Search Results - "Communications in statistics. Theory and methods"

Unbiased variable importance for random forests by Loecher, Markus

“…The default variable-importance measure in random forests, Gini importance, has been shown to suffer from the bias of the underlying Gini-gain splitting…”
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Complete and complete moment convergence for negatively associated random variables under exponential moment conditions by Du, Qian, Ma, Huanhuan, Miao, Yu

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Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables by Meng, Bing, Wang, Dingcheng, Wu, Qunying

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Reliability model for dual constant-stress accelerated life test with Weibull distribution under Type-I censoring scheme by Feng, Xuefeng, Tang, Jiayin, Tan, Qitao, Yin, Zekai

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Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components by Yan, Rongfang, Wang, Junrui

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On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion by da Cunha, Enai Taveira, Bourguignon, Marcelo, Vasconcellos, Klaus L. P.

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Reliability analysis for stress-strength model from a general family of truncated distributions under censored data by Wang, Liang, Zuo, Xuanjia, Tripathi, Yogesh Mani, Wang, Junyuan

“…Under progressive Type-II censoring, inference of stress-strength reliability (SSR) is studied for a general family of lower truncated distributions. When the…”
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Some Results for Beta Fréchet Distribution by Barreto-Souza, Wagner, Cordeiro, Gauss M., Simas, Alexandre B.

“…Nadarajah and Gupta ( 2004 ) introduced the beta Fréchet (BF) distribution, which is a generalization of the exponentiated Fréchet (EF) and Fréchet…”
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Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables by Meng, Bing, Wang, Dingcheng, Wu, Qunying

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Multi-sample test for high-dimensional covariance matrices by Zhang, Chao, Bai, Zhidong, Hu, Jiang, Wang, Chen

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Double robust estimator in general treatment regimes based on Covariate-balancing by Orihara, Shunichiro, Hamada, Etsuo

“…Double robust estimators have double the chance of being a consistent estimator of a causal effect in binary treatments cases. In this paper, we proposed an…”
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Double robust estimator in general treatment regimes based on Covariate-balancing by Etsuo Hamada, Shunichiro Orihara

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Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle by Yao, Dingjun, Wang, Rongming, Xu, Lin

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Kernel Density Estimator From Ranked Set Samples by Lim, Johan, Chen, Min, Park, Sangun, Wang, Xinlei, Stokes, Lynne

“…We study kernel density estimator from the ranked set samples (RSS). In the kernel density estimator, the selection of the bandwidth gives strong influence on…”
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Maximum Entropy Density Estimation from Fractional Moments by Novi Inverardi, P. L., Tagliani, A.

“…A procedure for the estimation of probability density functions of positive random variables by its fractional moments, is presented. When all the available…”
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A robust Spearman correlation coefficient permutation test by Yu, Han, Hutson, Alan D.

“…In this work, we show that Spearman's correlation coefficient test about H 0 : ρ s = 0 found in most statistical software is theoretically incorrect and…”
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A new method for generating distributions with an application to exponential distribution by Mahdavi, Abbas, Kundu, Debasis

“…A new method has been proposed to introduce an extra parameter to a family of distributions for more flexibility. A special case has been considered in detail,…”
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Relative effect sizes for measures of risk by Olivier, Jake, May, Warren L., Bell, Melanie L.

“…Effect sizes are an important component of experimental design, data analysis, and interpretation of statistical results. In some situations, an effect size of…”
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A modified uncertain maximum likelihood estimation with applications in uncertain statistics by Liu, Yang, Liu, Baoding

“…In uncertain statistics, the uncertain maximum likelihood estimation is a method of estimating the values of unknown parameters of an uncertain statistical…”
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Estimation of uncertainty distribution function by the principle of least squares by Liu, Yang, Liu, Baoding

“…In order to estimate the unknown parameters in an uncertainty distribution function, this article uses the principle of least squares that minimizes the sum of…”
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