Communications in Statistics - Simulation and Computation, Volume 48, Issue 4 (2019)

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Communications in Statistics - Simulation and Computation, Volume 48, Issue 4 (2019)

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Original Articles

Article
The IPW estimator for the joint distribution function of the gap times from recurrent event data
Pao-sheng Shen
Pages: 957-967
Published online: 15 Dec 2017
AbstractforThe IPW estimator for the joint distribution function of the gap times from recurrent event data | Full Text | References | PDF (585.8 KB) | EPUB
  • 79 Views
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Article
Bandwidth selection for nonparametric modal regression
Haiming Zhou & Xianzheng Huang
Pages: 968-984
Published online: 05 Feb 2018
AbstractforBandwidth selection for nonparametric modal regression | Full Text | References | PDF (1.5 MB) | EPUB
  • 229 Views
  • 9 CrossRef citations
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Article
Independent attributes control chart for Markov-dependent processes
M. P. Gadre & S. B. Adnaik
Pages: 985-997
Published online: 15 Dec 2017
AbstractforIndependent attributes control chart for Markov-dependent processes | Full Text | References | PDF (688.1 KB) | EPUB
  • 90 Views
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Article
Confidence intervals based on the deviance statistic for the hyperparameters in state space models
T. R. Santos, G. C. Franco & T. B. Ceccotti
Pages: 998-1018
Published online: 15 Dec 2017
AbstractforConfidence intervals based on the deviance statistic for the hyperparameters in state space models | Full Text | References | PDF (1,009.7 KB) | EPUB
  • 250 Views
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Article
Global and local tests to assess stationarity of Markov transition models
Idemauro Antonio Rodrigues de Lara, John Hinde & Cesar Augusto Taconeli
Pages: 1019-1039
Published online: 09 Feb 2018
AbstractforGlobal and local tests to assess stationarity of Markov transition models | Full Text | References | PDF (1.2 MB) | EPUB
  • 85 Views
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Article
Minimal auxiliary Markov chains through sequential elimination of states
Donald E. K. Martin
Pages: 1040-1054
Published online: 09 Feb 2018
AbstractforMinimal auxiliary Markov chains through sequential elimination of states | Full Text | References | PDF (825.4 KB) | EPUB
  • 77 Views
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Article
Multiple dependent state repetitive sampling plans with or without auxiliary variable
Nasrullah Khan, Muhammad Aslam, Liaquat Ahmad & Chi-Hyuck Jun
Pages: 1055-1069
Published online: 09 Feb 2018
AbstractforMultiple dependent state repetitive sampling plans with or without auxiliary variable | Full Text | References | PDF (641.7 KB) | EPUB
  • 109 Views
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Article
Moment method estimation of first-order continuous-time bilinear processes
Abdelouahab Bibi & Fateh Merahi
Pages: 1070-1087
Published online: 17 Jan 2018
AbstractforMoment method estimation of first-order continuous-time bilinear processes | Full Text | References | PDF (955 KB) | EPUB
  • 73 Views
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Article
Comparison of different control charts for a Weibull process with type-I censoring
Berihun Bizuneh & Fu-Kwun Wang
Pages: 1088-1100
Published online: 15 Dec 2017
AbstractforComparison of different control charts for a Weibull process with type-I censoring | Full Text | References | PDF (683.4 KB) | EPUB
  • 160 Views
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Article
The Geometric ArcTan distribution with applications to model demand for health services
E. Gómez-Déniz, J.M. Sarabia & E. Calderín-Ojeda
Pages: 1101-1120
Published online: 17 Jan 2018
AbstractforThe Geometric ArcTan distribution with applications to model demand for health services | Full Text | References | PDF (1.2 MB) | EPUB
  • 131 Views
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Article
On a control chart for the Gini index with simulations
A. Karagrigoriou, A. Makrides & I. Vonta
Pages: 1121-1137
Published online: 12 Feb 2018
AbstractforOn a control chart for the Gini index with simulations | Full Text | References | PDF (744.3 KB) | EPUB
  • 218 Views
  • 1 CrossRef citations
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Article
Exponentiality test based on alpha-divergence and gamma-divergence
V. Ahrari, A. Habibirad & S. Baratpour
Pages: 1138-1152
Published online: 04 Mar 2018
AbstractforExponentiality test based on alpha-divergence and gamma-divergence | Full Text | References | PDF (678.3 KB) | EPUB
  • 206 Views
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Article
The copula directional dependence by stochastic volatility models
Jong-Min Kim & S. Y. Hwang
Pages: 1153-1175
Published online: 09 Feb 2018
AbstractforThe copula directional dependence by stochastic volatility models | Full Text | References | PDF (1.4 MB) | EPUB
  • 221 Views
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Original Article

Article
Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
Wilasinee Peerajit, Yupaporn Areepong & Saowanit Sukparungsee
Pages: 1176-1190
Published online: 18 Dec 2017
AbstractforExplicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model | Full Text | References | PDF (773 KB) | EPUB
  • 116 Views
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Original Articles

Article
Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
Fikriye Kurtoğlu & M. Revan Özkale
Pages: 1191-1218
Published online: 15 Dec 2017
AbstractforRestricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses | Full Text | References | PDF (1.6 MB) | EPUB
  • 265 Views
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Article
Time truncated attribute control chart for the Weibull distribution using multiple dependent state sampling
Muhammad Aslam
Pages: 1219-1228
Published online: 15 Dec 2017
AbstractforTime truncated attribute control chart for the Weibull distribution using multiple dependent state sampling | Full Text | References | PDF (697.9 KB) | EPUB
  • 131 Views
  • 9 CrossRef citations
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Article
Sparse structure selection and estimation
Fengrong Wei
Pages: 1229-1238
Published online: 15 Dec 2017
AbstractforSparse structure selection and estimation | Full Text | References | PDF (614.1 KB) | EPUB
  • 75 Views
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Article
Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
Jianwen Xu, Jiamao Zhang & Liya Fu
Pages: 1239-1250
Published online: 17 Jan 2018
AbstractforVariable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood | Full Text | References | PDF (618.3 KB) | EPUB
  • 328 Views
  • 2 CrossRef citations
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Article
Heteroscedasticity-robust estimation of autocorrelation
E. Reschenhofer
Pages: 1251-1263
Published online: 16 Jan 2018
AbstractforHeteroscedasticity-robust estimation of autocorrelation | Full Text | References | PDF (909.2 KB) | EPUB
  • 2822 Views
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Open Access
Article
Confidence intervals for product of powers of the generalized variances of k multivariate normal populations
Dariush Najarzadeh
Pages: 1264-1276
Published online: 17 Jan 2018
AbstractforConfidence intervals for product of powers of the generalized variances of k multivariate normal populations | Full Text | References | PDF (821.6 KB) | EPUB
  • 59 Views
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