Journal: Communications in Statistics - Simulation and Computation

Volume 53, Issue 9

4103 -- 4120Kenneth Joseph Ryan, Michaela S. Brydon, Erin R. Leatherman, Michael S. Hamada. Analysis of overlapping count data
4121 -- 4137Mehmoona Hadia, Muhammad Amin, Muhammad Nauman Akram. Comparison of link functions for the estimation of logistic ridge regression: an application to urine data
4138 -- 4148Yumin Zhang, Zheng Chen, Yawen Hou. A family of slope tests for comparing survival curves under nonproportional hazards
4149 -- 4157Yunyan Wang, Yanfang Wang, Wei Li, Mingtian Tang. On nonrecurrence of nonlinear random time delay autoregressive models under random environment
4158 -- 4176Jose Azucena, Hao Wang, Yu Jin, Haitao Liao. Modeling and analysis of two Normal populations based on an unlabeled paired sample
4177 -- 4188Alexei Stepanov. Simulation of concomitants of records
4189 -- 4208Subarna Bhattacharjee, Indramani Mohanty, Magdalena Szymkowiak, Asok K. Nanda. Properties of aging functions and their means
4209 -- 4232Shuman Sun, Zhiming Li, Haijun Jiang. Homogeneity test and sample size of risk difference for stratified unilateral and bilateral data
4233 -- 4247Chang Liu, Zhen Li, Yu Miao. Limit behaviors of regression function estimator with martingale difference errors
4248 -- 4267Gözde Kus, Sevcan Demir Atalay. Stress-strength reliability of multi-component system using response surface approach
4268 -- 4289Yongxin Liu, Peng Zeng. Extended ADMM for general penalized quantile regression with linear constraints in big data
4290 -- 4306Ayesha Talib, Sajid Ali 0001, Ismail Shah, Farhana Gul. Time and magnitude monitoring using Weibull based Max-EWMA chart
4307 -- 4330Xiufang Liu, Wenkun Zhang, Wenzheng Yin, Zhiwen Cheng. p ) model to analyze some COVID-19 data
4331 -- 4351Javier E. Contreras-Reyes, Diego I. Gallardo, Omid Kharazmi. Time-dependent residual Fisher information and distance for some special continuous distributions
4352 -- 4362Erina Paul, Himel Mallick. Unified reciprocal LASSO estimation via least squares approximation
4363 -- 4379Gilma Hernández-Herrera, Albert Navarro, David Moriña. Regression-based imputation of explanatory discrete missing data
4380 -- 4395Zari Farhadi, Hossien Bevrani, Mohammad Reza Feizi Derakhshi. Improving random forest algorithm by selecting appropriate penalized method
4396 -- 4411Xiaowen Dai, Shaoyang Li, Libin Jin, Maozai Tian. Quantile regression for partially linear varying coefficient spatial autoregressive models
4412 -- 4429Mark W. Donoghoe, Ian C. Marschner. Parameter expansion for fitting regression models with non-negativity constraints
4430 -- 4448Nesma A. Saleh, Aya A. Aly, Mahmoud A. Mahmoud. Effect of contaminated phase I data on the phase II - EWMA control chart performance under non-normality
4449 -- 4463I-Tang Yu. Factor screening with modified one-factor-at-a-time experiments
4464 -- 4478Eliud Silva, Víctor M. Guerrero, Yhael Jacinto Cruz, Emanuel Rodriguez Soler. CSmoothing: a web-tool for controlled smoothing by segments of mortality data
4479 -- 4502Joo Weon Lee, Hwi Ju Hong, Jaeheon Lee. EWMA control charts using generalized centrality measures for social network monitoring
4503 -- 4518Peng Fei He, Xind-De Duan. Bayesian variable selection and estimation in multivariate skew-normal generalized partial linear mixed models for longitudinal data
4519 -- 4536Mahboobeh Doosti-Irani, Saeid Pooladsaz. Optimal test-control block designs with unequal block sizes and correlated errors
4537 -- 4553Jiali Liu, Fuyuan Xiao 0001. Gini eXtropy
4554 -- 4567Fatemeh Golestaneh, Iraj Kazemi. Cross-section asymptotic for random-effects panel data models with autoregressive errors
4568 -- 4580Indranil Ghosh, Barry C. Arnold. Bayesian inference for two nonstandard flexible families of bivariate Kumaraswamy models: theory and applications
4581 -- 4595Leyang Wang, Tao Chen, Chuanyi Zou. The TSCR method for precision estimation of ill-posed mixed additive and multiplicative random error model
4596 -- 4606Luca Vincenzo Ballestra, Andrea Molent, Graziella Pacelli. Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models