Journal: Communications in Statistics - Simulation and Computation

Volume 54, Issue 9

3343 -- 3357Mariana Resende, Marcelo Ângelo Cirillo. Improvement of the GFI and AGFI indexes in structural equation models by the covariance between repetitions in the observed variables
3358 -- 3376Chin-Hui Lai, Yu-Ju Lu, Ping-Shun Chen. Using data-driven techniques to predict outpatient ultrasound examination time for the multi-clinic outpatient appointment scheduling problem
3377 -- 3400Xin-Yu Tian, Jian Shi. Modeling the complexity of basketball games using marked mutually exciting point processes
3401 -- 3414Ying Bai, Lichun Wang. Bayes estimator for the inequality-constrained regression model
3415 -- 3433Irene García Camacha Gutiérrez, Raúl Martín Martín, José-Luis Polo Sanz, Àngela Sebastià Bargues. Robust design for mixture experiments: an efficient class of exchangeable designs for Scheffé polynomials
3434 -- 3442Ken-Ning Hsu, Weichung Joe Shih. Comparison of two methods for seamless phase II/III Clinical trials using early outcome for treatment selection
3443 -- 3457He Jiang, Ery Arias-Castro. K -means and gaussian mixture modeling with a separation constraint
3458 -- 3473Junpeng Li, Guanghui Li, Chongqi Zhang. R -optimal designs for Becker's models for mixture experiments
3474 -- 3492Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios. Semiparametric volatility model with varying frequencies
3493 -- 3519Suzan Gazioglu, E. Marian Scott. Determining input factor importance in a compartmental model using screening methods
3520 -- 3544Merel Buist, Radislav Vaisman, Maria Vlasiou. Improved likelihood estimation for noisy gamma degradation processes via sequential Monte Carlo
3545 -- 3572Zahid Rasheed, Hongying Zhang 0001, Majid Khan, Syed Masroor Anwar. Modified exponentially weighted moving average control chart for monitoring process dispersion
3573 -- 3592Malik Muhammad Anas, Zhengsheng Huang, Usman Shahzad, Soofia Iftikhar. A new family of robust quantile-regression-based mean estimators using Sarndal approach
3593 -- 3607Raymond Kan, Jiening Pan. A fast algorithm for computing product moments of multivariate normal random variables
3608 -- 3623H. M. Kashif Rasheed, Abid Khan, Khadija Noreen, Abdul Salam, Sajid Hussain, Mahmood-ul-Hassan, Rashid Ahmed 0001. Efficient circular repeated measurements designs strongly balanced to control carryover effects
3624 -- 3643Jianfen Zhang, Wangxue Chen, Rui Yang. Birnbaum-Saunders parameters estimation using simple random sampling and ranked set sampling
3644 -- 3655Xinyu Li, Lei Shu, Yu Chen. Factor-driven completion of tensor data with missing entries
3656 -- 3678Nurul Afiqah Burhanuddin, Kamarulzaman Ibrahim, Mohd Bakri Adam, Norwati Mustapha, Hani Syahida Zulkafli. Bayesian clustering of mixed-type data with relevant variable identification
3679 -- 3701Zan Tang, Jing Xiao, Kun Liu. A novel hybrid deep learning time series forecasting model based on long-short-term patterns
3702 -- 3728Yixuan Fan, Dehui Wang. Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
3729 -- 3741Jeniffer J. Duarte Sanchez. Tests in skew-normal regression models
3742 -- 3762Zhuowei Sun. Regression analysis of asynchronous longitudinal data with informative dropout and dependent observation
3763 -- 3789Gang-Gyoo Jin, Adnan Kedir Jarso. An improved hybrid genetic algorithm using the affine combination-based reproduction
3790 -- 3804Selahattin Kaçiranlar, Buatikan Mirezi, Hüseyin Güler. A note on Farebrother's estimator: a comparative study
3805 -- 3833Jeevana Duwarahan, Lakshika S. Nawarathna. Analyzing method comparison data with skew-normal measurement error models: incorporating generalized scale mixtures and varying degrees of freedom
3834 -- 3859Nadeesha Thewarapperuma, Milind A. Phadnis. A Bayesian adaptive phase III design for multi-arm trials with time-to-event endpoint for nonproportional hazards utilizing the generalized gamma distribution
3860 -- 3878Xuejiao Li, Shufang Wei, Yaxing Yang. Testing ARCH effect of high-dimensional time series data

