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Communications in Statistics-Simulation and Computation最新文献

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An empirical study of the durbin and ANOVA F tests and their contrasts 杜宾检验和方差分析 F 检验及其对比的实证研究
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-27 DOI: 10.1080/03610918.2024.2369815
G. C. Livingston Jr., J.C.W. Rayner
{"title":"An empirical study of the durbin and ANOVA F tests and their contrasts","authors":"G. C. Livingston Jr., J.C.W. Rayner","doi":"10.1080/03610918.2024.2369815","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369815","url":null,"abstract":"The Durbin and ANOVA F test on the ranks are competing tests for equality of treatment mean ranks. When the levels of the treatments are ordered, both tests have informative decompositions into ort...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"31 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527851","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A double sampling ridge penalized likelihood ratio control charting method with variable sample size for Phase II monitoring of high-dimensional covariance matrix 用于高维协方差矩阵第二阶段监测的样本量可变的双抽样脊惩罚似然比控制图法
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-26 DOI: 10.1080/03610918.2024.2370984
Sima Sarlak, Ali Salmasnia, Mohammad Reza Maleki
{"title":"A double sampling ridge penalized likelihood ratio control charting method with variable sample size for Phase II monitoring of high-dimensional covariance matrix","authors":"Sima Sarlak, Ali Salmasnia, Mohammad Reza Maleki","doi":"10.1080/03610918.2024.2370984","DOIUrl":"https://doi.org/10.1080/03610918.2024.2370984","url":null,"abstract":"Today, manufacturers face two challenges: the financial limitation of sampling and the large number of study quality characteristics. In such situations, the problem dimension is usually larger tha...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"45 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527852","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An empirical analysis of consumption and current account in an intertemporal stochastic model 跨时随机模型中消费和经常账户的实证分析
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-24 DOI: 10.1080/03610918.2024.2369817
Levent Özbek, Volkan Hacıoğlu, Ümit Koç
{"title":"An empirical analysis of consumption and current account in an intertemporal stochastic model","authors":"Levent Özbek, Volkan Hacıoğlu, Ümit Koç","doi":"10.1080/03610918.2024.2369817","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369817","url":null,"abstract":"This study employs a non-linear state space model and applies Extended Kalman Filter to analyze the effects of shocks to output, investment and government consumption for the US economy within a st...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"7 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502041","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Bayesian adaptive phase III design for multi-arm trials with time-to-event endpoint for nonproportional hazards utilizing the generalized gamma distribution 利用广义伽马分布的贝叶斯自适应 III 期多臂试验时间到事件终点非比例危害设计方案
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-24 DOI: 10.1080/03610918.2024.2366987
Nadeesha Thewarapperuma, Milind A. Phadnis
{"title":"A Bayesian adaptive phase III design for multi-arm trials with time-to-event endpoint for nonproportional hazards utilizing the generalized gamma distribution","authors":"Nadeesha Thewarapperuma, Milind A. Phadnis","doi":"10.1080/03610918.2024.2366987","DOIUrl":"https://doi.org/10.1080/03610918.2024.2366987","url":null,"abstract":"In case of trials with time-to-event endpoints, sample size calculations are well-studied under the assumption of proportional hazards or when the endpoint of interest follows an exponential distri...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"78 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141746480","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Analyzing method comparison data with skew-normal measurement error models: incorporating generalized scale mixtures and varying degrees of freedom 用倾斜正态测量误差模型分析方法比较数据：纳入广义尺度混合物和不同的自由度
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-24 DOI: 10.1080/03610918.2024.2366984
Jeevana Duwarahan, Lakshika S. Nawarathna
{"title":"Analyzing method comparison data with skew-normal measurement error models: incorporating generalized scale mixtures and varying degrees of freedom","authors":"Jeevana Duwarahan, Lakshika S. Nawarathna","doi":"10.1080/03610918.2024.2366984","DOIUrl":"https://doi.org/10.1080/03610918.2024.2366984","url":null,"abstract":"Comparing two measurement methods is vital in various fields, such as medical research, epidemiology, economics, and environmental studies, to determine whether a new measurement method can be used...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"71 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502042","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Plug-in bandwidth selection rules for the kernel quantile estimator 核量化估计器的插件带宽选择规则
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-24 DOI: 10.1080/03610918.2024.2369814
Olga Savchuk
{"title":"Plug-in bandwidth selection rules for the kernel quantile estimator","authors":"Olga Savchuk","doi":"10.1080/03610918.2024.2369814","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369814","url":null,"abstract":"The large sample theory of the kernel quantile estimator is extended by separately treating the cases where the underlying density has critical points. Our attempts of improving the quality of quan...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"25 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502040","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Generalized inverse transformation method via representative points in statistical simulation 统计模拟中通过代表点进行广义反变换的方法
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-24 DOI: 10.1080/03610918.2024.2369801
Yinan Li, Zhihua Sun, Kai-Tai Fang
{"title":"Generalized inverse transformation method via representative points in statistical simulation","authors":"Yinan Li, Zhihua Sun, Kai-Tai Fang","doi":"10.1080/03610918.2024.2369801","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369801","url":null,"abstract":"Discrete approximations of continuous random variables play a crucial role in various areas of research and application, offering advantages in computational efficiency, interpretability, and model...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"95 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141746482","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function 斯坦因损失函数下具有共轭伽马先验的伽马分布率参数的经验贝叶斯估计值
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-22 DOI: 10.1080/03610918.2024.2369811
Ya-Guang Shi, Ying-Ying Zhang, Zheng Li
{"title":"The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function","authors":"Ya-Guang Shi, Ying-Ying Zhang, Zheng Li","doi":"10.1080/03610918.2024.2369811","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369811","url":null,"abstract":"For the hierarchical gamma and gamma model, we calculate the Bayes estimator of the rate parameter of the gamma distribution under Stein’s loss function which penalizes gross overestimation and gro...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"3 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502043","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fitting data to a multiple structural measurement errors model 根据多重结构测量误差模型拟合数据
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-22 DOI: 10.1080/03610918.2024.2369802
Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser
{"title":"Fitting data to a multiple structural measurement errors model","authors":"Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser","doi":"10.1080/03610918.2024.2369802","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369802","url":null,"abstract":"This paper proposes two new estimation methods to fit a multiple structural measurement error model when all variables are subject to errors. The new estimation methods were extensions of the Wald ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"32 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527855","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Testing ARCH effect of high-dimensional time series data 测试高维时间序列数据的 ARCH 效应
IF 0.9 4区 数学
Communications in Statistics-Simulation and Computation Pub Date : 2024-06-22 DOI: 10.1080/03610918.2024.2367001
Xuejiao Li, Shufang Wei, Yaxing Yang
{"title":"Testing ARCH effect of high-dimensional time series data","authors":"Xuejiao Li, Shufang Wei, Yaxing Yang","doi":"10.1080/03610918.2024.2367001","DOIUrl":"https://doi.org/10.1080/03610918.2024.2367001","url":null,"abstract":"Testing for the autoregressive conditional heteroscedasticity (ARCH) effect is an important problem in economic and financial time series. In this article, we consider the ARCH effect test for high...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"2013 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527853","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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