Pub Date : 2024-06-05DOI: 10.1080/00949655.2024.2361824
Tatiane F. N. Melo, Tiago M. Vargas, Artur J. Lemonte, A. G. Patriota
{"title":"Higher-order asymptotic refinements in a multivariate regression model with general parameterization","authors":"Tatiane F. N. Melo, Tiago M. Vargas, Artur J. Lemonte, A. G. Patriota","doi":"10.1080/00949655.2024.2361824","DOIUrl":"https://doi.org/10.1080/00949655.2024.2361824","url":null,"abstract":"","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141382220","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 : 2024-06-04DOI: 10.1080/00949655.2024.2361290
Rodney Onyango, Khalid Mohd, J. Shabbir, Samuel B. Apima, A. Wanjara
{"title":"Estimation of finite population mean of a sensitive variable using three-stage optional RRT in the presence of non-response and measurement errors","authors":"Rodney Onyango, Khalid Mohd, J. Shabbir, Samuel B. Apima, A. Wanjara","doi":"10.1080/00949655.2024.2361290","DOIUrl":"https://doi.org/10.1080/00949655.2024.2361290","url":null,"abstract":"","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141267870","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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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}
Pub Date : 2024-05-21DOI: 10.1080/00949655.2024.2355536
Mahdi Nakhaeinejad
{"title":"The economic production quantity model for an imperfect production process by control chart design","authors":"Mahdi Nakhaeinejad","doi":"10.1080/00949655.2024.2355536","DOIUrl":"https://doi.org/10.1080/00949655.2024.2355536","url":null,"abstract":"","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141115647","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 : 2024-05-21DOI: 10.1080/00949655.2024.2352557
Dana Bucalo Jelić, B. Milošević
{"title":"Testing independence: count data case","authors":"Dana Bucalo Jelić, B. Milošević","doi":"10.1080/00949655.2024.2352557","DOIUrl":"https://doi.org/10.1080/00949655.2024.2352557","url":null,"abstract":"","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141118051","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 : 2024-05-15DOI: 10.1080/00949655.2024.2352527
Alfonso Russo, Alessio Farcomeni, Marco Geraci
A BSTRACT : We propose a novel method for quantile regression for discrete longitudinal data. The approach is based on the notion of conditional mid-quantiles, which have good theoretical properties even in the presence of ties, and a Ridge-type pe-nalised framework to accommodate dependent data. We illustrate the methods with a simulation study and an original application to the use of macroprudential policies in more than one hundred countries over a period of fifteen years.
{"title":"Mid-quantile regression for discrete panel data","authors":"Alfonso Russo, Alessio Farcomeni, Marco Geraci","doi":"10.1080/00949655.2024.2352527","DOIUrl":"https://doi.org/10.1080/00949655.2024.2352527","url":null,"abstract":"A BSTRACT : We propose a novel method for quantile regression for discrete longitudinal data. The approach is based on the notion of conditional mid-quantiles, which have good theoretical properties even in the presence of ties, and a Ridge-type pe-nalised framework to accommodate dependent data. We illustrate the methods with a simulation study and an original application to the use of macroprudential policies in more than one hundred countries over a period of fifteen years.","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-05-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140977017","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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