Volume 54, Issue 8

2829 -- 2830J. H. McVittie. Comment on 'generating survival times with time-varying covariates using the Lambert W function'
2831 -- 2844Muhammad Nouman Qureshi, Muhammad Umair Tariq, Osama Abdulaziz Alamri, Muhammad Hanif 0006. EWMA statistic in the presence of measurement error for time-scaled surveys
2845 -- 2857Hasan Bulut, Gülnur Karaosman. A robust test approach for equality of mean vectors of two independent groups under the multivariate Behrens-Fisher problem
2858 -- 2873Xinyi Zhao, Yaohua Rong, Junze Lin, Maozai Tian, Jinwen Liang. Double sparsity garrotized kernel machine in high-dimensional partially linear model
2874 -- 2894Xiaonan Hu. MoST: model specification test by variable selection stability
2895 -- 2912Mingxue Quan. Mean and covariance estimation of functional data streams
2913 -- 2930Bin Du, Junlong Zhao, Xin Zhang. Hypothesis testing of one sample mean vector in distributed frameworks
2931 -- 2958Anupama Nandi, Subrata Chakraborty, Aniket Biswas. A new over-dispersed count model based on Poisson-Geometric convolution
2959 -- 2973Xiaojie Xu, Yun Zhang. Platinum and palladium price forecasting through neural networks
2974 -- 2997Eman Ahmed Alawamy, Yuanyuan Liu, Yiqiang Q. Zhao. Bayesian inference of a queueing system with short- or long-tailed distributions based on Hamiltonian Monte Carlo
2998 -- 3016Trevor J. Ringrose. Alternative bootstrap confidence regions for multiple correspondence analysis
3017 -- 3033Guilherme Alberto Sousa Ribeiro, Rommel Melgaço Barbosa, Márcio Reis, Nattane Luiza da Costa. From bibliometrics to text mining: exploring feature selection methods in microarray research
3034 -- 3050Ihab Abusaif, Burak Serdar Kayaci, Coskun Kus. Multiple arbitrarily inflated Poisson regression analysis
3051 -- 3060A. Firat Özdemir, Engin Yildiztepe, Tugçe Paksoy, Gözde Navruz. Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
3061 -- 3083Siming Deng, Jun Zhang 0027, Yingcong Huang, Jiongtao Zhong, Xiaozhen Yang. A revisit to Pearson correlation coefficient under multiplicative distortions
3084 -- 3095Heba A. Basha, Abd-Elnaser S. Abd-Rabou, Ahmed M. Gad, Wafaa I. M. Ibrahim. Simultaneous variable selection and parameters estimation for longitudinal data subject to missingness and covariates measurement error
3096 -- 3117Ziqi Lei, Qing Zhou, Weilin Xiao. Continuous-time Markov chain approximation for pricing Asian options under rough stochastic local volatility models
3118 -- 3127Yeh Ching Low, Yook-Ngor Phang, Wooi-Chen Khoo, Seng-Huat Ong. Parameter estimation for strict arcsine distribution
3128 -- 3146Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang. Contrast estimation of the Vasicek integrated diffusion process for high-frequency data
3147 -- 3164Zohreh Mohammadi, Hassan S. Bakouch, Predrag M. Popovic. INAR(1) process with weighted negative binomial Lindley distributed innovations and applications to criminal and COVID-19 data
3165 -- 3181Y. Chen. A more powerful test method for analyzing unreplicated factorial two-level experiments
3182 -- 3194Nehatai Wamanrao Agashe, Cini Varghese, Mohd Harun, Ashutosh Dalal. Tri-hierarchical incomplete block designs
3195 -- 3221Haroon Mohamed Barakat, Metwally A. Alawady, Taher S. Taher, Islam A. Husseiny. Second-order concomitants of order statistics from bivariate Cambanis family: some information measures-estimation
3222 -- 3240Haesu Jeong, Young-Min Kim, Ye Jin Bang, Songwon Seo, Won-Jin Lee. Bootstrap confidence interval estimation in generalized nonlinear models
3241 -- 3266Dorilian García-Cerino, Addy Bolívar-Cimé, Víctor Pérez-Abreu. Asymptotic behavior of some multicategory classification methods for high-dimensional data
3267 -- 3283Xi Fang, Nan Yang. An AFD-based adaptive impulse response model of time series
3284 -- 3300P. B. Amjish, K. Jayakumar. A new finite range increasing generalized failure rate distribution and it's applications
3301 -- 3315Andrey Novikov. A class of sequential multi-hypothesis tests
3316 -- 3341Hassiba Benseradj, Zohra Guessoum. Bandwidth selection in kernel M-estimation of regression function with truncated, censored and dependent data

Volume 54, Issue 7

2289 -- 2305Ze Liu, Siyu Yi, Jianghu (James) Dong, Min-Qian Liu, Yong-Dao Zhou. A sampling scheme for estimating the prevalence of a pandemic
2306 -- 2323Tegodie Hibstu, Emmanuel Gabreyohannes, Eshetu Wencheko. Alternative general method of moments estimators in dynamic panel data models
2324 -- 2344Kim-Hung Pho. Zero-inflated probit Bernoulli model: a new model for binary data
2345 -- 2363Zhensheng Huang, Shuyu Meng, Ziyi Ye. Effective estimation of nonlinear errors-in-variables models
2364 -- 2381Esra Ertan, Ali Erkoç, Kadri Ulas Akay. A new Liu-type estimator for the gamma regression model
2382 -- 2391Wenhao Shou, Sat Gupta. Kernel density estimation using additive randomized response technique (RRT) models
2392 -- 2403Xiaoxue Zhou, Xiaofei Wang, Bin Wang. Searching for optimal Latin hypercube designs by a local greedy strategy
2404 -- 2417Yongwei Chen, Kunpeng Li, Jie Zhang. Specification test in panel ordered response models
2418 -- 2439Behrooz Asqari, Taha Hossein Hejazi, Abbas Ahmadi. Modifications of generalized response surface methodology for constrained stochastic optimization problems
2440 -- 2459Nabakumar Jana, Ankur Chakraborty. Estimating error rate of classification into several normal populations under equal mean restriction
2460 -- 2470Akihiro Kaneko, Hiroki Hashiguchi. Greedy separation algorithm finding community for a stochastic block model
2471 -- 2490Baishuai Zuo, Chuancun Yin. Doubly truncated expectation and variance of univariate generalized skew-elliptical distributions with applications
2491 -- 2506Clément Manga, Auguste Aman, Navègué Tuo. Asymptotic behavior for delayed backward stochastic differential equations
2507 -- 2524Solji Han, Donggyu Kim, Hyunjoong Kim. H-AdaptiveImpute
2525 -- 2543Hongxia Xu, Yanting Xu, Nengxiang Ling, Guoliang Fan. Sufficient dimension reduction in the presence of controlling variable and missing multivariate response
2544 -- 2563Suvra Pal. A new cure rate model with discrete and multiple exposures
2564 -- 2584Alberto Brini, Abu Manju, Edwin R. van den Heuvel. A variable clustering approach for overdispersed high-dimensional count data using a copula-based mixture model
2585 -- 2598Rajeev Kumar, Anil Rai, Tauqueer Ahmad, Ankur Biswas, Prachi M. Sahoo, Pramod Kumar Moury. Rescaling bootstrap variance estimation technique under dual frame surveys with unknown domain sizes
2599 -- 2616Hongxia Xu, Mengting Qin, Guoliang Fan 0002. Truncated composite quantile regression with covariates measurement errors
2617 -- 2627Alexei Stepanov. Simulation of records obtained from sequences of independent and non-identically distributed variables
2628 -- 2645Sha Li, Weizhong Tian, Xinmin Li, Wei Ning. Confidence intervals for heterogeneity in meta-analysis of the rare binary events based on empirical likelihood-type methods
2646 -- 2663Yuanyuan Lu, Henian Chen, Wei Wang, Yangxin Huang, Feng Cheng, Ellen Daley. Adjustment of selection bias for clinical trials: a simulation study
2664 -- 2671Vinayaka, Rajender Parsad, Baidya Nath Mandal. Partially balanced nested block designs based on 2-associate-class association schemes for test-control comparisons
2672 -- 2691Roland A. Matsouaka, Yi Liu, Yunji Zhou. Overlap, matching, or entropy weights: what are we weighting for?
2692 -- 2709Po-Yao Huang 0003, Yeu-Shiang Huang. Bayesian analysis on a natural conjugate prior for the nonhomogeneous Poisson process with a power-law intensity under time-truncated sampling
2710 -- 2721Hanna Yoo. Modeling clustered count data using mixed effect discrete Weibull regression model with cubic splines
2722 -- 2741Yuan Yuan, Nedret Billor. Sure independent screening for functional regression model
2742 -- 2761Hamid Karamikabir, A. Sanati, G. G. Hamedani. Low and high dimensional wavelet thresholds for matrix-variate normal distribution
2762 -- 2769Enas A. Ananbeh, Omar M. Eidous. New simple bounds for standard normal distribution function
2770 -- 2795Asana Neishabouri, Michel C. Desmarais. An ensemble approach to determine the number of latent dimensions and assess its reliability
2796 -- 2817Mohammed A. Meraou, Mohammad Z. Raqab, Debasis Kundu, Fatemah A. Alqallaf. Inference for compound truncated Poisson log-normal model with application to maximum precipitation data
2818 -- 2828Xiangyun Deng, Jibo Wu, B. M. Golam Kibria. On the preliminary test Kibria-Lukman estimator for the linear regression model

