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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
New non-isomorphic detection methods for orthogonal designs. 27-42 - Tadas Danielius
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
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
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
Handling missingness value on jointly measured time-course and time-to-event data. 126-141 - Leyang Wang
Sterling interpolation method for precision estimation of total least squares. 142-160 - Mengmeng Zhan
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
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
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
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
Employing long short-term memory and Facebook prophet model in air temperature forecasting. 279-290 - Jin Chen, Dehui Wang
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
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
An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors. 392-403 - Burcu Hudaverdi Ucer
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
A general class of estimators in stratified random sampling. 442-452 - André Beauducel
Score predictor factor analysis as a tool for the identification of single-item indicators. 453-465 - Pablo J. Moya
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
Absolute logarithmic calibration for correlation coefficient with multiplicative distortion. 482-505 - Ayaka Yagi, Takashi Seo
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
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
A comparison of methods for clustering longitudinal data with slowly changing trends. 621-648 - Toru Ogura
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
A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations. 685-702 - Cuixiang Li, Huili Liu
Pricing vulnerable options under jump diffusion processes using double Mellin transform. 703-716 - Sheida Riahi
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
On approximations of value at risk and expected shortfall involving kurtosis. 770-794 - Vincenzo Gioia
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
A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments. 817-825 - Ulduz Mammadova
Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles. 826-853 - Muhammad Amin
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
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
Performance of prior and weighting bias correction methods for rare event logistic regression under the influence of sampling bias. 993-1014 - Erdogan Asar
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
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
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
Analysis of masked data with Lindley failure model. 1192-1211 - Dong Han
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
Bayesian detection of event spreading pattern from multivariate binary time series. 1225-1244 - Kemal Çaglar Gögebakan
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
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
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
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
Monitoring processes with ordinal data: an area-based approach. 1361-1383 - Noureddine Benlagha
Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling. 1384-1402 - Safia Al-Marhoobi
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
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
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
Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations. 1504-1522 - Emmanuel Alphonsus Akpan
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
Monitoring data quality using hoteling T2 multivariate control chart. 1591-1606 - Sanghamitra Pal
Modifications on re-scaling bootstrap for adaptive sampling. 1607-1620 - Bharat Tarapara
Practical efficient alpha: Encompassing all alphas of central composite design. 1621-1629 - Xuekang Zhang
Parameter estimation for generalized Ait-Sahalia-type interest rate model. 1630-1638 - Patricia Mendes dos Santos
Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions. 1639-1650 - Abid Hussain
The ruin time for 3-player gambler's problem: an approximate formula. 1651-1659 - Faijun Nahar Mim
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
Kernel density estimation for multiplicative distortion measurement regression models. 1733-1752 - Ankita Verma, Seema Jaggi, Eldho Varghese
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
Nonparametric estimation of quantile-based entropy function. 1805-1821 - A. M. Silva, M. Resende, Maicon Facco
