期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (3)
In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we develo......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (4)
This article concerns the unit root testing under nonstandard conditions for a time series process, such as having an innovation process with non-stat......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (3)
We study the effects of high-dimensional covariates in the single-index quantile regression model. An improved version of an estimation algorithm is p......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (4)
This paper proposes the nonparametric kernel method for the hazard rate (HR) function estimation in the context of positively skewed data. The class o......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (4)
A careful review of the literature ascertains that the problem of calculating the expected ruin time for the asymmetric 3-player game involving arbitr......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (5)
We propose a variant of the bootstrap to assess the variability of posterior probabilities arising from Gaussian model-based clustering. The bootstrap......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (6)
A control chart has become a choice of quality practitioners for monitoring the output of industrial and production processes. It is a common practice......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (7)
Let Poisson variables X-1, ..., X-m be independent and Y-1, ..., Y-n be also independent such that each X-i similar to P(lambda(i)), Y-J similar to P(......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (11)
Alternative estimation and forecasting procedures for the integer-valued autoregressive process with dependent geometric counting series are investiga......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (11)
This paper considers D-optimal designs for linear mixed models involving random effects with unknown distributions. From Bayesian point of view, the D......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (11)
Partially linear regression smoothing is a useful technique for modeling time series. Using polynomial splines and a weighted least squares method, th......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (12)
Incomplete block designs bring out useful information from agricultural experimentation with high precision when there is a crunch in resources in ter......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; ()
This article presents a Poisson common factor model with an overdispersion factor to predict some multiple populations' mortality rates. We use Bayesi......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; ()
In many real-world problems, there are situations where the dependent variable may have a Gamma distribution. The Gamma Regression Models (GRMs) are p......
期刊： COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; ()
In 2002 Ahmad (Ahmad 2002) introduced the kernel density estimation of the density curve of a sensitive variable based on multiplicative RRT models an......
