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ORCIDCommunications in Statistics - Simulation and Computation, Volume 53
Volume 53, Number 1, January 2024
- Abderrahmen Manaa, Wissam Bentarzi:
Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model. 1-29 - Zhenghui Feng, Jun Zhang
, Baojun Yang:
Average derivation estimation with multiplicative distortion measurement errors. 30-61 - Jun Zhang, Baojun Yang, Zhenghui Feng:
Estimation of correlation coefficient under a linear multiplicative distortion measurement errors model. 62-93 - Garib Nath Singh, Diya Bhattacharyya, Arnab Bandyopadhyay:
A new randomized response technique with application to election polling. 94-116 - Guillaume Marrelec, Alain Giron:
Estimating the concentration parameter of a von Mises distribution: a systematic simulation benchmark. 117-129 - Jianfa Lai, Kai-Tai Fang, Xiaoling Peng, Yuxuan Lin:
Construction of uniform designs over continuous domain in computer experiments. 130-146 - Adewale F. Lukman, Muhammad Amin, B. M. Golam Kibria:
Influence measures in gamma modified ridge type estimator. 147-163 - Rand R. Wilcox:
A note on computing a confidence interval for the mean. 164-166 - Lixia Cao, Cong Wang, Tonghui Wang, David Trafimow:
The APP for estimating population proportion based on skew normal approximations and the Beta-Bernoulli process. 167-177 - Peixin Zhao, Hao Wu, Suli Cheng, Yiping Yang:
Orthogonal projection based variable selection for semiparametric spatial autoregressive models. 178-189 - Fangyuan Kang, Guo Jiang:
A mixed effect model for clustered recurrent event data. 190-202 - Hui Zeng, Vernon M. Chinchilli, Nasrollah Ghahraman:
Causal inference with a mediated proportional hazards regression model. 203-218 - Dmitriy Kolyukhin:
Study the accuracy of the correlation fractal dimension estimation. 219-233 - Jiali Liu, Fuyuan Xiao:
On the maximum extropy negation of a probability distribution. 234-246 - Yanhua Wu, Yufeng Shi:
Detection of jumps in financial market. 247-258 - Xiaojun Zhu, Narayanaswamy Balakrishnan:
Exact likelihood inference for Laplace distribution based on generalized hybrid censored samples. 259-272 - Jae-Hwan Jhong, Jae-Young Kim, Jae-Deok Lee, Ja-Yong Koo:
Locally penalized single-index model using B-splines and spherical coordinates. 273-287 - Mazen Nassar, Sanku Dey, Liang Wang, Ahmed Elshahhat:
Estimation of Lindley constant-stress model via product of spacing with Type-II censored accelerated life data. 288-314 - Ahmed M. Elsawah:
A novel low complexity fast algorithm for effectively designing optimal mixed-level experiments. 315-343 - Amar Nath Gill, Jatesh Kumar, Parminder Singh:
Testing homogeneity of several exponential populations using censored data. 344-356 - Dadasaheb G. Godase, Shashibhushan B. Mahadik:
The combined Shewhart-CUSUM sign charts. 357-366 - Weizhong Tian, Yaoting Yang:
Change point analysis for weighted exponential distribution. 367-379 - Sylia Makhloufi, Nabil Zougab, Yasmina Ziane, Smail Adjabi:
A family of asymmetric kernels based on log-symmetric distributions. 380-397 - Yihan Bao, James G. Booth:
Mixed models and shrinkage estimation for balanced and unbalanced designs. 398-408 - Subhamoy Pal, Rong Luo, Subhash C. Bagui, Sudhir Paul:
Alternative tests for the significance of the intraclass correlation coefficients under unequal family sizes. 409-426 - Husam Awni Bayoud, Mohammad Z. Raqab:
Classical and Bayesian inferences for two Topp-Leone models under joint progressive Type-II censoring. 427-445 - Xuejun Shi, Qun Feng:
Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application. 446-456 - Jiayun Jin, Geert Loosveldt:
Nonparametric multivariate control chart for numerical and categorical variables. 457-475 - Youssef Anzarmou, Abdallah Mkhadri:
Classification in high dimension with an Alternative Feature Augmentation via Nonparametrics and Selection (AFANS). 476-498 - Morteza Mohammadi, Mahdi Emadi, Mohammad Amini:
Testing bivariate independence based on α -divergence by improved probit transformation method for copula density estimation. 499-517 - Pedro Macedo:
A two-stage maximum entropy approach for time series regression. 518-528 - Oldouz Samimi, Farshid Mehrdoust:
Vasicek interest rate model under Lévy process and pricing bond option. 529-545 - Vinicius Ricardo Riffel, Cesar Augusto Taconeli, Paulo Justiniano Ribeiro Junior:
On distribution selection under ranked set sampling schemes. 546-566 - Zhixin Lun, Ravindra Khattree:
A general approach for imputation of non-normal continuous data based on copula transformation. 567-594 - Amisha Khati, Neelam Chantola, S. B. Singh:
Availability modeling of systems incorporating uncertainty & multiple failure modes using critical repair time & copula. 595-609
Volume 53, Number 2, February 2024
- Kashinath Chatterjee, Christos Koukouvinos, Angeliki Lappa:
Monitoring process mean and variability with one triple EWMA chart. 611-641 - Essoham Ali:
A simulation-based study of ZIP regression with various zero-inflated submodels. 642-657 - Eman Ahmed Alawamy, Yuanyuan Liu, Yiqiang Q. Zhao:
Bayesian analysis for single-server Markovian queues based on the No-U-Turn sampler. 658-670 - Subhi Tyagi, Akshay Kumar, Mangey Ram:
Reliability analysis of m -out-of- r -within- k -out-of- n system. 671-681 - Qi Lv, Rui Hua, Wenhao Gui:
Statistical inference of Gompertz distribution under general progressive type II censored competing risks sample. 682-701 - Hasan Bulut:
A robust test statistic for independence in high dimensional data. 702-713 - Abdullah S. Al-Jawarneh, Mohd Tahir Ismail:
The adaptive LASSO regression and empirical mode decomposition algorithm for enhancing modelling accuracy. 714-726 - Afrooz Shakoori, Muhyiddin Izadi, Baha-Eldin Khaledi:
Copula based Bayesian data analysis of loss reserving. 727-743 - Hakim Bekrizadeh:
Generalized FGM copulas: Properties and applications. 744-755 - Kim-Hung Pho:
Goodness of fit test for a zero-inflated Bernoulli regression model. 756-771 - Musie Ghebremichael, Haben Michael:
Comparison of the binormal and Lehman receiver operating characteristic curves. 772-785 - Theophilus Quachie Asenso, Puyu Wang, Hai Zhang:
Pliable lasso for the support vector machine. 786-798 - Alan David Hutson:
The generalized sigmoidal quantile function. 799-813 - Nabil El Farme:
Optimal skip-lot sampling plan based on the yield index for auto-correlated data. 814-828 - Szabolcs Blazsek, Astrid Ayala, Adrian Licht:
Signal smoothing for score-driven models: a linear approach. 829-852 - Fatemeh Rezaee, Ehsan Bahrami Samani:
Gaussian copula joint models for mixed longitudinal zero-inflated count and continuous responses. 853-868 - Narayanaswamy Balakrishnan, Jan Rychtár, Dewey T. Taylor, Stephen D. Walter:
Accurate approximation of the expected value, standard deviation, and probability density function of extreme order statistics from Gaussian samples. 869-878 - Ammar M. Sarhan, Joseph Apaloo, Debasis Kundu:
A new bivariate lifetime distribution: properties, estimations and its extension. 879-896 - Zhanfeng Wang, Amy M. Kwon, Yuan-chin Ivan Chang:
Active learning with logistic models featuring simultaneous variable and subject selection. 897-911 - Juan Kalemkerian, Diego Fernández:
An independence test based on recurrence rates. An empirical study and applications to real data. 912-932 - Songfeng Zheng:
Speeding up L 2 -loss support vector regression by random Fourier features. 933-951 - Dwueng-Chwuan Jhwueng:
On the covariance of phylogenetic quantitative trait evolution models and their matrix condition. 952-971 - Runsheng Miao, Kai Xu:
Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics. 972-992 - Nurgul Batyrbekova, Hannah Bower, Paul W. Dickman, Robert Szulkin, Paul C. Lambert, Therese M.-L. Andersson:
Potential bias introduced by not including multiple time-scales in survival analysis: a simulation study. 993-1006 - Sajal Saha, Wei Chun Ng, Michael B. C. Khoo, Sani Salihu Abubakar:
On the performances of the X¯ and EWMA charts with auxiliary information for monitoring the process mean in short production runs. 1007-1019 - Yue Li, Jimin Ye:
Analysis for partially accelerated dependent competing risks model with masked data based on copula function. 1020-1036 - Liwang Ding, Ping Chen:
Uniform strong consistency of histogram density estimation for φ -mixing samples. 1037-1047 - Ruofei Du, Ye Jin Choi, Ji-Hyun Lee, Songthip T. Ounpraseuth, Zhuopei Hu:
A weight Jackknife approach utilizing linear model based-estimators for clustered data. 1048-1067 - Hemavathi M, Eldho Varghese, Shashi Shekhar, Seema Jaggi, Arpan Bhowmik, T. V. Sathianandan:
Run order consideration for sequential third order rotatable designs. 1068-1081 - Maria Teresa Giraudo, Fulvio Ricceri, Elena Rosso:
Comment on Moriña and Navarro (2017). 1082-1087
Volume 53, Number 3, March 2024
- Melike Kaya Bahçecitapar, Elif Yildirim, Duru Karasoy:
Power analysis of approximation methods for parameter estimation in Cox regression model with longitudinal covariate and tied survival times. 1089-1106 - Mohammad Hassan Ahmadi Karavigh, Amirhossein Amiri:
MEWMA based control charts with runs rules for monitoring multivariate simple linear regression profiles in Phase II. 1107-1134 - N. Balakrishnan, Sandip Barui, Fotios S. Milienos:
Piecewise linear approximations of baseline under proportional hazards based COM-Poisson cure models. 1135-1160 - Yinan Li, Kai-Tai Fang:
A new approach to parameter estimation of mixture of two normal distributions. 1161-1187 - Wojciech Zulawinski, Piotr Kruczek, Agnieszka Wylomanska:
Alternative dependency measures-based approach for estimation of the α-stable periodic autoregressive model. 1188-1215 - Prasenjit Banerjee, Tanuka Chattopadhyay, Asis Kumar Chattopadhyay:
Investigation of the effect of bars on the properties of spiral galaxies: a multivariate statistical study. 1216-1246 - Hiromasa Tamae, Kaoru Irie, Tatsuya Kubokawa:
Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions. 1247-1257 - Ramajeyam Tharshan, Pushpakanthie Wijekoon:
Poisson-Modification of Quasi Lindley regression model for over-dispersed count responses. 1258-1273 - Shuo Wang, Wangxue Chen, Rui Yang:
Fisher information in ranked set sampling from the simple linear regression model. 1274-1284 - Musarrat Ijaz, Asma Gul, Zahid Asghar:
A feature selection method for classification based on ensemble of penalized logistic models. 1285-1297 - Saima Altaf, Fareeha Rashid, Muhammad Aslam, Sadaf Riasat:
A novel Bayesian framework to address unknown heteroscedasticity for the linear regression model. 1298-1307 - Han Yan, Dehui Wang, Cong Li:
A study for the NMBAR(1) processes. 1308-1329 - Nitis Mukhopadhyay, Jun Hu, Zhe Wang:
Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations. 1330-1355 - J. C. S. Vasconcelos, Fábio Prataviera, Edwin M. M. Ortega, Gauss M. Cordeiro:
An extended logit-normal regression with application to human development index data. 1356-1367 - Javad Shaabani, Ali Akbar Jafari:
Inference on the lifetime performance index of gamma distribution: point and interval estimation. 1368-1386 - Michail Tsagris, Abdulaziz Alenazi:
An investigation of hypothesis testing procedures for circular and spherical mean vectors. 1387-1408 - Mert Demirarslan, Asli Suner:
OCtS: an alternative of the t-Score method sensitive to outliers and correlation in feature selection. 1409-1422 - Jiawen Bian, Zhihui Liu, Jing Xing, Hongwei Li:
A statistically efficient algorithm for estimating the parameters of a chirp signal model with time-varying amplitude. 1423-1443 - Mohammad Omar Sahtout, Haiyan Wang, Santosh Ghimire:
Different thresholding methods on Nearest Shrunken Centroid algorithm. 1444-1460 - Elizabeth P. Chou, Shan-Ping Yang:
A virtual multi-label approach to imbalanced data classification. 1461-1471 - Maroua Benghoul, Berna Yazici, Ahmet Sezer:
Detection and handling outliers in longitudinal data: wavelets decomposition as a solution. 1472-1483 - Muhammad Nouman Qureshi, Muhammad Umair Tariq, Muhammad Hanif:
Memory-type ratio and product estimators for population variance using exponentially weighted moving averages for time-scaled surveys. 1484-1493 - Wenshan Wang, Lijun Fang, Shuwei Li, Jianguo Sun:
Variable selection for misclassified current status data under the proportional hazards model. 1494-1503 - Ankit Kumar, Sharmodeep Bhattacharyya, Kristofer E. Bouchard:
Numerical characterization of support recovery in sparse regression with correlated design. 1504-1518 - Anwaar M. Hassan, Aya A. Aly:
Phase II monitoring of zero inflated Poisson regression profiles. 1519-1533 - Peile Chen, Mei-Han Wang:
The multivariate control chart with variable dimension for monitoring both location and dispersion. 1534-1547 - Zhan Liu, Lin Wang, Yingli Pan:
Calibration estimation for non-probability samples under two distance functions: a comparative study. 1548-1564 - Andrey Akinshin:
Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width. 1565-1575 - Wei-Hwa Wu, Hsin-neng Hsieh:
Assessing the non-inferiority of a new treatment in a three-arm trial with unknown coefficient of variation. 1576-1593 - Yujie Gai, Jun Zhang, Yue Zhou:
Parametric hypothesis tests for exponentiality under multiplicative distortion measurement errors data. 1594-1617
Volume 53, Number 4, April 2024
- Mustafa Cavus:
Comparison of one-way ANOVA tests under unequal variances in terms of median p -values. 1619-1632 - Xiaohu Li, Hongyi Zhua:
A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems. 1633-1644 - Bruna da Costa Silva, Daniel Furtado Ferreira:
Robust computationally intensive and asymptotic tests for compound symmetry structure. 1645-1656 - Yüksel Özkan, Mert Demirarslan, Asli Suner:
Effect of data preprocessing on ensemble learning for classification in disease diagnosis. 1657-1677 - Safora Anjum, Javid Shabbir, Shakeel Ahmed:
Model-based estimation for population total under model misspecification using the balanced sampling scheme. 1678-1689 - Alex Leal Mota, Manoel Santos-Neto, Milton Miranda Neto, Jeremias Leão, Vera L. D. Tomazella, Francisco Louzada:
Weighted Lindley regression model with varying precision: estimation, modeling and its diagnostics. 1690-1710 - Xi Wu, Weiyan Mu, Shifeng Xiong, Xinmin Li:
Adaptive subsample estimation for multivariate normal distributions. 1711-1718 - Miin-Jye Wen, Chun-Che Wen, Wei-Ming Wang:
Single-stage sampling procedure for heteroscedasticity in multiple comparisons with a control. 1719-1728 - Abimibola Victoria Oladugba, Brenda Mbouamba Yankam:
Robustness of orthogonal uniform composite designs against outlier. 1729-1743 - Djillali Seba, Karima Belaide:
On several local asymptotic properties for fractional autoregressive models with strong mixing noises. 1744-1757 - Ritwik Bhattacharya, Narayanaswamy Balakrishnan:
A MCMC-type simple probabilistic approach for determining optimal progressive censoring schemes. 1758-1767 - Samya Tajmouati, Bouazza El Wahbi, Mohamed Dakkon:
Applying regression conformal prediction with nearest neighbors to time series data. 1768-1778 - Xuelong Hu, Suying Zhang, XiaoJian Zhou, Anan Tang, Fupeng Xie:
The performance of double exponentially weighted moving average control charts for monitoring the coefficient of variation. 1779-1798 - Momenul Haque Mondol, M. Shafiqur Rahman, Wasimul Bari:
A penalized likelihood approach for dealing with separation in count data regression model. 1799-1813 - Jian Pei, Fukang Zhu:
Marginal likelihood estimation for the negative binomial INGARCH model. 1814-1823 - Ali Sharifi, Ali Reza Taheriyoun, Hamideh D. Hamedani:
A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data. 1824-1836 - Kalimuthu Krishnamoorthy, Shanshan Lv, Md Monzur Murshed:
Combining independent tests for a common parameter of several continuous distributions: a new test and power comparisons. 1837-1856 - Ayesha Talib, Sajid Ali, Ismail Shah:
Max-EWMA chart for time and magnitude monitoring using generalized exponential distribution. 1857-1872 - Muhammad Nauman Akram, Muhammad Amin, B. M. Golam Kibria, Mohammad Arashi, Adewale F. Lukman, Nimra Afzal:
A new improved Liu estimator for the QSAR model with inverse Gaussian response. 1873-1888 - Maryam Sadiq:
Modeling survival response using a parametric approach in the presence of multicollinearity. 1889-1898 - B. Srujana, Dhananjay Verma, Sameen Naqvi:
Machine Learning vs. Survival Analysis Models: a study on right censored heart failure data. 1899-1916 - Li Yin, Xiaoqin Wang:
Estimating and testing sequential causal effects based on alternative G-formula: an observational study of the influence of early diagnosis on survival of cardia cancer. 1917-1931 - Zhiqiang Hou, Pengfei Wang:
Large-scale multiple testing via multivariate hidden Markov models. 1932-1951 - Jun Zhang:
Nonparametric multiplicative distortion measurement errors models with bias reduction. 1952-1972 - Xin-Wei Huang, Takeshi Emura:
Computational methods for a copula-based Markov chain model with a binomial time series. 1973-1990 - Kento Egashira:
Asymptotic properties of multiclass support vector machine under high dimensional settings. 1991-2005 - Yuan-Hsin Lin, Li-Hsien Sun, Yi-Ju Tseng, Takeshi Emura:
The Pareto type I joint frailty-copula model for clustered bivariate survival data. 2006-2030 - Hamed Sabahno, Michael B. C. Khoo:
A multivariate adaptive control chart for simultaneously monitoring of the process parameters. 2031-2049 - Hao Chen, Lanshan Han, Alvin Lim:
Estimating linear mixed effects models with truncated normally distributed random effects. 2050-2070 - Stefan T. Orszulik:
Curve fitting: a method of joining piecewise functions to produce models of complex data. 2071-2077
Volume 53, Number 5, May 2024
- Mahdi Doostparast:
An algorithmic approach for allocations in reliability engineering. 2079-2096 - Xia Cai, Feng Siman, Yan Liang:
Generalized fiducial inference for the lower confidence limit of reliability based on Weibull distribution. 2097-2107 - Burak Güris, Gülsah Sedefoglu:
A proposal of nonlinear cointegration test with the flexible Fourier approach. 2108-2118 - B. S. Biradar:
Parametric estimation of location and scale parameters based on ranked set sampling with unequal set sizes. 2119-2134 - Jodi Treszoks, Suvra Pal:
A destructive shifted Poisson cure model for interval censored data and an efficient estimation algorithm. 2135-2149 - Akram Kohansal, Hassan S. Bakouch:
Estimation and prediction on power Muth distribution with progressive censored data: a Bayesian approach. 2150-2172 - Guillermo Martínez-Flórez, Neveka M. Olmos, Osvaldo Venegas:
Unit-bimodal Birnbaum-Saunders distribution with applications. 2173-2192 - Jean-Marc Owo:
L p -Solutions of backward doubly SDEs with continuous and stochastic linear growth coefficients and p ∈ (1,2). 2193-2206 - Weichao Wu, Athanasios C. Micheas:
Modeling Fourier expansions using point processes on the complex plane with applications. 2207-2224 - Fabio D'Ottaviano:
Prediction with data from designed experimentation. 2225-2246 - Himani Pant, S. B. Singh:
Modeling systems with revealing and non-revealing failures undergoing periodic inspection. 2247-2260 - Alok D. Dabade:
Compound negative binomial multivariate correlated frailty model for long-term survivors. 2261-2276 - Wei-Ming Wang, Chun-Che Wen, Rajdeep Das, Miin-Jye Wen:
A modified single-stage sampling procedure for heteroscedasticity analysis of means with unbalanced design. 2277-2290 - Sofia Sivena, Yiannis Nikolaidis:
Higher education teaching and exploitation of student evaluations through the use of control charts: revisited and expanded. 2291-2315 - Mena Lao, Arthur Dryver:
Adaptive cluster path sampling. 2316-2329 - Özge Kuran, Seçil Yalaz:
Kernel ridge prediction method in partially linear mixed measurement error model. 2330-2350 - Morteza Amini:
Genomic data analysis using a two stage expectation propagation algorithm for analysis of sparse Bayesian high-dimensional instrumental variables regression. 2351-2365 - Asma Gheliem, Zohra Guessoum:
Simulating the behavior of a kernel M-estimator for left-truncated and associated model. 2366-2388 - Shipeng Wu, Wenzhi Yang, Huanshuo Liu, Min Gao:
Asymptotic normality of error distribution estimator in autoregressive models. 2389-2405 - Bahram Haji Joudaki, Reza Hashemi, Soleiman Khazaei:
Survival analysis using Dirichlet process mixture model with three-parameter Burr XII distribution as kernel. 2406-2424 - Min Xu, Zhongfeng Qin:
Bayesian framework for interval-valued data using Jeffreys' prior and posterior predictive checking methods. 2425-2443 - Alexandre Brouste, Christophe Dutang, Tom Rohmer:
A closed-form alternative estimator for GLM with categorical explanatory variables. 2444-2460 - Rida Jabeen, Abid Khan, H. M. Kashif Rasheed, Mahmood Ul Hassan, Rashid Ahmed:
General construction of efficient circular partially strongly-balanced repeated measurements designs. 2461-2471 - Zhanshou Chen, Muci Peng, Li Xi, Huibing Hao:
Sieve bootstrap test for changes between unit root and long memory process with time trend. 2472-2485 - Yunlu Jiang, Meilan Huang, Xie Wei, Hu Tonghua, Zou Hang:
Robust mixture regression via an asymmetric exponential power distribution. 2486-2497 - Mazhar Yaqub, Fariha Sohil, Javid Shabbir, Muhammad Umair Sohail:
Estimation of population distribution function in the presence of non-response using stratified random sampling. 2498-2526 - Ilhan Usta:
Bayesian estimation for geometric process with the Weibull distribution. 2527-2553 - Masaaki Okabe, Jun Tsuchida, Hiroshi Yadohisa:
F-measure maximizing logistic regression. 2554-2564 - Baishan Guo, Lei Wang, Rui Pan, Xuening Zhu:
A grouped spatial-temporal model for PM 2.5 data and its applications on outlier detection. 2565-2577
Volume 53, Number 6, June 2024
- Jie Jiang Lichun Wang:
Approximate Bayesian estimator for the random-coefficients model. 2579-2594 - Manije Sanei Tabass, G. R. Mohtashami Borzadaran:
On the choice of the ridge parameter: a generalized maximum Tsallis entropy approach. 2595-2604 - Jingyi Zhang, Zhijian He:
GMM-based procedure for multiple hypotheses testing. 2605-2623 - Sat Gupta, Joia Zhang, Sadia Khalil, Pujita Sapra:
Mitigating lack of trust in quantitative randomized response technique models. 2624-2632 - Masoumeh Babadi, Farshin Hormozinejad, Ali Zaherzadeh:
The evaluation of the p -value as an estimator for the null hypothesis in the exponential distribution. 2633-2644 - Marek Walesiak, Grazyna Dehnel, Andrzej Dudek:
A dynamic approach to relative taxonomy and robust measures of central tendency. 2645-2661 - Atefeh Tabandeh, Alireza Ghodsi:
First-order spatial random coefficient non-negative integer-valued autoregressive (SRCINAR(1,1)) model. 2662-2674 - Sotiris Bersimis, Subhabrata Chakraborti, Athanasios C. Rakitzis:
Pattern detection in phase I monitoring using runs-based tests. 2675-2691 - Ryota Ishii, Kazushi Maruo, Masaaki Doi, Masahiko Gosho:
Finite-sample performance of the robust variance estimator in the presence of missing data. 2692-2703 - Mi-Hwa Ko:
The complete moment convergence for non-identically distributed martingale-difference random fields. 2704-2714 - Ran Gao, Hakan Demirtas:
CorrToolBox: an package for modeling correlational magnitude transformations in discretization contexts. 2715-2728 - Digambar T. Shirke, Somanath D. Pawar, Pradip Vijaykumar Maske:
Nonparametric scale tests based on the notion of data depth. 2729-2742 - J. Amiri, Rahman Farnoosh, Mohammad Hassan Behzadi:
A novel dependent NTA thinning operator and generalized geometric INAR(1) process with contagious disease case studies. 2743-2762 - Eftychia Mamzeridou, Athanasios C. Rakitzis:
Synthetic-type control charts for monitoring general inflated poisson processes. 2763-2777 - Vinayaka:
On constructions of nested partially balanced incomplete block designs. 2778-2785 - Ian Gonzales, Johnson Ching-Hong Li:
What effect sizes should researchers report for multiple regression under non-normal data? 2786-2804 - Guangbao Guo, Ruiling Niu, Guoqi Q. Qian, Haoyue Song, Tao Lu:
Trimmed scores regression for k -means clustering data with high-missing ratio. 2805-2821 - Le Thi Hong Thuy, Cao Xuan Phuong:
Density estimation of a sum random variable from contaminated data samples. 2822-2841 - José Andre de Moura Brito, Gustavo Silva Semaan, Augusto Cesar Fadel, Leonardo Silva de Lima, Nelson Maculan:
Mathematical programming formulations for the optimal stratification problem. 2842-2863 - Robert Beinert, Arian Bërdëllima, Manuel Gräf, Gabriele Steidl:
On the dynamical system of principal curves in. 2864-2879 - Nazanin Nooraee, Geert Molenberghs, Johan Ormel, Edwin R. van den Heuvel:
A normal-probit-binomial model for the analysis of repeated sum scores from multi-item questionnaires. 2880-2897 - Abdul Haq, Michael B. C. Khoo:
Enhanced memory-type charts for monitoring the ratio of two normal random variables. 2898-2916 - Md Hasinur Rahaman Khan, Marzan Akhter:
Ranking based variable selection for censored data using AFT models. 2917-2939 - Yun Wu, Shifeng Xiong:
On construction of prediction intervals for heteroscedastic regression. 2940-2965 - Chao Lu, Jibing Qi, Rui Wang, Xuejun Wang:
Complete moment convergence for randomly weighted sums of negatively superadditive dependent random variables. 2966-2975 - Mohamed Khemici, Nabil Zougab, Yasmina Ziane, Smail Adjabi:
Recursive generalized gamma kernel density estimation for nonnegative dependent data. 2976-2987 - Yajie Tian, Wenhao Gui:
Statistical inference of dependent competing risks from Marshall-Olkin bivariate Burr-XII distribution under complex censoring. 2988-3012 - Ruiqin Tian, Dengke Xu, Jiang Du:
Bayesian estimation for heterogeneous spatial autoregressive models with variance modelling. 3013-3026 - Ya Sun, Ying-Ying Zhang, Ji Sun:
The empirical Bayes estimators of the parameter of the uniform distribution with an inverse gamma prior under Stein's loss function. 3027-3045 - David Moriña, Albert Navarro:
Response to Giraudo, Ricceri and Rosso (2022). 3046
Volume 53, Number 7, July 2024
- A. Aghamohammadi, H. Dadashi, Mahdi Sojoudi, Meysam Sojoudi, M. Tavoosi:
Optimal portfolio selection using quantile and composite quantile regression models. 3047-3057 - Yating Wang, Jinxia Su, Xuejing Zhao:
Interpretability of SurvivalBoost upon Shapley Additive Explanation value on medical data. 3058-3067 - Youxiang Jiang, Xiaofang Yu, Yan Cai, Dongbo Tu:
A multidimensional IRT model for ability-item-based guessing: the development of a two-parameter logistic extension model. 3068-3080 - Funda Erdugan:
An almost unbiased Liu-type estimator in the linear regression model. 3081-3093 - Khadija Noreen, Muhammad Sajid Rashid, Farrukh Shehzad, Mahmood Ul Hassan, Zahra Noreen, Talha Omer, Rashid Ahmed:
Algorithms to obtain generalized neighbor designs in minimal circular blocks. 3094-3105 - Yingli Pan, Kaidong Xu, Sha Wei, Xiaojuan Wang, Zhan Liu:
Efficient distributed optimization for large-scale high-dimensional sparse penalized Huber regression. 3106-3125 - Zhishuai Liu, Zishu Zhan, Cunjie Lin:
Penalized regression analysis with individual-specific patterns of missing covariates. 3126-3142 - Yan Wang, Xiaoqin Li, Ling Chen, Xuejun Wang:
Asymptotics for the G-M estimator in nonparametric regression models. 3143-3169 - Amel Saidi, Abdelghani Hamaz, Mohamed Ibazizen:
Measure of predictability of a stationary two dimensionally indexed autoregressive moving-average models. 3170-3185 - Fuyun Sun, Zhanjie Song:
Spectrally negative Lévy risk model under mixed ratcheting-periodic dividend strategies. 3186-3205 - Yuliya Mishura, Kostiantyn Ralchenko, Hanna Zhelezniak:
Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions. 3206-3220 - A. Firat Özdemir, Engin Yildiztepe, Rand R. Wilcox:
A new test for comparing J independent groups by using one-step M-estimator and bootstrap-t. 3221-3233 - Seyed Rasuol Hosseini, Einolah Deiri, Ezzatallah Baloui Jamkhaneh:
The Bayesian and Bayesian shrinkage estimators under square error and Al-Bayyati loss functions with right censoring scheme. 3234-3252 - Ramajeyam Tharshan, Pushpakanthie Wijekoon:
Ridge estimator in a mixed Poisson regression model. 3253-3270 - Benjamin Gochanour, Sixia Chen, Laura Beebe:
Multiply robust Bayesian procedures for causal inference problems. 3271-3284 - Wenna Xi, Alice Hinton, Bo Lu, Karol Krotki, Brittney Keller-Hamilton, Amy Ferketich, Amang Sukasih:
Analysis of combined probability and nonprobability samples: a simulation evaluation and application to a teen smoking behavior survey. 3285-3301 - Nabakumar Jana, Meenakshi Gautam:
Confidence intervals of difference and ratio of means for zero-adjusted inverse Gaussian distributions. 3302-3326 - Zheqi Wang, Dehui Wang:
BRC-GARCH-X model: the empirical evidence in stock returns. 3327-3351 - Wei-ming Luh:
Tests of equality and equivalence of regression slopes: R Shiny apps for optimal sample sizes. 3352-3367 - Hoda Kamranfar, Kambiz Ahmadi, Mitra Fouladirad:
On inference in a class of exponential distribution under imperfect maintenance. 3368-3394 - Begüm Yentür, Aysen D. Akkaya, Özlem Türker Bayrak:
Adaptive estimation of autoregression models under long-tailed symmetric distribution. 3395-3417 - Xiao Wang, Min Li, Weina Sun, Zheng Gao, Xinmin Li:
Confidence intervals for zero-inflated gamma distribution. 3418-3435 - Sarah Alver, Guoyi Zhang:
Parametric bootstrap procedures for three-factor ANOVA and multiple comparison procedures with unequal group variances. 3436-3460 - Hossein Nadeb, Javad Estabraqi, Hamzeh Torabi:
Power of goodness-of-fit tests and some competitive proposals based on progressively type-II censored data from a location-scale distribution. 3461-3488 - Mohd. Arshad, Mukti Khetan, Vijay Kumar, Ashok Kumar Pathak:
Record-based transmuted generalized linear exponential distribution with increasing, decreasing and bathtub shaped failure rates. 3489-3513 - J. C. S. Vasconcelos, Gauss M. Cordeiro, Edwin M. M. Ortega, Denize P. dos Santos, Roberto Vila:
A useful semiparametric regression for climatology. 3514-3530 - Igor Ferreira do Nascimento:
Generating and estimating dependency between binary variables. 3531-3540 - Siddhartha Chakraborty, Biswabrata Pradhan:
Weighted cumulative residual Kullback-Leibler divergence: properties and applications. 3541-3553 - Ming Ha Lee, Vie Ming Tan, Abdul Haq, Michael B. C. Khoo, XinYing Chew, Wei Lin Teoh:
The multivariate exponentially weighted moving average chart for monitoring short production runs. 3554-3569
Volume 53, Number 8, August 2024
- Zainab Alsaadi, Rahim Alhamzawi:
Bayesian bridge and reciprocal bridge composite quantile regression. 3571-3588 - Shanshan Qu:
A novel conformable fractional non-homogeneous grey Bernoulli model based on Salp Swarm Algorithm and its application. 3589-3615 - Zahra AghahosseinaliShirazi, João Pedro A. R. da Silva, Camila P. E. de Souza:
Parameter estimation for grouped data using EM and MCEM algorithms. 3616-3637 - Namisha Bansal, Davinder Kumar Garg:
Construction of some new Youden- m squares, incomplete Sudoku squares and PBIB designs. 3638-3652 - Maha Shabbir, Sohail Chand, Farhat Iqbal:
Bagging-based ridge estimators for a linear regression model with non-normal and heteroscedastic errors. 3653-3667 - Yuanyuan Jiang, Xingzhong Xu:
Likelihood ratio test for the parameters of exponentially modified Gaussian distribution. 3668-3685 - Catalina García-García, Román Salmerón-Gómez, José García Pérez:
A review of ridge parameter selection: minimization of the mean squared error vs. mitigation of multicollinearity. 3686-3698 - Xiaoyu Liu, Yan Song, Kun Zhang:
An exact bootstrap-based bandwidth selection rule for kernel quantile estimators. 3699-3720 - Hao Jin, Aimin Wang, Si Zhang, Jia Liu:
Subsampling ratio tests for structural changes in time series with heavy-tailed AR( p ) errors. 3721-3747 - Jung In Seo, Yongku Kim:
Semiparametric spatial frailty modeling for survival data based on copulas. 3748-3757 - Ning Li, Yong Niu, Jun Sun:
Robust sparse portfolios for index tracking based on M-estimation. 3758-3770 - Seema S. Nair, K. Jayakumar:
Generalized q -logistic distribution. 3771-3787 - Aya S. Abdelwahab, Ahmed M. Gad, Abd-Elnaser S. Abd-Rabou:
A CUSUM test for change point in quantile regression for longitudinal data. 3788-3801 - Lucas David R. Reis, Gauss M. Cordeiro, Maria do Carmo S. Lima:
The unit gamma-G class: properties, simulations, regression and applications. 3802-3829 - Xuanxuan Sheng, Di Xiong, Shihui Ying:
Intrinsic semi-parametric regression model on Grassmannian manifolds with applications. 3830-3849 - Kunpeng Wang, Xuerui Li, Yanyan Liu, Lican Kang:
A communication-efficient method for generalized linear regression with ℓ 0 regularization. 3850-3867 - Yuanyuan Cao, Hongying Li, Yuehan Yang:
Combining random forest and multicollinearity modeling for index tracking. 3868-3879 - Yi Gao, Lili Tian:
Confidence interval estimation for the difference and ratio of the means of two gamma distributions. 3880-3893 - Chien-Tai Lin, Yu-Nan Wu, N. Balakrishnan, Man Ho Ling:
OTL web interface: outlier testing in lifetime data. 3894-3915 - Cigdem Kosar Tas, Hüseyin Güler, Yeliz Yalcin:
The usage of bridge estimator to determine the order of integration for possibly integrated series as an alternative to Dickey-Pantula unit root test. 3916-3932 - Abdul Majid, Muhammad Aslam, Shakeel Ahmad, Saima Altaf, Saima Afzal:
Robust estimation of the distributed lag model with multicollinearity and outliers. 3933-3947 - Honghe Zhao, Xiaofei Zhang, Shu Yang:
Double score matching in observational studies with multi-level treatments. 3948-3964 - Bo Zhao, Shuying Wang, Chunjie Wang:
Efficient estimation for accelerated failure time model with interval-censored data in the presence of a cured subgroup. 3965-3977 - Asma Arshad, Muhammad Noor-ul-Amin, Eralp Dogu, Muhammad Hanif:
Performance of function-based AEWMA coefficient of variation control chart with measurement errors. 3978-4000 - Anan Tang, Xuelong Hu, Fupeng Xie, XiaoJian Zhou:
Nonparametric adaptive EWMA-type control chart with variable sampling intervals. 4001-4017 - Vesna Rajic, Ivana Ivkovic, Wei Li, Rade Lazovic:
Better confidence intervals for the slope parameters of the quadratic regression model when the error term is not normally distributed. 4018-4045 - Olivia Atutey, Junfeng Shang:
Linear mixed model selection via minimum approximated information criterion. 4046-4070 - Zahra Zandi, Reza Arabi Belaghi, Hossien Bevrani:
Liu-type shrinkage strategies in zero-inflated negative binomial models with application to Expenditure and Default Data. 4071-4101
Volume 53, Number 9, September 2024
- Kenneth Joseph Ryan, Michaela S. Brydon, Erin R. Leatherman, Michael S. Hamada:
Analysis of overlapping count data. 4103-4120 - Mehmoona Hadia, Muhammad Amin, Muhammad Nauman Akram:
Comparison of link functions for the estimation of logistic ridge regression: an application to urine data. 4121-4137 - Yumin Zhang, Zheng Chen, Yawen Hou:
A family of slope tests for comparing survival curves under nonproportional hazards. 4138-4148 - Yunyan Wang, Yanfang Wang, Wei Li, Mingtian Tang:
On nonrecurrence of nonlinear random time delay autoregressive models under random environment. 4149-4157 - Jose Azucena, Hao Wang, Yu Jin, Haitao Liao:
Modeling and analysis of two Normal populations based on an unlabeled paired sample. 4158-4176 - Alexei Stepanov:
Simulation of concomitants of records. 4177-4188 - Subarna Bhattacharjee, Indramani Mohanty, Magdalena Szymkowiak, Asok K. Nanda:
Properties of aging functions and their means. 4189-4208 - Shuman Sun, Zhiming Li, Haijun Jiang:
Homogeneity test and sample size of risk difference for stratified unilateral and bilateral data. 4209-4232 - Chang Liu, Zhen Li, Yu Miao:
Limit behaviors of regression function estimator with martingale difference errors. 4233-4247 - Gözde Kus, Sevcan Demir Atalay:
Stress-strength reliability of multi-component system using response surface approach. 4248-4267 - Yongxin Liu, Peng Zeng:
Extended ADMM for general penalized quantile regression with linear constraints in big data. 4268-4289 - Ayesha Talib, Sajid Ali, Ismail Shah, Farhana Gul:
Time and magnitude monitoring using Weibull based Max-EWMA chart. 4290-4306 - Xiufang Liu, Wenkun Zhang, Wenzheng Yin, Zhiwen Cheng:
Maximum likelihood estimation of the SDMINAR( p ) model to analyze some COVID-19 data. 4307-4330 - Javier E. Contreras-Reyes, Diego I. Gallardo, Omid Kharazmi:
Time-dependent residual Fisher information and distance for some special continuous distributions. 4331-4351 - Erina Paul, Himel Mallick:
Unified reciprocal LASSO estimation via least squares approximation. 4352-4362 - Gilma Hernández-Herrera, Albert Navarro, David Moriña:
Regression-based imputation of explanatory discrete missing data. 4363-4379 - Zari Farhadi, Hossien Bevrani, Mohammad-Reza Feizi-Derakhshi:
Improving random forest algorithm by selecting appropriate penalized method. 4380-4395 - Xiaowen Dai, Shaoyang Li, Libin Jin, Maozai Tian:
Quantile regression for partially linear varying coefficient spatial autoregressive models. 4396-4411 - Mark W. Donoghoe, Ian C. Marschner:
Parameter expansion for fitting regression models with non-negativity constraints. 4412-4429 - Nesma A. Saleh, Aya A. Aly, Mahmoud A. Mahmoud:
Effect of contaminated phase I data on the phase II - EWMA control chart performance under non-normality. 4430-4448 - I-Tang Yu:
Factor screening with modified one-factor-at-a-time experiments. 4449-4463 - Eliud Silva, Víctor M. Guerrero, Yhael Jacinto Cruz, Emanuel Rodriguez Soler:
CSmoothing: a web-tool for controlled smoothing by segments of mortality data. 4464-4478 - Joo Weon Lee, Hwi Ju Hong, Jaeheon Lee:
EWMA control charts using generalized centrality measures for social network monitoring. 4479-4502 - Peng-Fei He, Xind-De Duan:
Bayesian variable selection and estimation in multivariate skew-normal generalized partial linear mixed models for longitudinal data. 4503-4518 - Mahboobeh Doosti-Irani, Saeid Pooladsaz:
Optimal test-control block designs with unequal block sizes and correlated errors. 4519-4536 - Jiali Liu, Fuyuan Xiao:
Gini eXtropy. 4537-4553 - Fatemeh Golestaneh, Iraj Kazemi:
Cross-section asymptotic for random-effects panel data models with autoregressive errors. 4554-4567 - Indranil Ghosh, Barry C. Arnold:
Bayesian inference for two nonstandard flexible families of bivariate Kumaraswamy models: theory and applications. 4568-4580 - Leyang Wang, Tao Chen, Chuanyi Zou:
The TSCR method for precision estimation of ill-posed mixed additive and multiplicative random error model. 4581-4595 - Luca Vincenzo Ballestra, Andrea Molent, Graziella Pacelli:
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models. 4596-4606
Volume 53, Number 10, October 2024
- M. S. Mehdi Katebi, Abdur Rahim:
A special double sampling three-level control chart. 4607-4620 - Lei Qiao, Dong Han:
Online change-point detection: a weighted sum approach with constraint and application to dynamic network observation. 4621-4635 - Roufaida Souakri, Mohamed Bentarzi:
On Periodic Generalized Poisson INAR ( p ) Models. 4636-4665 - Luai Al-Labadi, Forough Fazeli-Asl, Kyuson Lim:
On Bayesian Hotelling's T 2 test for the mean. 4666-4675 - Leixin Xia, Baojiang Chen, Dejian Lai:
Sequential monitoring clinical trial by conditional power under drift fractional Brownian motion. 4676-4684 - Mengfei Ran, Lin Xu:
Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling. 4685-4702 - Sanggil Kang, Woo Dong Lee, Yongku Kim:
Objective Bayesian analysis of the ratio of bivariate lognormal means. 4703-4719 - Kumari Priyanka:
Hybrid estimators of population mean in presence of non-response and correlated measurement errors. 4720-4737 - Yang Sun, Xiangzhong Fang:
Sparse calibration based on adaptive lasso penalty for computer models. 4738-4752 - M. S. Aminzadeh, A. Ryan Aminzadeh:
Copula-based probability for occurrence of the event due to one of dependent NHPPs before the other, past a truncated time. 4753-4770 - Geoffrey Poitras:
Parametric testing for normality against bimodal and unimodal alternatives using higher moments. 4771-4789 - Mohammed Es-salih Benjrada, Khedidja Djaballah:
Hazard rate estimation from associated and contaminated data: strong uniform consistency. 4790-4820 - Faiza Asif, Muhammad Noor-ul-Amin, Afshan Riaz:
Accelerated failure time model based risk adjusted MA-EWMA control chart. 4821-4831 - Sara Ghanbari, Abdolhamid Rezaei Roknabadi, Mahdi Salehi:
Influence of the three different types of standby components on the performance of a k -out-of- n :F system in the dynamic stress-strength model. 4832-4849 - Yonghui Liu, Jing Wang, Yao Zhao, Conan Liu, Shuangzhe Liu:
Diagnostic analytics for a GARCH model under skew-normal distributions. 4850-4874 - Suresha Kharvi, T. P. M. Pakkala:
An optimal ordering inventory policy when the purchase price follows a discrete-time Markov chain. 4875-4892 - Ahmed M. Elsawah:
Level permutations and factor projections of multiple quadruple designs. 4893-4920 - Foued Saâdaoui:
Weibull-like bivariate probability density function and associated estimation algorithms. 4921-4935 - Yang Liu:
Moment estimation for uncertain regression model with application to factors analysis of grain yield. 4936-4946 - Jong-Min Kim, Sun Young Hwang:
Change point detection for the intraday volatility using functional ARCH and conditional Copula. 4947-4955 - Mostafa Tamandi, Anthony F. Desmond, Ahad Jamalizadeh:
Range-based volatility modeling in financial markets using a family of scale mixtures of Birnbaum-Saunders distribution. 4956-4975 - Ren-Dao Ye, Weixiao Du, Yiting Lu:
Bootstrap inference for unbalanced one-way classification model with skew-normal random effects. 4976-4997 - Batuhan Bakirarar, Erdal Cosgun, Atilla Halil Elhan:
Hybrid model approach in data mining. 4998-5007 - Emre Dünder:
A hybridized consistent Akaike type information criterion for regression models in the presence of multicollinearity. 5008-5017 - Yue Xin, Jinwu Gao:
Orthogonal series method for uncertain nonparametric regression with application to carbon dioxide emissions. 5018-5027 - Farzad Najafiamiri, Mahnaz Khalafi, Masoud Golalipour, Majid Azimmohseni:
On clustering of periodically correlated processes based on Hilbert-Schmidt inner product of Fourier transforms. 5028-5046 - Kwan-Young Bak:
The regularization paths of total variation-penalized regression splines. 5047-5058 - Hao Lyu, Li Ma, Shuai Wang, Zaiyou Yang, Hongchen Qu:
Reliability modeling for dependent competing failure processes based on planar mechanism. 5059-5082 - Ying Yan, Mingchen Ren, Alexander de Leon:
Measurement error correction in mediation analysis under the additive hazards model. 5083-5099 - Kalimuthu Krishnamoorthy, Shanshan Lv:
A report on the paper "xia cai, feng siman & yan liang (2022): generalized fiducial inference for the lower confidence limit of reliability based on weibull distribution, communications in statistics - simulation and computation, DOI: 10.1080/03610918.2022.2067873". 5100-5102
Volume 53, Number 11, November 2024
- Esmaeil Shirazi, Bahareh Ghanbari:
Block thresholding wavelet estimation of copula density based on NSD assumption. 5103-5121 - Kashinath Chatterjee, Christos Koukouvinos, Angeliki Lappa, Paraskevi Roupa:
A joint monitoring of the process mean and variance with a generally weighted moving average maximum control chart. 5122-5142 - En Xie, Chanseok Park, Lijun Liu, Jian Zhou, Yizhong Ma:
Improving the efficiency and efficacy of robust sequential bifurcation under data contamination. 5143-5159 - Francisco William P. Marciano:
Classical inference for time series of count data in parameter-driven models. 5160-5179 - Richard N. McGrath, Yuhang Xu, Anna Taylor:
Screening main and interaction effects in a Plackett-Burman design. 5180-5200 - Gilson Y. Shimizu, Rafael Izbicki, Denis Valle:
A new LDA formulation with covariates. 5201-5218 - Seng Huat Ong, Shin Zhu Sim:
A bivariate distribution with convolution of binomials as marginals. 5219-5228 - Johané Nienkemper-Swanepoel, Niël J. le Roux, Sugnet Gardner-Lubbe:
On subset multiple correspondence analysis for incomplete multivariate categorical data. 5229-5241 - Murat Genç, M. Revan Özkale:
Regularization and variable selection with triple shrinkage in linear regression: a generalization of lasso. 5242-5264 - Yuge Du, Chunmei Zhang, Wenhao Gui:
Accelerated life test for Pareto distribution under progressive type-II censored competing risks data with binomial removals and its application in electrode insulation system. 5265-5289 - Mauro Costantini, Claudio Lupi:
A comparative study on p value combination tests for unit roots in multiple time series. 5290-5304 - Muhammad Nauman Akram, Nimra Afzal, Muhammad Amin, Asia Batool:
Modified ridge-type estimator for the zero inflated negative binomial regression model. 5305-5322 - Soumita Modak:
A new interpoint distance-based clustering algorithm using kernel density estimation. 5323-5341 - Éder S. Brito, Paulo H. Ferreira, Vera L. D. Tomazella, Daniele S. B. Martins Neto, Ricardo S. Ehlers:
Inference methods for the Very Flexible Weibull distribution based on progressive type-II censoring. 5342-5366 - Jun Zhang, Zhenghui Feng:
A parametric hypothesis test for a global power law and local nonparametric trend model with multiplicative distortion measurement errors. 5367-5384 - Seyedeh Somayeh Mousavi, Adel Mohammadpour, Hossein Baghishani:
Hierarchical clustering with spatial adjacency constraints in heavy-tailed areal data. 5385-5405 - Mahesh S. Barale, Digambar T. Shirke:
A control chart based on data depth for monitoring the variability in a multivariate process. 5406-5420 - Monika Singh Dhull, Arun Kumar, Agnieszka Wylomanska:
The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations. 5421-5441 - Maha Shabbir, Sohail Chand, Farhat Iqbal:
A new ridge estimator for linear regression model with some challenging behavior of error term. 5442-5452 - Alireza Najafi, Farshid Mehrdoust:
Conditional expectation strategy under the long memory Heston stochastic volatility model. 5453-5473 - Giovanni Romeo, John P. Buonaccorsi, Magne Thoresen:
Detecting and correcting for heteroscedasticity in the presence of measurement error. 5474-5490 - Sara Salvador, Riccardo Gatto:
Generation of random directions from the generalized von Mises-Fisher distribution. 5491-5506 - Habiba Khatun, Manas Ranjan Tripathy:
Testing equality of quantiles for several logistic populations with some real-life applications. 5507-5525 - Yang Yu, Hon Keung Tony Ng:
Optimal experimental planning for constant-stress accelerated life-testing experiments based on coherent systems. 5526-5572 - Ismet Birbiçer, Ali I. Genç:
An alternative stochastic model for linear portfolios. 5573-5593 - Takenori Sakumura, Takemi Yanagimoto:
Very small bias observed in Bayesian estimators even for small sample sizes. 5594-5604 - Amin Roshani, Muhyiddin Izadi, Baha-Eldin Khaledi:
Bayesian Poisson common factor model with overdispersion for mortality forecasting in multiple populations. 5605-5632 - Khadija Noreen, Muhammad Hussain Tahir, Muhammad Rasheed, Mahmood Ul Hassan, Rashid Ahmed:
Some important classes of non-directional minimal circular weakly balanced neighbor designs. 5633-5642 - Jerfson Bruno do Nascimento Honório, Getúlio José Amorim do Amaral:
Unsupervised methods for size and shape. 5643-5658 - Hyunjae Lee, Byungtae Seo:
Finite mixture of semiparametric multivariate skew-normal distributions. 5659-5679 - Masoumeh Fallahi, Reza Pourtaheri:
Estimating high-dimensional Hawkes process with time-dependent covariates. 5680-5695 - Mahmood Kharrati-Kopaei:
Erratum on "two-way ANOVA when the distribution of the error terms is skew t" [Nuri Celik & Birdal Senoglu, Communications in statistics - simulation and computation, volume 48, issue 1 (2019), pages: 287-301, DOI: 10.1080/03610918.2017.1377242]. 5696-5701
Volume 53, Number 12, December 2024
- Nan Zhang, Yanshuo Liu, Jichen Yang:
Contextual tensor decomposition by projected alternating least squares. 5703-5718 - Cesar Augusto Taconeli, Idemauro Antonio Rodrigues de Lara:
Evaluation of maximum likelihood procedures in ranked set sampling under imperfect ranking. 5719-5741 - Tasuku Inao, Kazufumi Okada, Yichi Yang, Isao Yokota:
Simulation studies on the estimation of sensitivity and specificity in the absence of a gold standard and with rare positive frequencies. 5742-5751 - Jiangchuan Wang, Haiqiang Ma, Chuanquan Li, Qing Liu:
Partial least squares regression with conditional orthogonal projection for variable selection. 5752-5763 - Digambar T. Shirke, S. D. Khorate:
New nonparametric tests based on data depth for multivariate multi-sample location problem. 5764-5779 - Theerapong Kaewprasert, Sa-Aat Niwitpong, Suparat Niwitpong:
Bayesian confidence intervals for the ratio of the means of zero-inflated gamma distributions with application to rainfall data. 5780-5796 - Zahra Sajjadnia, Maryam Sharafi, Naushad Mamode Khan, Ashwinee Devi Soobhug:
A new bivariate INAR(1) model with paired Poisson-weighted exponential distributed innovations. 5797-5815 - Zhengcheng Zhang, Yonghong Yang, Narayanaswamy Balakrishnan:
On conditional spacings from heterogeneous exponential random variables. 5816-5827 - Sonia Ahmad, Muhammad Aslam, Shakeel Ahmad:
Extending the Liu estimator for the Cox proportional hazards regression model with multicollinearity. 5828-5841 - Kim-Hung Pho, Buu-Chau Truong:
Pearson chi-squared and unweighted residual sum of square tests of fit for a probit model. 5842-5857 - Niladri Chakraborty, Chun Fai Lui, Ahmed Maged:
A distribution-free change-point monitoring scheme in high-dimensional settings with application to industrial image surveillance. 5858-5874 - Rong Jiang, Shi Chen, Fu-Ya Wang:
Quantile regression for massive data set. 5875-5883 - Bamidele Mustapha Oseni, Olusola Samuel Makinde, Akinola Oladiran Adepetun:
Dispersion insensitive truncated models for inflated count data with upper bound. 5884-5898 - Najmieh Maksaei, Abdolrahman Rasekh, Babak Babadi:
Local influence in linear mixed measurement error models with ridge estimation. 5899-5912 - Ping Sun:
The asymptotic central-raw ratios for binomial, Poisson and normal distributions. 5913-5925 - Mohamed Bentarzi, Roufaida Souakri:
On Periodic Generalized Poisson INAR(1) Model. 5926-5951 - Hsuan-Ku Liu, Yu-Kai Wang, I-Chieh Huang, Li-Hsien Sun:
Formulas for pricing American VIX options under the generalized mixture volatility models. 5952-5972 - Huaiyu Hu, Ashis Gangopadhyay:
A semiparametric approach to the detection of change-points in volatility dynamics of financial data. 5973-5993 - Sat Gupta, Badr Aloraini, Muhammad Nouman Qureshi, Sadia Khalil:
Estimation of population variance using optional randomized response technique model in the presence of measurement errors. 5994-6008 - Zafer Bekiryazici:
Sensitivity analysis and random dynamics for a mathematical model of tuberculosis transmission. 6009-6021 - Douglas M. Hawkins:
The distribution of the Anderson Darling statistic. 6022-6026 - Bita Alaei, Karim Zare, Soheil Shokri, Arezo Hajrajabi, Mohsen Maleki:
Nonlinear semiparametric autoregressive models based on a class of two-piece distributions. 6027-6037 - Yuxin Shi, Yuhong Sheng:
Uncertain vector autoregressive smoothly moving average model. 6038-6049 - Alireza Ghodsi, Hassan S. Bakouch, Mahendran Shitan:
First-order spatial dependent count integer-valued autoregressive (Sp-DCINAR(1,1)) process. 6050-6060 - Abd El-Raheem Mohamed Abd El-Raheem, Kholoud S. Kamal, Ehab F. Abd-Elfattah:
Linear rank tests for left-truncated data using randomized block design: saddlepoint p -values and confidence intervals. 6061-6070 - Ameer Dharamshi, Vivian Ngo, Jeffrey S. Rosenthal:
Sampling by divergence minimization. 6071-6095 - Aisaku Nakamura, Derek S. Young:
Simultaneous tolerance intervals for linear regression models using an adjusted product set method. 6096-6119 - Nikolay Miller, Guoyi Zhang:
Additive multi-task learning models and task diagnostics. 6120-6137 - Zhe Jiang, Yane Wang, Liucang Wu:
A novel hypothesis testing method of skew-normal distribution based on the fourth-order moment property. 6138-6153 - E. I. Abdul Sathar, Gayathri R.:
Information analysis for past life based on geometric vitality function of k -records. 6154-6173 - Samuel Rosa:
Toward more numerically stable computations of optimal experimental designs. 6174-6188 - Lukas Arnroth, Johan Vegelius:
Quantile regression based on the skewed exponential power distribution. 6189-6205 - Jun Sun, Xiaoqing Han, Ning Li:
Robust estimation for dynamic single index varying coefficient models. 6206-6221 - Suparna Basu, Debasis Kundu:
On three-parameter generalized exponential distribution. 6222-6236 - Mohammad Anas, Aijaz Ahmad Dar, Aquil Ahmed, Mohd Arshad:
K th-order equilibrium Weibull distribution: properties, simulation, and its applications. 6237-6259 - Francesco Bertolino, Silvia Columbu, M. Manca, Monica Musio:
Comparison of two coefficients of variation: a new Bayesian approach. 6260-6273 - Kouji Tahata, Ryohei Auchi, Shuji Ando, Sadao Tomizawa:
Separation of the refined estimator of the measure for symmetry in square contingency tables. 6274-6290 - Lixia Hu, Gao Rui:
A unified model specification for sparse and dense functional/longitudinal data. 6291-6304 - Soheila Akbari Bargoshadi, Hossein Bevrani, Reza Arabi Belaghi:
Statistical inference under joint type-II censored data from two Burr-XII populations. 6305-6325 - Yihua Li, Gurdiljot Gill, Wen Cheng, Mankirat Singh, Yongping Zhang, Jerry Kwong:
Sensitivity analysis of Bayesian nonparametric spatial crash frequency models. 6326-6344 - Wenting Chen, Changhao Yin, Kaiyu Lv:
Exact and explicit analytical solutions for optimal pension management with general utilities. 6345-6359 - Shimeng Dong, Songlin Zhang, Jie Han:
New second order approximation method for posterior precision evaluation of weighted total least squares estimates with analytical expression. 6360-6378 - Jau-Chuan Ke, Fu-Min Chang, Tzu-Hsin Liu, Ching-Chang Kuo:
Modeling and optimization analysis of a retrial system with partial servers synchronous vacation and customer geometric loss. 6379-6394 - Ramon Iñigo D. Marfil, Guido David:
Solution to the N -player gambler's ruin using recursions based on multigraphs. 6395-6410 - Deepak Prajapati, Debasis Kundu:
Bayesian acceptance sampling plan for simple step-stress model. 6411-6431 - Jiwei Zhang, Zhaoyuan Zhang, Jing Lu:
A computationally efficient Gibbs sampler based on data-augmentation strategy for estimating the reparameterized DINA model. 6432-6456 - Monjed Hisham Samuh, Anas M. Salhab:
Distribution of squared sum of products of independent Nakagami- m random variables. 6457-6470 - Ali Vasfi Aglarci, Cengiz Bal:
Classification performance of machine learning methods in different data structures. 6471-6489 - Dengyu Li, Kaibo Wang:
Structural learning of functional directed graphical models with incomplete signals. 6490-6511 - Xuanjie Deng, Siyang Wang:
A two-stage framework for credit scoring based on feature augmentation and dimension reduction. 6512-6524 - Iago A. Carvalho, Arthur F. Moreira:
Analysis of power in preprocessing methodologies for datasets with missing values. 6525-6539 - Vishal Deo, Gurprit Grover:
Estimating quality adjusted life years in the absence of standard utility values - a dynamic joint modeling approach. 6540-6553 - M. Dehghani, Mohammad Reza Zadkarami:
Ordinal categorical response with baseline response and skew-normal random effect: an application to schizophrenia data. 6554-6570 - Wenhui Wu, Bing Xing Wang, Xuanxuan Xu, Qingyuan Guan:
Inference for the Johnson S B distribution. 6571-6590 - Omid Chatrabgoun, Mohsen Esmaeilbeigi, Alireza Daneshkhah, Ahmad Kamandi, N. Salimi:
A novel algorithm for classification using a low rank approximation of kernel-based support vector machines with applications. 6591-6611 - Samir Barman, V. Ramasubramanian, Mrinmoy Ray:
Improved Sieve Bootstrap based prediction intervals for time series. 6612-6632 - Esmaeil Shirazi, Hassan Doosti:
Evaluation of threshold selection methods for adaptive wavelet quantile density estimation in the presence of bias. 6633-6646
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