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Open Journal of Statistics (OJS) is an international journal dedicated to the latest advancements in statistics. The goal of this journal is to provide a platform for scientists and academicians all over the world to promote, share, and discuss various new issues and developments in different areas of statistics. All…
Chao Yu, Xujie Zhao, Feng Zhang
This paper proposes a simple two-step nonparametric procedure to estimate the intraday jump tail and measure the jump tail risk in asset price with noisy high frequency data. We first propose the pre-averaging threshold approach to estimate the intraday jumps…
Hiroko Kato Solvang, Masanobu Taniguchi
Statistical two-group comparisons are widely used to identify the significant differentially expressed (DE) signatures against a therapy response for microarray data analysis. We applied a rank order statistics based on an Autoregressive Conditional Heteroske…
Duncan K. H. Fong, Qian Chen, Zhe Chen, Rui Wang
The authors propose new Bayesian models to obtain individual-level and time-varying regression coefficients in longitudinal data involving a single observation per response unit at each time period. An application to explore the association between customer s…
Yasemin Kayhan Atilgan, Erdinc Levent Atilgan
The graphical representation method, Robust CoPlot, is a robust variant of the classical CoPlot method. CoPlot is an adaptation of multidimensional scaling (MDS), and is a practical tool for visual inspection and rich interpretation of multivariate data. CoPl…
Anurag Agarwal, Peter Bajorski, David L. Farnsworth, James E. Marengo, Wei Qian
It is a well known fact that for the hierarchical model of a Poisson random variable Y whose mean has an Erlang distribution, the unconditional distribution of Y is negative binomial. However, the proofs in the literature [1] [2] provide no intuitive understa…
Thu Pham-Gia, Nguyen Van Thin, Phan Phuc Doan
Let π= π 1 - π 2 be the difference of two independent proportions related to two populations. We study the test H 0 : π ≥0 against different alternatives, in the Bayesian context. The various Bayesian approaches use standard beta distributions, and are simple…
Kuthyar Shesha Madhava Rao, Anjana Ramachandran
The paper deals with the analysis of exchange rates sentiments. In the approach suggested here a typical exchange rate sentiment is defined on the basis of certain function of mean and standard error of the logarithm of the ratio of successive daily exchange…
Ruixiang Han, Menghui Hu, Qian Pei, Dianxuan Gong, Yunxia Song
In this paper, the relationship between steel and chemical elements is explored. A production record of a steel mill is adopted for two years, which is used as the basic data to standardize the data. Then, according to the correlation coefficient method betwe…
Xiaoting Tao, Haomin Zhang
When the variable of model is large, the Lasso method and the Adaptive Lasso method can effectively select variables. This paper prediction the rural residents’ consumption expenditure in China, based on respectively using the Lasso method and the Adaptive La…
Handong Li, Ping Gao
Chronic disease is an important factor that affect the health of elderly people. We analyzed the 2006 and 2010 data from the Chinese Urban and Rural Elderly Population Surveys, which are nationally representative surveys of elderly people aged 60 years and ab…
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Open Journal of Statistics (OJS) is an international journal dedicated to the latest advancements in statistics. The goal of this journal is to provide a platform for scientists and academicians all over the world to promote, share, and discuss various new issues and developments in different areas of statistics. All… All articles are open access under a CC BY 4.0 licence, with authors retaining copyright.
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