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Statistical inference for a two-parameter Rayleigh distribution under generalized progressive hybrid censoring scheme J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-15 Ying Xin, Bingchang Zhou, Yaning Tang, You Zhang
The two-parameter Rayleigh distribution, as an extended distribution of the Rayleigh distribution, has been widely applied in reliability analysis. With the introduction of the location parameter, ...
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Estimation of stress-strength reliability in s-out-of-k system for new flexible exponential distribution under progressive type-II censoring J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-15 Greeshma Chandran, M. Manoharan
This article addresses stress-strength reliability estimation in s-out-of-k systems under progressive type-II censoring. The system consists of components facing common stress, where stress and st...
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Joint AFT random-effect modeling approach for clustered competing-risks data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-03 Lin Hao, Il Do Ha, Jong-Hyeon Jeong, Youngjo Lee
Competing risks data arise when occurrence of an event hinders observation of other types of events, and they are encountered in various research areas including biomedical research. These data hav...
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SPECIAL ISSUE LinStat: a new proposal for robust estimation of the extremal index J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-28 M. Cristina Miranda, Manuela Souto de Miranda, M. Ivette Gomes
The extremal index (EI) is a parameter defined in the framework of extreme value theory, which measures the degree of dependence among exceedances above high fixed thresholds. When the EI exists an...
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Chaudhuri and Mukerjee ORRT for two sensitive characteristics and their overlap J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-19 Kavya Pushadapu, Sarjinder Singh
In this paper, we extend the optional randomized response technique (ORRT) developed by Chaudhuri and Mukerjee [Optionally randomized response techniques. Bull. Calcutta Statist. Assoc. 1985;34:225...
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The performance of the one-sided truncated exponentially weighted moving average X¯ control chart in the presence of measurement errors J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-15 FuPeng Xie, Philippe Castagliola, AnAn Tang, XueLong Hu, JinSheng Sun
When the direction of a potential mean shift can be anticipated, the one-sided exponentially weighted moving average (EWMA) X¯ control chart using the truncation method (namely, the one-sided TEWMA...
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Generalized class of factor type exponential imputation techniques for population mean using simulation approach J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-08 Vinay Kumar Yadav, Shakti Prasad
This article introduces some efficient generalized class of factor-type exponential imputation techniques and their corresponding estimators using auxiliary information. Generalized ratio, product,...
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Maximum test and adaptive test for the general two-sample problem J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-08 Hidetoshi Murakami, Masato Kitani, Markus Neuhäuser
An extension of the omnibus test statistic of Ebner et al. [A new omnibus test of fit based on a characterization of the uniform distribution. Statistics. 2022;56:1364–1384. doi: 10.1080/02331888.2...
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Asymmetric exponential power Bayesian median autoregression with applications J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-08 Zhengwei Liu, Fukang Zhu
Compared with the widely used mean-based models, the prediction based on median autoregression is often more robust for time series forecasting. Motivated by the asymmetric exponential power workin...
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A search for short-period Tausworthe generators over Fb with application to Markov chain quasi-Monte Carlo J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-07 Shin Harase
A one-dimensional sequence u0,u1,u2,…∈[0,1) is said to be completely uniformly distributed (CUD) if overlapping s-blocks (ui,ui+1,…,ui+s−1), i=0,1,2,…, are uniformly distributed for every dimension...
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Some strong convergence properties for randomly weighted maximum partial sums of END random variables with statistical applications J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-04 Minghui Wang, Xuejun Wang, Fei Zhang
This article mainly studies the strong convergence properties for randomly weighted maximum partial sums of arrays of row-wise extended negatively dependent (END, for short) random variables, inclu...
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Statistical inference for a two-parameter distribution with a bathtub-shaped or increasing hazard rate function based on record values and inter-record times with an application to COVID-19 data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-04 Z. Khoshkhoo Amiri, S.M.T.K. MirMostafaee
In this paper, we study the problem of estimation and prediction for a two-parameter distribution with a bathtub-shaped or increasing failure rate function based on lower records and inter-record t...
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Optimization of functional diagnostic test: the effect of kernel method as an estimator of ROC curve J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-04 Graciela Estévez-Pérez
Technical development over the last few decades has resulted in the emergence of complex data, in many cases functional data (FD). This type of data can emerge in many medical studies which are gea...
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Simple linear functional Errors–In–Variables models with correlated errors J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Ali Al-Sharadqah, Nicholas Woolsey
This paper establishes a new estimator for simple linear measurement error models with correlated errors. Under a small-noise asymptotic regime and using perturbation theory, an unbiased estimator ...
