Communications in Statistics - Simulation and Computation, Volume 50

Volume 50, Number 1, 2021

Original Articles

• 
  Mingao Yuan, Yue Zhang:
  Test for the parametric part in partial functional linear regression based on B-spline. 1-15
• 
  Annalisa Orenti, Ettore Marubini:
  Robust regression analysis: a useful two stage procedure. 16-37
• 
  Steen Magnussen, Thomas Nord-Larsen:
  Design-consistent model-based variances with systematic sampling: a case study with the Danish national Forest inventory. 38-48
• 
  Yu Wang, Haixiang Zhang:
  Some estimation and forecasting procedures in Possion-Lindley INAR(1) process. 49-62
• 
  Bulent Altunkaynak, Hamza Gamgam:
  Comparing the performance of nonparametric tests for equality of location against ordered alternatives. 63-84
• 
  Jong-Min Kim, Jaiwook Baik, Mitch Reller:
  Control charts of mean and variance using copula Markov SPC and conditional distribution by copula. 85-102
• 
  Camila Epprecht, Dominique Guégan, Álvaro Veiga, Joel Corrêa da Rosa:
  Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics. 103-122
• 
  Farzad Eskandari:
  Asymptotic efficient semiparametric empirical bayes estimation of multinomial responses. 123-141
• 
  Matthew Pietrosanu, Rhonda J. Rosychuk, X. Joan Hu:
  Handling missing birthdates in marginal regression analysis with recurrent events. 142-152
• 
  Shinjo Yada, Chikuma Hamada:
  Application of gamma process to two-agent combinations with delayed toxicity. 153-163
• 
  Zhaoliang Wang, Liugen Xue:
  Inference for high dimensional linear models with error-in-variables. 164-179
• 
  Doaa Basalamah, Khamis K. Said, Wei Ning, Yubin Tian:
  Modified information criterion for linear regression change-point model with its applications. 180-197
• 
  Haroon Mohamed Barakat, Abdallah W. Aboutahoun, Nada N. El-Ghandoor:
  On some generalized families arising from mixture normal distribution with applications. 198-216
• 
  Mansooreh Razmkhah, Bahram Sadeghpour Gildeh, Jafar Ahmadi:
  An economic design of rectifying single sampling plans via maxima nomination sampling in the presence of inspection errors. 217-233
• 
  Lihong Cui, Qianhui Zhang, Jianjun Sun:
  Multiwavelet density estimation for biased data. 234-253
• 
  Mohammad Reza Ghalani, Mohammad Reza Zadkarami:
  Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect. 254-269
• 
  Aamir Saghir, Saddam Akber Abbasi, Alireza Faraz:
  The exact method for designing the Maxwell chart with estimated parameter. 270-281
• 
  Reza Momeni, Javad Etminan, M. Khanjari Sadegh:
  Estimation of normal means in the tree order model by the weighting methods. 282-294
• 
  Aline Mefleh, Romain Biard, Clément Dombry, Zaher Khraibani:
  Permutation bootstrap and the block maxima method. 295-311

Volume 50, Number 2, 2021

Original Articles

• 
  Yanhua Wu, Yufeng Shi:
  Detection of jumps in financial time series. 313-322
• 
  Nimet Özbay, Selahattin Kaçiranlar:
  Risk performance of some shrinkage estimators. 323-342
• 
  Alejandro Izaguirre, Gabriel Montes-Rojas:
  Horvitz-Thompson estimator under partial information with an application to network degree distribution. 343-366
• 
  Martin Wiegand, Saralees Nadarajah:
  MEPDF: Multivariate empirical density functions. 367-375
• 
  Mena Patummasut, Sudarat Nidsunkid:
  A ratio estimator in path sampling. 376-387
• 
  Manabu Asai, Mike K. P. So:
  A simulation smoother for long memory time series with correlated and heteroskedastic additive noise. 388-399
• 
  Aycan Hepsag:
  Testing for cointegration in nonlinear asymmetric smooth transition error correction models. 400-412
• 
  Rok Okorn, Matjaz Omladic:
  Lévy modeled GMWB: Pricing with wavelets. 413-425
• 
  Marie Chavent, Robin Genuer, Jérôme Saracco:
  Combining clustering of variables and feature selection using random forests. 426-445
• 
  Sajid Ali, Syed Muhammad Muslim Raza, Muhammad Aslam, Muhammad Moeen Butt:
  CEV-Hybrid Dewma charts for censored data using Weibull distribution. 446-461
• 
  Qifa Xu, Xingxuan Zhuo, Cuixia Jiang, Fang Sun, Xue Huang:
  Reverse restricted MIDAS model with application to US interest rate forecasts. 462-482
• 
  Wen-Liang Hung, Jenn-Hwai Yang, I-Wen Song, Yen-Chang Chang:
  A modified self-updating clustering algorithm for application to dengue gene expression data. 483-500
• 
  Cibele Queiroz da-Silva, Paulo H. D. da Silva, Osiris Turnes, Leandro T. Correia:
  Dynamic model averaging adapted to dynamic regression models for time series of counts. 501-524
• 
  Sepehr Piri, Abdel-Salam G. Abdel-Salam, Edward L. Boone:
  A wavelet approach for profile monitoring of Poisson distribution with application. 525-536
• 
  Ricardo F. Couto, Luiz Henrique Duczmal, Denise Burgarelli, Felipe Álvares, Gladston J. P. Moreira:
  Nonparametric dependence modeling via cluster analysis: A financial contagion application. 537-556
• 
  Garib Nath Singh, Mohd Khalid, Jong-Min Kim:
  Some imputation methods to deal with the problems of missing data in two-occasion successive sampling. 557-580
• 
  Özge Kuran, M. Revan Özkale:
  Marginal ridge conceptual predictive model selection criterion in linear mixed models. 581-607
• 
  Xiaoyan Tan, Li Yan:
  Penalized empirical likelihood for generalized linear models with longitudinal data. 608-623