Robustness of interpretable components in relation to the effect of outliers using measures and circular distances. 1822-1833 - Himanshu Pokhriyal
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
Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions. 1878-1908 - Amer Ibrahim Al-Omari
Estimation of the distribution function using moving extreme and MiniMax ranked set sampling. 1909-1925 - Ali Erkoç
A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data. 1926-1936 - Yuchi Zhang, Ryan P. Browne
Assessing the variability of posterior probabilities in Gaussian model-based clustering. 1937-1947 - Sarit Agami:
Comparison of persistence diagrams. 1948-1961 - Rizky Reza Fauzi
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval. 1962-1978 - Debora Slanzi
A comparative study on high-dimensional bayesian regression with binary predictors. 1979-1999 - Feipeng Zhang, Shenglin Zheng, Xiaoying Zhou:
Bent-cable quantile regression model. 2000-2011 - Manisha Pal, Nripes Kumar Mandal, Hare Krishna Maity:
D-optimal design for estimation of optimum mixture in a three-component mixture experiment with two responses. 2012-2021 - Sangyeol Lee, Sangjo Lee:
Exponential family QMLE-based CUSUM test for integer-valued time series. 2022-2043 - Arpita Basak, Amit Choudhury:
Classical and Bayesian inference on traffic intensity of multiserver Markovian queuing system. 2044-2057 - Siddhartha Chakraborty
On weighted cumulative Tsallis residual and past entropy measures. 2058-2072 - Rashid S. Almehrizi
Asymptotic standard errors of intraclass correlation coefficients for two-way model. 2073-2092 - Indranil Ghosh
Hidden truncation in multivariate Pareto (II) data: properties and inference. 2093-2114 - Rahma Abid, Célestin C. Kokonendji:
Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models. 2115-2129 - Mohammad Siavashi
An algorithm for computing the t-signature of two-state networks. 2130-2138 - Ming Ha Lee
Economic-statistical design of the variable sampling interval Poisson EWMA chart. 2139-2150 - Bander Al-Zahrani
Relations for moments of progressively Type-II censored order statistics from the exponential-geometric distribution and associated inference. 2151-2166 - Raju Kumar
Procedure for the identification of multiple influential observations in block design for incomplete multi-response experiments in presence of masking. 2167-2176 - Gregory Tai Xiang Ang
Exact and approximate computation of critical values of the largest root test in high dimension. 2177-2193 - Ngoc Lethikim, Tuan Lehoang, Tai Vovan
Automatic clustering algorithm for interval data based on overlap distance. 2194-2209 - Isabel Fuentes-Santos
Testing similarity between first-order intensities of spatial point processes. A comparative study. 2210-2230 - Nasrullah Khan, Muhammad S. Nawaz, Rehan Ahmad Khan Sherwani
Moving average EWMA chart for the Weibull distribution. 2231-2240 - Clay King, James D. Stamey:
Sample size determination for a Bayesian cost-effectiveness model with structural zero costs. 2241-2256 - Sepideh Mosaferi, Malay Ghosh, Rebecca C. Steorts:
Transformed Fay-Herriot model with measurement error in covariates. 2257-2274
Volume 52, Number 6, June 2023
- Anderson Ribeiro Duarte
Space-time border analysis to evaluate and detect clusters. 2275-2289 - Wim Vijverberg
GTL regression: a linear model with skewed and thick-tailed disturbances. 2290-2309 - Weixia Li, Zhibin Zhu, Xiaoyuan Zhu
Mixture design model with uncertain response and its application. 2310-2319 - Camilo Gomez, Alexander V. Goponenko, Julia N. Soulakova:
Constructing UpSet plot for survey data with weights using SAS and R software. 2320-2326 - Dinesh S. Bhoj, Girish Chandra
Ranked set sampling with lowest order statistics for Pareto distribution. 2327-2335 - Huan Cheng
Comparison of tests for association of 2 × 2 tables under multiple testing setting. 2336-2348 - Rabia Arshad, Yasar Mahmood
Cost model of variable multiple dependent state sampling plan with rectifying inspection. 2349-2364 - Zahra Zafar
An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers. 2365-2375 - Wenkai Ma, W. John Braun:
Bias assessment in local regression. 2376-2387 - Jin'ge Ma, Liang Wang
Reliability inference for stress-strength model based on inverted exponential Rayleigh distribution under progressive Type-II censored data. 2388-2407 - Edilberto Nájera
Comparison of some interval estimation methods for the parameters of the gamma distribution. 2408-2424 - Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos
A generally weighted moving average t control chart for monitoring shifts in the process mean. 2425-2438 - Hussain A. A. Aleagobe, Vahid Fakoor, Sarah Jomhoori:
Maximum entropy and empirical likelihood in length-biased setting: a comparison study. 2439-2452 - Wentao Cao, Yaling Li, Qingzhao Yu
Sensitivity analysis for assumptions of general mediation analysis. 2453-2470 - Kiran Prajapat, Sharmishtha Mitra, Debasis Kundu
A consistent method of estimation for three-parameter generalized exponential distribution. 2471-2487 - Alemu Bekele
Alex mean (AlM) location estimator for measure of Center of data. 2488-2496 - Manik Awale
Forecasting overdispersed INAR(1) count time series with negative binomial marginal. 2497-2517 - Mohammed Sayed Kotb
Comparison of estimators and predictors based on modified weibull records: Bayesian and non-Bayesian approaches. 2518-2541 - Piotr Sulewski
Recognizing distributions using method of potential functions. 2542-2558 - Binhui Wang, Zhifeng He, Lianjie Shu
A generalized exponentially weighted moving average control chart for monitoring autocorrelated vectors. 2559-2577 - Zameer Abbas
An efficient nonparametric double progressive mean chart for monitoring of the process location. 2578-2591 - Mohamed Bentarzi, Mohamed Sadoun:
Efficient estimation in semiparametric self-exciting threshold INAR processes. 2592-2614 - Flavio Barboza
New metrics and approaches for predicting bankruptcy. 2615-2632 - Pannapa Changpetch
Logistic regression model with TreeNet and association rules analysis: applications with medical datasets. 2633-2645 - Belay Birlie Yimer
Bayesian model averaging in longitudinal studies using Bayesian variable selection methods. 2646-2665 - Johané Nienkemper-Swanepoel
GPAbin: unifying visualizations of multiple imputations for missing values. 2666-2685 - Chanakan Sungboonchoo, Su-Fen Yang, Wararit Panichkitkosolkul, Andrei Volodin
Logarithmic confidence intervals for the cross-product ratio of binomial proportions under different sampling schemes. 2686-2704 - Zheng Wei, Daeyoung Kim:
On partial and conditional association measures for ordinal contingency tables. 2705-2726 - Maxwell Lovig, Sadia Khalil, Sumaita Rahman, Pujita Sapra, Sat Gupta:
A mixture binary RRT model with a unified measure of privacy and efficiency. 2727-2737 - Mohamed El Guide, Khalide Jbilou, Christos Koukouvinos
Krylov subspace solvers for ℓ1 regularized logistic regression method. 2738-2751 - Hong Zhou, Huajiang Li:
Applications of covering principle to clinical trials with multiple objectives. 2752-2764 - Václav Adamec
Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances. 2765-2780 - Xavier Javines Bilon
Normality and significance testing in simple linear regression model for large sample sizes: a simulation study. 2781-2797
Volume 52, Number 7, July 2023
- Vânia F. L. Miranda
Proposition and validation of multivariate tests of independence between two groups of variables. 2799-2810 - Ismat Perveen
Bootstrap Liu estimators for Poisson regression model. 2811-2821 - Jiwei Zhang
Bayesian multilevel multidimensional item response modeling approach for multiple latent variables in a hierarchical structure. 2822-2842 - Mustafa Nadhim Lattef
On modified unbiased two-parameter estimator. 2843-2864 - Joby K. Jose
M/PH/1 queueing model with re-servicing. 2865-2885 - Isabelle Grenier, Bruno Sansó:
Distributed nearest-neighbor Gaussian processes. 2886-2898 - Roy Levy
Full conditional distributions for Bayesian multilevel models with additive or interactive effects and missing data on covariates. 2899-2923 - Jing Zhang
Groupwise partial envelope model: efficient estimation in multivariate linear regression. 2924-2940 - Lupércio F. Bessegato
An analysis of online quality control by attributes with an imperfect classification system and inspections with samples of size n. 2941-2966 - Navid Rafiei
Multi-objective design of risk-adjusted control chart in healthcare systems with economic and statistical considerations. 2967-2984 - Ibrahim M. Almanjahie
Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics. 2985-3005 - Jingjing Wu
Bi-level variable selection in semiparametric transformation mixture cure models for right-censored data. 3006-3025 - Edgard M. Maboudou-Tchao:
Least-squares support tensor data description. 3026-3042 - Priyanka Anjoy, Hukum Chandra:
Hierarchical Bayes estimation of small area means under a spatial nonstationary Fay-Herriot model. 3043-3061 - Najmieh Maksaei
Influence measures and outliers detection in linear mixed measurement error models with Ridge estimation. 3062-3078 - Yali Fan, Yayun Xiang, Zijun Guo:
Adaptive efficient and double-robust regression based on generalized empirical likelihood. 3079-3094 - Yating Wang
Penalized semiparametric Cox regression model on XGBoost and random survival forests. 3095-3103 - Khreshna Syuhada
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data. 3104-3121 - Abeer A. Zaki, Nesma A. Saleh
Performance comparison of some centrality measures used in detecting anomalies in directed social networks. 3122-3136 - Daniel Baumgartner, John E. Kolassa:
Power considerations for Kolmogorov-Smirnov and Anderson-Darling two-sample tests. 3137-3145 - Scott J. Richter, Melinda H. McCann:
Resampling-based simultaneous confidence intervals to compare scale using deviances. 3146-3155 - Ping Sun
Identification of parameters of Poisson distributions by the extreme order statistics. 3156-3162 - Hakan Savas Sazak
Comparison of the robust methods in the general linear regression model. 3163-3182 - Bu Hyoung Lee
The use of temporally aggregated data in modeling and testing a variance change in a time series. 3183-3200 - Zahra Zandi
Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model. 3201-3222 - Reza Pakyari
Goodness-of-fit testing based on Gini Index of spacings for progressively Type-II censored data. 3223-3232 - C. Satheesh Kumar
Bivariate generalized Yule distribution: properties and applications. 3233-3256 - Muhammad Noor-ul-Amin
Joint monitoring of mean and variance using Max-EWMA for Weibull process. 3257-3272 - Abdul Majid
The Almon M-estimator for the distributed lag model in the presence of outliers. 3273-3285 - Shaul K. Bar-Lev, Ad Ridder
Exponential dispersion models for overdispersed zero-inflated count data. 3286-3304 - Fábio Prataviera
An extended Maxwell semiparametric regression for censored and uncensored data. 3305-3326 - Rasha A. Farghali, Muhammad Qasim
Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application. 3327-3342 - C. Satheesh Kumar
A new class of lifetime distribution with decreasing failure rate: Properties and applications. 3343-3364 - Jing Chang:
Functional data classification using the rotation forest method combined with the patch selection. 3365-3378 - Naci Murat:
Outlier detection in statistical modeling via multivariate adaptive regression splines. 3379-3390
Volume 52, Number 8, August 2023
- Collen Mabilubilu Motsepa, Jean-Claude Malela-Majika
Double sampling monitoring schemes: a literature review and some future research ideas. 3391-3419 - Feng-Chang Xie
Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution. 3420-3437 - Melek Eris Büyükkaya
Characterizing relationships between BLUPs under linear mixed model and some associated reduced models. 3438-3451 - Muhammad Umair Sohail, Fariha Sohil, Javid Shabbir
Comparative study of different imputation methods. 3452-3474 - Rajni Goel
Likelihood and Bayesian inference for k Lindley populations under joint type-II censoring scheme. 3475-3490 - Sana Chouia, Nacira Seddik-Ameur:
Different EDF goodness-of-fit tests for competing risks models. 3491-3501 - Laidi Mohamed, Rassoul Abdelaziz:
A robust estimator of the S-Gini index for massive data. 3502-3519 - Rahim Alhamzawi
The reciprocal Bayesian bridge for left-censored data. 3520-3528 - Ahmed M. Elsawah
A novel algorithm for generating minimum energy points from identically charged particles in 1D, 2D and 3D unit hypercubes. 3529-3552 - Bing Long:
Estimation and prediction for the Rayleigh distribution based on double Type-I hybrid censored data. 3553-3567 - Mustafa Cavus
Penalized power properties of the normality tests in the presence of outliers. 3568-3580 - Issam Dawoud
A new improved estimator for reducing the multicollinearity effects. 3581-3592 - Adam Sagan
Item response theory network analysis of European universities. 3593-3611 - Hakan Tahiri Mutlu
Determination of the optimal warranty policy and period from the manufacturer's/seller's perspective. 3612-3634 - Bruna Gregory Palm
Prediction intervals in the beta autoregressive moving average model. 3635-3656 - Mohd. Arshad
Bayesian inference of Unit Gompertz distribution based on dual generalized order statistics. 3657-3675 - Luisa Rivas
Zero inflated Waring distribution. 3676-3691 - Charles K. Amponsah
A computational approach to estimation of discrete Pareto parameters. 3692-3711 - Maolin Cheng
A new modeling method of gray GM (1, N) model and its application to predicting China's clean energy consumption. 3712-3723 - Hui Wang, Guizhi Wang:
A novel gray model based on normalized beta function and its applications. 3724-3740 - Jaeoh Kim, Byoungwook Jang, Sungwan Bang
Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data. 3741-3757 - Javid Shabbir
On distribution function under two-phase stratified sampling using two auxiliary variables for mean estimation. 3758-3770 - Jin Yue
A dynamic sampling for monitoring nonparametric multivariate processes. 3771-3781 - Usman Shahzad
A novel family of variance estimators based on L-moments and calibration approach under stratified random sampling. 3782-3795 - Xiaoqin Li
Asymptotic approximations of random ratio model based on AANA sequences. 3796-3819 - M. Revan Özkale
Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study. 3820-3838 - Shi-Fang Qiu, Qing-Song Liu, Yang Ge:
Confidence intervals of proportion differences for stratified combined unilateral and bilateral data. 3839-3862 - Xianbo Zhou, Lianhua Luo, Ying Tao, Zhewen Pan
Semiparametric estimation of Nelson-Olson simultaneous Tobit model. 3863-3876 - Joanna J. J. Wang, Jennifer S. K. Chan
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets. 3877-3896 - Daniel Matos de Carvalho, Getúlio José Amorim do Amaral, Fernanda De Bastiani
Spatial scan statistics based on empirical likelihood. 3897-3911 - Antonio Fernando Branco Costa
The performance of the Cpk chart. 3912-3918 - Merve Kandemir Çetinkaya
Developed first-order approximated estimators for the gamma distributed response variable. 3919-3938 - Kai Du, Min Wang
Estimation based on hybrid censored data from the power Lindley distribution. 3939-3957 - Feifei Yan
Regression estimation of the marginal models with general relative risk form for multivariate failure time data. 3958-3972 - Rijji Sen
A Bayes study of inverse Gaussian based strength models with accelerating stress. 3973-3990
Volume 52, Number 9, September 2023
- Raid B. Salha:
Lognormal kernel estimator of the hazard rate function. 3991-4007 - Sibel Örk Özel
Comparisons of the some estimators for the transcendental logarithmic (translog) model. 4008-4022 - André Felipe Berdusco Menezes
Improved maximum likelihood estimation of the parameters of the Gamma-Uniform distribution with bias-corrections. 4023-4035 - Sajal Saha
Side sensitive group runs t chart and its application in manufacturing. 4036-4051 - Arpan Bhowmik
On the construction of trend resistant PBIB designs. 4052-4064 - G. Rajesh
Smoothed kernel estimation of bivariate residual entropy function. 4065-4074 - Chien-Tai Lin
Topp-Leone distribution with an application to binomial sampling. 4075-4086 - Muhammad Nauman Akram, Muhammad Amin, Muhammad Faisal:
On the generalized biased estimators for the gamma regression model: methods and applications. 4087-4100 - Yuqi Long, Xingzhong Xu
Classification by likelihood accordance functions. 4101-4118 - Deepmala
Inferences based on a balanced joint progressive type-II censoring scheme for Lindley distributed lifetimes. 4119-4133 - Jiao Yu
Estimation for the generalized inverted exponential distribution under adaptive progressive type II hybrid censoring scheme. 4134-4155 - Ngozi C. Umelo-Ibemere
An algorithm for the simultaneous construction of D -optimal experimental designs. 4156-4173 - Aamna Khan, Muhammad Amanullah, Muhammad Amin:
Poisson regression diagnostics with ridge estimation. 4174-4192 - Shu Wu
Design of attribute EWMA type control charts with reliable run length performance. 4193-4209 - Jiayan Zhu, Li Ma, Mengying Ni, Zhengbang Li:
A bootstrap method to calculate the p -value of Fisher's combination for a large number of weakly dependent p -values. 4210-4217 - Jen-Yu Lee
A comparison of bootstrap approaches for homogeneity test based on dichotomous outcome in meta-analysis. 4218-4229 - Atefe Banihashemi
Developing process-yield-based acceptance sampling plans for AR(1) auto-correlated process. 4230-4251 - Yanfeng Zhang, Lichun Wang:
K′ times k-means logistic regression algorithm for imbalanced classification. 4252-4259 - Piyatida Phanthuna, Yupaporn Areepong
Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model. 4260-4279 - Mohamed Reda Abonazel
Beta ridge regression estimators: simulation and application. 4280-4292 - Masayoshi Takahashi
Multiple imputation regression discontinuity designs: Alternative to regression discontinuity designs to estimate the local average treatment effect at the cutoff. 4293-4312 - Shin-ichi Tsukada
Distribution approximation of covariance matrix eigenvalues. 4313-4325 - Alessandro Buccini
Variable selection in saturated and supersaturated designs via lp-lq minimization. 4326-4347 - Aradhana Srivastava, Anoop Chaturvedi
Finite sample performance of an estimator of process capability index C pm for the autocorrelated data. 4348-4360 - Qasim Ramzan, Muhammad Nauman Akram
Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation. 4361-4377 - Mohammad Baratnia
A reversed-hazard-based nonlinear model for one-way classification. 4378-4391 - Nabakumar Jana
Classification of observations into von Mises-Fisher populations with unknown parameters. 4392-4413 - José Dias Curto
Confidence intervals for means and variances of nonnormal distributions. 4414-4430 - Jia-Xing Gao