Volume 54, Issue 6

1557 -- 1577Raheleh Zamini, Faranak Goodarzi, Farzane Hashemi. Some kernel estimators for varextropy function under length-biased sampling
1578 -- 1586Haris Khurram, Muhammad Aslam. Adaptive partial least squares estimation addressing heteroscedasticity and multicollinearity: a Monte Carlo simulation evidence
1587 -- 1600Javier E. Contreras-Reyes, Mohsen Maleki. RETRACTED ARTICLE: Parameter estimation of the multivariate unrestricted skew-normal distribution using ECM algorithm
1601 -- 1621M. M. Gabr, Sh. M. Morad, L. M. Fatehy. Analysis of linear and bilinear spatial temporal models in the case of missing observations
1622 -- 1637Onkar Ghadge, Vikas Ghute. 2 control chart
1638 -- 1655Kai Song, Xinyu Tian, Xiaoyue Xie. Reliability modeling and evaluation for degradation data with heterogeneous initiation time
1656 -- 1679Shreyashi Basak, Somesh Kumar. Adaptive inference procedures for the concentration parameter of a Fisher-von Mises-Langevin distribution
1680 -- 1690Sunil Kumar, Sanam Preet Kour, Housila P. Singh. Applying ORRT for the estimation of population variance of sensitive variable
1691 -- 1706Dan Huang, Jiewu Huang, Dewei Bai. Combination of the modified Kibria-Lukman and the principal component regression estimators
1707 -- 1721Zhuanzhuan Ma, Zifei Han, Min Wang 0004. Bayesian variable selection and estimation in binary quantile regression using global-local shrinkage priors
1722 -- 1745Biplab Paul, Arabin Kumar Dey. An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale
1746 -- 1765Danish Wasim, Sajjad Ahmad Khan, Muhammad Suhail, Maha Shabbir. New penalized M-estimators in robust ridge regression: real life applications using sports and tobacco data
1766 -- 1786Xuanyu Liu, Chi Zhang, Kam Chuen Yuen, Guo-Liang Tian. Squared normal model and its generalization for the analysis of skewed positive data
1787 -- 1804Shivangi Singh, Chanchal Kundu. A note on interval cumulative past Renyi entropy
1805 -- 1829Shunping Zheng, Fei Zhang, Yan Shen, Xuejun Wang, Jinxiang Ou. ρ -mixing sequences with related statistical applications
1830 -- 1851Gabriela M. Rodrigues, Edwin M. M. Ortega, Roberto Vila, Gauss M. Cordeiro. A new extended normal quantile regression model: properties and applications
1852 -- 1868Tolga Yamut, Burcu Hudaverdi Ucer. Classification with Bernstein copula as discrimination function
1869 -- 1889Yuxin Shi, Yuhong Sheng. Uncertain quantile autoregressive model
1890 -- 1900Jan Kalina. Regularized least weighted squares estimator in linear regression
1901 -- 1913Zhiyuan Ouyang, Meng Wang, Tao Zhang. Model detection for grey forecasting model with polynomial term
1914 -- 1934Yan Ge, Sijia Xiang, Weixin Yao. t distribution-based robust semiparametric mixture regression model
1935 -- 1948C. Satheesh Kumar, G. V. Anila. Generalized asymmetric mixture normal distribution: properties and applications
1949 -- 1965Brenda Castillo-Brais, Ángel León, Juan Mora. Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood
1966 -- 1986Ke Xu, Yingqiu Zhu, Yijing Liu, Hansheng Wang. CluBear: a subsampling package for interactive statistical analysis with massive data on a single machine
1987 -- 2004Janusz L. Wywial, Tomasz Szkutnik. Bootstrap tests for unbiasedness of predictors
2005 -- 2019Peizhi Li, Yingwei Peng, Jianing Zheng. An empirical comparison between gradient boosting methods and cox's proportional hazards model for right-censored survival data
2020 -- 2028Leixin Xia, Baojiang Chen, Dejian Lai. Group sequential tests by boundary crossing via drift fractional Brownian motion: Bayesian estimation
2029 -- 2046Rosa Arboretti, Elena Barzizza, Riccardo Ceccato. A comparison of nonparametric methods for multivariate two-sample tests
2047 -- 2064Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev. Modified method of moments for generalized Laplace distributions
2065 -- 2075Hadi Alizadeh Noughabi, Mohammad Shafaei Noughabi. Gini index based goodness-of-fit test for the Lindley distribution
2076 -- 2088Carla Wilson, Achraf Cohen. 2 control chart
2089 -- 2109Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos. On the performance and comparison of various memory-type control charts
2110 -- 2131R. I. Chowdhury, M. Tariqul Hasan, Shahariar Huda, Gary Sneddon. Regressive class models for machine learning algorithms to predict trajectories of repeated multinomial outcomes: an application to the activity of daily living of elderly data
2132 -- 2151Kim-Hung Pho, Buu-Chau Truong. The Zero-Inflated Poisson - Probit regression model: a new model for count data
2152 -- 2174Somanath D. Pawar, Digambar T. Shirke. Depth-based graphical tools and related tests for multivariate multi-sample problems
2175 -- 2192J. Ravichandran, K. Pranavi, P. Paramanathan. Construction of Six Sigma-based control chart for interval-valued data
2193 -- 2200William McCance, Sat Gupta, Sadia Khalil, Wenhao Shou. Binary Randomized Response Technique (RRT) models under measurement error
2201 -- 2220Min Hyeok Yoon, Chang Kyeom Kim, Sangyeol Lee. Robust monitoring conditional volatility change for time series based on support vector regression
2221 -- 2235Slimane Regui, Abdelhadi Akharif, Amal Mellouk. Locally optimal tests against periodic linear regression in short panels
2236 -- 2252Xiangyu Hu, Mian Huang. Penalized jackknife model averaging
2253 -- 2275J. Janila, A. Lenin Fred. Multi-robot assisted communication service in disaster areas using fractional chameleon swarm algorithm
2276 -- 2287Maha I. Mahfouz, Mahmoud M. Rashwan, Zeinab A. Khadr, Mohammed A. Ramadan. Multi-objective mathematical programming approach for multivariate compromise allocation for stratified random sampling

