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New simple bounds for standard normal distribution function Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-03-15 Enas A. Ananbeh, Omar M. Eidous
This paper presents new simple lower and upper bounds for the cumulative normal distribution function, Φ(z). The accuracy and closeness of the proposed bounds to the exact Φ(z) are investigated bas...
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A robust test approach for equality of mean vectors of two independent groups under the multivariate Behrens-Fisher problem Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-03-14 Hasan Bulut, Gülnur Karaosman
In multivariate statistical inference, the Hotelling T2 statistic is used to test the equality of mean vectors for two independent groups. This statistic needs the multivariate normality and homoge...
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An ensemble approach to determine the number of latent dimensions and assess its reliability Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-03-13 Asana Neishabouri, Michel C. Desmarais
Determining the number of latent dimensions (LD) of a data set is a ubiquitous problem, for which numerous methods have been developed. We compare some of the most effective ones on synthetic data,...
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Low and high dimensional wavelet thresholds for matrix-variate normal distribution Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-03-11 H. Karamikabir, A. Sanati, G. G. Hamedani
The matrix-variate normal distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables. In this paper, we introduce ...
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Modified method of moments for generalized Laplace distributions Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-03-05 Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoreti...
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Modeling clustered count data using mixed effect discrete Weibull regression model with cubic splines Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-03-05 Hanna Yoo
This paper investigates the use of mixed-effect discrete Weibull (DW) regression model with cubic splines for clustered count data. DW regression model can be used for both over and under-dispersed...
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Overlap, matching, or entropy weights: what are we weighting for? Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-29 Roland A. Matsouaka, Yi Liu, Yunji Zhou
There has been a recent surge in statistical methods for handling the lack of adequate positivity when using inverse probability weights (IPW). However, these nascent developments have raised a num...
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Construction of Six Sigma-based control chart for interval-valued data Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-28 J. Ravichandran, K. Pranavi, P. Paramanathan
Construction of control charts is straightforward if the data are real-valued. However, there are situations where data are essentially interval-valued in which each observation is represented by m...
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Bayesian analysis on a natural conjugate prior for the nonhomogeneous Poisson process with a power-law intensity under time-truncated sampling Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-28 Po-Yao Huang, Yeu-Shiang Huang
The core content in this paper discusses the Bayesian approach, which essentially estimates and predicts the reliability of a repairable system during the actual testing process. As specified in pr...
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Rescaling bootstrap variance estimation technique under dual frame surveys with unknown domain sizes Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-22 Rajeev Kumar, Anil Rai, Tauqueer Ahmad, Ankur Biswas, Prachi Misra Sahoo, Pramod Kumar Moury
Dual frame (DF) surveys are a special case of multiple frame (MF) surveys considering two frames covering the entire population. Dual frame surveys are applicable in those situations, where, one fr...
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A variable clustering approach for overdispersed high-dimensional count data using a copula-based mixture model Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-20 Alberto Brini, Abu Manju, Edwin R. van den Heuvel
In this paper, we propose a latent variable model for the analysis and clustering of high-dimensional correlated and overdispersed count data. We use a set of random effects to capture within-group...
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Partially balanced nested block designs based on 2-associate-class association schemes for test-control comparisons Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-19 Vinayaka, Rajender Parsad, B. N. Mandal
In this article, nested partially balanced treatment incomplete block (NPBTIB) designs are introduced for making test treatments-control treatment comparisons. Several methods of constructing such ...
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Confidence intervals for heterogeneity in meta-analysis of the rare binary events based on empirical likelihood-type methods Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-19 Sha Li, Weizhong Tian, Xinmin Li, Wei Ning
In meta-analysis, heterogeneity between independent studies is one of the important reference indicators for comprehensive analyses. It is usually described in terms of the variance between groups ...
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Simulation of records obtained from sequences of independent and non-identically distributed variables Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-16 Alexei Stepanov
In the present paper, we provide the density-mass functions of record times and values obtained from samples of independent and non-identically distributed random variables. By making use of these ...
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Adjustment of selection bias for clinical trials: a simulation study Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-16 Yuanyuan Lu, Henian Chen, Wei Wang, Yangxin Huang, Feng Cheng, Ellen Daley
Clinical trial selection bias is a common issue, as patients are typically not selected randomly from a target population. Various statistical approaches have been proposed to adjust for this bias,...