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A Cox-optimized survival model based on GrowNet J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Yimin Shen, Shuhong Zhang
In this study, we propose an improved Cox optimization model – GrowSurv, based on the Cox proportional hazards model (Cox model) and the GrowNet framework. The newly proposed GrowSurv model extends...
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Inverse Lindley distribution: different methods for estimating their PDF and CDF J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 A. Asgharzadeh, M. Alizadeh, M. Z. Raqab
The probability density and cumulative distribution functions are essential statistical forms in modelling data and characterizing their respective distributions. This study addresses the estimatio...
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Confidence intervals for a proportion using a fixed-inverse double sampling scheme when the data are subject to false-positive misclassification J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Asmerom Tesfamichael, Kent Riggs
Of interest in this paper is the development of a model that uses fixed, then inverse sampling of binary data that is subject to false-positive misclassification in an effort to estimate a proporti...
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Robust adaptive variable selection in ultra-high dimensional linear regression models J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Abhik Ghosh, María Jaenada, Leandro Pardo
We consider the problem of simultaneous variable selection and parameter estimation in an ultra-high dimensional linear regression model. The adaptive penalty functions are used in this regard to a...
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Support vector machine in ultrahigh-dimensional feature space J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Mohammad Kazemi
Classification and feature selection play an important role in knowledge discovery in high-dimensional data. Although penalized Support Vector Machine (SVM) is among the most powerful methods for c...
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Triple exponentially weighted moving average control charts without or with variable sampling interval for monitoring the coefficient of variation J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 XueLong Hu, SuYing Zhang, FuPeng Xie, Zhi Song
The coefficient of variation (CV) chart is widely used in the process where the standard deviation is proportional to the mean. In this work, two separate one-sided triple exponentially weighted mo...
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Single and dual reference-free CUSCORE charts for detecting unknown patterned mean shifts J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Abdul Haq, Mehwish Naz, Michael B. C. Khoo
Most of the control charts in the literature focus on detecting constant mean shifts. In practice, dynamic and time-varying process mean shifts are prevalent in the monitoring of feedback-control a...
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Interval estimation of the overlapping coefficients in an exponential family of distributions based on upper record values J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-24 Hamza Dhaker, Salah-Eddine El Adlouni
This paper investigates interval estimation for measures of overlap, namely Matusita's measure, Weitzman's measure and based on Kullback–Leibler. Two types of sampling procedures, namely, Simple Ra...
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Correction J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-24
Published in Journal of Statistical Computation and Simulation (Ahead of Print, 2024)
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New ridge parameter estimators for the zero-inflated Conway Maxwell Poisson ridge regression model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-22 Bushra Ashraf, Muhammad Amin, Muhammad Nauman Akram
One of the flexible count data models for dealing with over and under-dispersion with extra zeroes is the zero-inflated Conway–Maxwell Poisson (ZICOMP). The ZICOMP regression coefficients are gener...
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Nonparametric estimation of aging intensity function for right-censored dependent data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-22 Rasin Raymarakkar Sidhiq, Sreenarayanapurath Madhavan Sunoj, Magdalena Szymkowiak
Aging Intensity (AI) function is a quantitative measure of hazard function (hazard rate/failure rate), which is used for evaluating the aging behaviour of a component/system. Although variety of re...
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Extending Buckley–James method for heteroscedastic survival data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-22 Lili Yu, Liang Liu, Ding-Geng(Din) Chen
The Buckley–James method for the classical accelerated failure time model has been extended to accommodate heteroscedastic survival data in two ways. The first is the weighted least squares method ...
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A robust alternative to the Lilliefors test of normality J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-11 Enrique Terán-García, Raúl Pérez-Fernández
The Lilliefors test of normality is a popular and easy-to-explain method for testing whether a sample comes from a normal distribution. Unfortunately, since it relies on the sample mean and sample ...
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Improved estimation in a multivariate regression with measurement error J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-10 Sévérien Nkurunziza, Yubin (Eric) Li
In this paper, we study the estimation problem about the regression coefficients of a multivariate regression model with measurement errors under some uncertain restrictions. Specifically, we propo...
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Enhancing model predictions through the fusion of stein estimator and principal component regression J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-09 Rasha A. Farghali, Adewale F. Lukman, Ayodeji Ogunleye
This research aims to enhance model predictions by introducing a novel approach that combines the Stein estimator technique with principal component regression (PCR) within the linear regression co...
