Journal: Communications in Statistics - Simulation and Computation

Volume 53, Issue 7

3047 -- 3057A. Aghamohammadi, H. Dadashi, Mahdi Sojoudi, Meysam Sojoudi, M. Tavoosi. Optimal portfolio selection using quantile and composite quantile regression models
3058 -- 3067Yating Wang, Jinxia Su, Xuejing Zhao. Interpretability of SurvivalBoost upon Shapley Additive Explanation value on medical data
3068 -- 3080Youxiang 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
3081 -- 3093Funda Erdugan. An almost unbiased Liu-type estimator in the linear regression model
3094 -- 3105Khadija 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
3106 -- 3125Yingli Pan, Kaidong Xu, Sha Wei, Xiaojuan Wang, Zhan Liu. Efficient distributed optimization for large-scale high-dimensional sparse penalized Huber regression
3126 -- 3142Zhishuai Liu, Zishu Zhan, Cunjie Lin. Penalized regression analysis with individual-specific patterns of missing covariates
3143 -- 3169Yan Wang, Xiaoqin Li, Ling Chen, Xuejun Wang. Asymptotics for the G-M estimator in nonparametric regression models
3170 -- 3185Amel Saidi, Abdelghani Hamaz, Mohamed Ibazizen. Measure of predictability of a stationary two dimensionally indexed autoregressive moving-average models
3186 -- 3205Fuyun Sun, Zhanjie Song. Spectrally negative Lévy risk model under mixed ratcheting-periodic dividend strategies
3206 -- 3220Yuliya Mishura, Kostiantyn Ralchenko, Hanna Zhelezniak. Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions
3221 -- 3233A. Firat Özdemir, Engin Yildiztepe, Rand R. Wilcox. A new test for comparing J independent groups by using one-step M-estimator and bootstrap-t
3234 -- 3252Seyed 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
3253 -- 3270Ramajeyam Tharshan, Pushpakanthie Wijekoon. Ridge estimator in a mixed Poisson regression model
3271 -- 3284Benjamin Gochanour, Sixia Chen, Laura Beebe. Multiply robust Bayesian procedures for causal inference problems
3285 -- 3301Wenna 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
3302 -- 3326Nabakumar Jana, Meenakshi Gautam. Confidence intervals of difference and ratio of means for zero-adjusted inverse Gaussian distributions
3327 -- 3351Zheqi Wang, Dehui Wang. BRC-GARCH-X model: the empirical evidence in stock returns
3352 -- 3367Wei-ming Luh. Tests of equality and equivalence of regression slopes: R Shiny apps for optimal sample sizes
3368 -- 3394Hoda Kamranfar, Kambiz Ahmadi, Mitra Fouladirad. On inference in a class of exponential distribution under imperfect maintenance
3395 -- 3417Begüm Yentür, Aysen D. Akkaya, Özlem Türker Bayrak. Adaptive estimation of autoregression models under long-tailed symmetric distribution
3418 -- 3435Xiao Wang, Min Li, Weina Sun, Zheng Gao, Xinmin Li. Confidence intervals for zero-inflated gamma distribution
3436 -- 3460Sarah Alver, Guoyi Zhang. Parametric bootstrap procedures for three-factor ANOVA and multiple comparison procedures with unequal group variances
3461 -- 3488Hossein 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
3489 -- 3513Mohd. Arshad, Mukti Khetan, Vijay Kumar, Ashok Kumar Pathak. Record-based transmuted generalized linear exponential distribution with increasing, decreasing and bathtub shaped failure rates
3514 -- 3530J. C. S. Vasconcelos, Gauss M. Cordeiro, Edwin M. M. Ortega, Denize P. dos Santos, Roberto Vila. A useful semiparametric regression for climatology
3531 -- 3540Igor Ferreira do Nascimento. Generating and estimating dependency between binary variables
3541 -- 3553Siddhartha Chakraborty, Biswabrata Pradhan. Weighted cumulative residual Kullback-Leibler divergence: properties and applications
3554 -- 3569Ming 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