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Locally optimal tests against periodic linear regression in short panels Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-16 Slimane Regui, Abdelhadi Akharif, Amal Mellouk
This paper aims to detect the periodic coefficients of a Linear Regression model with Panel Data. Nonparametric locally and asymptotically optimal tests are proposed for testing the null hypothesis...
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A new cure rate model with discrete and multiple exposures Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-16 Suvra Pal
Cure rate models are mostly used to study data arising from cancer clinical trials. Its use in the context of infectious diseases has not been explored well. In 2008, Tournoud and Ecochard first pr...
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Depth-based graphical tools and related tests for multivariate multi-sample problems Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-16 Somanath D. Pawar, Digambar T. Shirke
A notion of data depth is used to measure the centrality/outlyingness of a given point with respect to a given distribution or data cloud. Several depth-based graphical tools and nonparametric test...
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Truncated composite quantile regression with covariates measurement errors Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-12 Hongxia Xu, Mengting Qin, Guoliang Fan
Truncated data and measurem ent error data are often encountered in practice. In this paper, we study two classes of truncated composite quantile regression with covariates measured with errors. We...
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Robust monitoring conditional volatility change for time series based on support vector regression Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-12 Min Hyeok Yoon, Chang Kyeom Kim, Sangyeol Lee
This study considers a robust monitoring procedure aimed at detecting an anomaly of conditional volatility from sequentially observed time series following a (nonlinear) generalized autoregressive ...
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The Zero-Inflated Poisson - Probit regression model: a new model for count data Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-06 Kim-Hung Pho, Buu-Chau Truong
This paper wishes to propose a new model for count data and it is shortly called a Zero-Inflated Poisson - Probit (ZIP-P) model. The way of setting up for this new model is also based on the tradit...
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On the performance and comparison of various memory-type control charts Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-06 Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos
Several versions of the exponentially weighted moving average (EWMA) control chart, such as the generally weighted moving average (GWMA), the double, triple, and quadruple EWMA (DEWMA, TEWMA, and Q...
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Gini index based goodness-of-fit test for the Lindley distribution Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-05 Hadi Alizadeh Noughabi, Mohammad Shafaei Noughabi
In survival analysis and reliability studies the Lindley distribution has been widely used. In this article, we introduce a new goodness of fit test for the Lindley distribution based on an estimat...
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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 Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-06 R. I. Chowdhury, M. T. Hasan, S. Huda, G. Sneddon
Due to the advancement of electronic data capturing, the amount of repeated categorical data being collected and stored has increased. This massive amount of data is complex and poses significant s...
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An empirical comparison between gradient boosting methods and cox’s proportional hazards model for right-censored survival data Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-02 Peizhi Li, Yingwei Peng, Jianing Zheng
Gradient boosting methods become popular in recent years to analyze right-censored survival data where Cox’s proportional hazards model is the widely used statistical model. However, there are very...
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The impact of imputation methods on the performance of Phase I Hotelling’s T2 control chart Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-02-01 Carla Wilson, Achraf Cohen
The objective of this study was to evaluate the impact of three different methods of handling missing data on the performance of Phase I Hotelling’s T2 multivariate control chart. Using a Monte Car...
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Multi-objective mathematical programming approach for multivariate compromise allocation for stratified random sampling Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-30 Maha I. Mahfouz, Mahmoud M. Rashwan, Zeinab A. Khadr, Mohammed A. Ramadan
The optimal allocation of stratified sample in multivariate surveys faces two main challenges. First, optimization of the conflicting objectives of the variation of the estimates and survey cost, t...
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Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-16 Brenda Castillo-Brais, Ángel León, Juan Mora
We provide Monte Carlo evidence on the efficiency gains obtained in GARCH-based estimations of value-at-risk (VaR) and expected shortfall (ES) by incorporating dependence information through copula...
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Bootstrap tests for unbiasedness of predictors Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-13 Janusz Wywiał, Tomasz Szkutnik
In this paper, the analysis is focused on the unbiasedness of prediction based on a linear regression model. The accuracy of the considered predictors is measured by means of a statistical test bas...
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CluBear: a subsampling package for interactive statistical analysis with massive data on a single machine Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-10 Ke Xu, Yingqiu Zhu, Yijing Liu, Hansheng Wang
This article introduces CluBear, a Python-based open-source package for interactive massive data analysis. The key feature of CluBear is that it enables users to conduct convenient and interactive ...