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Shewhart ridge profiling for the Gamma response model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-04 Muhammad Zeeshan Aslam, Muhammad Amin, Tahir Mahmood, Muhammad Nauman Akram
When product quality follows the Gamma distribution and is related to one or more covariate(s), then Gamma regression model (GRM) profiling will be used. The Gamma profiling is generally based on a...
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A two-sided SPRT control chart for process mean J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-03 Shashibhushan B. Mahadik, Dadasaheb G. Godase
A two-sided sequential probability ratio test (SPRT) control chart for monitoring the mean of a normal process is proposed in this paper. Its mechanism is based on the SPRT for the mean of a normal...
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Bayesian inference for long memory term structure models J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-02 Fernanda Valente, Márcio Laurini
In this study, we propose a novel adaptation of the Dynamic Nelson–Siegel term structure model, incorporating long memory properties to enhance its forecasting accuracy. Our approach involves model...
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Estimation of Rényi entropy for lifetime uncertainty J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-29 Silpa Subhash, S.M. Sunoj, N. Unnikrishnan Nair
A system can be considered to be reliable if it operates successfully for a long period of time and has fewer uncertainties during its lifespan. In other words, lower the uncertainty of a random va...
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Permutation tests of multivariate location using data depth J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-29 Sakineh Dehghan
We provide two classes of affine invariant statistics based on data depth to test the equality of mean vectors in multivariate paired data. The proposed tests are defined based on the depth values ...
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A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-22 Daniele Tancini, Francesco Bartolucci, Silvia Pandolfi
We provide a comparison between marginal likelihood and data augmented Markov chain Monte Carlo (MCMC) algorithms for Bayesian estimation of hidden Markov models. In particular, we focus on a speci...
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Estimation of multicomponent stress–strength reliability for exponentiated Gumbel distribution J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-21 Manoj Chacko, Ashly Elizabeth Koshy
In this paper, the stress–strength reliability Rs,k of a multicomponent s-out-of-k system for exponentiated Gumbel distribution is considered. An s-out-of-k system means a system with total k compo...
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Identifying the time of step change in process parameter for Maxwell distribution J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-20 Rupali A. Kapase, Vikas B. Ghute
Due to the quick identification of the root causes for an out-of-control process, the estimation of exact time of a process change would be helpful thing for the process improvement. In contrast to...
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Multiple imputation of missing data with skip-pattern covariates: a comparison of alternative strategies J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-18 Guangyu Zhang, Yulei He, Bill Cai, Chris Moriarity, Hee-Choon Shin, Van Parsons, Katherine E. Irimata
Multiple imputation (MI) is a widely used approach to address missing data issues in surveys. Variables included in MI can have various distributional forms with different degrees of missingness. H...
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Special issue linStat: sequential projection pursuit J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-14 Cinzia Franceschini, Nicola Loperfido
Friedman and Tukey (1974, A projection pursuit algorithm for exploratory data analysis. IEEE Trans Comput. C-23:881–890), in their seminal paper, coined the term projection pursuit to denote a sequ...
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Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-11 Deliang Dai, Chengcheng Hao, Shaobo Jin, Yuli Liang
In this paper, we study a Kronecker structured model for covariance matrices when data are matrix-valued. Using the modified Cholesky decomposition for Kronecker structured covariance matrix, we pr...
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Dealing with missing observations in the outcome and covariates in randomized controlled trials J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-08 Mutamba T. Kayembe, Frans E. S. Tan, Gerard J. P. van Breukelen, Shahab Jolani
This article compares different missing data methods in randomized controlled trials, specifically addressing cases involving joint missingness in the outcome and covariates. In the existing litera...
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On solving some stochastic delay differential equations by Daubechies wavelet J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-08 Nasim Madah Shariati, Mohammadreza Yaghouti, Amjad Alipanah
There are numerous phenomena in real world that their practical modeling in mathematics language deals with differential equations. Stochastic terms have significant roles in estimating behavior of...
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False discovery rate control for high-dimensional Cox model with uneven data splitting J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-07 Yeheng Ge, Sijia Zhang, Xiao Zhang
Statistical inference for high-dimensional survival data is important for obtaining valid scientific results in many research areas, including biomedical studies and financial risk management. In t...
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Bayesian inference with spike-and-slab priors for differential item functioning detection in a multiple-group IRT tree model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-05 Yu-Wei Chang, Cheng-Xin Yang
Group differences have practical implications in analysing data from achievement tests or questionnaires. In the current study, we develop a model that accounts for between-group differences, diffe...
