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Communications in Statistics - Simulation and Computation, Volume 52
Volume 52, Number 1, January 2023
- Amjad Javaid, Muhammad Noor-ul-Amin
, Muhammad Hanif:
Performance of Max-EWMA control chart for joint monitoring of mean and variance with measurement error. 1-26 - Xiao Ke, Kai-Tai Fang, Ahmed M. Elsawah
, Yuxuan Lin:
New non-isomorphic detection methods for orthogonal designs. 27-42 - Tadas Danielius
, Alfredas Rackauskas
:
p-Variation of CUSUM process and testing change in the mean. 43-55 - Kai Yao:
Uncertain renewal process with general rewards. 56-67 - Fengqin Tang
, Chunning Wang, Jinxia Su
, Yuanyuan Wang:
Semidefinite programming based community detection for node-attributed networks and multiplex networks. 68-83 - Timothy Opheim, Anuradha Roy:
Moving average and autoregressive correlation structures under multivariate skew normality. 84-97 - Amir Zeinal
, Mohammad Reza Azmoun Zavie Kivi
:
The generalized new two-type parameter estimator in linear regression model. 98-109 - Yi Zhong, Prabhakar Chalise, Jianghua He:
Nested cross-validation with ensemble feature selection and classification model for high-dimensional biological data. 110-125 - Gajendra K. Vishwakarma
, Atanu Bhattacharjee
, Souvik Banerjee
:
Handling missingness value on jointly measured time-course and time-to-event data. 126-141 - Leyang Wang
, Yingwen Zhao, Chuanyi Zou, Fengbin Yu:
Sterling interpolation method for precision estimation of total least squares. 142-160 - Mengmeng Zhan
, Liping Liu
:
CUSUM control schemes for monitoring Wiener processes. 161-174 - Chi Yao, Yongping He, Rui Wang, Xuejun Wang:
Laws of large numbers and complete convergence for WOD random variables and their applications. 175-195 - E. I. Abdul-Sathar
, Jitto Jose
:
Extropy based on records for random variables representing residual life. 196-206 - Uditha Amarananda Wijesuriya:
Sv-plots for identifying characteristics of the distribution and testing hypotheses. 207-228 - Humera Razzak, Christian Heumann:
Application of iterative hybrid MI approach to household survey data with complex dependence structures. 229-246 - Jinheum Kim
, Jayoun Kim
, Seong W. Kim
:
Regression analysis of the illness-death model with a shared frailty when all transition times are interval censored. 247-259 - Pedro Jodrá
:
A note on the computer generation of the binomial exponential distribution and generalizations. 260-266 - Rui Yang
, Wangxue Chen, Yanfei Dong:
Log-extended exponential-geometric parameters estimation using simple random sampling and moving extremes ranked set sampling. 267-277
Volume 52, Number 2, February 2023
- Toni Toharudin, Resa Septiani Pontoh
, Rezzy Eko Caraka
, Solichatus Zahroh, Youngjo Lee
, Rung Ching Chen
:
Employing long short-term memory and Facebook prophet model in air temperature forecasting. 279-290 - Jin Chen, Dehui Wang
, Cong Li, Jingwen Huang:
Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood. 291-308 - Ke-Ang Fu, Jie Li:
On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations. 309-319 - Garib Nath Singh
, Diya Bhattacharyya
, Arnab Bandyopadhyay
:
A general class of calibration estimators under stratified random sampling in presence of various kinds of non-sampling errors. 320-333 - Noriah M. Al-Kandari, Paul H. Garthwaite:
Bayesian analysis of misclassified binomial data: double-sampling and the zero-numerator problem. 334-348 - Sayaka Shinohara, Yuan-Hsin Lin, Hirofumi Michimae, Takeshi Emura:
Dynamic lifetime prediction using a Weibull-based bivariate failure time model: a meta-analysis of individual-patient data. 349-368 - Xu Zhao, Shaojie Wei, Weihu Cheng, Pengyue Zhang, Yang Zhang, Qi Xu:
Upper record values from the generalized Pareto distribution and associated statistical inference. 369-391 - Sajjad Haider Bhatti
, Faizan Wajid Khan
, Muhammad Irfan
, Muhammad Ali Raza
:
An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors. 392-403 - Burcu Hudaverdi Ucer
, Selim Orhun Susam
:
On the weighted tests of independence based on Bernstein empirical copula. 404-424 - Jin-Jian Hsieh, Tai-Yu Hsu, Ke-Yu Hou:
Empirical likelihood ratio tests for two sample comparison under current status data. 425-441 - Kuldeep Kumar Tiwari
, Sandeep Bhougal
, Sunil Kumar
:
A general class of estimators in stratified random sampling. 442-452 - André Beauducel
, Norbert Hilger:
Score predictor factor analysis as a tool for the identification of single-item indicators. 453-465 - Pablo J. Moya
, Juan Francisco Muñoz
, Encarnación Álvarez Verdejo
, Francisco Javier Blanco-Encomienda
:
Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest. 466-481 - Jun Zhang
, Zhuoer Xu, Zhenghong Wei:
Absolute logarithmic calibration for correlation coefficient with multiplicative distortion. 482-505 - Ayaka Yagi, Takashi Seo
, Zofia Hanusz
:
Testing equality of two mean vectors with monotone incomplete data. 506-522 - Muhammad Abdullah, H. M. Kashif Rasheed, Rashid Ahmed:
General construction of minimal balanced repeated measurements designs in non-circular periods of k different sizes. 523-532 - Deepak Prajapati
, Sharmishtha Mitra, Debasis Kundu:
Bayesian sampling plan for the exponential distribution with generalized Type - II hybrid censoring scheme. 533-556 - Cheng-en Li, Jian-hua Shi:
MCMC interweaving strategy for estimating stochastic volatility model and its application. 557-568
Volume 52, Number 3, March 2023
- Abderrahmen Manaa, Mohamed Bentarzi:
On a periodic negative binomial SETINAR model. 569-595 - Abderrahmen Manaa, Mohamed Bentarzi:
On a periodic SETINAR model. 596-620 - Niek den Teuling
, Steffen C. Pauws, Edwin R. van den Heuvel
:
A comparison of methods for clustering longitudinal data with slowly changing trends. 621-648 - Toru Ogura
, Takemi Yanagimoto
:
Bayesian estimator of multiple Poisson means assuming two different priors. 649-657 - Xuejun Ma, Ping Zhang:
Quantile regression for compositional covariates. 658-668 - Nittaya Thonghnunui, Samruam Chongcharoen, Knavoot Jiamwattanapong
:
Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown. 669-684 - Maryam Sharafi
, Zahra Sajjadnia
, A. Zamani:
A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations. 685-702 - Cuixiang Li, Huili Liu
, Lixia Liu, Qiumei Yao:
Pricing vulnerable options under jump diffusion processes using double Mellin transform. 703-716 - Sheida Riahi
, Prakash N. Patil:
Testing for central symmetry and symmetry about an axis. 717-734 - Sajana O. Kunjunni, Sajesh T. Abraham
:
Robust quadratic discriminant analysis using Sn covariance. 735-744 - Haiko Luepsen:
ANOVA with binary variables: the F-test and some alternatives. 745-769 - Mátyás Barczy
, Ádám Dudás
, József Gáll
:
On approximations of value at risk and expected shortfall involving kurtosis. 770-794 - Vincenzo Gioia
, Euloge Clovis Kenne Pagui
, Alessandra Salvan
:
Median bias reduction in cumulative link models. 795-802 - Jie Huang, Fukang Zhu:
An alternative test for zero modification in the INAR(1) model with Poisson innovations. 803-816 - Xinmin Li
, Xiao Wang
, Shifeng Xiong
:
A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments. 817-825 - Ulduz Mammadova
, M. Revan Özkale
:
Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles. 826-853 - Muhammad Amin
, Muhammad Nauman Akram
, Abdul Majid
:
On the estimation of Bell regression model using ridge estimator. 854-867 - Junjun Lang, Tianyun He, Zhiqiang Yu, Yi Wu, Xuejun Wang:
Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems. 868-883 - Min Lu
, Xing Wang, Rosalie Speeckaert:
Price bubbles in Beijing carbon market and environmental policy announcement. 884-897 - Yuanqing Zhang, Hong Li, Yaqin Feng:
Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity. 898-924 - Dang Duc Trong, Thai Phuc Hung:
Parameter estimation for diffusion process from perturbed discrete observations. 925-944 - Gilberto Pereira Sassi, Carolina Costa Mota Paraíba:
Conditional least squares estimation for the SINAR(1, 1) process. 945-960 - Miao-Yu Tsai, Chao-Chun Lin:
New model-averaged estimators of concordance correlation coefficients: simulation and application to longitudinal overdispersed Poisson data. 961-979 - Abida Sultana, Nasrin Lipi, Ajmery Jaman:
A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations. 980-992 - Olcay Alpay
, Emel Çankaya:
Performance of prior and weighting bias correction methods for rare event logistic regression under the influence of sampling bias. 993-1014 - Erdogan Asar
, Erdem Karabulut
:
Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study. 1015-1025 - Dileep Kumar Shetty, B. Ismail:
Forecasting stock prices using hybrid non-stationary time series model with ERNN. 1026-1040 - Xuelong Hu
, Yulong Qiao
, Panpan Zhou, Jianlan Zhong, Shu Wu:
Modified one-sided EWMA charts for monitoring time between events. 1041-1056 - Yingli Pan, Zhan Liu, Guangyu Song:
Weighted expectile regression with covariates missing at random. 1057-1076 - G. N. Singh, M. Usman:
Some efficient estimators in case of missing data. 1077-1104 - Eralp Dogu, Muhammad Noor-ul-Amin
:
Monitoring exponentially distributed time between events data: self-starting perspective. 1105-1119 - C. N. Kuruwita:
Variable selection in the single-index quantile regression model with high-dimensional covariates. 1120-1132 - Wenjun Zheng, Dejian Lai, K. Lance Gould:
A simulation study of a class of nonparametric test statistics: a close look of empirical distribution function-based tests. 1133-1148 - Shokrya Alshqaq
, Ali Hassan Abuzaid
:
On the robustness of Mallows' Cp criterion. 1149-1163 - Xingyun Cao, Danlu Wang, Liucang Wu:
Performance of ridge estimator in skew-normal mode regression model. 1164-1177
Volume 52, Number 4, April 2023
- Weijia Zhang, Xikui Wang, Saman Muthukumarana, Po Yang:
A continual reassessment method without undue risk of toxicity. 1179-1191 - Himanshu Rai
, M. S. Panwar
, Sanjeev K. Tomer
:
Analysis of masked data with Lindley failure model. 1192-1211 - Dong Han
, Yawen Hou, Chunquan Ou, Zheng Chen
:
Sample size determination in superiority or non-inferiority clinical trials with time-to-event data under exponential, Weibull and Gompertz distributions. 1212-1224 - Jie Hu
, Zirui Chen
, Wenwei Lin, Xiaodan Fan
:
Bayesian detection of event spreading pattern from multivariate binary time series. 1225-1244 - Kemal Çaglar Gögebakan
, Burak Alparslan Eroglu
:
Bounded unit root processes with non-stationary volatility. 1245-1263 - Christopher S. Withers, Saralees Nadarajah
:
Bias reduction for standard and extreme estimates. 1264-1277 - Chandrakant Lodhi, Yogesh Mani Tripathi
, Ritwik Bhattacharya
:
On a progressively censored competing risks data from Gompertz distribution. 1278-1299 - Ping Gao:
Bayesian analysis of a multivariate spatial ordered probit model. 1300-1317 - Somnath Chaudhuri
, M. Mehdi Moradi
, Jorge Mateu:
On the trend detection of time-ordered intensity images of point processes on linear networks. 1318-1330 - Parvin Ghaemmaghami, Seyyed Mohammad Taghi Ayatollahi, Zahra Bagheri
, S. Reza Jafarzadeh:
Covariate-adjusted Bayesian estimation of the performance of a continuous diagnostic test with a limit of detection in the absence of a reference standard: a simulation study. 1331-1343 - Tingting Liu, Weizhong Tian, Wei Ning:
Sequential probability ratio test for zero inflation in counting data. 1344-1360 - Surajit Pal
, Susanta Kumar Gauri
:
Monitoring processes with ordinal data: an area-based approach. 1361-1383 - Noureddine Benlagha
, Wael Hemrit
:
Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling. 1384-1402 - Safia Al-Marhoobi
, Andrey Pepelyshev
:
Analysis of temperature and humidity in Oman using singular spectrum analysis. 1403-1416 - Muhammad Suhail, Sohail Chand, Muhammad Aslam:
New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers. 1417-1434 - Shu-Fei Wu, Wei-Tsung Chang:
Power comparison of the testing on the lifetime performance index for Rayleigh lifetime products under progressive type I interval censoring. 1435-1448 - Gabriel Montes-Rojas
, Andrés Sebastián Mena:
Density estimation using bootstrap quantile variance and quantile-mean covariance. 1449-1461 - Wen-Jen Tsay, Peng-Hsuan Ke:
A simple approximation for the bivariate normal integral. 1462-1475 - Taha Hussein Ali
, Heyam Abd Al-Majeed Hayawi, Delshad Shaker Ismael Botani
:
Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level. 1476-1489 - Yakoub Boularouk
:
Standard Laplace quasi-maximum likelihood estimator for GARCH processes. 1490-1503 - Hatef Fotuhi
, Amirhossein Amiri
, Ali Reza Taheriyoun
:
Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations. 1504-1522 - Emmanuel Alphonsus Akpan
, Kazeem Etitayo Lasisi
, Imoh Udo Moffat
, Ubon Akpan Abasiekwere
:
Appraisal of excess Kurtosis through outlier-modified GARCH-type models. 1523-1537 - Zhidong Guo, Xianhong Wang, Yunliang Zhang:
Option pricing under time interval driven model. 1538-1545 - Sylia Chekkal, Karima Lagha, Nabil Zougab:
Generalized Birnbaum-Saunders kernel for hazard rate function estimation. 1546-1561 - Dennis D. Boos, Kaiyuan Duan, Xiaoni Liu:
Pairwise comparisons for Levene-style variability parameters. 1562-1576 - Feng Zhen Zou, Xu Chen:
A markov-modulated risk model with transaction costs and threshold dividend strategy. 1577-1590 - Mohammad Javad Ershadi, Seyed Taghi Akhavan Niaki
, Amir Azizi, Aynaz Ashtarian Esfahani, Reza Edris Abadi:
Monitoring data quality using hoteling T2 multivariate control chart. 1591-1606 - Sanghamitra Pal
, Dipika Patra
:
Modifications on re-scaling bootstrap for adaptive sampling. 1607-1620 - Bharat Tarapara
, Jyoti Divecha:
Practical efficient alpha: Encompassing all alphas of central composite design. 1621-1629 - Xuekang Zhang
, Huisheng Shu:
Parameter estimation for generalized Ait-Sahalia-type interest rate model. 1630-1638 - Patricia Mendes dos Santos
, Marcelo Ângelo Cirillo
:
Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions. 1639-1650 - Abid Hussain
, Salman Arif Cheema, Summaira Haroon, Tanveer Kifayat:
The ruin time for 3-player gambler's problem: an approximate formula. 1651-1659 - Faijun Nahar Mim
, Michael B. C. Khoo
, Sajal Saha
, Khai Wah Khaw
:
A side-sensitive group runs median control chart with measurement errors. 1660-1678 - Ye Fan, Suning Fan:
Distributed adaptive lasso penalized generalized linear models for big data. 1679-1698 - Majid Nili Ahmadabadi, Mohammad Nili Ahmadabadi
:
Gaussian quadrature method for GLD parameter estimation. 1699-1711
Volume 52, Number 5, May 2023
- Li Luo, James G. Surles:
Inference for the stress-strength reliability for the two-parameter Burr type X under Type I and Type II censoring. 1713-1718 - Cheng-Hung Hu:
Optimum degradation test plan under model mis-specification for Wiener and gamma processes. 1719-1732 - Jun Zhang
, Aixian Chen, Zhenghong Wei:
Kernel density estimation for multiplicative distortion measurement regression models. 1733-1752 - Ankita Verma, Seema Jaggi, Eldho Varghese
, Cini Varghese, Arpan Bhowmik
, Anindita Datta, Hemavathi M
:
On the construction of mixed-level rotatable response surface designs when experimental unit experiences overlap effects. 1753-1768 - Artur J. Lemonte, Guillermo Martínez-Flórez, Germán Moreno-Arenas:
Multivariate Birnbaum-Saunders power-normal model and associated inference. 1769-1785 - Eunju Hwang:
A class of bootstrap tests on the tail index. 1786-1804 - Silpa Subhash
, S. M. Sunoj
, P. G. Sankaran, G. Rajesh:
Nonparametric estimation of quantile-based entropy function. 1805-1821 - A. M. Silva, M. Resende, Maicon Facco
, A. R. de Morais, Marcelo Ângelo Cirillo:
Robustness of interpretable components in relation to the effect of outliers using measures and circular distances. 1822-1833 - Himanshu Pokhriyal
, N. Balakrishna
:
Testing for measurement error in regression with autoregressive innovations. 1834-1848 - Philippe Aubry
:
On the correct implementation of the Hanurav-Vijayan selection procedure for unequal probability sampling without replacement. 1849-1877 - Remal Shaher Al-Gounmeein
, Mohd Tahir Ismail
:
Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions. 1878-1908