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ORCIDCommunications in Statistics - Simulation and Computation, Volume 50
Volume 50, Number 1, 2021
- 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
- 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
- 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
- Nabil Channouf, Marc Fredette, Brenda MacGibbon:
Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models. 937-956
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- Garib Nath Singh, Mahamood Usman:
Efficient combination of various estimators in the presence of non-response. 2432-2466
- 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
- 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
- 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 - Eufrasio 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
- Elisa Jorge-González, Enrique González-Dávila, Raquel Martín-Rivero, Domingo Lorenzo-Díaz:
Stochastic and deterministic trend in state space models. 2809-2822
- 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
- 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
- Nabil Azouagh, Said El Melhaoui:
Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity. 3273-3285
- 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
- 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
- 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, Yu Hui 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
- 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
- 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
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