Volume 54, Issue 5

1255 -- 1282Kuntal Bera, M. Z. Anis. pm for autocorrelated data in the presence of random measurement errors
1283 -- 1293Daijiro Kabata, Mototsugu Shintani. On propensity score misspecification in double/debiased machine learning for causal inference: ensemble and stratified approaches
1294 -- 1315Ashutosh Ashutosh, Usman Shahzad, Nadia H. Al-Noor, Kamlesh Kumar. Treatment of weights adjustments in the presence of unit non-response for small domains: a simulation study
1316 -- 1331M. Sankara Narayanan, Jeyadurga Periyasamypandian, Saminathan Balamurali. Economic design of multiple deferred state sampling plan for two parameter Lindley distributed mean life assurance
1332 -- 1345Gizem Alkan, Fikri Gokpinar, Esra Gökpinar. A Wald test on the problem of homogeneity of variances
1346 -- 1359Chao Chen, Huansheng Liu, Chunxin Wu, Haiyi Yan, Linlin Xie, Jinlin Du. A simple approximation solution for the Behrens-Fisher problem
1360 -- 1370Xinyu Cong, Jed A. Hartings, Marepalli B. Rao, Roman A. Jandarov. A count weighted Wilcoxon rank-sum test and application to medical data
1371 -- 1383Barry C. Arnold, Indranil Ghosh. On classical and Bayesian inference for bivariate Poisson conditionals distributions: theory, methods and applications
1384 -- 1399Fuxiao Li, Yanting Xiao, Zhanshou Chen. Multiple change-points estimation in panel data models via SaRa
1400 -- 1422Atif Abbasi, M. Revan Özkale. Restricted Liu estimator under stochastic linear restrictions in generalized linear models: theory and applications
1423 -- 1437Mustafa Cavus, Berna Yazici. glme: An R package for mixed effects model inference by the generalized approach
1438 -- 1463Wojciech Zulawinski, Agnieszka Wylomanska. Empirical study of periodic autoregressive models with additive noise - estimation and testing
1464 -- 1480Muhammad Nauman Akram, Muhammad Amin, Nimra Afzal, B. M. Golam Kibria. Kibria-Lukman estimator for the zero inflated negative binomial regression model: theory, simulation and applications
1481 -- 1499Abdul Haq, Michael B. C. Khoo. Weighted adaptive CUSUM mean chart with variable sample size and sampling interval
1500 -- 1521Shashi Bhushan, Anoop Kumar. Imputation of missing data using multi auxiliary information under ranked set sampling
1522 -- 1541Ashkamini, Reema Sharma, Satyanshu K. Upadhyay. Bayes analysis of one-shot device testing data with correlated failure modes using copula models
1542 -- 1555Noviana Pratiwi, Dedi Rosadi, Abdurakhman. Robust scaling strategies for outlier handling in orthogonal projection to latent structures discriminant analysis (OPLS-DA)

