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Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band
Single-index models are important and popular semiparametric models, as they can handle the problem of the “curse of dimensionality” and enjoy the...
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Estimation and backtesting of risk measures with emphasis on distortion risk measures
Statistical methodology has an important role to play in risk measurement. In this paper, we will review and discuss some statistical issues on risk...
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Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases
Additive partial linear models with symmetric autoregressive errors of order p are proposed in this paper for modeling time series data....
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Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
This paper aims to propose a profile quasi-maximum likelihood estimation method for semiparametric varying-coefficient spatial autoregressive(SVCSAR)...
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A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread
It is often of primary interest to analyze and forecast the levels of a continuous phenomenon as a categorical variable. In this paper, we propose a...
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Scalable Bayesian p-generalized probit and logistic regression
The logit and probit link functions are arguably the two most common choices for binary regression models. Many studies have extended the choice of...
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Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks
Artificial neural networks have been widely studied and applied in time series forecasting. However, the existing studies focus more on the...
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Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test
Accelerated life tests (ALTs) play a pivotal role in life testing experiments as they significantly reduce costs and testing time. Hence, this paper...
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Multiple testing of interval composite null hypotheses using randomized p-values
Equivalence tests are statistical hypothesis testing procedures that aim to establish practical equivalence rather than the usual statistical...
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Artwork pricing model integrating the popularity and ability of artists
Considerable research has been devoted to understanding the popularity effect on the art market dynamics, meaning that artworks by popular artists...
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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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On the statistical analysis of high-dimensional factor models
High-dimensional factor models have received much attention with the rapid development in big data. We make several contributions to the asymptotic...
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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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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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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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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...