Volume 50, Number 3, 2021

Original Articles

• 
  Aycan Hepsag:
  A unit root test based on smooth transitions and nonlinear adjustment. 625-632
• 
  Yu-Mei Chang, Pao-Sheng Shen, Yu-Hsin Tang:
  Confidence interval for the difference between two median survival times with semiparametric transformation models. 633-649
• 
  Neera Kumari, Ranjita Pandey:
  On Bayesian parameter estimation of beta log Weibull distribution under type-II censoring. 650-668
• 
  Kjartan Kloster Osmundsen, Tore Selland Kleppe, Atle Oglend:
  MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood. 669-690
• 
  Wenjun Jiang, Han-Ping Hong, Jiandong Ren:
  Estimation of model parameters of dependent processes constructed using Lévy Copulas. 691-707
• 
  Lixin Meng, Jiwei Zhang, Xue Zhang, Guozhong Feng:
  Bayesian estimation of time-varying parameters in ordinary differential equation models with noisy time-varying covariates. 708-723
• 
  Jun Zhang, Yujie Gai, Bingqing Lin:
  Detection of marginal heteroscedasticity for partial linear single-index models. 724-743
• 
  Dursun Aydin, Ersin Yilmaz:
  Truncation level selection in nonparametric regression using Padé approximation. 744-763
• 
  Lee-Shen Chen, TaChen Liang, Ming-Chung Yang:
  Optimal curtailed Bayesian sampling plans for exponential distributions with Type-I hybrid censored samples. 764-777
• 
  Dipak K. Dey, Junfeng Liu, Nalini Ravishanker, Edwards Qiang Zhang:
  A note on response mean confidence band for linear regression models. 778-785
• 
  Claudia Wehrhahn, Alejandro Jara, Andrés F. Barrientos:
  On the small sample behavior of Dirichlet process mixture models for data supported on compact intervals. 786-810
• 
  Xiao Wang, Chenchen Zou, Li Yi, Juan Wang, Xinmin Li:
  Fiducial inference for gamma distributions: two-sample problems. 811-821
• 
  Thanh Pham, Trung Ha, Julia N. Soulakova:
  Design-based single-mediator approach for complex survey data. 822-831
• 
  Morteza Amini:
  Selection of the best minimal repair systems for Weibull lifetime distribution: A Bayesian approach. 832-853
• 
  Yan Lu, Ye Fu, Guoyi Zhang:
  Nonparametric regression estimators in dual frame surveys. 854-864
• 
  Arpan Bhowmik, Seema Jaggi, Eldho Varghese, Cini Varghese:
  A note on optimal directional neighbour designs with random block effect. 865-880
• 
  Jean Claude Utazirubanda, Tomás M. León, Papa Ngom:
  Variable selection with group LASSO approach: Application to Cox regression with frailty model. 881-901
• 
  Muhammad Aslam, Saminathan Balamurali, Jeyadurga Periyasamypandian, Nasrullah Khan:
  Designing of an attribute control chart based on modified multiple dependent state sampling using accelerated life test under Weibull distribution. 902-916
• 
  Jean-Claude Malela-Majika, Collen Mabilubilu Motsepa, Marien Alet Graham:
  A new double sampling X¯ control chart for monitoring an abrupt change in the process location. 917-935

Volume 50, Number 4, 2021

Review Article

• 
  Nabil Channouf, Marc Fredette, Brenda MacGibbon:
  Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models. 937-956