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Regularized least weighted squares estimator in linear regression Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-08 Jan Kalina
This article is interested in estimating parameters of the linear regression model in a high-dimensional setting, i.e. with a large number of regressors. The lasso estimator does not possess high r...
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Convergence properties for randomly weighted sums of ρ-mixing sequences with related statistical applications Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-05 Shunping Zheng, Fei Zhang, Yan Shen, Xuejun Wang, Jinxiang Ou
In this paper, we investigate some convergence properties, such as complete convergence, complete moment convergence, complete f-moment convergence and strong law of large numbers, for partial sums...
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t distribution-based robust semiparametric mixture regression model Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-04 Yan Ge, Sijia Xiang, Weixin Yao
Semiparametric mixture of regression (SMR) models provide a popular and flexible framework for modeling heterogeneous data that violates some of the parametric assumptions assumed in traditional fi...
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Generalized asymmetric mixture normal distribution: properties and applications Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-03 C. Satheesh Kumar, G. V. Anila
A new class of skew generalized normal distribution as a generalization of the skew-normal distribution of Arellano-Valle (Commun. Statist. Theor. Meth., 2004) and Kumar and Anusree (Commun. Statis...
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Model detection for grey forecasting model with polynomial term Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-03 Zhi-yuan Ouyang, Meng Wang, Tao Zhang
A grey forecasting model with polynomial term which includes the traditional grey model (GM (1)), the nonhomogeneous grey model (NGM(1,1,k)) and the integer order grey model with a time power term ...
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Classification with Bernstein copula as discrimination function Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-02 Tolga Yamut, Burcu Hudaverdi
Bernstein copula models are handy tools for constructing higher-dimensional distribution structures. This study proposes a Bernstein copula model as a discrimination function to classify the given ...
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Uncertain quantile autoregressive model Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2024-01-02 Yuxin Shi, Yuhong Sheng
The propose of uncertain time series is to explore the relationship between response variables and explanatory variables over time based on the imprecise observations. In order to more comprehensiv...
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Efficient estimation for nonparametric spatio-temporal models with nonparametric autocorrelated errors⋆ Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-28 Xuehong Luo, Zihan Zhao, Hongxia Wang, Chenhua Li
Spatio-temporally correlated data appear in many environmental studies, and consequently, there is an increasing demand for estimation methods that take account of spatio-temporal (ST) correlation ...
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A new extended normal quantile regression model: properties and applications Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-27 Gabriela M. Rodrigues, Edwin M. M. Ortega, Roberto Vila, Gauss M. Cordeiro
We propose the exponentiated odd log-logistic normal quantile regression model relating the covariates to the parameters through two systematic components, and adopt the maximum likelihood method t...
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Combination of the modified Kibria–Lukman and the principal component regression estimators Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-26 Dan Huang, Jiewu Huang, Dewei Bai
Statistical inference with the ordinary least squares (OLS) estimator is frequently influenced when there is a multicollinearity in the linear regression model. In this article, to reduce these eff...
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A note on interval cumulative past Renyi entropy Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-23 Shivangi Singh, Chanchal Kundu
In analogy with cumulative residual entropy, Di Crescenzo and Longobardi (2009) proposed cumulative past entropy which served as the basis for many following works. To this end, we define cumulativ...
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An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-23 Biplab Paul, Arabin Kumar Dey
Block and Basu bivariate exponential distribution is one of the most popular absolutely continuous bivariate distributions. In this article, we have considered a Block–Basu type bivariate Pareto di...
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Empirical study of periodic autoregressive models with additive noise – estimation and testing Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-21 Wojciech Żuławiński, Agnieszka Wyłomańska
Periodic autoregressive (PAR) time series with finite variance is considered as one of the most common models of second-order cyclostationary processes. However, in the real applications, the signa...
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New penalized M-estimators in robust ridge regression: real life applications using sports and tobacco data Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-20 Danish Wasim, Sajjad Ahmad Khan, Muhammad Suhail, Maha Shabbir
The ordinary least square and ridge regression estimators are very sensitive to the joint presence of multicollinearity and outliers in the y-direction. The method of robust ridge regression with p...
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Applying ORRT for the estimation of population variance of sensitive variable Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-20 Sunil Kumar, Sanam Preet Kour, Housila P. Singh
The current work is driven to provide a collaborated variance estimator for the estimation of population variance by employing optional randomized response technique (ORRT) in order to boost varian...
