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  1. Journal

    Computational Statistics

    Volume 14 / 1999 - Volume 35 / 2020

  2. Journal

    Methodology and Computing in Applied Probability

    Volume 1 / 1999 - Volume 22 / 2020

  3. 手机体育投注平台 Journal

    Extremes

    手机体育投注平台Volume 1 / 1998 - Volume 23 / 2020

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    手机体育投注平台 Article

    Random forest with acceptance–rejection trees

    手机体育投注平台 In this paper, we propose a new random forest method based on completely randomized splitting rules with an acceptance–rejection criterion for quality control. We show how the proposed acceptance–rejection (AR...

    Peter Calhoun, Melodie J. Hallett, Xiaogang Su, Guy Cafri in Computational Statistics (2020)

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    手机体育投注平台 Article

    A dominance approach for comparing the performance of VaR forecasting models

    We introduce three dominance criteria to compare the performance of alternative value at risk (VaR) forecasting models. The three criteria use the information provided by a battery of VaR validation tests base...

    Laura Garcia-Jorcano, Alfonso Novales in Computational Statistics (2020)

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    Article

    On Generalized Berman Constants

    Considering the important role in Gaussian related extreme value topics, we evaluate the Berman constants involved in the study of the sojourn time of Gaussian processes, given by B α h ( x , E ) = ∫

    Chengxiu Ling, Hong Zhang in Methodology and Computing in Applied Probability (2020)

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    Article

    A Renewal Generated Geometric Catastrophe Model with Discrete-Time Markovian Arrival Process

    Any event that results in sudden change of the normal functioning of a system may be thought of as a catastrophe. Stochastic processes involving catastrophes have very rich application in modeling of a dynamic...

    Nitin Kumar, U. C. Gupta in Methodology and Computing in Applied Probability (2020)

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    Article

    A support vector machine based semiparametric mixture cure model

    手机体育投注平台 The mixture cure model is an extension of standard survival models to analyze survival data with a cured fraction. Many developments in recent years focus on the latency part of the model to allow more flexibl...

    Peizhi Li, Yingwei Peng, Ping Jiang, Qingli Dong in Computational Statistics (2020)

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    Article

    A Nonstationary Spatial Covariance Model for Processes Driven by Point Sources

    We introduce a new nonstationary spatial covariance model for analyzing geostatistical point-referenced data that contain point sources (i.e., known locations that impact the outcome). Our model is based on vi...

    Joshua L. Warren in Journal of Agricultural, Biological and Environmental Statistics (2020)

  10. Article

    Open Access

    Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment

    This paper develops asymptotics and approximations for ruin probabilities in a multivariate risk setting. We consider a model in which the individual reserve processes are driven by a common Markovian environm...

    G. A. Delsing, M. R. H. Mandjes in Methodology and Computing in Applied Proba… (2020)

  11. Article

    Open Access

    Priority statement and some properties of t-lgHill estimator

    We acknowledge the priority on the introduction of the formula of t-lgHill estimator for the positive extreme value index. We provide a novel motivation for this estimator based on ecologically driven dynamica...

    Milan Stehlík, Jozef Kiseľák, Marijus Vaičiulis, Pavlina Jordanova in Extremes (2020)

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    手机体育投注平台 Article

    smoothROCtime: an R package for time-dependent ROC curve estimation

    The receiver operating characteristic (ROC) curve has become one of the most used tools for analyzing the diagnostic capacity of continuous biomarkers. When the studied outcome is a time-dependent variable two...

    Susana Díaz-Coto, Pablo Martínez-Camblor, Sonia Pérez-Fernández in Computational Statistics (2020)

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    Article

    A Distance-based Method for Spatial Prediction in the Presence of Trend

    手机体育投注平台 A new method based on distances for modeling continuous random data in Gaussian random fields is presented. In non-stationary cases in which a trend or drift is present, dealing with information in regionalize...

    Carlos E. Melo, Jorge Mateu, Oscar O. Melo in Journal of Agricultural, Biological and En… (2020)

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    Article

    On the Convergence Time of Some Non-Reversible Markov Chain Monte Carlo Methods

    手机体育投注平台 It is commonly admitted that non-reversible Markov chain Monte Carlo (MCMC) algorithms usually yield more accurate MCMC estimators than their reversible counterparts. In this note, we show that in addition to ...

    Marie Vialaret, Florian Maire in Methodology and Computing in Applied Probability (2020)

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    Article

    Risk concentration under second order regular variation

    Measures of risk concentration and their asymptotic behavior for portfolios with heavy-tailed risk factors is of interest in risk management. Second order regular variation is a structural assumption often imp...

    Bikramjit Das, Marie Kratz in Extremes (2020)

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    Article

    A Bayesian approach to estimate parameters of ordinary differential equation

    手机体育投注平台 We develop a Bayesian approach to estimate the parameters of ordinary differential equations (ODE) from the observed noisy data. Our method does not need to solve ODE directly. We replace the ODE constraint wi...

    Hanwen Huang, Andreas Handel, Xiao Song in Computational Statistics (2020)

  17. 手机体育投注平台 Article

    Open Access

    Spatial Spread Sampling Using Weakly Associated Vectors

    Geographical data are generally autocorrelated. In this case, it is preferable to select spread units. In this paper, we propose a new method for selecting well-spread samples from a finite spatial population ...

    Raphaël Jauslin, Yves Tillé in Journal of Agricultural, Biological and En… (2020)

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    Article

    Parallel computing in linear mixed models

    In this study, we propose a parallel programming method for linear mixed models (LMM) generated from big data. A commonly used algorithm, expectation maximization (EM), is preferred for its use of maximum like...

    Fulya Gokalp Yavuz, Barret Schloerke in Computational Statistics (2020)

  19. 手机体育投注平台 Article

    Open Access

    Branching Collision Processes with Immigration

    We consider the regularity and ergodic properties of the Branching Collision Process with Immigration (BCIP) in this paper. We establish an easy checking sufficient condition under which the Feller minimal BCI...

    Anyue Chen, Junping Li, Jing Zhang in Methodology and Computing in Applied Probability (2020)

  20. Article

    Open Access

    A simple method for implementing Monte Carlo tests

    We consider a statistical test whose p value can only be approximated using Monte Carlo simulations. We are interested in deciding whether the p手机体育投注平台 value for an observed data set lies above or below a given threshol...

    Dong Ding, Axel Gandy, Georg Hahn in Computational Statistics (2020)

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