Journal: Communications in Statistics - Simulation and Computation

Volume 49, Issue 2

283 -- 304Zacharias Psaradakis, Marián Vávra. Normality tests for dependent data: large-sample and bootstrap approaches
305 -- 316Philip M. Westgate. Approaches for the utilization of multiple criteria to select a working correlation structure for use within generalized estimating equations
317 -- 334Yuzhu Tian, Liyong Wang, Man-Lai Tang, Maozai Tian. Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
335 -- 354Carlos Arturo Panza, José Alberto Vargas. Monitoring Weibull regression models with type I right-censored observations in phase II processes
355 -- 374Uchenna Chinedu Nduka, Iheanyi S. Iwueze, Elezar C. Nwogu. Efficient algorithms for robust estimation in autoregressive regression models using Student's t distribution
375 -- 395Siamak Ghasemzadeh, Mojtaba Ganjali, Taban Baghfalaki. Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data
396 -- 407Rajvir Singh Chauhan, Parminder Singh. Comparing several normal variances with a control using sample quasi range
408 -- 418Seung Hwan Lee. Assessing the censored linear regression model using martingale approximation
419 -- 435Lixia Zhu, Kung-Jong Lui. Notes on misspecifying the random effects distribution regarding analysis under the AB/BA crossover trial in dichotomous data - a Monte Carlo evaluation
436 -- 452Demetrios Papanastassiou. Testing for a single mean with transformed data
453 -- 471Deepak Prajapati, Sharmistha Mitra, Debasis Kundu. A new decision theoretic sampling plan for exponential distribution under Type-I censoring
472 -- 483Junhui Yin, Liucang Wu, Hanchi Lu, Lin Dai. New estimation in mixture of experts models using the Pearson type VII distribution
484 -- 490Hina Khan, Sat Gupta, Habiba Farhat. A ratio-cum-regression estimator of population mean in unequal probability sampling design
491 -- 503Guo-Dong Xing, Xiaohu Li, Shanchao Yang. Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model
504 -- 515Bardia Panahbehagh. Stratified and ranked composite sampling
516 -- 531Ender Uzabaci, Ilker Ercan, Özlem Alpu. Evaluation of outlier detection method performance in symmetric multivariate distributions
532 -- 555Hojjat Pourjafar, Vali Zardasht. Estimation of the mean residual life function in the presence of measurement errors
556 -- 564Aram Balagyozyan, Christos Giannikos, Barry K. Ma. Power and thick tails: an ARCH process example with extreme value as test statistic