Communications in Statistics - Simulation and Computation, Volume 49, Issue 10 (2020)

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Communications in Statistics - Simulation and Computation, Volume 49, Issue 10 (2020)

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Review Article

Review Article
Distributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process
José María González-Barrios & Ricardo Hoyos-Argüelles
Pages: 2505-2532
Published online: 04 Dec 2018
AbstractforDistributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process | Full Text | References | PDF (2.2 MB) | EPUB
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Original Articles

Article
Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples
Weixue Lu & Shijuan Yang
Pages: 2533-2545
Published online: 28 Nov 2018
AbstractforEmpirical likelihood of the distribution function in the finite point under ϕ-mixing samples | Full Text | References | PDF (1.1 MB) | EPUB
  • 201 Views
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Article
A new correlation for bivariate time series with a higher order of integration
Sudeep R. Bapat
Pages: 2546-2558
Published online: 26 Oct 2018
AbstractforA new correlation for bivariate time series with a higher order of integration | Full Text | References | PDF (1.7 MB) | EPUB
  • 112 Views
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Article
Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows
Davide De Gaetano
Pages: 2559-2582
Published online: 31 Dec 2018
AbstractforForecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows | Full Text | References | PDF (2.2 MB) | EPUB
  • 141 Views
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Article
Improved bootstrap confidence intervals for the process capability index Cpk
Chanseok Park, Sanku Dey, Linhan Ouyang, Jai-Hyun Byun & Mark Leeds
Pages: 2583-2603
Published online: 20 Dec 2018
AbstractforImproved bootstrap confidence intervals for the process capability index Cpk | Full Text | References | PDF (1.8 MB) | EPUB
  • 827 Views
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Article
Modelling the scores and performance statistics of NBA basketball games
Kai Song, Qingrong Zou & Jian Shi
Pages: 2604-2616
Published online: 13 Nov 2018
AbstractforModelling the scores and performance statistics of NBA basketball games | Full Text | References | PDF (946.2 KB) | EPUB
  • 1317 Views
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Article
An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
Masoumeh Shirozhan & Mehrnaz Mohammadpour
Pages: 2617-2638
Published online: 11 Nov 2018
AbstractforAn INAR(1) model based on the Pegram and thinning operators with serially dependent innovation | Full Text | References | PDF (1.6 MB) | EPUB
  • 116 Views
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Article
A flexible bimodal model with long-term survivors and different regression structures
Thiago G. Ramires, Edwin M.M. Ortega, Artur J. Lemonte, Niel Hens & Gauss M. Cordeiro
Pages: 2639-2660
Published online: 17 Nov 2018
AbstractforA flexible bimodal model with long-term survivors and different regression structures | Full Text | References | PDF (2 MB) | EPUB
  • 121 Views
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Article
Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models
Mohammad Taremi, Farzad Eskandari & Mohammad Bameni Moghadam
Pages: 2661-2677
Published online: 13 Dec 2018
AbstractforEffects of weak identification on the MD estimator in dynamic stochastic general equilibrium models | Full Text | References | PDF (1.2 MB) | EPUB
  • 45 Views
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Article
Shrinkage estimation for identification of linear components in composite quantile additive models
Huilan Liu, Junjie Ma & Changgen Peng
Pages: 2678-2692
Published online: 17 Nov 2018
AbstractforShrinkage estimation for identification of linear components in composite quantile additive models | Full Text | References | PDF (1.1 MB) | EPUB
  • 119 Views
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Article
Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest
Zhongqin Gao, Jingmin He & Bingbing Wang
Pages: 2693-2703
Published online: 20 Dec 2018
AbstractforExact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest | Full Text | References | PDF (1.3 MB) | EPUB
  • 60 Views
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Article
Rescaling bootstrap technique for variance estimation for ranked set samples in finite population
Ankur Biswas, Anil Rai & Tauqueer Ahmad
Pages: 2704-2718
Published online: 10 Nov 2018
AbstractforRescaling bootstrap technique for variance estimation for ranked set samples in finite population | Full Text | References | PDF (1 MB) | EPUB
  • 176 Views
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Article
A class of optimization problems on minimizing variance based criteria in respect of parameter estimators of a linear model
M. Chowdhury, M. Chen & S. Mandal
Pages: 2719-2731
Published online: 16 Nov 2018
AbstractforA class of optimization problems on minimizing variance based criteria in respect of parameter estimators of a linear model | Full Text | References | PDF (1 MB) | EPUB
  • 104 Views
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Original Article

Article
Quantile based estimation of biasing parameters in ridge regression model
Muhammad Suhail, Sohail Chand & B. M. Golam Kibria
Pages: 2732-2744
Published online: 31 Jan 2019
AbstractforQuantile based estimation of biasing parameters in ridge regression model | Full Text | References | PDF (1.2 MB) | EPUB
  • 406 Views
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Original Articles

Article
Testing for INAR effects
Rolf Larsson
Pages: 2745-2764
Published online: 21 Jan 2019
AbstractforTesting for INAR effects | Full Text | References | PDF (1.6 MB) | EPUB
  • 828 Views
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Open Access
Article
A double exponentially weighted moving average chart for time between events
Vasileios Alevizakos & Christos Koukouvinos
Pages: 2765-2784
Published online: 21 Jan 2019
AbstractforA double exponentially weighted moving average chart for time between events | Full Text | References | PDF (2.3 MB) | EPUB
  • 205 Views
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