Communications in Statistics - Simulation and Computation, Volume 38, Issue 5 (2009)

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Communications in Statistics - Simulation and Computation, Volume 38, Issue 5 (2009)

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Original Articles

Article
Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes
Olha Bodnar
Pages: 919-938
Published online: 24 Feb 2009
AbstractforApplication of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes | Full Text | References | PDF (805.4 KB)
  • 518 Views
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Article
Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk
Marco Bee
Pages: 939-960
Published online: 24 Feb 2009
AbstractforImportance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk | Full Text | References | PDF (330.2 KB)
  • 162 Views
  • 3 CrossRef citations
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Article
Simultaneous Logit-Based Confidence Intervals for Odds Ratios in 2 × k Classification Tables with a Fixed Reference Level
Melinda H. Mccann & Joshua M. Tebbs
Pages: 961-975
Published online: 24 Feb 2009
AbstractforSimultaneous Logit-Based Confidence Intervals for Odds Ratios in 2 × k Classification Tables with a Fixed Reference Level | Full Text | References | PDF (107.1 KB)
  • 98 Views
  • 5 CrossRef citations
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Article
Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions
B. Tarami & Z. Khodadadi
Pages: 976-989
Published online: 24 Feb 2009
AbstractforExact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions | Full Text | References | PDF (107.1 KB)
  • 78 Views
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Article
A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains
D. G. Chen & Y. L. Lio
Pages: 990-1003
Published online: 25 Feb 2009
AbstractforA Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains | Full Text | References | PDF (383.4 KB)
  • 125 Views
  • 6 CrossRef citations
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Article
Confidence Regions Based on Edgeworth Expansion
Jan Vrbik
Pages: 1004-1018
Published online: 25 Feb 2009
AbstractforConfidence Regions Based on Edgeworth Expansion | Full Text | References | PDF (240.2 KB)
  • 81 Views
  • 1 CrossRef citations
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Article
A Note on Local Likelihood Regression for Binary Response Data
Hidenori Okumura
Pages: 1019-1025
Published online: 04 Mar 2009
AbstractforA Note on Local Likelihood Regression for Binary Response Data | Full Text | References | PDF (254.3 KB)
  • 66 Views
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Article
A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
Lili Tian, Changxing Ma & Albert Vexler
Pages: 1026-1036
Published online: 25 Feb 2009
AbstractforA Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models | Full Text | References | PDF (86.6 KB)
  • 266 Views
  • 24 CrossRef citations
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Article
Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks
Olivier Darné
Pages: 1037-1050
Published online: 25 Feb 2009
AbstractforSpurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks | Full Text | References | PDF (88.1 KB)
  • 128 Views
  • 3 CrossRef citations
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Article
A Meta Analytic Approach to Testing for Panel Cointegration
Christoph Hanck
Pages: 1051-1070
Published online: 25 Feb 2009
AbstractforA Meta Analytic Approach to Testing for Panel Cointegration | Full Text | References | PDF (210.8 KB)
  • 99 Views
  • 15 CrossRef citations
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Article
A Simulation Study of Predicting Flush Date
Lutong Zhou, W. John Braun, Douglas G. Woolford & B. Michael Wotton
Pages: 1071-1082
Published online: 17 Mar 2009
AbstractforA Simulation Study of Predicting Flush Date | Full Text | References | PDF (189.8 KB)
  • 75 Views
  • 1 CrossRef citations
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Article
Analyzing Small Samples of Repeated Measures Data with the Mixed-Model Adjusted F Test
Jaime Arnau, Roser Bono & Guillermo Vallejo
Pages: 1083-1103
Published online: 24 Mar 2009
AbstractforAnalyzing Small Samples of Repeated Measures Data with the Mixed-Model Adjusted F Test | Full Text | References | PDF (146.7 KB)
  • 560 Views
  • 28 CrossRef citations
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Article
A Likelihood-Based Approximation to the Cumulative Distribution Function of the Noncentral t Distribution
F. Chang & A. C. M. Wong
Pages: 1104-1114
Published online: 17 Mar 2009
AbstractforA Likelihood-Based Approximation to the Cumulative Distribution Function of the Noncentral t Distribution | Full Text | References | PDF (597.7 KB)
  • 72 Views
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Article
Accounting for Data-Dependent Degrees of Freedom Selection When Testing the Effect of a Continuous Covariate in Generalized Additive Models
Andrea Benedetti, Michal Abrahamowicz & Mark S. Goldberg
Pages: 1115-1135
Published online: 17 Mar 2009
AbstractforAccounting for Data-Dependent Degrees of Freedom Selection When Testing the Effect of a Continuous Covariate in Generalized Additive Models | Full Text | References | PDF (256.1 KB)
  • 66 Views
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Article
Adjacency Method for Finding Connected Subsets of a Graph: An Application of Graph Theory to Spatial Statistics
Jun Luo, Lan Huang, Mark Hachey & Ram Tiwari
Pages: 1136-1151
Published online: 17 Mar 2009
AbstractforAdjacency Method for Finding Connected Subsets of a Graph: An Application of Graph Theory to Spatial Statistics | Full Text | References | PDF (168.7 KB)
  • 181 Views
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