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Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021; 50 (6)

To better describe the characteristics of time series of counts such as overdispersion or structural change, in this paper, we redefines the integer-v......

Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021; 50 (4)

Estimating structured covariance or correlation matrix has been paid more and more attentions in recent years. A recent method based on the entropy lo......

Estimation for frailty measurement error Cox models based on profile likelihood and Bayes methods

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021; 50 (4)

We study a class of frailty Cox models with measurement error in covariates for right censored clustered data. Based on the corrected profile likeliho......

Detection the symmetry or asymmetry of model errors in partial linear models

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

In this paper, we propose a residual-based estimator of k-th correlation coefficient between the density function and distribution function of a conti......

Exact and approximate computation of critical values of the largest root test in high dimension

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

The difficulty to efficiently compute the null distribution of the largest eigenvalue of a MANOVA matrix has hindered the wider applicability of Roy's......

Mixture design model with uncertain response and its application

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

In the application of mixture experiments, it's hard to model the outputs with the form of persons' description words mathematically. This paper model......

New model-averaged estimators of concordance correlation coefficients: simulation and application to longitudinal overdispersed Poisson data

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

The concordance correlation coefficient (CCC) is a common tool to assess agreement among multiple observers for continuous and discrete responses. How......

Modified one-sided EWMA charts for monitoring time between events

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

Control charts based on Time Between Events (TBE) have been shown to be effective in high quality processes, where the defects or failures (events) oc......

Price bubbles in Beijing carbon market and environmental policy announcement

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

This paper examines price bubbles in the relatively new carbon emission trading scheme of Beijing carbon market by employing a recently proposed econo......

Weighted expectile regression with covariates missing at random

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

When covariate information is collected through opinion surveys, experimental science, medical research and so on, incomplete records may result in mi......

Performance of ridge estimator in skew-normal mode regression model

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

A large amount of literature has been developed for the presence of multicollinearity among the explanatory variables that are often performed with th......

A continual reassessment method without undue risk of toxicity

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

We revisit our earlier extension of the CRM and introduce a new version of the dose escalation procedure. Its performance is assessed by simulation, w......

Sample size determination in superiority or non-inferiority clinical trials with time-to-event data under exponential, Weibull and Gompertz distributions

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

To examine the effect of exponential, Weibull and Gompertz distributions on sample size determination for superiority trials (STs) or non-inferiority ......

Bayesian detection of event spreading pattern from multivariate binary time series

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

This paper concerns the inference of the event spreading path from noisy event occurrence time series. We propose a probabilistic tree model for the e......

Bayesian analysis of a multivariate spatial ordered probit model

期刊: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ; ()

Many phenomena are correlated and spatially dependent. In addition, some of them are ordinal discrete responses. Thus, a model is needed to capture th......

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