Volume 54, Issue 4

943 -- 953Pao-Sheng Shen, Huichen Hsu. Imputation methods for the semiparametric transformation models with doubly-truncated and interval-censored data
954 -- 966Laila Leticia da Silva Costa, Fernando Ferraz do Nascimento. Regression in extremes using the four-parameter Kappa distribution
967 -- 985Friedrich Teuscher, Dieter Rasch. On the existence and generation of non- trivial BIBDs
986 -- 1002Mohammad Fraiwan Al-Saleh, Mo'ath Mohammad Ahmad. Estimation of the common mean of two normal distributions using ranked set sampling and some of its variations
1003 -- 1037Ahmed M. Elsawah. A novel hybrid algorithm for designing mixed three- and nine-level experiments without modeling assumptions
1038 -- 1075Yasin Altinisik, Demet Aydin. Performance evaluation of estimators in the presence of outliers or omitted predictors: a study on the Poisson-Exponential regression model
1076 -- 1091Rory Samuels, Dean M. Young, Joon Jin Song. Small-sample confidence interval estimation of the common mean value of a multivariate normal distribution
1092 -- 1107Wei Yu. An improved permutation-based FDR estimator for heavy-tailed data
1108 -- 1124Ingvild M. Helgøy, Yushu Li. A Bayesian Lasso based sparse learning model
1125 -- 1145Suparna Basu, Debasis Kundu. Model misspecification of Log-Normal and Birnbaum-Saunders distributions
1146 -- 1160Ali M. Mosammam. On the frequency domain composite likelihood methods for estimating space-time covariance functions for large datasets
1161 -- 1174Felipe Sousa Quintino, Ary V. Medino, Chang C. Y. Dorea. Drift estimation for a class of generalized Ornstein-Uhlenbeck process with fluctuating exponential trend
1175 -- 1191Erina Paul, Jingyu He, Himel Mallick. Accelerated Bayesian Reciprocal LASSO
1192 -- 1204Irum Sajjad Dar, Sohail Chand. Heteroscedasticity consistent ridge regression estimators in linear regression model
1205 -- 1226J. C. S. Vasconcelos, Edwin M. M. Ortega, Ricardo A. Kluge, Gauss M. Cordeiro, Roberto Vila. A flexible partially linear regression with random effects for bimodal data with application in postharvest
1227 -- 1236P. Anisha, Deemat C. Mathew, Sudheesh K. Kattumannil. Jackknife empirical likelihood ratio test for logistic distribution using fixed point characterization
1237 -- 1254Sie Kim Ting, Adriana Irawati Nur Ibrahim, Norli Anida Abdullah. Simultaneous confidence regions for the difference between two multivariate complex normal means

Volume 54, Issue 3

603 -- 614Esra Ertan, Zakariya Yahya Algamal, Ali Erkoç, Kadri Ulas Akay. A new improvement Liu-type estimator for the Bell regression model
615 -- 632Abbas Mahdavi, Anthony F. Desmond, Ahad Jamalizadeh. t -normal distribution with application to robust finite mixture modeling
633 -- 651Yujian Liu, Dejun Xie, Yazhe Li, Siyi Yu. t copulas
652 -- 667Abrar Z. Al-Sudani, Rym M'Hallah, Shahariar Huda. D-optimal weighing designs with circular string property under SLS estimation
668 -- 682Raden Gerald R. Agustin, Michael Daniel C. Lucagbo. Regression-based rectangular multivariate normal prediction regions for setting reference regions
683 -- 695Dipika Patra, Sanghamitra Pal. Application of Kalman Filtering with Bayesian formulation in adaptive sampling
696 -- 708Madhura Mandal, Ganesh Dutta. Optimality VIS-À-VIS robustness in mixture models with heteroscedastic error
709 -- 733Hamid Haji Aghabozorgi, Farzad Eskandari. Simultaneous estimation and clustering with finite mixture of nonparanormal graphical models
734 -- 747Yuanzhi Huang, Wanbin Li. A simulation study of the optimal experimental designs for a two-compartment kinetic model
748 -- 776Shi-Fang Qiu, Ying-Qiu Qu, Xiao-liang Zhang, Chao Li. Estimating disease prevalence, diagnostic-test sensitivity and specificity under double-sampling design in the absence of a gold standard
777 -- 789Chun Pan, Bo Cai. PICBayes: Bayesian proportional hazards models for partly interval-censored data
790 -- 823Xuehong Luo, Zihan Zhao, Hongxia Wang, Chenhua Li.
824 -- 836Pavithra Hariharan, P. G. Sankaran, Asokan Mulayath Variyath. A Bayesian semiparametric regression model for current status data
837 -- 865Sigeng Chen, Jeffrey S. Rosenthal, Aki Dote, Hirotaka Tamura, Ali Sheikholeslami. Sampling via Rejection-Free Partial Neighbor Search
866 -- 888Brady T. West, Yajuan Si, Yueying Hu, Sean E. McCabe, Phil Veliz. The role of weighting adjustment for attrition in longitudinal trajectory modeling: a simulation study
889 -- 924Barkahoum Laala, Ahmed M. Elsawah, Gajendra K. Vishwakarma, Kai-Tai Fang. Integrating clustering and sequential analysis for improving the spectral density estimation and dependency structure of time series
925 -- 941Yanting Xiao, Wanying Dong. Robust statistical inference for varying-coefficient partially linear instrumental variable model based on modal regression

Volume 54, Issue 2

319 -- 330Lianyan Fu, Faming Ma, Dehui Wang, Jiujun Zhang. D -optimal allocation with cost consideration in regression models
331 -- 341Prashant S. Dhamale, Akanksha S. Kashikar. Outlier detection in cylindrical data based on Mahalanobis distance
342 -- 360Vaiva Deltuvaite-Thomas, Tomasz Burzykowski. Operational characteristics of univariate generalized pairwise comparisons with missing data
361 -- 381Han Li, Xiaogang Dong, Luan Zhao, Xue Ding, Kai Yang. Shrinkage estimation and order selection in threshold autoregressive models via Bayesian empirical likelihood
382 -- 405Lee-Shen Chen, Tachen Liang, Ming-Chung Yang. t ) simple step-stress test
406 -- 416Jing Wang. A machine learning approach for clustered data
417 -- 432Pengcheng Ren, Xingyu Yan, Xiaolong Pu. EM-test for homogeneity in location-scale mixture model with a structural scale
433 -- 448Tarek M. Omara. Almost unbiased Liu-type estimator for Tobit regression and its application
449 -- 466S. Sridevi, Saminathan Balamurali. Evaluation and design of a new system of tightened single-level skip-lot sampling plan
467 -- 488Li Xue, Qiuyu Wang, Congkai Li, Lisheng An. Economic design of residuals MEWMA control chart with variable sampling intervals and sample size
489 -- 509Athanasios C. Rakitzis, Argyro Lafatzi. On the performance of two-sided EWMA charts in the monitoring of continuous proportions
510 -- 529Anderson Ribeiro Duarte, H. S. R. Martins, Fernando Luiz Pereira de Oliveira. CM-generator: an approach for generating customized correlation matrices
530 -- 544Wenhui Liu, Zhonghua Li, Zhaojun Wang. Remedial approaches to decrease the effect of measurement errors on polynomial profile monitoring
545 -- 556Marta Ferreira. Smoothness of time series: a new approach to estimation
557 -- 568Ben Roberts, John Haywood, Eustace Swordson. Distribution free testing for the family of Laplace distributions
569 -- 582Semra Türkan. Influence diagnostics in geographically weighted ridge regression
583 -- 601Yingli Pan, Haoyu Wang, Kaidong Xu, He Huang. Distributed estimation for linear regression with covariates missing at random

