Pub Date : 2024-06-15DOI: 10.1080/00949655.2024.2353760
Ceejay Hammond, Peter G. M. van der Heijden, Paul A. Smith
We present a method to generate contingency tables that follow loglinear models with prescribed marginal probabilities and dependence structures. We make use of (loglinear) Poisson regression, wher...
{"title":"Generating contingency tables with fixed marginal probabilities and dependence structures described by loglinear models","authors":"Ceejay Hammond, Peter G. M. van der Heijden, Paul A. Smith","doi":"10.1080/00949655.2024.2353760","DOIUrl":"https://doi.org/10.1080/00949655.2024.2353760","url":null,"abstract":"We present a method to generate contingency tables that follow loglinear models with prescribed marginal probabilities and dependence structures. We make use of (loglinear) Poisson regression, wher...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"5 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141508963","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}
Pub Date : 2024-06-15DOI: 10.1080/00949655.2024.2364040
Weiyang Yu, Haitao Zheng
The univariate integer-valued time series has been extensively studied, but literature on multivariate integer-valued time series models is quite limited and the complex correlation structure among...
{"title":"First-order multivariate integer-valued autoregressive model with multivariate mixture distributions","authors":"Weiyang Yu, Haitao Zheng","doi":"10.1080/00949655.2024.2364040","DOIUrl":"https://doi.org/10.1080/00949655.2024.2364040","url":null,"abstract":"The univariate integer-valued time series has been extensively studied, but literature on multivariate integer-valued time series models is quite limited and the complex correlation structure among...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"33 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141529913","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}
Pub Date : 2024-05-30DOI: 10.1080/00949655.2024.2361303
Shen Zhang, Mai Dao, Keying Ye, Zifei Han, Min Wang
A bridge-randomized penalization that employs a prior for the shrinkage parameter, as opposed to the conventional bridge penalization with a fixed penalty, often delivers more superior performance ...
与采用固定惩罚的传统桥式惩罚相比，采用收缩参数先验的桥式随机惩罚往往能带来更优越的性能......
{"title":"A novel Bayesian computational approach for bridge-randomized quantile regression in high dimensional models","authors":"Shen Zhang, Mai Dao, Keying Ye, Zifei Han, Min Wang","doi":"10.1080/00949655.2024.2361303","DOIUrl":"https://doi.org/10.1080/00949655.2024.2361303","url":null,"abstract":"A bridge-randomized penalization that employs a prior for the shrinkage parameter, as opposed to the conventional bridge penalization with a fixed penalty, often delivers more superior performance ...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"22-23 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141529918","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}
Pub Date : 2024-05-29DOI: 10.1080/00949655.2024.2359563
Jun Zhang, Xuehu Zhu, Gaorong Li
Estimation and hypothesis test for varying coefficient single-index multiplicative models are considered in this paper. To estimate an unknown single-index parameter, a profile product relative err...
{"title":"Estimation and hypothesis test for varying coefficient single-index multiplicative models","authors":"Jun Zhang, Xuehu Zhu, Gaorong Li","doi":"10.1080/00949655.2024.2359563","DOIUrl":"https://doi.org/10.1080/00949655.2024.2359563","url":null,"abstract":"Estimation and hypothesis test for varying coefficient single-index multiplicative models are considered in this paper. To estimate an unknown single-index parameter, a profile product relative err...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"4 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141508903","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}
Pub Date : 2024-05-28DOI: 10.1080/00949655.2024.2359607
Bo Peng, Kai Yang, Xiaogang Dong, Chunjing Li
Hysteretic quantile autoregressive model combines the hysteretic patterns and quantile autoregression, which can capture the dynamic relationship and nonlinear characteristics at different quantile...
滞后量级自回归模型结合了滞后模式和量级自回归，可以捕捉不同量级的动态关系和非线性特征。
{"title":"Bayesian quantile inference and order shrinkage for hysteretic quantile autoregressive models","authors":"Bo Peng, Kai Yang, Xiaogang Dong, Chunjing Li","doi":"10.1080/00949655.2024.2359607","DOIUrl":"https://doi.org/10.1080/00949655.2024.2359607","url":null,"abstract":"Hysteretic quantile autoregressive model combines the hysteretic patterns and quantile autoregression, which can capture the dynamic relationship and nonlinear characteristics at different quantile...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"63 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141531254","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}
Pub Date : 2024-05-27DOI: 10.1080/00949655.2024.2346136
Aqeel ur Rehman, Javid Shabbir, Tahir Munir, Shabbir Ahmad, Muhammad Riaz
A great deal of research in statistical process control (SPC) involves the integration of different ideas to achieve the optimal detection of anomalies in the location parameter of a process. Likew...
{"title":"Ameliorating the diagnostic power of combined shewhart-memory-type control chart strategies for mean","authors":"Aqeel ur Rehman, Javid Shabbir, Tahir Munir, Shabbir Ahmad, Muhammad Riaz","doi":"10.1080/00949655.2024.2346136","DOIUrl":"https://doi.org/10.1080/00949655.2024.2346136","url":null,"abstract":"A great deal of research in statistical process control (SPC) involves the integration of different ideas to achieve the optimal detection of anomalies in the location parameter of a process. Likew...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"13 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141518511","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}
In this paper, we propose the application of shrinkage strategies to estimate coefficients in the Bell regression models when prior information about the coefficients is available. The Bell regress...
{"title":"Improved estimators in bell regression model with application","authors":"Solmaz Seifollahi, Hossein Bevrani, Zakariya Yahya Algamal","doi":"10.1080/00949655.2024.2350553","DOIUrl":"https://doi.org/10.1080/00949655.2024.2350553","url":null,"abstract":"In this paper, we propose the application of shrinkage strategies to estimate coefficients in the Bell regression models when prior information about the coefficients is available. The Bell regress...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"160 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141148242","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}
Pub Date : 2024-05-05DOI: 10.1080/00949655.2024.2342458
Mohammad Islam, Erik Heiny
For interrupted time series with small samples and outliers, the standard least squares regression for estimating intervention effects can be biased when the assumption of normality is violated. Th...
{"title":"Rank-based regression with bootstrapping and the least square regression for analysis of small sample interrupted time-series data: simulation studies and application to illegal organ transplants","authors":"Mohammad Islam, Erik Heiny","doi":"10.1080/00949655.2024.2342458","DOIUrl":"https://doi.org/10.1080/00949655.2024.2342458","url":null,"abstract":"For interrupted time series with small samples and outliers, the standard least squares regression for estimating intervention effects can be biased when the assumption of normality is violated. Th...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"113 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140884167","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}
Pub Date : 2024-04-16DOI: 10.1080/00949655.2024.2340581
Kai Huang, Jiaying Weng, Chao Wang, Mingfei Li
With the new revolution in data technology, many types of streaming data are automatically generated in our living environment. The vast amount of information carried by this streaming data demands...
{"title":"A new online learning algorithm for streaming data and decision support with a Bayesian approach","authors":"Kai Huang, Jiaying Weng, Chao Wang, Mingfei Li","doi":"10.1080/00949655.2024.2340581","DOIUrl":"https://doi.org/10.1080/00949655.2024.2340581","url":null,"abstract":"With the new revolution in data technology, many types of streaming data are automatically generated in our living environment. The vast amount of information carried by this streaming data demands...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"469 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140610070","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}
Pub Date : 2024-04-16DOI: 10.1080/00949655.2024.2341174
Hadi Alizadeh Noughabi, Mohammad Shafaei Noughabi
Recently, Alizadeh and Shafaei [Alizadeh Noughabi H, Shafaei Noughabi M. Varentropy estimators with applications in testing uniformity. J Stat Comput Simul. 2023;93:2582–2599] introduced some estim...
最近，Alizadeh 和 Shafaei [Alizadeh Noughabi H, Shafaei Noughabi M. Varentropy estimators with applications in testing uniformity.J Stat Comput Simul. 2023;93:2582-2599] 介绍了一些估...
{"title":"Monte Carlo comparison of normality tests based on varentropy estimators","authors":"Hadi Alizadeh Noughabi, Mohammad Shafaei Noughabi","doi":"10.1080/00949655.2024.2341174","DOIUrl":"https://doi.org/10.1080/00949655.2024.2341174","url":null,"abstract":"Recently, Alizadeh and Shafaei [Alizadeh Noughabi H, Shafaei Noughabi M. Varentropy estimators with applications in testing uniformity. J Stat Comput Simul. 2023;93:2582–2599] introduced some estim...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"31 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140610369","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}
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