Original Articles

• 
  Linda Möstel, Matthias Fischer, Fabian Pfälzner, Marius Pfeuffer:
  Parameter estimation of Tukey-type distributions: A comparative analysis. 957-992
• 
  Chen Chen, Jie Zhou, Jianxin Pan:
  Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data. 993-1008
• 
  Bunto Hanyuda, Hidetoshi Murakami:
  Power comparisons of the unbiased Berk-Jones test and the unbiased reversed Berk-Jones test. 1009-1024
• 
  Caiya Zhang, Xiaolu Gu, Yingyu Chen:
  Estimation for frailty measurement error Cox models based on profile likelihood and Bayes methods. 1025-1038
• 
  Katia Bachi, Cédric Chauvière, Hacène Djellout, Karim Abbas:
  Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions. 1039-1061
• 
  Hugo Pérez-Vicente, María Isabel Ayuda, Antonio Aznar:
  The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study. 1062-1072
• 
  Debanjan Mitra, Narayanaswamy Balakrishnan:
  Statistical inference based on left truncated and interval censored data from log-location-scale family of distributions. 1073-1093
• 
  Alexandre L. M. Levada:
  Closed-form Bayesian image denoising: improving the adaptive Wiener filter through pairwise Gaussian-Markov random fields. 1094-1118
• 
  Paul Curtin, Joshua Kellogg, Nadja Cech, Chris Gennings:
  A random subset implementation of weighted quantile sum (WQSRS) regression for analysis of high-dimensional mixtures. 1119-1134
• 
  Mohammad Saber Fallah Nezhad, Marziyeh Nesaee:
  Developing variables sampling plans based on EWMA yield index. 1135-1153
• 
  Kush Sharma, Davinder Kumar Garg:
  A new technique for comparing PBIBDs. 1154-1164
• 
  Xuemao Zhang, Sudhir Paul, You-Gan Wang:
  Small sample bias correction or bias reduction? 1165-1177
• 
  Mohammad Z. Raqab, Omar M. Bdair, Manoj Kumar Rastogi, Fahad M. Al-Aboud:
  Inference for an exponentiated half logistic distribution with application to cancer hybrid censored data. 1178-1201
• 
  Sanggil Kang, Woo Dong Lee, Yongku Kim:
  Posterior properties under matching priors for generalized gamma distribution. 1202-1216
• 
  Costas Georghiou, Andreas N. Philippou, Zaharias M. Psillakis:
  On the modes of the negative binomial distribution of order k, type I. 1217-1230
• 
  Vahe Avagyan:
  D-Trace estimation of a precision matrix with eigenvalue control. 1231-1247

Volume 50, Number 5, 2021

Original Articles

• 
  K. Djeddour-Djaballah, L. Kerar:
  Quasi-maximum likelihood estimation of GARCH with student distributed noise. 1249-1271
• 
  Leyang Wang, Fengbin Yu:
  Jackknife resample method for precision estimation of weighted total least squares. 1272-1289
• 
  Hanwool Kim, Sangyeol Lee:
  On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart. 1290-1314
• 
  Zhi-fang Su, Ken-Yu Lin, Meiyuan Chen:
  Dual-frailty default intensity model: estimations and an application. 1315-1332
• 
  Y. Sarada, R. Shenbagam:
  Bi-dimensional availability function and its application. 1333-1347
• 
  Mehdi Amiri, Roohollah Roozegar, Ahad Jamalizadeh:
  Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions. 1348-1363
• 
  Xiao Guo, Hai Zhang:
  Structured learning of time-varying networks with application to PM2.5 data. 1364-1382
• 
  Pao-Sheng Shen, Yi Liu:
  Marginal regression of recurrent gap times based on semiparametric transformation cure model. 1383-1397
• 
  Francisco Cribari-Neto, Fábio P. Lima:
  Resampling-based prediction intervals in beta regressions under correct and incorrect model specification. 1398-1416
• 
  Sadia Khalil, Qi Zhang, Sat Gupta:
  Mean estimation of sensitive variables under measurement errors using optional RRT models. 1417-1426
• 
  Babak Jamshidi, Sayed Mohammad Reza Alavi, Gholam Ali Parham:
  The distribution of the number of the infected individuals in a stochastic SIR model on regular rooted trees. 1427-1444
• 
  Jinying Tong, Qingting Meng, Zhenzhong Zhang, Yunfang Lu:
  A note on ergodicity for CIR model with Markov switching. 1445-1458
• 
  Danilo Gilberto de Oliveira Valadares, Roberto da Costa Quinino, Magda Carvalho Pires:
  The need to conduct repeated classifications in a logistic regression model with misclassification in the dependent variable. 1459-1472
• 
  Shu-Fei Wu:
  One stage multiple comparisons with the control for exponential mean lifetimes based on doubly censored samples under heteroscedasticity. 1473-1483
• 
  Digambar T. Shirke, Mahesh S. Barale:
  A variable sampling interval sign chart for variability based on deciles. 1484-1495
• 
  Muhammad Ahsan, Muhammad Mashuri, Heri Kuswanto, Dedy Dwi Prastyo, Hidayatul Khusna:
  Outlier detection using PCA mix based T2 control chart for continuous and categorical data. 1496-1523
• 
  Yugo Nakayama:
  Robust support vector machine for high-dimensional imbalanced data. 1524-1540
• 
  Esin Avci:
  Bayesian approach to the meta-analysis of multi-category prevalence. 1541-1559

