Journal: Communications in Statistics - Simulation and Computation

Volume 52, Issue 3

569 -- 595Abderrahmen Manaa, Mohamed Bentarzi. On a periodic negative binomial SETINAR model
596 -- 620Abderrahmen Manaa, Mohamed Bentarzi. SETINAR model
621 -- 648Niek den Teuling, Steffen C. Pauws, Edwin R. van den Heuvel. A comparison of methods for clustering longitudinal data with slowly changing trends
649 -- 657Toru Ogura, Takemi Yanagimoto. Bayesian estimator of multiple Poisson means assuming two different priors
658 -- 668Xuejun Ma, Ping Zhang. Quantile regression for compositional covariates
669 -- 684Nittaya Thonghnunui, Samruam Chongcharoen, Knavoot Jiamwattanapong. Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown
685 -- 702M. Sharafi, Zahra Sajjadnia, A. Zamani. A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations
703 -- 716Cuixiang Li, Huili Liu, Lixia Liu, Qiumei Yao. Pricing vulnerable options under jump diffusion processes using double Mellin transform
717 -- 734Sheida Riahi, P. N. Patil. Testing for central symmetry and symmetry about an axis
735 -- 744Sajana O. Kunjunni, Sajesh T. Abraham. n covariance
745 -- 769Haiko Luepsen. ANOVA with binary variables: the F-test and some alternatives
770 -- 794Mátyás Barczy, Ádám Dudás, József Gáll. On approximations of value at risk and expected shortfall involving kurtosis
795 -- 802V. Gioia, Euloge Clovis Kenne Pagui, A. Salvan. Median bias reduction in cumulative link models
803 -- 816Jie Huang, Fukang Zhu. An alternative test for zero modification in the INAR(1) model with Poisson innovations
817 -- 825Xinmin Li, Xiao Wang, Shifeng Xiong. A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments
826 -- 853Ulduz Mammadova, M. Revan Özkale. Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles
854 -- 867Muhammad Amin, Muhammad Nauman Akram, Abdul Majid. On the estimation of Bell regression model using ridge estimator
868 -- 883Junjun 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
884 -- 897Min Lu, Xing Wang, Rosalie Speeckaert. Price bubbles in Beijing carbon market and environmental policy announcement
898 -- 924Yuanqing Zhang, Hong Li, Yaqin Feng. Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity
925 -- 944Dang Duc Trong, Thai Phuc Hung. Parameter estimation for diffusion process from perturbed discrete observations
945 -- 960Gilberto Pereira Sassi, Carolina Costa Mota Paraíba. Conditional least squares estimation for the SINAR(1, 1) process
961 -- 979Miao-Yu Tsai, Chao-Chun Lin. New model-averaged estimators of concordance correlation coefficients: simulation and application to longitudinal overdispersed Poisson data
980 -- 992Abida Sultana, Nasrin Lipi, Ajmery Jaman. A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations
993 -- 1014Olcay Alpay, Emel Çankaya. Performance of prior and weighting bias correction methods for rare event logistic regression under the influence of sampling bias
1015 -- 1025Erdogan Asar, Erdem Karabulut. Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study
1026 -- 1040Dileep Kumar Shetty, B. Ismail. Forecasting stock prices using hybrid non-stationary time series model with ERNN
1041 -- 1056Xuelong Hu, Yulong Qiao, Panpan Zhou, Jianlan Zhong, Shu Wu. Modified one-sided EWMA charts for monitoring time between events
1057 -- 1076Yingli Pan, Zhan Liu, Guangyu Song. Weighted expectile regression with covariates missing at random
1077 -- 1104G. N. Singh, M. Usman. Some efficient estimators in case of missing data
1105 -- 1119Eralp Dogu, Muhammad Noor ul Amin. Monitoring exponentially distributed time between events data: self-starting perspective
1120 -- 1132C. N. Kuruwita. Variable selection in the single-index quantile regression model with high-dimensional covariates
1133 -- 1148Wenjun 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
1149 -- 1163Shokrya Alshqaq, Ali Hassan Abuzaid. p criterion
1164 -- 1177Xingyun Cao, Danlu Wang, Liucang Wu. Performance of ridge estimator in skew-normal mode regression model