Volume 54, Issue 12

4965 -- 4979Mehmet Güray Ünsal, Daniel Friesner, Robert Rosenman, Mediha Örkcü. Estimation of the incidence of inefficiency using bootstrap and Bayesian estimators
4980 -- 4994Yang Long. Periodic threshold-type dividends for a perturbed dual risk model with a random time horizon
4995 -- 5012Sandeep, Arup Ranjan Mukhopadhyay. The multi-objective economic statistical design of the p-chart: NSGA II approach
5013 -- 5022Djillali Seba, Karima Belaide, Nesrine Benaklef. On several properties of a novel class of generalized Humbert autoregressive moving average process
5023 -- 5034Taehan Bae. Rejection sampling for generating random numbers from weighted distributions
5035 -- 5051Zhibin Mao, Baoying Yang, Haitao Zhang. Signed integer-valued autoregressive model with time-varying coefficients
5052 -- 5064Xuhui Wang, Wuyi Ye. A new variable selection and estimation algorithm for the high-dimensional quantile single-index model
5065 -- 5078Dahee Chung, Soon-Sun Kwon, Soohyun Ahn. Enhanced trajectory data visualization: a dynamic time warping integrated t-SNE approach with real-data applications
5079 -- 5095Shiying Li, Li Shao, Shuwei Li. Variable selection in proportional hazards model with left-truncated survival data: a penalized composite likelihood approach
5096 -- 5110Xiang Xiao, Yuhong Sheng. Uncertain vector moving average model based on Welsch loss function
5111 -- 5122Shokrya Saleh Alshqaq, Ali Hassan Abuzaid. Bayesian information criteria for multiple regression models: A study of robustness and comparisons
5123 -- 5138Yizhen Zhao, Xuejun Ma, Yue Chao. Spatial lag quantile regression for compositional data
5139 -- 5161Yanting Li, Zitong Yue, Yu Zhao. Covariance monitoring of multimode multivariate IoT devices data
5162 -- 5179Yang Yang. On seemingly unrelated regression models with linear mixed effects
5180 -- 5194Elsayed Ghanem, Armin Hatefi, Hamid Usefi. Liu-type shrinkage estimators for mixture of logistic regressions: an osteoporosis study
5195 -- 5209Subrata Rana, Surupa Roy. Ordinal family data analysis with measurement error in covariates
5210 -- 5231Shasha Zhang, Dan Liang, Shanchao Yang, Zhaoshuo Wu, Xiangjun Yang, Xiutao Yang. Asymptotic properties of histogram density estimation for long-span high-frequency data in diffusion processes
5232 -- 5248Shengping Yang, Jianrong Wu. BayCAR: a Bayesian-based covariate-adaptive randomization method for multi-arm trials
5249 -- 5258Rand R. Wilcox. Inferences about quantile correlations
5259 -- 5282Satyam Das, Sourav Pradhan. Maximum likelihood and Bayesian estimation of traffic intensity for a bulk-service queue with batch-size-dependent service mechanism
5283 -- 5298Hiba Nassar, Krzysztof Podgórski. Periodic splinets
5299 -- 5313Zhe Liu 0027, Yang Liu 0228. 2 emission
5314 -- 5321Zakariya Yahya Algamal. A modified ridge estimator in Cox regression model
5322 -- 5348Gulab Singh Bura, Yashi Vaish. Classical and Bayesian estimates of traffic intensity for M/M/1 queue with state-dependent service
5349 -- 5368Magdalena Szymkowiak, Aninda K. Nanda, Subarna Bhattacharjee. On means of support-dependent generalized aging intensity functions and their applications
5369 -- 5389Jong-Min Kim 0001, Il Do Ha. Vine copula MFPCA residual control chart for sparse multivariate functional data
5390 -- 5408Faysal A. Chowdhury, Kalimuthu Krishnamoorthy. Parametric bootstrap and fiducial inference for two-sample problems: two-parameter Maxwell distributions
5409 -- 5426Lei Qiao. A nonparametric Bootstrap CUSUM multi-chart for detecting unknown abrupt changes
5427 -- 5440Zhen Wang, Zhiyao Li, Wenjuan Wang, Boyu Li, Wen Chen, Li Ling. Impact of sample size, sojourn time distribution on the performance of multistate semi-Markov model for analyzing disease progression: a simulation study
5441 -- 5463Xudan Chen, Yuji Wu, Jiangren Lu, Qing Zhang, Xin Liu. A stochastic process-based degradation modeling framework considering measurement errors: a perspective of dual non-Gaussian assumptions