Volume 50, Number 6, 2021

Original Articles

• 
  Chioneso Show Marange, Yongsong Qin:
  A new empirical likelihood ratio goodness of fit test for normality based on moment constraints. 1561-1575
• 
  Arpita Basak, Amit Choudhury:
  Bayesian inference and prediction in single server M/M/1 queuing model based on queue length. 1576-1588
• 
  Mustafa I. Alheety, B. M. Golam Kibria:
  A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model. 1589-1599
• 
  Matthew Stephenson, R. Ayesha Ali, Gerarda A. Darlington, Flavio S. Schenkel, E. James Squires:
  DSLRIG: Leveraging predictor structure in logistic regression. 1600-1612
• 
  Mian Huang, Kang He, Weixin Yao:
  Regression estimation via information-weighted composite models with different dimensions. 1613-1621
• 
  Xiaohong Wang, Dehui Wang, Kai Yang, Da Xu:
  Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning. 1622-1644
• 
  N. Sreelakshmi, Sudheesh K. Kattumannil, Rituparna Sen:
  Jackknife empirical likelihood-based inference for S-Gini indices. 1645-1661
• 
  Shirin Shahriari, Susana Faria, Arminda Manuela Gonçalves:
  A robust sparse linear approach for contaminated data. 1662-1678
• 
  Tai Vovan, Dinh Phamtoan, Dung Tranthituy:
  Automatic genetic algorithm in clustering for discrete elements. 1679-1694
• 
  Özlem Akay, Güzin Yüksel:
  Hierarchical clustering of mixed variable panel data based on new distance. 1695-1710
• 
  Muhammad Aslam, Saminathan Balamurali, Chi-Hyuck Jun:
  A new multiple dependent state sampling plan based on the process capability index. 1711-1727
• 
  Sadikul Islam, Hukum Chandra:
  Small area estimation combining data from two surveys. 1728-1749
• 
  Christopher D. Vanlengenberg, Wenshuang Wang, Haimeng Zhang:
  Data generation for axially symmetric processes on the sphere. 1750-1769
• 
  Pengfei Li, Oludotun J. Akinlawon, Shengli Zhao:
  Controlling individual and experimentwise error rates in replicated regular two-level factorial experiments. 1770-1790
• 
  Sajede Baratian Rahimi, Amirhossein Amiri, Reza Ghashghaei:
  Simultaneous monitoring of mean vector and covariance matrix of multivariate simple linear profiles in the presence of within profile autocorrelation. 1791-1808
• 
  Manizheh Goudarzi, Habib Jafari, Soleiman Khazaei:
  Nonparametric Bayesian optimal designs for exponential regression model. 1809-1819
• 
  Fatma Sevinç Kurnaz:
  Performances of some high dimensional regression methods. 1820-1836
• 
  Yuzhu Tian, Liyong Wang, Man-Lai Tang, Maozai Tian:
  Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies. 1837-1853
• 
  Yanjun Chen, Damla Sentürk, Jason P. Estes, Luis F. Campos, Connie M. Rhee, Lorien S. Dalrymple, Kamyar Kalantar-Zadeh, Danh V. Nguyen:
  Performance characteristics of profiling methods and the impact of inadequate case-mix adjustment. 1854-1871

Volume 50, Number 7, 2021

Review Articles

• 
  Magda Monteiro, Isabel Pereira, Manuel G. Scotto:
  Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models. 1873-1887
• 
  Meryam Krit, Olivier Gaudoin, Emmanuel Remy:
  Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study. 1888-1911

Original Articles

• 
  Mustafa Cavus, Berna Yazici, Ahmet Sezer:
  Penalized power approach to compare the power of the tests when Type I error probabilities are different. 1912-1926
• 
  Edgard M. Maboudou-Tchao:
  High-dimensional data monitoring using support machines. 1927-1942
• 
  Janusz L. Wywial, Grzegorz Sitek:
  On variance of sample matrix eigenvalue. 1943-1954
• 
  Michael Harwell:
  An effect size for variance heterogeneity in meta-analysis. 1955-1970
• 
  Ming Han:
  E-Bayesian estimations of parameter and its evaluation standard: E-MSE (expected mean square error) under different loss functions. 1971-1988
• 
  Guoping Zeng, Emily Zeng:
  On the relationship between multicollinearity and separation in logistic regression. 1989-1997
• 
  Francisco Novoa-Muñoz:
  Goodness-of-fit tests for the bivariate Poisson distribution. 1998-2014
• 
  Weijia Zhang, Xikui Wang, Po Yang:
  A new design of the continual reassessment method. 2015-2024
• 
  Mohammad Javad Azizi, Farshad Seifi, Samira Moghadam:
  A robust simulation optimization algorithm using kriging and particle swarm optimization: Application to surgery room optimization. 2025-2041
• 
  Jae Eun Yoon, Sun Young Hwang:
  On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series. 2042-2053
• 
  Lianqiang Yang, Mengzhen Ding, Yongmiao Hong, Xuejun Wang:
  Estimating functions and derivatives via adaptive penalized splines. 2054-2071
• 
  Musarrat Ijaz, Zahid Asghar, Asma Gul:
  Ensemble of penalized logistic models for classification of high-dimensional data. 2072-2088
• 
  Kiheiji Nishida:
  Skewing methods for variance-stabilizing local linear regression estimation. 2089-2106
• 
  Beste H. Beyaztas:
  Construction of multi-step forecast regions of VAR processes using ordered block bootstrap. 2107-2125
• 
  Wen Cheong Chin, Min Cherng Lee:
  Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations. 2126-2144
• 
  Alan David Hutson:
  Inference for L-estimators of location using a bootstrap warping approach. 2145-2150
• 
  Songfeng Zheng:
  Iteratively reweighted least square for asymmetric L2-Loss support vector regression. 2151-2167
• 
  Fikriye Kurtoglu:
  Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation. 2168-2183