Multivariate locally adaptive kernel density estimation. 4431-4444 - Taewoong Uhm
A comparison of normality testing methods by empirical power and distribution of P -values. 4445-4458 - Woon Yuen Koh, Chunhao Tu:
A hybrid generalized propensity score approach for observational studies. 4459-4468 - Osama E. Abo-Kasem, Ahmed Elshahhat
Analysis of two Weibull populations under joint progressively hybrid censoring. 4469-4490 - Jun Zhang
Estimation of correlation coefficient with general distortion measurement errors. 4491-4521 - Jin Wang:
A simulation study of the finite-sample performance of the sample scale curve as an estimator of its population counterpart. 4522-4531 - Tao Chen, Lichun Wang:
Linear Bayes estimator of the extreme value distribution based on type II censored samples. 4532-4544 - Zachary K. Collier
Estimating propensity scores using neural networks and traditional methods: a comparative simulation study. 4545-4560
Volume 52, Number 10, October 2023
- Reza Azimi
Correction to: Khan, M. S., King, R. and Hudson, I. L., (2017), Transmuted generalized exponential distribution: a generalization of the exponential distribution with applications to survival data, communications in Statistics - Simulation and computation, 46:6, 4377-4398. - Kleber Henrique dos Santos
A misspecification test for beta prime regression models. 4561-4574 - Yingli Pan, Guangyu Song, Zhan Liu
Statistical inference for case-cohort design under the additive hazards model with covariate adjustment. 4575-4591 - Rolf Larsson, Jesper Rydén:
Applications of discrete factor analysis. 4592-4602 - Dhrubasish Bhattacharyya
A new family of tests for DMTTF alternatives under complete and censored samples. 4603-4620 - Tai Vo-Van
An efficient robust automatic clustering algorithm for interval data. 4621-4635 - Peixin Zhao
Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables. 4636-4653 - Mingan Yang:
A Bayesian analysis of the incomplete block crossover design. 4654-4664 - Çagatay Çetinkaya
The stress-strength reliability model with component strength under partially accelerated life test. 4665-4684 - Jun Wang
Estimating treatment effects in the presence of unobserved confounders. 4685-4704 - Pengcheng Ren
Simultaneous confidence intervals for mean differences of multiple zero-inflated gamma distributions with applications to precipitation. 4705-4716 - Abdul Majid, Muhammad Amin, Muhammad Aslam, Shakeel Ahmad:
New robust ridge estimators for the linear regression model with outliers. 4717-4738 - Ren-Dao Ye, Zhongchi Wang, Kun Luo, Ya Lin, Na An, Weixiao Du:
Bootstrap approaches for homogeneous test of location parameters under skew-normal settings. 4739-4755 - Darshika Karunarasan, Roshini Sooriyarachchi, Vimukthini Pinto:
A comparison of Bayesian Markov chain Monte Carlo methods in a multilevel scenario. 4756-4772 - Mohammed Albassam
An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes. 4773-4788 - Ahmed Audu
New regression-type compromised imputation class of estimators with known parameters of auxiliary variable. 4789-4801 - Malihe Safari
Estimation of treatment effect in presence of noncompliance with early or late switching: a simulation study. 4802-4815 - Yujiao Lu, Wanyang Dai
Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator. 4816-4848 - Pei-Hsi Lee
Monitoring the coefficient of variation using a double-sampling control chart. 4849-4863 - Y. Murat Bulut
Inverse Gaussian Liu-type estimator. 4864-4879 - Anu Sirohi
Some r - k class proportional hazard regression models in the presence of collinearity: an evidence from Indian infant mortality. 4880-4890 - Muhammad Noor-ul-Amin
Homogeneously weighted moving average-variance control chart using auxiliary information. 4891-4908 - Jiwei Zhang
Slice sampling algorithm for estimating the item response theory model with ordinal response data. 4909-4932 - Patrick Stewart, Wei Ning:
Empirical-likelihood-based hypothesis tests for the means of two zero-inflated populations. 4933-4961 - Yinjun Chen, Huilan Liu:
A new relative error estimation for partially linear multiplicative model. 4962-4980 - Ruohong Li
Robust estimation of heterogeneous treatment effects: an algorithm-based approach. 4981-4998 - Adelaide Figueiredo
Resampling methods in ANOVA for data from the von Mises-Fisher distribution. 4999-5013 - Asifa Shahzadi, Maryam Ilyas
A new confidence interval for standardized generalized variances of k -multivariate normal populations. 5014-5023 - Z. Zhan
A comparison of statistical methods for age-specific reference values of discrete scales. 5024-5041 - Bo Zhao, Shuying Wang, Chunjie Wang:
Bayesian empirical analysis of the proportional hazards model for right-censored failure time data. 5042-5051 - Jia-Ren Tsai, Pen-Hwang Liau:
Effect of measurement error size in linear heteroscedastic measurement error models. 5052-5081 - Donald Lien
Some results on multiple regression analysis with data cleaned by trimming and winsorization. 5082-5089 - Isha Dewan, Deepesh Bhati, Sudheesh Kumar Kattumannil
A new non-parametric test for testing positive quadrant dependence. 5090-5098 - Vincent S. Staggs
Use of between-within degrees of freedom as an alternative to the Kenward-Roger method for small-sample inference in generalized linear mixed modeling of clustered count data. 5099-5109 - Fei Lu:
Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data. 5110-5123
Volume 52, Number 11, November 2023
- Francisco M. C. Medeiros
Improved estimators in beta prime regression models. 5125-5138 - Abderrahmen Manaa, Mohamed Bentarzi
Periodic negative binomial INGARCH(1, 1) model. 5139-5162 - Isaac L. Singini
Diagnostics for a two-stage joint survival model. 5163-5177 - Marcelo A. da Silva
Bayesian estimation of multidimensional polytomous item response theory models with Q-matrices using Stan. 5178-5194 - Xifen Huang, Jiajuan Liang, Guo-Liang Tian:
Valid statistical inference methods for incomplete contingency table with three-category missing data. 5195-5212 - Humera Hayat, Atif Akbar
Robustness to missing observation and optimalities of response surface designs with regular and complex structure. 5213-5230 - Shuen-Lin Jeng, Ming-Jie Hsu:
Clustering partially masked images with modified Radon transformation. 5231-5255 - Kexin Wang, Wenhao Gui
Statistical inference of exponentiated Pareto distribution under adaptive type-II progressive censored schemes. 5256-5287 - Partha Mukhopadhyay
A general estimation technique of population mean under stratified successive sampling in presence of random scrambled response and non-response. 5288-5308 - Baocai Guo, Wei Wang, Zhichao Wu, Xixiang He, Yumei Zhu:
Exact equal-tailed β -expectation tolerance intervals for sample variances. 5309-5326 - Ghulam Narjis, Javid Shabbir
An efficient new scrambled response model for estimating sensitive population mean in successive sampling. 5327-5344 - Wenpeng Shang, Chunjie Wu:
More effective estimation for additive hazards model in generalized case-cohort study. 5345-5370 - Manizheh Goudarzi
D-optimal designs for linear mixed model with random effects of Dirichlet process. 5371-5380 - Nisreen Shamma, Mehrnaz Mohammadpour
Alternative procedures in dependent counting INAR process with application on COVID-19. 5381-5395 - Parneet Kaur
Constant block-sum Youden-m square and PBIB designs using Galois field. 5396-5400 - Christian Bruch
Applying multilevel regression weighting when only population margins are available. 5401-5422 - Manoj K. Chaudhary, Tulika Dutta
Calibration estimator of population mean under stratified two-phase sampling using two auxiliary variables. 5423-5433 - Mahdi Roozbeh
A nonlinear mixed-integer programming approach for variable selection in linear regression model. 5434-5445 - Xuerui Yang
jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models. 5446-5461 - Shengan Wang, Qing Zhou
Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random. 5462-5482 - Shu-Fei Wu, Yi-Wun Cheng, Che-Wei Kang, Wei-Tsung Chang:
Reliability sampling design for the lifetime performance index of Burr XII lifetime distribution under progressive type I interval censoring. 5483-5497 - S. I. R. Fernando, M. R. Sooriyarachchi:
The performance of the log rank test for different relationships between the hazards: the case of the triangular test in comparison with some other sequential tests. 5498-5521 - Yanping Liu, Juliang Yin:
Spline estimation of partially linear regression models for time series with correlated errors. 5522-5536 - Jingying Zhang, Ronald L. Rardin, Justin R. Chimka:
Budget constrained model selection for multiple linear regression. 5537-5549 - Serenay Kucuk
A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers. 5550-5566 - Chang Kyeom Kim, Sangyeol Lee
Conditional quantile change test for time series based on support vector regression. 5567-5584 - Zineb Harfouche
Semi-parametric approach for approximating the ruin probability of classical risk models with large claims. 5585-5604 - S. Dhanushya, T. Palanisamy:
Two-stage variational mode decomposition approach to enhance the estimates of variance function. 5605-5614 - Naijun Sha
Classical and Bayesian inference for an extended generalized Birnbaum-Saunders distribution. 5615-5632 - Karima Lagha, Lamia Djerroud, Smail Adjabi:
Nonparametric sequential estimation of the cumulative function by orthogonal series and application in reliability. 5633-5654 - Kai Liu, Narayanaswamy Balakrishnan, Mu He