Volume 54, Issue 11

4493 -- 4503Abimibola Victoria Oladugba, Brenda Mbouamba Yankam. Outlier robust orthogonal uniform composite designs for third-order models
4504 -- 4518Sirao Wang, Jiajuan Liang, Heng Peng, Huajun Ye. A new Kolmogorov-Smirnov test based on representative points in Weibull distributions
4519 -- 4545Yinan Li, Zhihua Sun, Kai-Tai Fang. Generalized inverse transformation method via representative points in statistical simulation
4546 -- 4573Danilo Leal, Lubos Strelec, Felix Fuders, Milan Stehlík. On testing the changes in trends of stock market index and rates
4574 -- 4585Guoyi Zhang, Yulei He. A general procedure for evaluating models and ensemble Support Vector Regression
4586 -- 4604Essoham Ali, Kim-Hung Pho. A novel model for count data: zero-inflated Probit Bell model with applications
4605 -- 4622Mei Li, Suthakaran Ratnasingam, Yubin Tian, Wei Ning. Change point detection in length-biased lognormal distribution
4623 -- 4660Ruijie Guan, Weihu Cheng, Junjun Jiao, Jie Zeng. A novel finite mixture model based on generalized scale mixtures of generalized normal distributions with application to stock dataset
4661 -- 4678Surajit Pal, Susanta Kumar Gauri. Monitoring bivariate zero-inflated Poisson processes: an alternative to copula-based bivariate attribute control chart
4679 -- 4689Vijayalakshmi S., Nicy Sebastian, Sajesh T. Abraham. Bivariate robust control charts for individual observations
4690 -- 4711Shikhar Tyagi, Arvind Pandey, David D. Hanagal, Christophe Chesneau. A study on comparisons of additive regression frailty models to counter heterogeneity: Bayesian strategies and case study
4712 -- 4725Harpreet Singh, Seng-Huat Ong, Choung Min Ng, Kurunathan Ratnavelu. Poisson-stopped sum Lévy-type processes with application to stochastic modeling of hospital arrivals
4726 -- 4736Yao Xiao, Kang Fu, Kun Li. Variance-reduced sampling importance resampling
4737 -- 4753Frosso S. Makri, Zaharias M. Psillakis, Spiros D. Dafnis. Number of runs of ones of length exceeding a threshold in a modified binary sequence with locks
4754 -- 4779Lili Liu, Lu Lin, Lei Liu. Interaction screening in high-dimensional multi-response regression via projected distance correlation
4780 -- 4797Suvra Pal, Sandip Barui. Likelihood-based inference for semi-parametric transformation cure models with interval censored data
4798 -- 4820Toh Kuan Wei, Nora Muda, Asyraf Nadia Mohd Yunus, Abdul Rahman Othman, Sonia Aïssa, Nor Aishah Ahad. Approximation of the lognormal distribution as a solution to the sum of lognormal variates
4821 -- 4840Paul Gaona-Partida, Chih-Ching Yeh, Yan Sun, Adele Cutler. Random forests regression for soft interval data
4841 -- 4907Selman Mermi, Atila Göktas, Özge Akkus. How well do ridge parameter estimators proposed so far perform in terms of normality, outlier detection, and MSE criteria?
4908 -- 4926Christina Hoffman, Jakini Auset Kauba, Julie C. Reidy, Thomas Weighill. Statistical models of ballot truncation in ranked choice elections
4927 -- 4943Yakoub Boularouk. GJR-GARCH process with normal errors of varying mean
4944 -- 4948Salah Khardani, Hamdi Raïssi, Camila Villegas. GARCH based value-at-risk assessment when the observed process is iid
4949 -- 4963Xiaoqiang Zeng, Yoshihide Kakizawa. p ) process