Volume 50, Number 8, 2021

Review Article

• 
  Bahareh Yavarizadeh, Syed Ejaz Ahmed:
  The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions. 2185-2196
• 
  Paola Maddalena Chiodini, Giancarlo Manzi, Bianca Maria Martelli, Flavio Verrecchia:
  Revisiting sample allocation methods: a simulation-based comparison. 2197-2212

Original Articles

• 
  Sajid Ali, Himmad Khan, Ismail Shah, Muhammad Moeen Butt, Muhammad Suhail:
  A comparison of some new and old robust ridge regression estimators. 2213-2231
• 
  Ming Ha Lee, Michael B. C. Khoo:
  Double sampling np chart with estimated process parameter. 2232-2250
• 
  Ahad Malekzadeh, Kamyar Sabri-Laghaie:
  Quantile-based reliability comparison of products: Applied to Log-normal distribution. 2251-2265
• 
  Julius Santos, Erniel B. Barrios:
  Robust inference in semiparametric spatial-temporal models. 2266-2285

Research Article

• 
  Farzaneh Razie, Ehsan Bahrami Samani, Mojtaba Ganjali:
  Analysis of mixed longitudinal (k, l)-Inflated power series, ordinal and continuous responses with sensitivity analysis to non-ignorable missing mechanism. 2286-2312

Original Articles

• 
  Daisuke Nagakura:
  Computing exact score vectors for linear Gaussian state space models. 2313-2326
• 
  Sangeeta Arora, Kalpana K. Mahajan, Ritu Kumari:
  Bayes estimators for the reliability and hazard rate functions of Topp-Leone distribution using Type-II censored data. 2327-2344
• 
  Xin-Wei Huang, Takeshi Emura:
  Model diagnostic procedures for copula-based Markov chain models for statistical process control. 2345-2367
• 
  Dênis Ricardo Xavier de Oliveira, Gladston Moreira, Anderson Ribeiro Duarte, André Luiz Fernandes Cançado, Eduardo Luz:
  Spatial cluster analysis using particle swarm optimization and dispersion function. 2368-2385
• 
  Yongfei Fang, Yubin Tian, Xia Cai:
  Sequential designs for estimating the operating window. 2386-2398
• 
  Guozhi Hu, Weihu Cheng, Jie Zeng:
  Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data. 2399-2417
• 
  Arash Nademi:
  The single-index panel data models with heterogeneous link function: mixture approach. 2418-2431

Research Article

• 
  Garib Nath Singh, Mahamood Usman:
  Efficient combination of various estimators in the presence of non-response. 2432-2466

Original Articles

• 
  Yang Long, Guohe Deng:
  A perturbed risk model with constant interest and periodic barrier dividend strategy. 2467-2481
• 
  Martin Ricker:
  Solving linear regression without skewness of the residuals' distribution. 2482-2495

Volume 50, Number 9, 2021

Review Article

• 
  Maikol Solís:
  Non-parametric estimation of the first-order Sobol indices with bootstrap bandwidth. 2497-2512
• 
  Luiz Medeiros de Araujo Lima-Filho, Fábio Mariano Bayer:
  Kumaraswamy control chart for monitoring double bounded environmental data. 2513-2528