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Adaptive inference procedures for the concentration parameter of a Fisher-von Mises-Langevin distribution Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-18 Shreyashi Basak, Somesh Kumar
This paper focuses on the estimation and testing of a shape parameter or concentration parameter κ of a directional distribution named Fisher-von Mises- Langevin distribution. The estimators for κ ...
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Squared normal model and its generalization for the analysis of skewed positive data Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-18 Xuanyu Liu, Chi Zhang, Kam Chuen Yuen, Guo-Liang Tian
To model skewed positive data with high kurtosis, this paper proposes, a new squared normal (SQN) distribution, which is constructed by squaring the normal random variable with non-zero mean and no...
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Some kernel estimators for varextropy function under length-biased sampling Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-15 Raheleh Zamini, Faranak Goodarzi, Farzane Hashemi
In this article, we propose nonparametric estimators for varextropy function under length-biased sampling. Asymptotic properties of the estimators are established under suitable regularity conditio...
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Bayesian variable selection and estimation in binary quantile regression using global-local shrinkage priors Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-15 Zhuanzhuan Ma, Zifei Han, Min Wang
In this paper, we construct a Bayesian hierarchical model with global-local shrinkage priors for the regression coefficients, which includes the horseshoe prior and normal-gamma prior. This model i...
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Reliability modeling and evaluation for degradation data with heterogeneous initiation time Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-13 Kai Song, Xinyu Tian, Xiaoyue Xie
In engineering practice, some products start deteriorating only after a period of usage. Moreover, the degradation-free periods of different products show a phenomenon of clustering, that is, there...
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Analysis of linear and bilinear spatial temporal models in the case of missing observations Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-13 M. M. Gabr, Sh. M. Morad, L. M. Fatehy
The present paper discusses the use of a frequency domain approach to develop new methods for estimating the parameters of covariance functions of stationary spatial temporal processes. Such method...
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Kibria–Lukman estimator for the zero inflated negative binomial regression model: theory, simulation and applications Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-12 Muhammad Nauman Akram, Muhammad Amin, Nimra Afzal, B. M. Golam Kibria
The zero inflated negative binomial model is an appropriate choice to model count response variables with excessive zeros and over-dispersion simultaneously. This article addresses the parameter es...
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Profile monitoring using synthetic T2 control chart Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-09 Onkar Ghadge, Vikas Ghute
In this paper, we propose synthetic T2 chart for monitoring different parameters including Slope, Intercept and Error variance for simple and multiple linear regression profiles in Phase II. The co...
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Parameter estimation of the multivariate unrestricted skew-normal distribution using ECM algorithm Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-09 Javier E. Contreras-Reyes, Mohsen Maleki
The probability density function of the multivariate unrestricted skew-normal (SUN) distribution, corresponding to a screened normal density, allow to modeling skewness and kurtosis in data in term...
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Bayes analysis of one-shot device testing data with correlated failure modes using copula models Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-07 Ashkamini, Reema Sharma, Satyanshu K. Upadhyay
Copula models are capable of modeling the dependence structure among the random variables, a phenomenon that is often required in the statistical analysis. Such models are the flexible substitutes ...
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Adaptive partial least squares estimation addressing heteroscedasticity and multicollinearity: a Monte Carlo simulation evidence Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-12-04 Haris Khurram, Muhammad Aslam
In this article, we proposed an adaptive partial least squares (APLS) estimator when a high dimensional or multivariate linear regression model has the problems of multicollinearity and heterosceda...
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Imputation of missing data using multi auxiliary information under ranked set sampling Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-11-30 Shashi Bhushan, Anoop Kumar
In this paper, we intend to utilize the multi auxiliary information available under RSS for the imputation of missing data. The mean imputation, regression imputation methods, and power transformat...
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Weighted adaptive CUSUM mean chart with variable sample size and sampling interval Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-11-25 Abdul Haq, Michael B. C. Khoo
The classical CUSUM (C) chart is designed by assuming that the size of the shift in the process, in which a quick detection is important, is known a priori. However, this assumption is often violat...
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On classical and Bayesian inference for bivariate Poisson conditionals distributions: theory, methods and applications Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-11-27 Barry C. Arnold, Indranil Ghosh
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of...
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glme: An R package for mixed effects model inference by the generalized approach Commun. Stat. Simul. Comput. (IF 0.9) Pub Date : 2023-11-27 Mustafa Cavus, Berna Yazici
This article documents the use of the glme package, which performs generalized inferences based on exact distributions and exact probability statements, provided by such papers as Weerahandi and Yu...