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ORCIDCommunications in Statistics - Simulation and Computation, Volume 39
Volume 39, Number 1, 2010
- Xingcai Zhou, Changchun Tan:
Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate t-Distribution. 1-16 - Hong Mao, Smiley W. Cheng:
The Economic Design of the MSE Control Chart. 17-27 - Xiaoling Lu, Hing Po Lo:
A New Survival Model for the Diffusion Pattern of TV Programs. 28-44 - Deo Kumar Srivastava, Jianmin Pan, Ila Sarkar, Govind S. Mudholkar:
Robust Winsorized Regression Using Bootstrap Approach. 45-67 - Jorge Navarro
, Rafael Rubio:
Computations of Signatures of Coherent Systems with Five Components. 68-84 - Zhihua Liu, Lianfen Qian:
Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood. 85-100 - James D. Stamey, Melinda M. Holt:
Bayesian Interval Estimation for Predictive Values from Case-Control Studies. 101-110 - Yuanhui Xiao, Jiawei Liu, Madhusudan Bhandary:
Profile Likelihood Based Confidence Intervals for Common Intraclass Correlation Coefficient. 111-118 - Yuhlong Lio, Tzong-Ru Tsai, Shuo-Jye Wu:
Acceptance Sampling Plans from Truncated Life Tests Based on the Birnbaum-Saunders Distribution for Percentiles. 119-136 - Johannes Ledolter:
On the Detection of Contemporaneous Relationships Among Multiple Time Series. 137-156 - Vassilly Voinov, E. Voinov:
A Statistical Reanalysis of the Classical Rutherford's Experiment. 157-171 - Aristidis K. Nikoloulopoulos, Dimitris Karlis:
Modeling Multivariate Count Data Using Copulas. 172-187 - Wojciech Zielinski:
The Shortest Clopper-Pearson Confidence Interval for Binomial Probability. 188-193 - Verônica M. C. Lima, Tatiene C. Souza, Francisco Cribari-Neto, Gilênio B. Fernandes:
Heteroskedasticity-Robust Inference in Linear Regressions. 194-206 - Roy T. Sabo, N. Rao Chaganty:
Hypothesis Testing for Various Familial Dependence Structures. 207-219
Volume 39, Number 2, 2010
- Jianbo Li, Riquan Zhang:
Penalized Spline Varying-Coefficient Single-Index Model. 221-239 - Sonia Malefaki, Samis Trevezas, Nikolaos Limnios:
An EM and a Stochastic Version of the EM Algorithm for Nonparametric Hidden Semi-Markov Models. 240-261 - Tomasz Górecki, Maciej Luczak:
Some Methods of Replacing the Nearest Neighbor Method. 262-276 - Yushu Li, Ghazi Shukur:
Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion. 277-286 - Xue Wang, Andrew T. A. Wood:
Wavelet Estimation of an Unknown Function Observed with Correlated Noise. 287-304 - Shin Zhu Sim, Seng Huat Ong:
Parameter Estimation for Discrete Distributions by Generalized Hellinger-Type Divergence Based on Probability Generating Function. 305-314 - Jinook Jeong, Byung Ho Yoon:
The Effect of Pseudo-Exogenous Instrumental Variables on Hausman Test. 315-321 - Jean-Pierre Gauchi, Jean-Pierre Vila, Louis Coroller:
New Prediction Interval and Band in the Nonlinear Regression Model: Application to Predictive Modeling in Foods. 322-334 - H. E. T. Holgersson:
A Modified Skewness Measure for Testing Asymmetry. 335-346 - María Paz Casanova, Pilar Loreto Iglesias, Heleno Bolfarine:
A Bayesian Semiparametric Approach for Solving the Discrete Calibration Problem. 347-360 - Shipra Banik, B. M. Golam Kibria:
Comparison of Some Parametric and Nonparametric Type One Sample Confidence Intervals for Estimating the Mean of a Positively Skewed Distribution. 361-389 - Hao Jin, Zheng Tian, Yunfeng Yang:
Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations. 390-404 - Edilberto Cepeda Cuervo, Jorge Alberto Achcar:
Heteroscedastic Nonlinear Regression Models. 405-419 - D. W. Uys, S. J. Steel:
Using a Truncated Cp Statistic for Variable Selection in Multiple Linear Regression. 420-432 - Hung-Wen Yeh, Wenyaw Chan, Elaine Symanski, Barry R. Davis:
Estimating Transition Probabilities for Ignorable Intermittent Missing Data in a Discrete-Time Markov Chain. 433-448
Volume 39, Number 3, 2010
- Mahdi Roozbeh, Mohammad Arashi, H. A. Niroumand:
Semiparametric Ridge Regression Approach in Partially Linear Models. 449-460 - Seoung Bum Kim, Weerawat Jitpitaklert, Thuntee Sukchotrat:
One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes. 461-474 - Chin-Shang Li:
Semiparametric Negative Binomial Regression Models. 475-486 - Nobumichi Shutoh, Makiko Kusumi, Wataru Morinaga, Shunichi Yamada, Takashi Seo:
Testing Equality of Mean Vectors in Two Sample Problem with Missing Data. 487-500 - Qian Zhang, Xingzhong Xu:
Confidence Intervals of Performance Measures for an M/G/1 Queueing System. 501-516 - Purna Mukhopadhyay, V. A. Samaranayake:
Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach. 517-538 - Jing Wang:
Dirichlet Processes in Nonlinear Mixed Effects Models. 539-556 - Elizabeth González-Estrada, José A. Villaseñor-Alva:
A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions. 557-562 - Peter C. Austin:
A Data-Generation Process for Data with Specified Risk Differences or Numbers Needed to Treat. 563-577 - George Nenes, George Tagaras:
Evaluation of CUSUM Charts for Finite-Horizon Processes. 578-597 - Abdullah Almasri:
Tests for Trend: A Simulation Study. 598-611 - Chih-Chieh Wu, Roger C. Grimson, Sanjay Shete:
Exact Statistical Tests for Heterogeneity of Frequencies Based on Extreme Values. 612-623 - Pablo Livacic-Rojas, Guillermo Vallejo, Paula Fernández:
Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs. 624-640 - Nibedita Bandyopadhyay, Ananda Sen:
Bayesian Modeling of Recurrent Event Data with Dependent Censoring. 641-654 - Longhai Li:
Are Bayesian Inferences Weak for Wasserman's Example? 655-667
Volume 39, Number 4, 2010
- Ruth Fuentes-García, Ramsés H. Mena, Stephen G. Walker:
A New Bayesian Nonparametric Mixture Model. 669-682 - Serkan Eryilmaz:
Number of Working Components in Consecutive k-out-of-n System While It Is Working. 683-692 - Zvi Drezner, Ofir Turel, Dawit Zerom:
A Modified Kolmogorov-Smirnov Test for Normality. 693-704 - Qiang Zhang, Dejian Lai:
Operating Characteristics for Group Sequential Trials Monitored Under Fractional Brownian Motion. 705-712 - K. E. Ahmad, Zeinhum F. Jaheen, A. A. Modhesh:
Estimation of a Discriminant Function Based on Small Sample Size from a Mixture of Two Gumbel Distributions. 713-725 - Chong Sun Hong, Jong-Min Kim:
The SSR Plot: A Graphical Representation for Regression. 726-735 - Su-Fen Yang, Chih-Ying Ko, Jin-Tyan Yeh:
Using VSI Loss Control Charts to Monitor a Process with Incorrect Adjustment. 736-749 - Conghua Cheng, Jinyuan Chen, Zehui Li:
A New Algorithm for Maximum Likelihood Estimation with Progressive Type-I Interval Censored Data. 750-766 - Liting Zhu, Xianming Tan, Dongsheng Tu:
Testing the Homogeneity of Two Survival Functions Against a Mixture Alternative Based on Censored Data. 767-776 - Edwin R. van den Heuvel:
A Comparison of Estimation Methods on the Coverage Probability of Satterthwaite Confidence Intervals for Assay Precision with Unbalanced Data. 777-794 - Laurent Ferrara, Dominique Guégan, Zhiping Lu:
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. 795-806 - R. Alan Bowman, Necip Doganaksoy, Josef Schmee:
Efficient Gradient-Based Optimization of Process Capability with Multiple, Potentially Nonnormal Outputs. 807-827 - Matthew Strand, Yu Zhang, Bruce J. Swihart:
Monotone Nonparametric Regression and Confidence Intervals. 828-845 - Luciana Dalla Valle, Fabrizio Leisen:
A New Multinomial Model and a Zero Variance Estimation. 846-859 - Henian Chen, Patricia Cohen, Sophie Chen:
How Big is a Big Odds Ratio? Interpreting the Magnitudes of Odds Ratios in Epidemiological Studies. 860-864
Volume 39, Number 5, 2010
- Panagiotis Mantalos, K. Mattheou, Alex Karagrigoriou:
An Improved Divergence Information Criterion for the Determination of the Order of an AR Process. 865-879 - Jenny Häggström, Xavier de Luna:
Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error. 880-898 - Gregory Gurevich, Albert Vexler:
Retrospective Change Point Detection: From Parametric to Distribution Free Policies. 899-920 - Cesar A. Acosta-Mejia, Joseph J. Pignatiello Jr.:
The Run Sum R Chart with Fast Initial Response. 921-932 - Mahmoud A. Mahmoud, William H. Woodall:
An Evaluation of the Double Exponentially Weighted Moving Average Control Chart. 933-949 - Tomohiro Nakamura, Hideyuki Douke:
Development of Adaptive Group Sequential Procedure for Changing Sample Size. 950-970 - Hélcio Vieira Jr., Karl Heinz Kienitz, Mischel Carmen Neyra Belderrain:
Multinomial Selection Problem: A Study of BEM and AVC Algorithms. 971-980 - Pedro Macedo, Manuel G. Scotto, Elvira Silva:
A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers. 981-993 - Li Lun Yeh, Fei Long Chen:
An Extension of Banerjee and Rahim's Model for an Economic X-Bar Control Chart for Non-Normally Distributed Data Under Gamma Failure Models. 994-1015 - Getúlio J. A. Amaral, Luiz H. Dore, Rosangela P. Lessa, Borko D. Stosic:
k-Means Algorithm in Statistical Shape Analysis. 1016-1026 - Zahra Rezaei Ghahroodi, Mojtaba Ganjali, H. Navvabpour, Damon Berridge:
An Appraisal of Methods for the Analysis of Longitudinal Ordinal Response Data with Random Dropout Using a Nonhomogeneous Markov Model. 1027-1048 - Chao Gao, Caiya Zhang:
A Novel Method for Visualization of Clustering Results. 1049-1056 - Abdallah Mkhadri, Assi N'Guessan, Bezza Hafidi:
An MM Algorithm for Constrained Estimation in a Road Safety Measure Modeling. 1057-1071
Volume 39, Number 6, 2010
- Liuxia Wang, Yulin Li:
Detecting the Dimensionality for Principal Components Model. 1073-1082 - Karin Ayumi Tamura, Viviana Giampaoli:
Prediction in Multilevel Logistic Regression. 1083-1096 - Lasitha Sandamali Dharmasena, Panlop Zeephongsekul, Philippe Castagliola:
Estimating Process Capability Index CPM Using a Bootstrap Sequential Sampling Procedure. 1097-1110 - Purushottam W. Laud, Paul Damien, Thomas S. Shively:
Sampling Some Truncated Distributions Via Rejection Algorithms. 1111-1121 - Tizheng Li, Changlin Mei:
Testing for Linear Regression Relationships in Randomly Right-Censored Varying-Coefficient Models. 1122-1146 - Jian-Ying Rong:
Adjustive Liu-Type Estimators in Linear Regression Models. 1162-1173 - Shahariar Huda, L. Benkherouf:
Rotatability is a Sufficient Condition for A- and D-Rotatability. 1174-1182 - Xiaodi Wang, Yincai Tang, Xueping Chen, Yingshan Zhang:
Design of Experiment in Global Sensitivity Analysis Based on ANOVA High-Dimensional Model Representation. 1183-1195
Volume 39, Number 7, 2010
- P. G. Zhang, Ding-Geng Chen, T. Roe:
Choice of Baselines in Clinical Trials: A Simulation Study from Statistical Power Perspective. 1305-1317 - Mitsunori Kayano, Sadanori Konishi:
Sparse Functional Principal Component Analysis via Regularized Basis Expansions and Its Application. 1318-1333 - Loai Mahmoud Al-Zou'bi, Robert Graham Clark, David G. Steel:
Adaptive Inference for Multi-Stage Survey Data. 1334-1350 - Reid D. Landes:
Hierarchical Bayesian Calibration of Untested Devices. 1351-1364 - Nobumichi Shutoh, Takashi Seo:
Asymptotic Expansion of the Distribution of the Studentized Linear Discriminant Function Based on Two-Step Monotone Missing Samples. 1365-1383 - Zhengqiang Pan, N. Balakrishnan:
Multiple-Steps Step-Stress Accelerated Degradation Modeling Based on Wiener and Gamma Processes. 1384-1402 - Dinghai Xu:
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study. 1403-1421 - Sungwan Bang, Ja-Yong Koo, Myoungshic Jhun:
Support Vector Machine Using k-Spatial Medians Clustering and Recovery Process. 1422-1434 - João Nicolau:
Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions. 1435-1454 - Jeffrey C. Miecznikowski, Dongliang Wang, Alan David Hutson:
Bootstrap MISE Estimators to Obtain Bandwidth for Kernel Density Estimation. 1455-1469 - Fanglong Dong:
Bayesian Method to Detect Outliers for Ordinal Data. 1470-1484 - Songhua Liu, Junying Zhang, Keguo Sun:
Learning Low-Rank Kernel Matrices with Column-Based Methods. 1485-1498
- Chien-Tai Lin, Yen-Lung Huang, N. Balakrishnan:
Corrections on "Exact Bayesian Variable Sampling Plans for the Exponential Distribution Based on Type-I and Type-II Hybrid Censored Samples". 1499-1505