Original Articles

• 
  Fatma Sevinç Kurnaz:
  Performances of some high dimensional regression methods: sparse principal component regression. 2529-2543
• 
  Pengyue Wu, Jing Ma, Xiongfei Jiang:
  A model of innovation diffusion based on policy incentives. 2544-2560
• 
  Özge Kuran, M. Revan Özkale:
  Stochastic restricted Liu predictors in linear mixed models. 2561-2580
• 
  Bernard Picinbono:
  Coincidence functions and Bartlett spectra of point processes. 2581-2597
• 
  Isabel Parra-Frutos, Lourdes Molera:
  Removing skewness and kurtosis by transformation when testing for mean equality. 2598-2618
• 
  Eufrásio de Andrade Lima Neto, Aluísio Pinheiro, Adenice Gomes de Oliveira Ferreira:
  On wavelet to select the parametric form of a regression model. 2619-2642
• 
  Fatma Zehra Dogru, Olçay Arslan:
  Robust mixture regression modeling based on the generalized M (GM)-estimation method. 2643-2665
• 
  Gadde Srinivasa Rao, Muhammad Aslam, Chi-Hyuck Jun:
  A variable sampling plan using generalized multiple dependent state based on a one-sided process capability index. 2666-2677
• 
  Ajit Chaturvedi, Saibal Chattopadhyay, Sudeep R. Bapat, Neeraj Joshi:
  Sequential point estimation procedures for the parameter of a family of distributions. 2678-2704
• 
  Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev:
  Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval. 2705-2720
• 
  Gabriel Núñez-Antonio, Emiliano Geneyro:
  A multivariate projected Gamma model for directional data. 2721-2742
• 
  Ekaterina V. Bulinskaya, Boris I. Shigida:
  Modeling and asymptotic analysis of insurance company performance. 2743-2756
• 
  Chandrakant Lodhi, Yogesh Mani Tripathi, Manoj Kumar Rastogi:
  Estimating the parameters of a truncated normal distribution under progressive type II censoring. 2757-2781
• 
  Atiek Iriany, Diana Rosyida, Arifin Arifin:
  A comparison of GSTAR-SUR models and a hybrid GSTAR-SUR/neural network model on residuals of precipitation forecasting. 2782-2792
• 
  Sung Won Han, Sunghoon Park, Hua Zhong, Eun-Seok Ryu, Pei Wang, Sehee Jung, Jayeon Lim, Jeewhan Yoon, Sunghwan Kim:
  Estimation of joint directed acyclic graphs with lasso family for gene networks. 2793-2807

Volume 50, Number 10, 2021

Review Article

• 
  Elisa Jorge-González, Enrique González-Dávila, Raquel Martín-Rivero, Domingo Lorenzo-Díaz:
  Stochastic and deterministic trend in state space models. 2809-2822

Original Articles

• 
  Logan Opperman, Wei Ning:
  Sequential probability ratio test for skew normal distribution. 2823-2836
• 
  Muhammad Abdullah, Rashid Ahmed, Muhammad Hussain Tahir, Muhammad Daniyal:
  Minimal non-circular balanced and strongly balanced repeated measurements designs. 2837-2844
• 
  Jan Kalina:
  Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution. 2845-2857
• 
  Ahmad Ahmadi Yazdi, Ali Zeinal Hamadani, Mohammad Hosein Karimi Gavareshki, Amirhossein Amiri:
  Phase II monitoring of multivariate profiles with estimated parameters and optimal phase I subgroups. 2858-2884
• 
  Martin Wiegand, Saralees Nadarajah:
  General moments of roundoff error. 2885-2905
• 
  Patcharee Maneerat, Sa-Aat Niwitpong, Suparat Niwitpong:
  Bayesian confidence intervals for a single mean and the difference between two means of delta-lognormal distributions. 2906-2934
• 
  Chanmin Kim:
  Deviance information criteria for mixtures of distributions. 2935-2948
• 
  Josef Arlt, Peter Trcka:
  Automatic SARIMA modeling and forecast accuracy. 2949-2970
• 
  Daniel Gaigall:
  On a new approach to the multi-sample goodness-of-fit problem. 2971-2989
• 
  Pablo Juan Verdoy:
  Enhancing the SPDE modeling of spatial point processes with INLA, applied to wildfires. Choosing the best mesh for each database. 2990-3030
• 
  Anastasiia Rytova, Elena Yarovaya:
  Survival analysis of particle populations in branching random walks. 3031-3045
• 
  Aamir Saghir, Liaquat Ahmad, Muhammad Aslam:
  Modified EWMA control chart for transformed gamma data. 3046-3059
• 
  Liya Fu, Zhuoran Yang, Jun Zhang, Anle Long, Yan Zhou:
  Generalized estimating equations for analyzing multivariate survival data. 3060-3068
• 
  Conghua Cheng:
  Empirical likelihood ratio under infinite second moment for two-sample problems. 3069-3076
• 
  Man Jin, Adam Polis, Jonathan Hartzel:
  Algorithms for minimization randomization and the implementation with an R package. 3077-3087
• 
  Heewon Park, Sadanori Konishi:
  Sparse kernel subspace method for classifying and representing patterns from data with complex structure. 3088-3104
• 
  Farhat Iqbal, Kostas Triantafyllopoulos:
  Bayesian inference of multivariate rotated GARCH models with skew returns. 3105-3123

Volume 50, Number 11, 2021

Original Articles

• 
  S. Kalaivani, J. Ravichandran:
  Performance evaluation of exponential distribution using Six Sigma-based tail probabilities. 3125-3145
• 
  Yuh-Jenn Wu, Li-Hsueh Cheng, Wei-Quan Fang:
  Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity. 3146-3165
• 
  Zhouping Li, Hui Wang:
  Improving K-means method via shrinkage estimation and LVQ algorithm. 3166-3181
• 
  Farshid Mehrdoust, Somayeh Fallah, Oldouz Samimi:
  Pricing multi-asset American option under Heston-CIR diffusion model with jumps. 3182-3193
• 
  Muhammad Suhail, Sohail Chand, B. M. Golam Kibria:
  Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers. 3194-3206
• 
  Ajit Chaturvedi, Taruna Kumari, Narendra Kumar:
  Numerical study of robust Bayesian analysis of generalized inverted family of distributions based on progressive type II right censoring. 3207-3240
• 
  Najla Bnouachir, Abdallah Mkhadri:
  Efficient cluster-based portfolio optimization. 3241-3255
• 
  Mohammad Kazemi, Davood Shahsavani, Mohammad Arashi, Paulo C. Rodrigues:
  Estimation in partial linear model with spline modal function. 3256-3272

Research Article

• 
  Nabil Azouagh, Said El Melhaoui:
  Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity. 3273-3285

Original Articles

• 
  Mohadeseh Alsadat Farzammehr, Mohammad Reza Zadkarami, Geoffrey J. McLachlan:
  Skew-normal generalized spatial panel data model. 3286-3314
• 
  Leming Qu, Yang Lu:
  Copula density estimation by finite mixture of parametric copula densities. 3315-3337
• 
  Imed Gammoudi, Asma Nani, Mohamed El Ghourabi:
  Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications. 3338-3363
• 
  Fabiola Santore, Cesar Augusto Taconeli, Idemauro Antonio Rodrigues de Lara:
  An adaptive control chart for the process location based on ranked set sampling. 3364-3382
• 
  Jun Zhang, Yujie Gai:
  Linear regression models with general distortion measurement errors. 3383-3396
• 
  Daniel Fischer, Alain Berro, Klaus Nordhausen, Anne Ruiz-Gazen:
  REPPlab: An R package for detecting clusters and outliers using exploratory projection pursuit. 3397-3419
• 
  Jalmar M. F. Carrasco, Nancy Reid:
  Simplex regression models with measurement error. 3420-3435
• 
  Hassan Bahrami, Seyed Taghi Akhavan Niaki, Majid Khedmati:
  Monitoring multivariate profiles in multistage processes. 3436-3464
• 
  Muhammad Aslam, Saminathan Balamurali, Chi-Hyuck Jun:
  Determination and economic design of a generalized multiple dependent state sampling plan. 3465-3482
• 
  Qiang Wan, Mei Zhu:
  Detecting a shift in variance using economically designed VSI control chart with combined attribute-variable inspection. 3483-3497
• 
  Huiwen Wang, Tingting Huang, Shanshan Wang:
  A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types. 3498-3515

Research Article

• 
  Yishu Xue, Guanyu Hu:
  Online updating of information based model selection in the big data setting. 3516-3529
• 
  Nagarajah Varathan, Pushpakanthie Wijekoon:
  Modified almost unbiased Liu estimator in logistic regression. 3530-3546

Original Articles

• 
  Jack Noonan, Anatoly Zhigljavsky:
  Approximations for the boundary crossing probabilities of moving sums of normal random variables. 3547-3568
• 
  Piyada Phrueksawatnon, Jirawan Jitthavech, Vichit Lorchirachoonkul:
  Determining the optimal ridge parameter in logistic regression. 3569-3580
• 
  Sergej M. Ermakov, Svetlana N. Leora:
  Decrease of the mean of the quasi-random integration error. 3581-3589
• 
  Aneel Ahmed, Javid Shabbir:
  On estimation of coefficient of dispersion using the auxiliary information. 3590-3606
• 
  Rutger D. van Oest:
  Unconstrained Cholesky-based parametrization of correlation matrices. 3607-3613
• 
  Hakan S. Sazak, Melis Zeybek:
  The modified maximum likelihood regression type estimators using bivariate ranked set sampling. 3614-3649
• 
  Ahmed M. Elsawah, Kai-Tai Fang, Yuhui Deng:
  Some interesting behaviors of good lattice point sets. 3650-3668
• 
  Kousik Maiti, Suchandan Kayal:
  Estimation of parameters and reliability characteristics for a generalized Rayleigh distribution under progressive type-II censored sample. 3669-3698
• 
  David R. Bickel, Abbas Rahal:
  Correcting false discovery rates for their bias toward false positives. 3699-3713
• 
  Junsouk Choi, Jungjun Lee, Jae-Hwan Jhong, Ja-Yong Koo:
  Penalized I-spline monotone regression estimation. 3714-3732

Research Article

• 
  Mohammed Alqawba, Norou Diawara, Jong-Min Kim:
  Copula directional dependence of discrete time series marginals. 3733-3750
• 
  Mark Levene, Aleksejus Kononovicius:
  Empirical survival Jensen-Shannon divergence as a goodness-of-Fit measure for maximum likelihood estimation and curve fitting. 3751-3767

Original Articles

• 
  Jian Shi, Kai Song:
  A discrete-time and finite-state Markov chain based in-play prediction model for NBA basketball matches. 3768-3776
• 
  Hannah Bower, Michael J. Crowther, Mark J. Rutherford, Therese M.-L. Andersson, Mark Clements, Xing-Rong Liu, Paul W. Dickman, Paul C. Lambert:
  Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study. 3777-3793
• 
  Pedro Luiz Ramos, Francisco Louzada:
  A note on the exponential geometric power series distribution. 3794-3798
• 
  Ahmed Z. Afify, Adriano K. Suzuki, Chunfang Zhang, Mazen Nassar:
  On three-parameter exponential distribution: properties, Bayesian and non-Bayesian estimation based on complete and censored samples. 3799-3819