Generalized Birnbaum-Saunders mixture cure frailty model: inferential method and an application to bone marrow transplant data. 5655-5679 - Tsai-Hung Fan
Bayesian model selection for structural equation models for myopia data. 5680-5694 - Houyem Demni, Amor Messaoud, Giovanni Camillo Porzio
Distance-based directional depth classifiers: a robustness study. 5695-5713 - Azadeh Mojiri
Non-stationary spatial autoregressive modeling for the prediction of lattice data. 5714-5726 - Elvira Di Nardo
On the generation of necklaces and bracelets in R. 5727-5737
Volume 52, Number 12, December 2023
- Do Le Paul Minh
Bayesian networks: generating independent samples. 5739-5748 - Abid Khan, Zahid Bashir, H. M. Kashif Rasheed, Mahmood Ul Hassan
Construction of minimal circular nearly strongly balanced repeated measurements designs and their conversion. 5749-5758 - Robab Ahmadian
Evaluating the sensitive question methods; recommended Uludag Adjustment for the Crosswise Model. 5759-5772 - Chathura Siriwardhana, K. B. Kulasekera
Optimal personalized treatment selection with multivariate outcome measures in a multiple treatment case. 5773-5787 - Danlu Wang, Xin Zeng, Liucang Wu:
Variable selection in finite mixture of location and mean regression models using skew-normal distribution. 5788-5810 - Hoda Kamranfar, Mitra Fouladirad, Narayanaswamy Balakrishnan:
Inference for a gradually deteriorating system with imperfect maintenance. 5811-5829 - Saiedeh Haji-Maghsoudi
Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling. 5830-5849 - Hanna Yoo
Sample size for clustered count data based on discrete Weibull regression model. 5850-5856 - Biplab Paul
A sequential sampling approach for discriminating log-normal, Weibull, and log-logistic distributions. 5857-5879 - Daijiro Kabata
Variable selection in double/debiased machine learning for causal inference: an outcome-adaptive approach. 5880-5893 - Jun Zhang
Nonlinear multiplicative distortion regression models with second-order estimation. 5894-5924 - Indranil Ghosh
A bivariate geometric distribution via conditional specification: properties and applications. 5925-5945 - Holly Jackson
Using biomarkers to allocate patients in a response-adaptive clinical trial. 5946-5965 - Fatih Saglam
Alternative expectation approaches for expectation-maximization missing data imputations in cox regression. 5966-5974 - Qian Wen, Mingao Yuan:
Scalable kernel two-sample tests via empirical likelihood and jackknife. 5975-5990 - Sanaz Khalili, Javad Faradmal
A new estimator to control collinearity problems in correlated binary response. 5991-6001 - Raghunath Arnab:
Randomized response trial using negative binomial distribution. 6002-6010 - Qing Li
Bayesian change-points detection assuming a power law process in the recurrent-event context. 6011-6033 - Jing Wang:
Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields. 6034-6047 - Shashi Bhushan
Estimation of population mean in presence of missing data under simple random sampling. 6048-6069 - R. Noah Padgett
Evaluating the relative efficiency among robust estimation methods for multilevel factor analysis with categorical data. 6070-6083 - Daniela De Canditiis
Model selection for inferring Gaussian graphical models. 6084-6095 - Paul M. Beaumont, Aaron Smallwood
Inference for estimators of generalized long memory processes. 6096-6115 - Fidelis Ifeanyi Ugwuowo
On the jackknife Kibria-Lukman estimator for the linear regression model. 6116-6128 - Yimiao Gao, Yuehan Yang
A joint estimation for the high-dimensional regression modeling on stratified data. 6129-6140 - Sayantani Karmakar
Partially balanced t-designs. 6141-6148 - Hussein Ali Al-Hakeem, Jayanthi Arasan, Mohd Shafie Mustafa, Lim Fong Peng:
Generalized exponential distribution with interval-censored data and time dependent covariate. 6149-6159 - Javad Kazemitabar
A general framework for constructing distributions satisfying Benford's law. 6160-6167 - Mohamed Megheib
A Bayesian approach for nonparametric regression in the presence of correlated errors. 6168-6177 - Ching-Chun Huang
Economic design of max charts using Taguchi's loss function. 6178-6192 - Abdul Haq
Estimation of finite population variance under stratified random sampling. 6193-6209 - Md S. Warasi:
groupTesting: an R package for group testing estimation. 6210-6224 - N. G. Ushakov, V. G. Ushakov:
On sensitivity of exponentiality tests to data rounding: a Monte Carlo simulation study. 6225-6234 - Fulvio De Santis
Confidence intervals for the parameter of the scaled-uniform model. 6235-6248 - Lu Li, Weiwei Zhuang, Guoxin Qiu:
Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process. 6249-6267
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