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ORCIDCommunications in Statistics - Simulation and Computation, Volume 40
Volume 40, Number 1, 2011
- Chiara Brombin
, Luigi Salmaso, Giuseppe Ferronato, Pier-Francesco Galzignato:
Multi-Aspect Procedures for Paired Data with Application to Biometric Morphing. 1-12 - Dehui Wang, Haixiang Zhang:
Generalized RCINAR(p) Process with Signed Thinning Operator. 13-44 - Søren Asmussen, Tobias Rydén:
A Note on Skewness in Regenerative Simulation. 45-57 - Serkan Eryilmaz, Cihangir Kan:
Dynamic Reliability Evaluation of Consecutive-k-Within-m-Out-of-n: F System. 58-71 - Abdolreza Sayyareh, Raouf Obeidi, Avner Bar-Hen:
Empiricial Comparison between Some Model Selection Criteria. 72-86 - Yuzhi Cai, Dominic Hames:
Minimum Sample Size Determination for Generalized Extreme Value Distribution. 87-98 - Chanchala Ghadge, T. V. Ramanathan:
Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model. 99-112 - Steven Y. Hua, Doyle L. Hawkins, Chien-Pai Han, Yingqi Zhao:
Multivariate Failure Time Analysis when only the Time to First Failure is Observed. 113-128 - Guogen Shan, Albert Vexler, Gregory E. Wilding, Alan David Hutson:
Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations. 129-146 - Zawar Hussain, Javid Shabbir, Muhammad Riaz:
Bayesian Estimation Using Warner's Randomized Response Model through Simple and Mixture Prior Distributions. 147-164 - M. L. Aggarwal, Poonam Singh, Vandana Sarin, Bushra Husain:
Nearly Optimal Orthogonally Blocked Designs for Four Mixture Components Based on F-Squares. 165-183
Volume 40, Number 2, 2011
- Pooja Bansal, Sangeeta Arora, Kalpana K. Mahajan:
Testing Homogeneity of Gini Indices Against Simple-Ordered Alternative. 197-210 - J. Martin van Zyl:
Application of the Kolmogorov-Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index. 211-219 - Fazlollah Lak:
Bayesian Unit Root Testing in Unobserved-ARCH Models. 220-227 - Sheau-Chiann Chen, Jeh-Nan Pan:
Determining Optimal Number of Samples for Constructing Multivariate Control Charts. 228-240 - S. J. Steel, Nelmarie Louw, Surette Bierman:
Variable Selection for Kernel Classification. 241-258 - Zhengqiang Pan, N. Balakrishnan, Quan Sun:
Bivariate Constant-Stress Accelerated Degradation Model and Inference. 259-269 - Yi-Kuan Tseng, Ken-Ning Shu:
Efficient Estimation for a Semiparametric Extended Hazards Model. 270-285 - Zhi-Qiang Cheng, Yi-Zhong Ma, Jing Bu:
Variance Shifts Identification Model of Bivariate Process Based on LS-SVM Pattern Recognizer. 286-296
Volume 40, Number 3, 2011
- Gustavo H. M. A. Rocha, Rosangela Helena Loschi, Glaura C. Franco:
Bayesian and Classical Approaches for Hypotheses Testing in Trisomies. 307-321 - Shervin Asadzadeh, Yaser Zerehsaz, Abbas Saghaei, Abdollah Aghaie:
Compound-Estimator Based Cause-Selecting Control Chart for Monitoring Multistage Processes. 322-344 - Eralp Dogu, Ipek Deveci Kocakoç:
Estimation of Change Point in Generalized Variance Control Chart. 345-363 - Josenildo de Souza Chaves, Josemar Rodrigues:
Standard Exponential Cure Rate Model with Noninformative or Informative Uniform-Exponential Censoring. 364-382 - Chuan-Hua Wei:
Estimation in Varying-Coefficient Errors-in-Variables Models with Missing Response Variables. 383-393 - Christel Ruwet, Gentiane Haesbroeck:
Impact of Contamination on Training and Test Error Rates in Statistical Clustering. 394-411 - Jack C. Yue, Murray K. Clayton:
The Effect of Migration on a Similarity Index. 412-423 - M. Ivette Gomes, Lígia Henriques-Rodrigues, M. Cristina Miranda:
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study. 424-447 - Rowena F. Bastero, Erniel B. Barrios:
Robust Estimation of a Spatiotemporal Model with Structural Change. 448-468
Volume 40, Number 4, 2011
- Tzu-Hsin Liu, Jau-Chuan Ke, Yu-Lun Hsu, Ying-Lin Hsu:
Bootstrapping Computation of Availability for a Repairable System with Standby Subject to Imperfect Switching. 469-483 - Christos Koukouvinos, Kalliopi Mylona, A. Skountzou:
A Variable Selection Method for Analyzing Supersaturated Designs. 484-496 - Chin-Shang Li:
Testing the Lack-of-Fit of Zero-Inflated Poisson Regression Models. 497-510 - B. Lagos-Álvarez, María-Dolores Jiménez-Gamero, V. Alba Fernández:
Bias Correction in the Type I Generalized Logistic Distribution. 511-531 - Zeinhum F. Jaheen, Mashail M. Al Harbi:
Bayesian Estimation for the Exponentiated Weibull Model via Markov Chain Monte Carlo Simulation. 532-543 - Farhat Iqbal:
A Weighted Linear Estimator of Multivariate ARCH Parameters. 544-560 - M. Shahidul Islam:
Testing Periodicity in Short Series and Application to Gene Expression Data. 561-573 - Chien-Tai Lin, N. Balakrishnan, Sam J. S. Wu:
Planning Life Tests Based on Progressively Type-I Grouped Censored Data from the Weibull Distribution. 574-595 - Zhiping Lu, Dominique Guégan:
Estimation of Time-Varying Long Memory Parameter Using Wavelet Method. 596-613 - Man Jin:
Analysis of Failure Time Data with Mixed-Effects Accelerated Failure Time Model. 614-619
Volume 40, Number 5, 2011
- Vishal Maurya, Anju Goyal, Amar Nath Gill:
Multiple Comparisons with More than One Control for Exponential Location Parameters Under Heteroscedasticity. 621-644 - Poovich Phaladiganon, Seoung Bum Kim, Victoria C. P. Chen, Jun-Geol Baek, Sun-Kyoung Park:
Bootstrap-Based T2 Multivariate Control Charts. 645-662 - Milan Stehlík, Helga Wagner:
Exact Likelihood Ratio Testing for Homogeneity of the Exponential Distribution. 663-684 - A. Moeini, Babak Abbasi, Hashem Mahlooji:
Conditional Distribution Inverse Method in Generating Uniform Random Vectors Over a Simplex. 685-693 - Asheber Abebe, Sai V. Nudurupati:
Smooth Nonparametric Allocation of Classification. 694-709 - Saman Khowaja, Shazia Ghufran, M. J. Ahsan:
Estimation of Population Means in Multivariate Stratified Random Sampling. 710-718 - John T. Cuddington, William Navidi:
A Critical Assessment of Simulated Critical Values. 719-727 - Jiujun Zhang, Changliang Zou, Zhaojun Wang:
A New Chart for Detecting the Process Mean and Variability. 728-743 - Robert D. Herbert, Andrew Hayen, Petra Macaskill, Stephen D. Walter:
Interval Estimation for the Difference of Two Independent Variances. 744-758 - Hyo-Il Park:
A Nonparametric Test Procedure Based on a Group of Quantile Tests. 759-783 - Stephen G. Walker:
Posterior Sampling When the Normalizing Constant is Unknown. 784-792
Volume 40, Number 6, 2011
- J. M. Muñoz-Pichardo, Alicia Enguix-González, Joaquín Muñoz-García, J. L. Moreno-Rebollo:
Influence Analysis on Discriminant Coordinates. 793-807 - Hanna Yoo, Jaewon Lee, Yang-jin Kim:
Joint Model of Clustered Failure Time Data with Informative Cluster Size. 808-817 - Shun-Yi Chen, Ching-Feng Hsu:
Likelihood Ratio Tests for the Non Equivalence of Means. 818-838 - Shahzad Munir, Zahid Asghar, Muhammad Riaz:
Performance Evaluation of Different Tests for Location Parameters. 839-853 - Jacques Touboul:
Projection Pursuit Through Relative Entropy Minimization. 854-878 - Abel Rodríguez:
On-Line Learning for the Infinite Hidden Markov Model. 879-893 - Tsunehisa Imada:
Multivariate Two-Sided Tests for Normal Mean Vectors Based on Approximations of Likelihood Ratio Test. 894-906 - Alessandro Barbiero:
Confidence Intervals for Reliability of Stress-Strength Models in the Normal Case. 907-925 - Shing Chih Tsai, Jung Wei:
Multinomial Selection for Comparison with a Standard. 926-947 - Miroslav Siman:
On Exact Computation of Some Statistics Based on Projection Pursuit in a General Regression Context. 948-956
Volume 40, Number 7, 2011
- Chin Wen Cheong:
Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets. 957-977 - Xiaobin Yuan, Shesh N. Rai:
Confidence Intervals for Survival Probabilities: A Comparison Study. 978-991 - Liming Xiang, Guo Shou Teo:
A Note on Tests for Zero-Inflation in Correlated Count Data. 992-1005 - Steven P. Ellis:
An Algorithm for Unconstrained Quadratically Penalized Convex Optimization. 1006-1029 - Christopher I. Vahl, George A. Milliken:
Whole-Plot Exchange Algorithms for Constructing D-Optimal Multistratum Designs. 1030-1042 - Yong Li, Zhong-Xin Ni, Jin-Guan Lin:
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models. 1043-1056 - Ronald D. Armstrong, Mabel Tam Kung:
CUSUM Hypothesis Tests and Alternative Response Probabilities for Finite Poisson Trials. 1057-1073 - Narayanaswamy Balakrishnan, Katherine F. Davies, Jerome P. Keating, Robert L. Mason:
Correlation-Type Goodness of Fit Test for Extreme Value Distribution Based on Simultaneous Closeness. 1074-1095 - Sarjinder Singh, Jong-Min Kim, Hakjin Jang, Stephen Horn:
Truncated Midzuno-Sen Sampling Schemes for Estimating Distribution Functions. 1096-1110
Volume 40, Number 8, 2011
- Daiki Maki:
Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment. 1111-1121 - Yihao Deng:
A Note on the Factorization of a Matrix Inverse. 1122-1129 - Qiang Zhang:
Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials. 1130-1145 - Giulia Marcon, Giada Adelfio, Marcello Chiodi:
Gamma Kernel Intensity Estimation in Temporal Point Processes. 1146-1162 - Zheng Su:
A Note on Importance Resampling for Multi-Dimensional Statistics. 1163-1170 - Xiaoyan Lin, Lianming Wang:
Bayesian Proportional Odds Models for Analyzing Current Status Data: Univariate, Clustered, and Multivariate. 1171-1181 - Hyejin Lee, Ming Meng, Junsoo Lee:
How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? 1182-1191 - Mohammad Amini, Hadi Jabbari, G. R. Mohtashami Borzadaran:
Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions. 1192-1205 - Edwin M. M. Ortega, Gauss M. Cordeiro, Elizabeth M. Hashimoto:
A Log-Linear Regression Model for the Beta-Weibull Distribution. 1206-1235 - Shipra Banik, B. M. Golam Kibria:
Estimating the Population Coefficient of Variation by Confidence Intervals. 1236-1261
Volume 40, Number 9, 2011
- Daniele De Martini:
Robustness and Corrections for Sample Size Adaptation Strategies Based on Effect Size Estimation. 1263-1277 - Pairoj Khawsithiwong, Nihal Yatawara, V. Pongsapukdee:
Adaptive Kalman Filtering with Multivariate Generalized Laplace System Noise. 1278-1290 - Hadeel S. Klakattawi, Lamya A. Baharith, Gannat R. Al-Dayian:
Bayesian and Non Bayesian Estimations on the Exponentiated Modified Weibull Distribution for Progressive Censored Sample. 1291-1309 - Xinmin Li, Juan Wang:
A Simple Method for Testing Variance Components in Unbalanced Nested Model. 1310-1323 - Xiaodi Wang, Yincai Tang, Yingshan Zhang:
Orthogonal Arrays for the Estimation of Global Sensitivity Indices Based on ANOVA High-Dimensional Model Representation. 1324-1341 - Claudio Macci:
Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes. 1342-1363 - Jen-Je Su:
On the Oversized Problem of Dickey-Fuller-Type Tests with GARCH Errors. 1364-1372 - Diarmuid O'driscoll, Donald E. Ramirez:
Geometric View of Measurement Errors. 1373-1382 - Yan-Ping Wang, Zhen-Zhou Lu:
Bayesian Inference and Prediction Analysis of the Power Law Process Based on a Gamma Prior Distribution. 1383-1401 - Ella Huszti, Michal Abrahamowicz, Ahmadou Alioum, Catherine Quantin:
Comparison of Selected Methods for Modeling of Multi-State Disease Progression Processes: A Simulation Study. 1402-1421 - Husam Awni Bayoud:
Bayes and Empirical Bayes Estimation of the Parameternin a Binomial Distribution. 1422-1433 - Feng Gao, Xu-Qing Liu:
Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model. 1434-1443 - Emmanouil Androulakis, Christos Koukouvinos, Kalliopi Mylona:
Tuning Parameter Estimation in Penalized Least Squares Methodology. 1444-1457 - Daiho Uhm, Fred W. Huffer, Cheolyong Park:
Additive Risk Model Using Piecewise Constant Hazard Function. 1458-1477 - Hui-Qiong Li, Man-Lai Tang, Wai-Yin Poon, Nian-Sheng Tang:
Confidence Intervals for Difference Between Two Poisson Rates. 1478-1493 - Christopher Morrell, Shan L. Sheng, Larry J. Brant:
A Comparative Study of Approaches for Predicting Prostate Cancer from Longitudinal Data. 1494-1513 - Zhengcheng Zhang, Yingxiang Chang:
MRL and MPL Functions of Parallel Systems with INID Components under Double Monitoring. 1514-1523
Volume 40, Number 10, 2011
- Rui Pan, Hansheng Wang, Chih-Ling Tsai:
Regression Analysis of Asymmetric Pairs in Large-Scale Network Data. 1540-1547 - Chuanhe Shen, Xiangrong Wang:
Analysis of Convertible Bond Value Based on Integration of Support Vector Machine and Copula Function. 1563-1575 - Zhong-Yuan Zhang:
Divergence Functions of Non negative Matrix Factorization: A Comparison Study. 1594-1612 - Chao Yu, Jingxiao Zhang:
Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps. 1613-1626 - Xiaoling Lu, Jie Song, Miao Liu, Xizhi Wu:
A New Two-Group-Forecast-and-Selection Method for Direct Marketing. 1627-1636 - Tao Bi, Bo Zhang, Rong Xu:
Dynamics of Intraday Serial Correlation in China's Stock Market. 1637-1650 - Bo Zhang, Ben-Chang Shia:
Preface. 1525 - Ben-Chang Shia, Jianping Zhu, Kuangnan Fang, Shuangge Ma:
Fuzzy Canonical Discriminant Analysis: Theory and Practice. 1526-1539 - Miao Liu, Xiuquan Qiao, Wang-li Xu:
Three Categories Customer Churn Prediction Based on the Adjusted Real Adaboost. 1548-1562 - Wei Xue, Peng Shen:
Application of HITS Algorithm in Web Mining in Literature Evaluation and Empirical Study. 1576-1586 - Jie Song, Xiaoling Lu, Miao Liu, Xizhi Wu:
Stratified Normalization LogitBoost for Two-Class Unbalanced Data Classification. 1587-1593
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