Volume 50, Number 12, December 2021

• 
  Jarno Hartog, Harry van Zanten:
  Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularization. 3821-3838
• 
  Michael Lavine:
  WHIM: function approximation where it matters. 3839-3869
• 
  Muhammad Kashif, Muhammad Aman Ullah, Muhammad Aslam:
  Influential diagnostics with Pena's statistic for the modified ridge regression. 3870-3884
• 
  Qingliang Fan, Wanlu Yu:
  Adaptive k-class estimation in high-dimensional linear models. 3885-3913
• 
  Chandima N. P. G. Arachchige, Maxwell Cairns, Luke A. Prendergast:
  Interval estimators for ratios of independent quantiles and interquantile ranges. 3914-3930
• 
  Fares Ouzzani, Mohamed Bentarzi:
  On mixture periodic Integer-Valued ARCH models. 3931-3957
• 
  Tao Zhang, Haifeng Huo, Yanling Wan:
  Functional polynomial multiple-index model. 3958-3971
• 
  Nina Kargapolova, E. I. Khlebnikova, V. A. Ogorodnikov:
  Stochastic models of joint non-stationary time-series of air temperature, relative humidity and atmospheric pressure. 3972-3983
• 
  B. A. Kargin, E. G. Kablukova, P. Zhen:
  Monte Carlo simulation of the optical radiation transfer process in stochastic scattering media. 3984-3991
• 
  José M. González-Barrios, Ricardo Hoyos-Argüelles:
  Estimating checkerboard approximations with sample d-copulas. 3992-4027
• 
  Mohammed Albassam, Ali El Hefnawy, Emad E. A. Soliman:
  Mixed integer nonlinear goal programming approach to variable selection in linear regression. 4028-4040
• 
  Qing Zhang, Hongshik Ahn:
  Subgroup analysis of censored data on cancer treatment. 4041-4058
• 
  Akram Kohansal, Hassan S. Bakouch:
  Estimation procedures for Kumaraswamy distribution parameters under adaptive type-II hybrid progressive censoring. 4059-4078
• 
  R. Nasirzadeh, A. R. Soltani, A. R. Nematollahi:
  Longitudinal functional nonlinear marginal mixed effect models. 4079-4099
• 
  Maria Lurdes Simões, Paula Milheiro de Oliveira:
  An algorithm for the computation of mean delay of traffic at pre-timed control signals. 4100-4113
• 
  Junyong Park, Andrei Draganescu:
  Testing homogeneity of several normal population means based on an interval hypothesis. 4114-4131
• 
  Marike Cockeran, Simos G. Meintanis, James S. Allison:
  Goodness-of-fit tests in the Cox proportional hazards model. 4132-4143
• 
  M. Revan Özkale:
  The red indicator and corrected VIFs in generalized linear models. 4144-4170
• 
  Zhao-Li Song, Qian Zhao, Ping Jiang, Bo Guo:
  A numerical method for system residual life prediction based on Simpson formula. 4171-4186
• 
  Yanbin Ma, Wenhao Gui:
  Point estimation and two new goodness of fit tests for the scale family based on general progressively Type-II censored samples. 4187-4214
• 
  Ivana Ivkovic, Vesna Rajic:
  Better confidence intervals for the population coefficient of variation. 4215-4262
• 
  Ning Li, Hu Yang, Jing Yang:
  Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data. 4263-4279
• 
  Xuelong Hu, Philippe Castagliola, Anan Tang, Jianlan Zhong:
  Guaranteed conditional performance of the median run length based EWMA X¯ chart with unknown process parameters. 4280-4299
• 
  Amos E. Gera:
  From runs to patterns. 4300-4314
• 
  Inés Barbeito, Ricardo Cao, Dimitris Politis:
  Bootstrap confidence intervals for conditional density function in Markov processes. 4315-4337
• 
  Curtis Miller:
  Marginal probabilities and point estimation for conditionally specified logistic regression. 4338-4363
• 
  Mradula, Subhash Kumar Yadav, Rahul Varshney, Madhulika Dube:
  Efficient estimation of population mean under stratified random sampling with linear cost function. 4364-4387
• 
  Ricardo Puziol de Oliveira, Josmar Mazucheli, Jorge Alberto Achcar:
  A generalization of Basu-Dhar's bivariate geometric distribution to the trivariate case. 4388-4412
• 
  Erindi Allaj, Maria Elvira Mancino:
  On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? 4413-4441
• 
  Husam Awni Bayoud:
  Tests of normality: new test and comparative study. 4442-4463
• 
  Abdul Majid, Muhammad Aslam, Saima Altaf, Muhammad Amanullah:
  Addressing the distributed lag models with heteroscedastic errors. 4464-4482
• 
  Wei-Cheng Lin, Takeshi Emura, Li-Hsien Sun:
  Estimation under copula-based Markov normal mixture models for serially correlated data. 4483-4515