Efficient path algorithms for clustered Lasso and OSCAR Atsumori TakahashiShunichi Nomura Original Paper Open access 14 September 2024
Point and interval estimation of \(R=P(X>Y)\) for the proportional reversed hazard family based on ranked set sampling Hossein Pasha-Zanoosi Original Paper 29 August 2024
Learning under singularity: an information criterion improving WBIC and sBIC Lirui LiuJoe Suzuki Original Paper Open access 21 August 2024
Tokenization of distributed insurance by auction Runhuan FengSeongyoon KimAmichai Painsky Original Paper 19 August 2024
A user guide of CART and random forests with applications in FinTech and InsurTech Yongzhao ChenKa Chun CheungSheung Chi Phillip Yam Survey Article Open access 19 August 2024
Parameter estimation of Burr type-III distribution under generalized progressive hybrid censoring scheme Suraj YadavSanjay Kumar SinghArun Kaushik Original Paper 13 August 2024
Applications of Population Sampling to Insurance Ratemaking and Reserving Sebastián Calcetero VanegasX. Sheldon Lin Original Paper 07 August 2024
q-Generalization of Nakagami distribution with applications Naveen KumarAmbesh DixitVivek Vijay Original Paper 29 July 2024
Parametric estimation of stochastic differential equations via online gradient descent Shogo Nakakita Original Paper Open access 27 July 2024
Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval Modou KebeEl Hadji DemeYousri Slaoui Original Paper 18 July 2024
Estimation and backtesting of risk measures with emphasis on distortion risk measures Hideatsu Tsukahara Original Paper 10 July 2024
Dynamic factor models for claim reserving Shunichi NomuraYoshihiro Matsumori Original Paper Open access 29 June 2024
On the cost of risk misspecification in insurance pricing D. FingerH. AlbrecherL. Wilhelmy Original Paper Open access 25 June 2024
Bayesian projection of cohort healthy life expectancies with long-term care insurance data Atsuyuki KogureYoshimitsu Takamatsu Original Paper 11 June 2024
Likelihood-based instrumental variable methods for Cox proportional hazards model Shunichiro OriharaShingo FukumaMasataka Taguri Original Paper 06 June 2024
Test for high-dimensional outliers with principal component analysis Yugo NakayamaKazuyoshi YataMakoto Aoshima Original Paper 04 June 2024
Estimating the effective reproduction number of COVID-19 via the chain ladder method Xuanan LinYuki MatsunakaHiroshi Shiraishi Original Paper 01 June 2024
The SIML method without microstructure noise Jirô AkahoriRyuya NambaAtsuhito Watanabe Original Paper 30 May 2024
Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits A. F. OttoA. BekkerO. Arslan Original Paper Open access 27 May 2024
Special feature: Stein estimation and statistical shrinkage methods Yuzo Maruyama Preface 11 May 2024 Pages: 253 - 256
Mortality prediction using survival energy models with functional data analysis Daiki MitsudaYasutaka Shimizu Original Paper Open access 20 April 2024
Bounded p values in parametric programming-based selective inference Tomohiro ShiraishiDaiki MiwaIchiro Takeuchi Original Paper 17 April 2024
Correction to: Revisiting Alwyn H. Gentry’s forest transect data: latitudinal beta diversity patterns are revealed using a statistical sampling-model-based approach Anne ChaoChun-Huo ChiuDavid Zelený Correction Open access 31 March 2024
Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation Jiayi XieYe TengZhimin Zhang Original Paper 26 March 2024
Multi-stage minimum risk point estimation (MRPE) of a function of unknown \(\varvec{\beta }\) in a Gamma(\(\varvec{\alpha ,\beta }\)) model with \(\varvec{\alpha }\) known: related problems and illustrations with analysis from simulations and cancer data Nitis MukhopadhyayJing Li Original Paper 28 February 2024
Making statistical inferences about linkage errors Abel DasylvaArthur Goussanou Original Paper 25 February 2024 Pages: 17 - 56
High-cardinality categorical covariates in network regressions Ronald RichmanMario V. Wüthrich Original Paper Open access 25 February 2024
A new bivariate survival model with a cured fraction: a mixed Poisson frailty–copula approach Marziye RouzbahaniMohammad Reza AkhoondRahim Chinipardaz Original Paper 10 February 2024
Outlier-robust parameter estimation for unnormalized statistical models Hiroaki SasakiTakashi Takenouchi Original Paper 06 February 2024 Pages: 223 - 252
Stein’s identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit Tatsuya Kubokawa Original Paper Open access 31 January 2024 Pages: 267 - 311
Bayesian prediction and estimation based on a shrinkage prior for a Poisson regression model Fumiyasu Komaki Original Paper Open access 28 January 2024 Pages: 411 - 429
Asymptotics of coverages of HD confidence sets and recentering at shrinkage estimates: phase transitions, large deviations Anirban DasGupta Original Paper 25 January 2024 Pages: 395 - 409
Variable selection through adaptive elastic net for proportional odds model Chunxiang WangNan LiLanqing Lu Original Paper Open access 19 January 2024 Pages: 203 - 221
Semiparametric regression analysis of doubly censored recurrent event data P. G. SankaranS. HariE. P. Sreedevi Original Paper 19 January 2024 Pages: 183 - 202
Selection of statistics for a multinomial goodness-of-fit test and a test of independence for a multi-way contingency table when data are sparse Nobuhiro TaneichiYuri Sekiya Original Paper 03 January 2024 Pages: 151 - 182
Sparse inference of structural equation modeling with latent variables for diffusion processes Shogo KusanoMasayuki Uchida Original Paper 26 December 2023 Pages: 101 - 150
Stein-rule M-estimation in sparse partially linear models Enayetur RaheemS. Ejaz AhmedShuangzhe Liu Original Paper 23 December 2023 Pages: 507 - 535
Expansion estimators improving the bias and risk of James–Stein’s shrinkage estimator Hisayuki Tsukuma Original Paper 16 December 2023 Pages: 377 - 393
Bivariate dynamic weighted cumulative residual entropy Rohini S. NairE. I. Abdul Sathar Original Paper 14 December 2023 Pages: 83 - 100
Reliability of stress–strength model for exponentiated Teissier distribution based on lower record values Hossein Pasha-Zanoosi Original Paper 09 December 2023 Pages: 57 - 81
Shrinkage estimation with logarithmic penalties Tatsuya Kubokawa Original Paper Open access 29 November 2023 Pages: 341 - 360
Confidence interval for normal means in meta-analysis based on a pretest estimator Nanami TaketomiYuan-Tsung ChangTakeshi Emura Original Paper 27 November 2023 Pages: 537 - 568
Bayesian shrinkage estimation for stratified count data Yasuyuki Hamura Original Paper 14 November 2023 Pages: 431 - 453
Multivariate functional subspace classification for high-dimensional longitudinal data Tatsuya FukudaHidetoshi MatsuiSadanori Konishi Original Paper 14 November 2023 Pages: 1 - 16
An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix Yoshihiko Konno Original Paper 04 November 2023 Pages: 455 - 464
Special feature: modern methods and applications for biodiversity studies Osamu KomoriYasuhiro Kubota Preface Open access 27 October 2023 Pages: 783 - 784
Non-minimaxity of debiased shrinkage estimators Yuzo MaruyamaAkimichi Takemura Original Paper Open access 06 October 2023 Pages: 361 - 375