Journal: Communications in Statistics - Simulation and Computation

Volume 52, Issue 4

1192 -- 1211Himanshu Rai, M. S. Panwar, Sanjeev K. Tomer. Analysis of masked data with Lindley failure model
1212 -- 1224Dong Han, Yawen Hou, Chunquan Ou, Zheng Chen. Sample size determination in superiority or non-inferiority clinical trials with time-to-event data under exponential, Weibull and Gompertz distributions
1225 -- 1244Jie Hu, Zirui Chen, Wenwei Lin, Xiaodan Fan. Bayesian detection of event spreading pattern from multivariate binary time series
1245 -- 1263Kemal Çaglar Gögebakan, Burak Alparslan Eroglu. Bounded unit root processes with non-stationary volatility
1264 -- 1277Christopher S. Withers, Saralees Nadarajah. Bias reduction for standard and extreme estimates
1278 -- 1299Chandrakant Lodhi, Yogesh Mani Tripathi, Ritwik Bhattacharya. On a progressively censored competing risks data from Gompertz distribution
1318 -- 1330Somnath Chaudhuri, M. Mehdi Moradi, Jorge Mateu 0001. On the trend detection of time-ordered intensity images of point processes on linear networks
1331 -- 1343Parvin Ghaemmaghami, Seyyed Mohammad Taghi Ayatollahi, Zahra Bagheri, S. Reza Jafarzadeh. 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
1361 -- 1383Surajit Pal, Susanta Kumar Gauri. Monitoring processes with ordinal data: an area-based approach
1384 -- 1402Noureddine Benlagha, Wael Hemrit. Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling
1403 -- 1416Safia Al-Marhoobi, Andrey Pepelyshev. Analysis of temperature and humidity in Oman using singular spectrum analysis
1449 -- 1461Gabriel Montes-Rojas, Andrés Sebastián Mena. Density estimation using bootstrap quantile variance and quantile-mean covariance
1476 -- 1489Taha Hussein Ali, Heyam Abd Al-Majeed Hayawi, Delshad Shaker Ismael Botani. Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level
1490 -- 1503Yakoub Boularouk. Standard Laplace quasi-maximum likelihood estimator for GARCH processes
1504 -- 1522Hatef Fotuhi, Amirhossein Amiri, Ali Reza Taheriyoun. Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations
1523 -- 1537Emmanuel Alphonsus Akpan, Kazeem Etitayo Lasisi, Imoh Udo Moffat, Ubon Akpan Abasiekwere. Appraisal of excess Kurtosis through outlier-modified GARCH-type models
1591 -- 1606Mohammad Javad Ershadi, Seyed Taghi Akhavan Niaki, Amir Azizi, Aynaz Ashtarian Esfahani, Reza Edris Abadi. Monitoring data quality using hoteling T2 multivariate control chart
1607 -- 1620Sanghamitra Pal, Dipika Patra. Modifications on re-scaling bootstrap for adaptive sampling
1621 -- 1629Bharat Tarapara, Jyoti Divecha. Practical efficient alpha: Encompassing all alphas of central composite design
1630 -- 1638Xuekang Zhang, Huisheng Shu. Parameter estimation for generalized Ait-Sahalia-type interest rate model
1639 -- 1650Patricia Mendes dos Santos, Marcelo Ângelo Cirillo. Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions
1651 -- 1659Abid Hussain, Salman Arif Cheema, Summaira Haroon, Tanveer Kifayat. 3-player gambler's problem: an approximate formula
1660 -- 1678Faijun Nahar Mim, Michael B. C. Khoo, Sajal Saha, Khai Wah Khaw. A side-sensitive group runs median control chart with measurement errors
1699 -- 1711Majid Nili Ahmadabadi, Mohammad Nili Ahmadabadi. Gaussian quadrature method for GLD parameter estimation