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ORCIDCommunications in Statistics - Simulation and Computation, Volume 51
Volume 51, Number 1, January 2022
- Rashid Mehmood, Muhammad Hisyam Lee
, Muhammad Riaz, Baber Zaman, Iftikhar Ali:
Hotelling T2 control chart based on bivariate ranked set schemes. 1-28
- Yan Wang, Yunlu Jiang, Jiantao Zhang, Zhongran Chen, Baojian Xie, Chengxiang Zhao:
Robust variable selection based on the random quantile LASSO. 29-39 - Bin Li, Qingzhao Yu, Lu Peng:
Ensemble of fast learning stochastic gradient boosting. 40-52 - Tatiane F. N. Melo, Tiago M. Vargas, Artur J. Lemonte, Germán Moreno-Arenas:
Higher-order asymptotic refinements in the multivariate Dirichlet regression model. 53-71 - Abu Sayed Md. Al Mamun, Yong Zulina Zubairi, Abdul Ghapor Hussin, A. H. M. Rahmatullah Imon, Sohel Rana, Jalmar M. F. Carrasco:
Identification of influential observation in linear structural relationship model with known slope. 72-83 - Siyu Gao, Qianqian Zhang, Jing Yu:
The impact of misspecification of nuisance parameters on test for homogeneity in zero-inflated Poisson model: A simulation study. 84-98 - Youness Mir, François Dubeau:
A piecewise model for two-phase growth phenomena. 99-115 - Jurre R. Veerman, Gwenaël G. R. Leday, Mark A. van de Wiel:
Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models. 116-134 - Julius S. Ngwa, Howard J. Cabral, Debbie M. Cheng, David R. Gagnon, Michael P. Lavalley, L. Adrienne Cupples:
Generating survival times with time-varying covariates using the Lambert W Function. 135-153 - Marco Marozzi, Fernando Marmolejo-Ramos:
Composite indicators in experimental psychology. An example with the semantic space of taste and shape stimuli stimuli. 154-163 - Abdul Haq, Lubna Bibi:
The dual CUSUM charts with auxiliary information for process mean. 164-189 - M. P. Gadre, V. C. Kakade:
Sample based side sensitive group runs control chart to detect shifts in the process mean. 190-200 - Ainara Rodríguez-Sánchez, Román Salmerón-Gómez, Catalina García-García:
The coefficient of determination in the ridge regression. 201-219 - Adam Chwila, Tomasz Zadlo:
On properties of empirical best predictors. 220-253 - Yanchun Xing, Wenqing Ma, Chunhui Liang:
A methodology for improving efficiency estimation based on conditional mix-GEE models in longitudinal studies. 254-265 - Hidetoshi Murakami, Soshi Kawada:
A test statistic with a ranking method based on the Jeffreys divergence measure. 266-279 - Pablo Flores, Jordi Ocaña:
Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality. 280-292 - Sandile Charles Shongwe, Jean-Claude Malela-Majika:
Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples. 293-322 - Junhui Park, Seung-Ho Kang:
Effects of between-batch variability on the type I error rate in biosimilar development. 323-340
Volume 51, Number 2, February 2022
- V. Ahrari, Simindokht Baratpour Bajgiran, Arezou Habibirad, Vahid Fakoor:
Goodness of fit tests for Rayleigh distribution based on quantiles. 341-357 - Yan Wang, Xiaoqin Li, Ling Chen, Minghui Wang, Xuejun Wang:
A note on the asymptotic properties of the estimators in a semiparametric regression model. 358-373 - Seungbong Han, Adin-Cristian Andrei, Kam-Wah Tsui, Sungcheol Yun, Jongho Yoon:
ROC analysis using covariate balancing propensity scores with an application to biochemical predictors for thyroid cancer. 374-390 - Taha Hussein Ali:
Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study). 391-403 - Lynda Harfouche, Nabil Zougab, Smail Adjabi, Benedikt Funke:
Discrete multivariate associated kernel estimators using two multiplicative bias correction methods. 404-420 - Wenting Chen, Xin-Jiang He, Sha Lin:
Pricing credit default swaps with Parisian and Parasian default mechanics. 421-431 - W. V. M. e Silva, F. F. do Nascimento:
MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions. 432-442 - Fayçal Hamdi, Abderaouf Khalfi:
Predictive density criterion for SETAR models. 443-459 - Majid Khedmati, Seyed Taghi Akhavan Niaki:
Phase-I robust parameter estimation of simple linear profiles in multistage processes. 460-485 - Mohammed Obeidat, Juxin Liu, Nathaniel Osgood, Geoff Klassen:
Bayesian methods for time series of count data. 486-504 - Yujing Du, Hon Keung Tony Ng, Jun Wang, Wei Gao:
On estimation of two-dimensional dynamic panel model with confounders. 505-517 - Ilia N. Medvedev:
Universal modification of vector weighted method of dependent trials. 518-526 - Lars Erik Gangsei, Trygve Almøy, Solve Sæbø:
Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision. 527-538 - Esmaeil Shirazi, Hassan Doosti:
Nonparametric estimation of a quantile density function under Lp risk via block thresholding method. 539-553 - K. B. Kulasekera, Chathura Siriwardhana:
Multi-response based personalized treatment selection with data from crossover designs for multiple treatments. 554-569 - Luigi Salmaso, Luca Pegoraro, Rosa Arboretti Giancristofaro, Riccardo Ceccato, Alberto Bianchi, Silvio Restello, Davide Scarabottolo:
Design of experiments and machine learning to improve robustness of predictive maintenance with application to a real case study. 570-582 - Minoo Aminnejad, Habib Jafari:
Bayesian optimal designs for cox regression model with random and nonrandom intercept based on type I censored data. 583-603 - Neha Singh, Gajendra K. Vishwakarma, Jong Min Kim:
Computing the effect of measurement errors on efficient variant of the product and ratio estimators of mean using auxiliary information. 604-625 - Ferebee Tunno, Miranda Perry:
Signal discrimination without denoising. 626-646 - Maolin Cheng, Guojun Shi:
Improved methods for parameter estimation of gray model GM(1, 1) based on new background value optimization and model application. 647-669 - Jiamin Zhang:
Variational inference for varying-coefficient model. 670-685
Volume 51, Number 3, March 2022
- Deniz Ozonur, Sudhir Paul:
Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution. 687-697 - Tanweer Ul Islam, Mahvish Rizwan:
Comparison of correlation measures for nominal data. 698-714 - Mustafa Hilmi Pekalp, Halil Aydogdu, Kamil Feridun Türkman:
Discriminating between some lifetime distributions in geometric counting processes. 715-737 - Afsaneh Azizi, Abdolreza Sayyareh, Hanieh Panahi:
Inference about the bivariate new extended Weibull distribution based on complete and censored data. 738-756 - Danush Kumar Venkatesh, Ananda B. W. Manage, Stephen M. Scariano:
Power analysis of several normality tests: A Monte Carlo simulation study. 757-773 - Kahina Bedouhene, Nabil Zougab:
Nonparametric multiplicative bias correction for von Mises kernel circular density estimator. 774-792 - Narayanaswamy Balakrishnan, Farouq Mohammad A. Alam:
Maximum likelihood estimation of the parameters of student's t Birnbaum-Saunders distribution: a comparative study. 793-822 - Samir K. Ashour, Mohamed S. Abdallah:
New distribution function estimators and tests of perfect ranking in concomitant-based ranked set sampling. 823-848 - Vasileios Alevizakos, Christos Koukouvinos:
A progressive mean control chart for COM-Poisson distribution. 849-867 - C. Satheesh Kumar, Rakhi Ramachandran:
On zero-inflated hyper-Poisson distribution and its applications. 868-881 - Abhimanyu Singh Yadav, Hassan S. Bakouch, Christophe Chesneau:
Bayesian estimation of the survival characteristics for Hjorth distribution under progressive type-II censoring. 882-900 - Garib Nath Singh, Diya Bhattacharyya, Arnab Bandyopadhyay:
Formulation of logarithmic type estimators to estimate population mean in successive sampling in presence of random non response and measurement errors. 901-923 - Liwang Ding, Shengwei Yao, Ping Chen:
On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions. 924-940 - Senay Özdemir, Olçay Arslan:
Combining empirical likelihood and robust estimation methods for linear regression models. 941-954 - Lin Xie, Hongmin Xiao, Yan He:
The limit property of a risk model based on entrance processes. 955-972 - Hamed Mogouie, Gholam Ali Raissi Ardali, Ehsan Bahrami Samani, Amirhossein Amiri:
Statistical monitoring of binary response attributed social networks considering random effects. 973-992 - Farshin Hormozinejad:
Optimal tests for arbitrarily varying object and the familywise error rates. 993-1001 - Muhammad Noor-ul-Amin, Afshan Riaz, Amna Safeer:
Exponentially weighted moving average control chart using auxiliary variable with measurement error. 1002-1014 - Onur Toka, Meral Çetin, Olçay Arslan:
Robust estimation in restricted linear regression. 1015-1029 - Behdad Mostafaiy:
On estimation in varying coefficient models for sparse and irregularly sampled functional data. 1030-1045 - Jun Zhang, Yujie Gai, Feng Li:
Testing symmetry for additive distortion measurement errors data. 1046-1065 - Weiyi Liu, Die Wan, Wei Chen:
A closed-form quasi-maximum likelihood estimator of bid-ask spread. 1066-1079 - Vivek Verma, Radhakanta Das, Dilip C. Nath:
Representativeness of ranked set sampling based on Bayesian score. 1080-1095 - Selahattin Güris, Burak Güris:
GLS detrending in nonlinear unit root test. 1096-1102 - Ali Shahnavaz, Ali M. Mosammam, Mohammad Hassan Behzadi:
Half-spectral analysis of spatial-temporal data: The case study of Iranian daily wind speed data. 1103-1120 - Arvind Pandey, Shashi Bhushan, Ralte Lalpawimawha, Praveen Kumar Misra:
Comparison of additive shared frailty models under Lindley baseline distribution. 1121-1136 - Jen-Hsiang Chen, Shin-Li Lu, Shey-Huei Sheu:
A nonparametric generally weighted moving average sign chart based on repetitive sampling. 1137-1156 - Peh Sang Ng, Michael B. C. Khoo, Sajal Saha, Wai Chung Yeong:
Economic and economic-statistical designs of auxiliary information based X¯, synthetic and EWMA charts. 1157-1185 - Fatemeh Pakbaz, Fatemeh Hosseini, A. R. Nematollahi:
Modeling additive genetic effects in animal models by closed skew normal distribution. 1186-1198 - Piotr Sulewski:
Modified Lilliefors goodness-of-fit test for normality. 1199-1219 - Fatemeh Ghapani:
Stochastic restricted Liu estimator in linear mixed measurement error models. 1220-1233 - Gen Ye, Songjian Wang, Niansheng Tang:
Nonparametric empirical Bayesian method for noncontractual setting of customer-base analysis. 1234-1254 - Liang Wang, Huanyu Li:
Inference for exponential competing risks data under generalized progressive hybrid censoring. 1255-1271 - Sung Nok Chiu, Kwong-Ip Liu:
Improving p-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods. 1272-1288 - Sofia Sivena, Yiannis Nikolaidis:
Improving the quality of Higher Education teaching through the exploitation of student evaluations and the use of control charts. 1289-1312 - Emerson C. Bodevan, Luiz Henrique Duczmal, Anderson Ribeiro Duarte, Pedro H. L. Silva, Gladston J. P. Moreira:
Multi-objective approach for multiple clusters detection in data points events. 1313-1332 - Elahe Tighkhorshid, Amirhossein Amiri, Farzad Amirkhani:
A risk-adjusted EWMA chart with dynamic probability control limits for monitoring survival time. 1333-1354 - Aleksandra Grzesiek, Marek Teuerle, Agnieszka Wylomanska:
Cross-codifference for bidimensional VAR(1) time series with infinite variance. 1355-1380
Volume 51, Number 4, April 2022
- Vahe Avagyan, Xiaoling Mei:
Precision matrix estimation under data contamination with an application to minimum variance portfolio selection. 1381-1400 - Baihua He, Fangli Dong:
Model averaging with privacy-preserving. 1401-1414 - Justin Strait, Oksana A. Chkrebtii, Sebastian Kurtek:
Parallel tempering strategies for model-based landmark detection on shapes. 1415-1435 - Yujie Gai, Xuehu Zhu, Jun Zhang:
Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1. 1436-1453 - Garib Nath Singh, Mohd Khalid:
A composite class of estimators to deal with the issue of variance estimation under the situations of random non-response in two-occasion successive sampling. 1454-1473 - Mukund P. Gadre, Vikas C. Kakade:
Some side sensitive group runs based control charts to detect shifts in the process median. 1474-1487 - Jesús López-Fidalgo, Raúl Martín Martín, Mercedes A. Rodríguez Rodríguez:
Estimators and D-optimal experimental designs for mixtures of binary responses. 1488-1502 - Sergej M. Ermakov, Dmitriy Semenchikov:
Genetic global optimization algorithms. 1503-1512 - M. E. Ghitany, Shaochen Wang:
A note on parameter asymptotics for weighted Lindley distribution. 1513-1524 - P. Hasanalipour, Mansooreh Razmkhah:
Inference on skew-normal distribution based on Fisher information in order statistics. 1525-1541 - Christos Koukouvinos, Angeliki Lappa, Marilena Mitrouli, Paraskevi Roupa, Ondrej Turek:
Numerical methods for estimating the tuning parameter in penalized least squares problems. 1542-1563 - Aya A. Aly, Nesma A. Saleh, Mahmoud A. Mahmoud:
An adaptive EWMA control chart for monitoring zero-inflated Poisson processes. 1564-1577 - Hülya Olmus, Ezgi Nazman, Semra Erbas:
Comparison of penalized logistic regression models for rare event case. 1578-1590 - Oludare Samuel Ariyo, Emmanuel Lesaffre, Geert Verbeke, Adrian Quintero:
Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors. 1591-1615 - Milind B. Bhatt, Shantilal R. Patel, Pratik B. Nandy:
Asymptotic tests for parameters of two one-truncation parameter family of distributions. 1616-1636 - T. E. Bulgakova, A. V. Voytishek:
On numerical stability of randomized projection functional algorithms. 1637-1646 - Hülya Olmus, Esra Bespinar, Ezgi Nazman:
Performance evaluation of some propensity score matching methods by using binary logistic regression model. 1647-1660 - Garib Nath Singh, Awadhesh K. Pandey, Chandraketu Singh:
Generalized estimation strategy for mean estimation on current occasion in two-occasion rotation patterns. 1661-1684 - Yang Zhao, Liugen Xue, Sanying Feng:
Estimation for a partially linear single-index varying-coefficient model. 1685-1703 - N. Roshanbin, Mohammad Javad Ershadi, Seyed Taghi Akhavan Niaki:
Multi-objective economic-statistical design of simple linear profiles using a combination of NSGA-II, RSM, and TOPSIS. 1704-1720 - Haodong Zhang, Jieli Ding:
Hypothesis testing in outcome-dependent sampling design under generalized linear models. 1721-1745 - Abdelghani Hamaz, Mohamed Ibazizen:
An optimal prediction in stationary random fields based on a new interpolation approach. 1746-1758 - Shuwen Wan, Kai Peng:
A Bayesian discriminant analysis method under semiparametric density ratio models. 1759-1766 - David Collins, Yan Lu:
A stratified reservoir sampling algorithm in streams and large datasets. 1767-1782 - Kung-Jong Lui:
Notes on power comparison between the sequential parallel comparison and other commonly-used designs. 1783-1800 - Qingle Zheng, Yuezhang Che:
Multicategory large margin classification with unequal costs. 1801-1813 - Emmanuel Yashchin:
Gradient analysis of Markov-type control schemes and its applications. 1814-1836 - Sirasak Sasiwannapong, Saowanit Sukparungsee, Piyapatr Busababodhin, Yupaporn Areepong:
The efficiency of constructed bivariate copulas for MEWMA and Hotelling's T2 control charts. 1837-1851 - Chun Pan, Bo Cai, Lianming Wang, Xiaoyan Lin:
ICBayes: a package of Bayesian semiparametric regression for intervel-censored data. 1852-1866 - Garib Nath Singh, Chandraketu Singh, Amod Kumar:
A modified randomized device for estimation of population mean of quantitative sensitive variable with measure of privacy protection. 1867-1890 - Javid Shabbir, Aneel Ahmed:
Estimation of interquartile range in stratified sampling under non-linear cost function. 1891-1898 - Christin Variathu Eappen, Stephen A. Sedory, Sarjinder Singh:
Ratio and regression type estimators of a new measure of coefficient of dispersion. 1899-1920 - Won Chul Song, Jun Xie:
Group feature screening via the F statistic. 1921-1931 - Rosa Arboretti Giancristofaro, M. Gastaldi, L. Martinello, C. Meneguzzer:
Regression analysis with compositional data using orthogonal log-ratio coordinates. 1932-1945 - Leyang Wang, Zhiqiang Li, Fengbin Yu:
Jackknife method for the location of gross errors in weighted total least squares. 1946-1966 - Maryam Sharafi:
Inference of the two-parameter Lindley distribution based on progressive type II censored data with random removals. 1967-1981 - Esther Chiew, Katherine Cauthen, Nathanael J. K. Brown, Linda K. Nozick:
Comparison of distribution selection methods. 1982-2005 - Emre Yildirim, Mehmet Ali Cengiz:
Modeling dependency between industry production and energy market via stochastic copula approach. 2006-2019 - Asad ul Islam Khan, Waqar Muhammad Khan, Mehmood Hussan:
Most stringent test of null of cointegration: a Monte Carlo comparison. 2020-2038 - Daniela Rodriguez, Marina Valdora, Pablo Vena:
Robust estimation in partially linear regression models with monotonicity constraints. 2039-2052