Volume 54, Issue 10

3879 -- 3897Shaho Zarei. Robust mixture of regression models using the symmetric α-stable distribution
3898 -- 3914Bappa Saha, Ankur Biswas, Tauqueer Ahmad, Prachi M. Sahoo, Kaustav Aditya, Nobin Chandra Paul. Geographically weighted regression model-calibration for finite population parameter estimation under two stage sampling design
3915 -- 3932Ro'ya Al Dibi'i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser. Fitting data to a multiple structural measurement errors model
3933 -- 3947Muhammad Shakir Khan, Amjad Ali 0003, Muhammad Suhail, B. M. Golam Kibria. On some two parameter estimators for the linear regression models with correlated predictors: simulation and application
3948 -- 3969Ya-Guang Shi, Ying-Ying Zhang, Zheng Li. The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein's loss function
3970 -- 3989Olga Savchuk. Plug-in bandwidth selection rules for the kernel quantile estimator
3990 -- 4009Levent Özbek, Volkan Hacioglu, Ümit Koç. An empirical analysis of consumption and current account in an intertemporal stochastic model
4010 -- 4029Sima Sarlak, Ali Salmasnia, Mohammad Reza Maleki. A double sampling ridge penalized likelihood ratio control charting method with variable sample size for Phase II monitoring of high-dimensional covariance matrix
4030 -- 4047Vicente G. Cancho, Michele M. Sacramento, Edwin M. M. Ortega, Talita E. N. T. de Moraes, Gauss M. Cordeiro. A Bayesian cure rate regression model using Hamiltonian Monte Carlo methods
4048 -- 4058Xiangyu Shi, Ruiyuan Cao, Jiang Du, Zhuqing Miao. A rank-based adaptive independence test for high-dimensional data
4059 -- 4075Artur J. Lemonte. Bootstrap-based confidence intervals for the standard two-sided power distribution
4076 -- 4088Li Zou, Sara Hatter. Permuting density-based empirical likelihood ratio test statistics
4089 -- 4109Jeewuan Kim, Seung-Ho Kang, Ick-Hoon Jin, Junhui Park. Control of Frequentist type I error rates in hierarchical linear models for multiregional clinical trials using a Bayesian method
4110 -- 4128Mona Boostan Kordpoor, Mona Ayoubi. Designing acceptance sampling plans for polynomial profiles using EWMA statistics based on process yield index
4129 -- 4154Alam Ali, Ashok Kumar Pathak, Mohd Arshad, Takeshi Emura. Copula-based regression estimation in the presence of outliers
4155 -- 4169Satyam Verma, Arpan Bhowmik, Eldho Varghese, Seema Jaggi, Cini Varghese, Anindita Datta. On the construction of trend free constant block sum PBIB designs
4170 -- 4192Clécio S. Ferreira, Ronaldo Dias. Semiparametric regression models under skew scale mixtures of normal distributions
4193 -- 4212Gopal Nath, Krishna K. Saha, Soumik Banerjee, Kumer P. Das. Analyzing the influence of binary data clustering on relative risk within the context of inferential methods
4213 -- 4234Zhan Liu, Dianni Wang, Yingli Pan. Superpopulation model inference for non-probability samples under informative sampling
4235 -- 4252Fangrou Chai, Xingfa Zhang, Yuan Li, Yanshan Chen. The nonparametric GARCH model estimation using intraday high-frequency data
4253 -- 4263Mingyao Li, Juanping Zhu. Effective parameter space compression for Bayesian adaptive estimation
4264 -- 4284Jinmei Yue, Danshu Sheng, Feilong Lu. A mixed BAR(1) model driven by serially dependent innovation with application
4285 -- 4305Anderson Ribeiro Duarte, Josino J. Barbosa, H. S. R. Martins, Fernando Luiz Pereira de Oliveira. Data-driven cluster analysis method: a novel outliers detection method in multivariate data
4306 -- 4323Jiaxuan Zhu, Xiaoyue Qiu, Liying Liu. Uncertain statistics models for characterizing annual total energy production
4324 -- 4343Yang Liu 0228, Zhongfeng Qin. Moment estimation of uncertain autoregressive model and its application in financial market
4344 -- 4364Johanna de Haan-Ward, Simon J. Bonner, Douglas Woolford. On the prediction of rare events when sampling from large data
4365 -- 4402Aidi Liu, Weihu Cheng, Ruijie Guan. A novel skewed generalized normal distribution: properties, statistical inference, and its applications
4403 -- 4430Ayaka Yagi, Takashi Seo. Tests for one and two mean vectors and simultaneous confidence intervals with monotone incomplete data
4431 -- 4441Hongjian Zhu, Jun Yu, Qin Wang, Dejian Lai, Li Wang, Sheng Zhong. Adaptive seamless phase II/III design with sequential estimation-adjusted urn model
4442 -- 4456Waqar Hafeez, Jianguo Du 0001, Nazrina Aziz, Khalil Ullah, Wing-Keung Wong, Muhammad Imran 0023, Zameer Abbas. A Bayesian approach with double group sampling plan to estimate quality regions for proportion of nonconforming products in industry based on beta prior
4457 -- 4471Caixia Liu 0003, Keyun Zhao, Zhenguo Xu. A novel multi-scale fractional-order Bernoulli grey model and its application on primary school scale prediction
4472 -- 4480Manoj K. Chaudhary, Basant K. Ray. Treating the problem of non-response in stratified random sampling under calibration approach
4481 -- 4492Xian-Ping Tang, Yu-Zhu Tian, Chun-Ho Wu, Yue Wang 0042, Zhibao Mian. A new class of zero-truncated counting models and its application

Volume 54, Issue 1

1 -- 22E. Mokhtari, A. Dolati, A. Dastbaravarde. Copula-based measures and tests for conditional asymmetry
23 -- 43Ziba Batvandi, Mahmoud Afshari, Hamid Karamikabir. Two new Bayesian-wavelet thresholds estimations of elliptical distribution parameters under non-linear exponential balanced loss
44 -- 57Yusuf Kemal Arslan, Afra Alkan, Atilla Halil Elhan. Comparison of the response time-based effort-moderated IRT model and three-parameter logistic model according to computerized adaptive test performances: a simulation study
58 -- 70Zhifei Zhang, Mu Yue, Lei Huang 0009, Qin Wang, Baoying Yang. Large portfolio allocation based on high-dimensional regression and Kendall's Tau
71 -- 90Tengyue Ma, Dehui Wang. First-order random coefficient binomial AR process with dependent counting series
91 -- 103Vaisakh K. M., E. P. Sreedevi, Sudheesh Kumar Kattumannil. A new goodness of fit test for gamma distribution with censored observations
104 -- 119Yingli Pan, Haoyu Wang, Xiaoluo Zhao, Kaidong Xu, Zhan Liu. Distributed estimation for large-scale expectile regression
120 -- 143Manoj Khanal, Soyoung Kim, Kwang Woo Ahn. Adjusted curves for clustered survival and competing risks data
144 -- 159Gulab Singh Bura, Himanshi Sharma. Bayesian analysis of single server Markovian queueing model with balking under asymmetric loss functions
160 -- 192Joseph Ngatchou-Wandji, Marwa Ltaifa. weak changes in the mean of a class of nonlinear heteroscedastic models
193 -- 217Zohre Ghasemi, Ali Zeinal Hamadani, Ahmad Ahmadi Yazdi. New methods for phase II monitoring of multivariate simple linear profiles
218 -- 233Samrat Hore, Anup Dewanji, Aditya Chatterjee. Optimal allocation with known covariates into two treatments under generalized linear model through Hybrid VNS algorithm
234 -- 251YiYing Chew, Michael B. C. Khoo, Khai Wah Khaw, Ming Ha Lee, Sajal Saha. Optimal designs of variable sample size control chart for monitoring the multivariate coefficient of variation in short production runs
252 -- 266Yuto Aizawa, Takeshi Emura, Hirofumi Michimae. Bayesian ridge estimators based on copula-based joint prior distributions for logistic regression parameters
267 -- 282Huiting Huang, Elena Barzizza, Riccardo Ceccato, Fortunato Pesarin. Permutation tests for multivariate order-constrained testing problems
283 -- 301Sara Bendjeddou, Mohamed Sadoun. Non-Parametric Estimation for Locally Stationary Integer-Valued Processes
302 -- 318Luis Mendo. Simulating a coin with irrational bias using rational arithmetic