


default search action
Communications in Statistics - Simulation and Computation, Volume 48
Volume 48, Number 1, 2019
- Giorgio Calzolari:
Econometrics exams and round numbers: Use or misuse of indirect estimation methods? 1-14 - Ryan T. Godwin, David E. A. Giles:
Analytic bias correction for maximum likelihood estimators when the bias function is non-constant. 15-26 - Matthew Ryan Lavery
, Parul Acharya, Stephen A. Sivo, Lihua Xu:
Number of predictors and multicollinearity: What are their effects on error and bias in regression? 27-38 - Charles D. G. Keown-Stoneman
, Julie Horrocks, Gerarda A. Darlington:
Weibull multi-state models with misclassification. 39-57 - Sally Abdelfatah, Reda Mazloum:
An improved cluster two-stage randomized response model. 58-72 - Xiaohui Shen, Long Jiang, Dejian Tian
:
Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators. 73-90 - Nilgun Yildiz:
A new stochastic restricted Liu-type estimator in linear regression model. 91-108 - Reza Valiollahi, Akbar Asgharzadeh
, Mohammad Z. Raqab
:
Prediction of future failures times based on Type-I hybrid censored samples of random sample sizes. 109-125 - Tahir Abbas
, Shabbir Ahmad, Muhammad Riaz
, Zhengming Qian:
A Bayesian way of monitoring the linear profiles using CUSUM control charts. 126-149 - Paulo H. Ferreira, Francisco Louzada
:
Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables. 150-168 - Ines Jlassi, Jérôme Saracco:
Variable importance assessment in sliced inverse regression for variable selection. 169-199 - Asghar Seif:
A new Markov chain approach for the economic statistical design of the VSS T2 control chart. 200-218
- Sevcan Demir Atalay, Gözde Kus:
Profust reliability of linear and circular type F and G systems having two failure criteria under Markov dependency. 219-239
- Xu Li, Juxia Xiao, Jianhong Shi:
Statistical inference in the partial linear models with the inverse gaussian kernel. 240-263
- Haitham M. Yousof
, Emrah Altun, Mahdi Rasekhi
, Morad Alizadeh
, G. G. Hamedani, Mir Masoom Ali:
A new lifetime model with regression models, characterizations and applications. 264-286 - Nuri Celik, Birdal Senoglu:
Two-way ANOVA when the distribution of the error terms is skew t. 287-301 - Gustavo Henrique Araujo Pereira
:
On quantile residuals in beta regression. 302-316
Volume 48, Number 2, 2019
- Jin Chu Wu, Alvin F. Martin, Raghu N. Kacker:
Monte Carlo studies of bootstrap variability in ROC analysis with data dependency. 317-333
- Verônica M. C. Lima, Francisco Cribari-Neto:
Penalized maximum likelihood estimation in the modified extended Weibull distribution. 334-349
- Fatih Kizilaslan
:
E-Bayesian estimation for the proportional hazard rate model based on record values. 350-371 - Mohsen Salehi, Adel Mohammadpour
, Mohammad Mohammadi, Mina Aminghafari
:
A modified two-sample t-test based on permutation method for large-scale data. 372-384 - Mohammad Atlekhani, Mahdi Doostparast
:
The repair alert models with fixed and random effects. 385-395 - Alireza Chaji
, Konstantinos Zografos:
An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test. 396-415 - Guo-Dong Xing, Shanchao Yang, Xiaohu Li:
Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples. 416-430 - Martin Augustine B. Borlongan, Joseph Ryan G. Lansangan
, Erniel B. Barrios
:
Robust simultaneous confidence interval estimation of principal component loadings. 431-446 - Liyan Han, Hanhuan Yan, Chengli Zheng
:
Normal mixture method for stock daily returns over different sub-periods. 447-457 - Zong-Feng Qi, Yong-Dao Zhou, Kai-Tai Fang:
Representative points for location-biased datasets. 458-471 - Georgios Skoulakis
:
Simulating from polynomial-normal distributions. 472-477
- Vivek Verma
, Dilip C. Nath, Radhakanta Das:
Bayesian bounds for population proportion under ranked set sampling. 478-493
- Omid Chatrabgoun, Alireza Daneshkhah
, Mohsen Esmaeilbeigi
:
Optimizing minimum information pair-copula using genetic algorithm to select optimal basis functions. 494-505 - Abid Khan, Rashid Ahmed, Farrukh Shehzad, Muhammad Hussain Tahir, Syed Shakir Ali Ghazali:
Construction of circular partially balanced-Repeated measurement designs using cyclic shifts. 506-515 - Sadia Khalil, Muhammad Noor ul Amin
, Muhammad Hanif:
Generalized estimator of population mean by using conventional and non-conventional measures in the presence of measurement errors. 516-529 - Dao Thanh Tung, Minh-Ngoc Tran, Tran Manh Cuong:
Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models. 530-543 - Daniela Marella, Paola Vicard:
Toward an integrated Bayesian network approach to measurement error detection and correction. 544-555 - M. Goldoust, Sadegh Rezaei, Yuancheng Si
, Saralees Nadarajah:
Lifetime distributions motivated by series and parallel structures. 556-579 - Marion Procter, Chris Robertson:
Imputing missing quality of life data as covariate in survival analysis of the International Breast Cancer Study Group Trials VI and VII. 580-590 - Min Zhai, Guolin Liu, Qiuxiang Tao, Mingzhen Xin:
A novel characteristic value correction iteration method. 591-600
- Marcelo A. da Silva
, Jorge L. Bazán
, Anne Corinne Huggins-Manley
:
Sensitivity analysis and choosing between alternative polytomous IRT models using Bayesian model comparison criteria. 601-620
- Mohamed I Riffi:
Explicit expressions for gamma spacings and their moments. 621-626 - Brian Knaeble:
Adjustment with three continuous variables. 627-633
Volume 48, Number 3, 2019
- Xuchao Bai
, Yimin Shi, Bin Liu
, Qianrao Fu:
Statistical inference of Marshall-Olkin bivariate Weibull distribution with three shocks based on progressive interval censored data. 637-654
- Luca Martino
, Francisco Louzada
:
Adaptive rejection sampling with fixed number of nodes. 655-665 - Bahadir Yüzbasi
, Mohammad Arashi
:
Double shrunken selection operator. 666-674 - Mohammad Moradi:
Using adaptive line-transect sampling in airborne geophysics studies. 675-683 - Y. Khadem, M. Bameni Moghadam
:
Economic statistical design of X‾-control charts: Modified version of Rahim and Banerjee (1993) model. 684-703 - Zahra Sadat Meshkani Farahani
, Esmaile Khorram
, Mojtaba Ganjali:
A comparison of using weighted distribution and joint modeling for analyzing non-ignorable missing responses. 704-722 - Ahmed M. Elsawah
:
Constructing optimal router bit life sequential experimental designs: New results with a case study. 723-752 - Somanath D. Pawar
, Digambar T. Shirke:
Nonparametric tests for multivariate locations based on data depth. 753-776 - Yuzhu Tian, Silian Shen, Ge Lu, Man-Lai Tang, Maozai Tian:
Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors. 777-796 - A. Stepanov:
On simulation of weak records. 797-806 - W. Son
, Y. Kim, Johan Lim, H.-C. Kuo:
A general algorithm for non-parametric maximum likelihood estimator of stochastically ordered survival functions from case 2 interval-censored data. 807-818 - Thomas Neyens
, Christel Faes, Geert Molenberghs
:
Integrated nested Laplace approximation for the analysis of count data via the combined model: A simulation study. 819-836 - Hend A. Auda
, Joseph W. McKean, John D. Kloke, Mahmoud Sadek:
A Monte Carlo study of REML and robust rank-based analyses for the random intercept mixed model. 837-860 - Umberto Picchini
:
Likelihood-free stochastic approximation EM for inference in complex models. 861-881 - Bahman Tarvirdizade, Nader Nematollahi:
A new flexible hazard rate distribution: Application and estimation of its parameters. 882-899 - Yijun Zuo:
A new approach for the computation of halfspace depth in high dimensions. 900-921 - R. N. Rattihalli, K. S. Madhava Rao, M. Raghunath:
Some count-based nonparametric tests for circular symmetry of a bivariate distribution. 922-943 - Rahim Alhamzawi
, Zakariya Yahya Algamal
:
Bayesian bridge quantile regression. 944-956
Volume 48, Number 4, 2019
- Pao-sheng Shen
:
The IPW estimator for the joint distribution function of the gap times from recurrent event data. 957-967 - Haiming Zhou, Xianzheng Huang:
Bandwidth selection for nonparametric modal regression. 968-984 - Mukund P. Gadre, S. B. Adnaik:
Independent attributes control chart for Markov-dependent processes. 985-997 - Thiago Rezende Dos Santos, Glaura C. Franco, T. B. Ceccotti:
Confidence intervals based on the deviance statistic for the hyperparameters in state space models. 998-1018 - Idemauro Antonio Rodrigues de Lara
, John Hinde, Cesar Augusto Taconeli:
Global and local tests to assess stationarity of Markov transition models. 1019-1039 - Donald E. K. Martin:
Minimal auxiliary Markov chains through sequential elimination of states. 1040-1054 - Nasrullah Khan, Muhammad Aslam
, Liaquat Ahmad, Chi-Hyuck Jun:
Multiple dependent state repetitive sampling plans with or without auxiliary variable. 1055-1069 - Abdelouahab Bibi, Fateh Merahi:
Moment method estimation of first-order continuous-time bilinear processes. 1070-1087 - Berihun Bizuneh, Fu-Kwun Wang
:
Comparison of different control charts for a Weibull process with type-I censoring. 1088-1100 - Emilio Gómez-Déniz
, José María Sarabia
, Enrique Calderín-Ojeda:
The Geometric ArcTan distribution with applications to model demand for health services. 1101-1120 - Alex Karagrigoriou
, Andreas Makrides, Ilia Vonta
:
On a control chart for the Gini index with simulations. 1121-1137 - V. Ahrari
, Arezou Habibirad, Simindokht Baratpour Bajgiran:
Exponentiality test based on alpha-divergence and gamma-divergence. 1138-1152 - Jong-Min Kim
, S. Y. Hwang:
The copula directional dependence by stochastic volatility models. 1153-1175
- Wilasinee Peerajit, Yupaporn Areepong
, Saowanit Sukparungsee
:
Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model. 1176-1190
- Fikriye Kurtoglu, M. Revan Özkale
:
Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses. 1191-1218 - Muhammad Aslam
:
Time truncated attribute control chart for the Weibull distribution using multiple dependent state sampling. 1219-1228 - Fengrong Wei:
Sparse structure selection and estimation. 1229-1238 - Jianwen Xu, Jiamao Zhang, Liya Fu
:
Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood. 1239-1250 - Erhard Reschenhofer
:
Heteroscedasticity-robust estimation of autocorrelation. 1251-1263 - Dariush Najarzadeh
:
Confidence intervals for product of powers of the generalized variances of k multivariate normal populations. 1264-1276
Volume 48, Number 5, 2019
- Ayman A. Amin
:
Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models. 1277-1291 - A. Corkum, P. Cabilio, Y. Zhang:
Nonparametric confidence intervals for location in time series data. 1292-1311 - Yongku Kim
, Woo Dong Lee, Sanggil Kang:
A matching prior for the product of normal means based on the modified profile likelihood. 1312-1329 - Doyeong Yu, Wei-Ting Hwang:
Optimal cutoffs for continuous biomarkers for survival data under competing risks. 1330-1345 - Shaonan Zhang, Shanshan Li, Jiaqiao Hu, Haipeng Xing, Wei Zhu:
An iterative algorithm for optimal variable weighting in K-means clustering. 1346-1365 - Hafida Saggou, Ines Sadeg, Megdouda Ourbih-Tari, El-Bay Bourennane:
The analysis of unreliable M[X]/G/1 queuing system with loss, vacation and two delays of verification. 1366-1381 - Reza Ghashghaei, Amirhossein Amiri
, Peyman Khosravi:
New control charts for simultaneous monitoring of the mean vector and covariance matrix of multivariate multiple linear profiles. 1382-1405 - Polycarp E. Chigbu, Eugene C. Ukaegbu:
The efficiency and optimality characterization of certain six-Treatment incomplete-Block designs emanating from some quasi-Semi-Latin squares. 1406-1428 - Yang Yu, Zhihong Zou, Shanshan Wang
:
Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline. 1429-1449 - Shiliang Zhang
, Hui Cao, Zonglin Ye, Yanbin Zhang, Xiali Hei:
An outlier detection scheme for dynamical sequential datasets. 1450-1502 - Ji Won Shin, Dong Wan Shin:
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. 1503-1515 - Sudipta Das, Debasis Sengupta, Anup Dewanji:
Optimum release time of a software under periodic debugging schedule. 1516-1534 - Narayanaswamy Balakrishnan
, Farouq Mohammad A. Alam
:
Maximum likelihood estimation of the parameters of a multiple step-stress model from the Birnbaum-Saunders distribution under time-constraint: A comparative study. 1535-1559 - Fengkai Yang, Ang Shan, Haijing Yuan:
Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution. 1560-1573 - Fang Fang, Jialiang Li
, Jingli Wang
:
Optimal model averaging estimation for correlation structure in generalized estimating equations. 1574-1593
Volume 48, Number 6, 2019
- Arman Reybod
, Javad Etminan, Adel Mohammadpour
:
A Pitman measure of similarity in k-means for clustering heavy-tailed data. 1595-1605 - Ayaka Yagi, Takashi Seo
, Zofia Hanusz
:
Improved simplified T2 test statistics for a mean vector with monotone missing data. 1606-1622 - Michael J. Brusco, Clay M. Voorhees, Roger J. Calantone, Michael K. Brady, Douglas L. Steinley:
Integrating linear discriminant analysis, polynomial basis expansion, and genetic search for two-group classification. 1623-1636 - John Christian Givhan Spainhour, Michael G. Janech, Viswanathan Ramakrishnan:
A study of the properties of Gaussian mixture model for stable isotope standard quantification in MALDI-TOF MS. 1637-1650 - Mbanefo S. Madukaife, Fabian C. Okafor:
A new large sample goodness of fit test for multivariate normality based on chi squared probability plots. 1651-1664 - Abdul Haq
:
A new nonparametric synthetic EWMA control chart for monitoring process mean. 1665-1676 - Abdel-Salam G. Abdel-Salam
, Jeffrey B. Birch:
A semiparametric nonlinear mixed model approach to phase I profile monitoring. 1677-1693 - Ruben Crevits, Christophe Croux
:
Robust estimation of linear state space models. 1694-1705 - Fen Jiang, Jin Zhang:
Using jackknife to correct bias of MLE for the truncated Pareto distribution. 1706-1713 - Serkan Eryilmaz
:
Modeling systems with two dependent components under bivariate shock models. 1714-1728 - Kazuhiko Hayakawa, Qi Sun:
Instrumental variable estimation of factor models with possibly many variables. 1729-1745 - Morad Alizadeh
, Thiago G. Ramires
, S. M. T. K. MirMostafaee
, Maryam Samizadeh, Edwin M. M. Ortega
:
A new useful four-parameter extension of the Gumbel distribution: Properties, regression model and applications using the GAMLSS framework. 1746-1767 - Suchandan Kayal, Rajesh Moharana
:
A shift-dependent generalized cumulative entropy of order n. 1768-1783 - Hidetoshi Matsui
:
Sparse group lasso for multiclass functional logistic regression models. 1784-1797 - Luca Martino
, David Luengo:
Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels. 1798-1814 - Fábio Prataviera
, Edwin M. M. Ortega
, Gauss M. Cordeiro, Altemir da Silva Braga:
The heteroscedastic odd log-logistic generalized gamma regression model for censored data. 1815-1839 - Vali Zardasht:
On nonparametric test for the residual probability order. 1840-1848 - Norou Diawara
, Lance A. Waller
, Robert King
, Jennifer Lorio:
Simulations of local Moran's index in a spatio-temporal setting. 1849-1859 - Peyman Khosravi, Amirhossein Amiri
:
Self-Starting control charts for monitoring logistic regression profiles. 1860-1871 - Jianfeng Guo, Jiameng Yang:
An iterative procedure for robust circle fitting. 1872-1879 - Ming Han:
E-Bayesian estimation and its E-MSE under the scaled squared error loss function, for exponential distribution as example. 1880-1890 - Jiting Huang, Peixin Zhao:
Instrumental variable based variable selection for generalized linear models with endogenous covariates. 1891-1900 - Youngmi Lee, Sangyeol Lee
:
On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data. 1901-1911
Volume 48, Number 7, 2019
- Senay Özdemir
, Olçay Arslan
:
An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model. 1913-1921