Volume 39, Number 8, 2010
- V. Y. Pawar, Digambar T. Shirke:
A Nonparametric Shewhart-Type Synthetic Control Chart. 1493-1505 - Afshin Samani, Pascal Madeleine:
Permuted Sample Entropy. 1506-1516 - Edilberto Cepeda Cuervo:
Generalized EGARCH Random Effect Models Application to Financial Time Series. 1517-1529 - H. V. Kulkarni, V. V. Patil:
A Comparative Study of Analyses of 2n Factorial Experiments with a Poisson Distributed Response Variable. 1530-1547 - Ming Ha Lee:
Multivariate EWMA Control Chart with Adaptive Sample Sizes. 1548-1561 - Lorrie L. Hoffman, Greg Knofczynski, Steve Clark:
Estimation of Parameters in the Joinpoint Two-Regime Regression Model. 1562-1576 - Yiping Yang, Liugen Xue, Weihu Cheng:
Variable Selection for Partially Linear Models with Randomly Censored Data. 1577-1589 - Shaowen Wu:
Lag Length Selection in DF-GLS Unit Root Tests. 1590-1604 - Ching-Hui Chang, Nabendu Pal, Jyh-Jiuan Lin:
A Note on Comparing Several Poisson Means. 1605-1627 - Pedro Macedo, Manuel G. Scotto, Elvira Silva:
On the Choice of the Ridge Parameter: A Maximum Entropy Approach. 1628-1638 - Kristofer Månsson, Ghazi Shukur, B. M. Golam Kibria:
A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions. 1639-1670
Volume 39, Number 9, 2010
- Thiago Rezende Dos Santos, Glaura C. Franco:
Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study. 1671-1689 - Yan Li, Xiaolong Pu:
A Method for Designing Three-Hypothesis Test Problems and Sequential Schemes. 1690-1708 - Albert Vexler, Gregory Gurevich:
Density-Based Empirical Likelihood Ratio Change Point Detection Policies. 1709-1725 - Saeid Amiri, Silvelyn Zwanzig:
An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations. 1726-1734 - Mohamed Bentarzi, Mouna Merzougui:
Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes. 1735-1753 - Shu-Fei Wu, Ying-Po Lin, Huei-Jiuan Lin:
A Modified One-Sided Sequential Screening Procedure Based on Individual Misclassification Error. 1754-1778 - Shakir Hussain, Mohammed A. Mohammed, M. Sayeed Haque, Roger Holder, John Macleod, Richard Hobbs:
A Simple Method to Ensure Plausible Multiple Imputation for Continuous Multivariate Data. 1779-1784 - Wolfgang Kössler, Narinder Kumar:
An Adaptive Test for the Two-Sample Scale Problem Based on U-Statistics. 1785-1802 - Mahmoud A. Mahmoud, Petros E. Maravelakis:
The Performance of the MEWMA Control Chart when Parameters are Estimated. 1803-1817 - Ahmad A. Zghoul, Adnan M. Awad:
Normality Test Based on a Truncated Mean Characterization. 1818-1843
Volume 39, Number 10, 2010
- Dewi Rahardja, Yan D. Zhao, Hao Helen Zhang:
Bayesian Inference of Odds Ratios in Misclassified Binary Data with a Validation Substudy. 1845-1854 - Víctor Gómez, Félix Aparicio-Pérez, Ángel Sánchez-Ávila:
An Alternative to Transfer Function Forecasting Based on Subspace Methods. 1855-1867 - Qin Wang:
A Shrinkage Estimation of Central Subspace in Sufficient Dimension Reduction. 1868-1876 - Gai-Ying Zhang, Chun-Xia Zhang, Jiang-She Zhang:
Out-of-Bag Estimation of the Optimal Hyperparameter in SubBag Ensemble Method. 1877-1892 - Yisrael Parmet, Edna Schechtman, Michael Sherman:
Factor Analysis Revisited - How Many Factors are There? 1893-1908 - M. H. Lee:
Economic Design of Cumulative Sum Control Charts for Monitoring a Process with Correlated Samples. 1909-1922 - H. M. Moustafa, S. G. Ramadan, S. A. Mohammed:
Nonlinear Discriminant Functions for Mixed Random Walk Models. 1923-1938 - Ülkü Erisoglu, Hamza Erol:
Modeling Heterogeneous Survival Data Using Mixture of Extended Exponential-Geometric Distributions. 1939-1952 - Bartholomew Leung, Heung Wong, Riquan Zhang, Shengtong Han:
Smoothing Spline Estimation for Partially Linear Single-index Models. 1953-1961 - Karabi Nandy, Sami Helle, Antti Liski, Erkki Liski:
Optimal Designs for Binary Logistic Regression with a Qualitative Classifier with Independent Levels. 1962-1977
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