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Estimation of the stress-strength parameter under two-sample balanced progressive censoring scheme J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-30 Farha Sultana, Çagatay Çetinkaya, Debasis Kundu
In this paper, we obtain the stress-strength reliability estimation under balanced joint Type-II progressive censoring scheme for independent samples from two different populations. We simultaneous...
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Markov chain composite likelihood and its application in genetic recombination model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-29 Jianping Sun, Bruce G. Lindsay, Grace E. Rhodes
Phylogenetic Trees are critical in human genome research for investigating human evolution and identifying disease-associated genetic markers. New high-throughput genome sequencing technologies rai...
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Robust variable selection under cellwise contamination J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-28 Peng Su, Garth Tarr, Samuel Muller
Cellwise outliers are widespread in real world data analysis. Traditional robust methods may fail when applied to datasets under such contamination. We introduce a variable selection procedure, tha...
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An effective class of estimators for population mean estimation in successive sampling using simulation approach J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-23 Shashi Bhushan, Shailja Pandey
In surveys, successive sampling is generally considered to study the same characteristic from one occasion to another so that the change in characteristics over time can be further studied. This pa...
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A robust false discovery rate controlling procedure using the empirical likelihood with a fast algorithm J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-22 Hoyoung Park, Junyong Park
This paper introduces a robust procedure for controlling the false discovery rate utilizing empirical likelihood. Traditional approaches assume a normal or parametric distribution as the null distr...
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The E-Bayesian and hierarchical Bayesian estimations for the reliability analysis of Kumaraswamy generalized distribution based on upper record values J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-22 Weihua Shi, Tianrui Ye, Wenhao Gui
This paper investigates the E-Bayesian and hierarchical Bayesian estimations of shape parameter and reliability function of Kumaraswamy generalized distribution based on upper record values. The cl...
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A family of tests for trend change in failure rate function with right censored data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-21 Aritra Saha, M.Z. Anis
In this paper we extend the family of test proposed by Majumder and Mitra [Detecting trend change in failure functions-an L-statistic approach. Stat Pap. 2019;62:31–52. doi: 10.1007/s00362-018-0107...
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Bayesian analysis for the Shannon entropy of the Lomax distribution using noninformative priors J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-21 Guoqing Dong, Mohammed K. Shakhatreh, Daojiang He
The Lomax distribution is one of the well-known distributions that is used to fit heavy-tailed data. In this paper, we investigate the estimation of Shannon entropy of the Lomax distribution using ...
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Comparison of standard long memory time series J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-22 H. P. T. N. Silva, G. S. Dissanayake, T. S. G. Peiris
Standard long memory models are in abundance in the literature today. Selecting the best such a model in terms of capturing key requisite features and trends in data becomes a challenge. This paper...
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Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-15 Byungsoo Kim, Sangyeol Lee
In this study, we develop a robust estimator for integer-valued one-parameter exponential family autoregressive models, named general integer-valued autoregressive models. This model accommodates a...
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Bayesian vector heterogeneous autoregressive modelling J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-15 Young Geun Kim, Changryong Baek
The Bayesian vector autoregressive (BVAR) model with the Minnesota prior proposed by Litterman [Litterman RB. Forecasting with bayesian vector autoregressions-five years of experience. J Business E...
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A new threshold INAR(1) model based on modified negative binomial operator with random coefficient J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-15 Yixuan Fan, Dehui Wang, Jianhua Cheng
In this paper, a new threshold INAR(1) model based on modified negative binomial operator with random coefficient is proposed. Basic probabilistic and statistical properties of this process are est...
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Testing semiparametric model-equivalence hypotheses based on the characteristic function J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-15 Feifei Chen, Simos G. Meintanis, Lixing Zhu
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, homogeneity, and independence, with multivariate data. All quantities ...
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Optimal Bayesian generalized multiple-dependent state sampling plan for attributes J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-14 Julia T. Thomas, Mahesh Kumar
Over the years, acceptance sampling plans have been crucial to quality assurance in manufacturing. Sample plans are designed using operating characteristic curve conditions to safeguard producers a...
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Testing powers of the ratio of variances of two normal populations with a common mean J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-07 Pravash Jena, Manas Ranjan Tripathy
This article addresses the problem of hypothesis testing about the powers of the ratio of variances of two normal populations with a common mean. Different test procedures are proposed, such as the...
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Simulation of truncated and unimodal gamma distributions J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-07 Yuta Kurose
An efficient random variable generator for a truncated gamma distribution with shape parameter greater than 1 is designed using an acceptance-rejection algorithm. Based on an approximation to a tra...