期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2021; 50 (11)
The strong limit theory is one of the most important problems in the probability theory. Some results on the convergence of rho similar to-mixing rand......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2021; 50 (11)
In this article, we consider the statistical inferences for varying coefficient partially non linear model with missing covariates. The purpose of thi......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
To inference the reliability of product at normal stress conditions, accelerated life test (ALT) is usually used to obtain failure information rapidly......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
In this paper, we consider discrete time approximations for stochastic differential equations with the form: X-t = X-0 + integral(t)(0) f(X-s)dh(s) + ......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
In this paper, we study the problem of excess-of-loss reinsurance and investment for an insurer who wishes to maximize the expected exponential utilit......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
Uncertain time series analysis is a methodology that deals with expert's experimental time series data. Previous studies mainly focus on linear models......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
Nonignorable missing data presents a great challenge in statistical applications, since the observed likelihood is not identifiable without any furthe......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
This paper is concerned with the consistency of nonparametric regression model. For the weighted estimator of unknown regression function, the strong ......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
In this article, we proved the almost sure central limit theorem for the maxima of two types of functions of stationary Gaussian sequence including ch......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
Based on the approach of left and right kernel smoothing with unilateral kernel function, we, in this paper, define estimators of change point and jum......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
The occurrence of economic policies and other sudden and large shocks often bring out jumps in financial data, which can be characterized through cont......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
Motivated by applications in microarray data analysis, we consider the problem of estimating the row sparsity of the coefficient matrix in multivariat......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
Affiliation network is a two-mode social network composed of two different groups of nodes (a group of actors and a group of social events) and the ed......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
In this paper, we consider the equilibrium excess-of-loss reinsurance and investment problem for both an insurer and a reinsurer. The risk process of ......
期刊: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ()
In this paper, we study strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectation ......