling variability among experimental units is...
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Natural language processing and financial markets: semi-supervised modelling of coronavirus and economic news
This paper investigates the reactions of US financial markets to press news from January 2019 to 1 May 2020. To this end, we deduce the content and...
