Pub Date : 2024-01-02DOI: 10.1080/00949655.2023.2299938
Fernanda Valente, Márcio Laurini
In this study, we propose a novel adaptation of the Dynamic Nelson–Siegel term structure model, incorporating long memory properties to enhance its forecasting accuracy. Our approach involves model...
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Pub Date : 2023-12-29DOI: 10.1080/00949655.2023.2298855
Sakineh Dehghan
We provide two classes of affine invariant statistics based on data depth to test the equality of mean vectors in multivariate paired data. The proposed tests are defined based on the depth values ...
{"title":"Permutation tests of multivariate location using data depth","authors":"Sakineh Dehghan","doi":"10.1080/00949655.2023.2298855","DOIUrl":"https://doi.org/10.1080/00949655.2023.2298855","url":null,"abstract":"We provide two classes of affine invariant statistics based on data depth to test the equality of mean vectors in multivariate paired data. The proposed tests are defined based on the depth values ...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"1 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139067450","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 : 2023-12-29DOI: 10.1080/00949655.2023.2298862
Silpa Subhash, S.M. Sunoj, N. Unnikrishnan Nair
A system can be considered to be reliable if it operates successfully for a long period of time and has fewer uncertainties during its lifespan. In other words, lower the uncertainty of a random va...
{"title":"Estimation of Rényi entropy for lifetime uncertainty","authors":"Silpa Subhash, S.M. Sunoj, N. Unnikrishnan Nair","doi":"10.1080/00949655.2023.2298862","DOIUrl":"https://doi.org/10.1080/00949655.2023.2298862","url":null,"abstract":"A system can be considered to be reliable if it operates successfully for a long period of time and has fewer uncertainties during its lifespan. In other words, lower the uncertainty of a random va...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"47 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139078867","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 : 2023-12-22DOI: 10.1080/00949655.2023.2294098
Daniele Tancini, Francesco Bartolucci, S. Pandolfi
{"title":"A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models","authors":"Daniele Tancini, Francesco Bartolucci, S. Pandolfi","doi":"10.1080/00949655.2023.2294098","DOIUrl":"https://doi.org/10.1080/00949655.2023.2294098","url":null,"abstract":"","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"19 13","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138947233","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 : 2023-12-21DOI: 10.1080/00949655.2023.2294104
Manoj Chacko, Ashly Elizabeth Koshy
In this paper, the stress–strength reliability Rs,k of a multicomponent s-out-of-k system for exponentiated Gumbel distribution is considered. An s-out-of-k system means a system with total k compo...
{"title":"Estimation of multicomponent stress–strength reliability for exponentiated Gumbel distribution","authors":"Manoj Chacko, Ashly Elizabeth Koshy","doi":"10.1080/00949655.2023.2294104","DOIUrl":"https://doi.org/10.1080/00949655.2023.2294104","url":null,"abstract":"In this paper, the stress–strength reliability Rs,k of a multicomponent s-out-of-k system for exponentiated Gumbel distribution is considered. An s-out-of-k system means a system with total k compo...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"1 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138824519","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 : 2023-12-20DOI: 10.1080/00949655.2023.2294949
Rupali A. Kapase, Vikas B. Ghute
Due to the quick identification of the root causes for an out-of-control process, the estimation of exact time of a process change would be helpful thing for the process improvement. In contrast to...
由于可以快速识别失控流程的根本原因，因此估算流程变更的确切时间将有助于流程改进。与之相比，...
{"title":"Identifying the time of step change in process parameter for Maxwell distribution","authors":"Rupali A. Kapase, Vikas B. Ghute","doi":"10.1080/00949655.2023.2294949","DOIUrl":"https://doi.org/10.1080/00949655.2023.2294949","url":null,"abstract":"Due to the quick identification of the root causes for an out-of-control process, the estimation of exact time of a process change would be helpful thing for the process improvement. In contrast to...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"1 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138824810","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 : 2023-12-18DOI: 10.1080/00949655.2023.2293124
Guangyu Zhang, Yulei He, Bill Cai, Chris Moriarity, Hee-Choon Shin, Van Parsons, Katherine E. Irimata
Multiple imputation (MI) is a widely used approach to address missing data issues in surveys. Variables included in MI can have various distributional forms with different degrees of missingness. H...
{"title":"Multiple imputation of missing data with skip-pattern covariates: a comparison of alternative strategies","authors":"Guangyu Zhang, Yulei He, Bill Cai, Chris Moriarity, Hee-Choon Shin, Van Parsons, Katherine E. Irimata","doi":"10.1080/00949655.2023.2293124","DOIUrl":"https://doi.org/10.1080/00949655.2023.2293124","url":null,"abstract":"Multiple imputation (MI) is a widely used approach to address missing data issues in surveys. Variables included in MI can have various distributional forms with different degrees of missingness. H...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"106 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138715912","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 : 2023-12-14DOI: 10.1080/00949655.2023.2294101
Cinzia Franceschini, Nicola Loperfido
Friedman and Tukey (1974, A projection pursuit algorithm for exploratory data analysis. IEEE Trans Comput. C-23:881–890), in their seminal paper, coined the term projection pursuit to denote a sequ...
Friedman and Tukey (1974, A projection pursuit algorithm for exploratory data analysis.IEEE Trans Comput.C-23:881-890）在他们的开创性论文中，创造了投影追寻一词来表示一种序列...
{"title":"Special issue linStat: sequential projection pursuit","authors":"Cinzia Franceschini, Nicola Loperfido","doi":"10.1080/00949655.2023.2294101","DOIUrl":"https://doi.org/10.1080/00949655.2023.2294101","url":null,"abstract":"Friedman and Tukey (1974, A projection pursuit algorithm for exploratory data analysis. IEEE Trans Comput. C-23:881–890), in their seminal paper, coined the term projection pursuit to denote a sequ...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"24 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138689016","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 study a Kronecker structured model for covariance matrices when data are matrix-valued. Using the modified Cholesky decomposition for Kronecker structured covariance matrix, we pr...
{"title":"Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition","authors":"Deliang Dai, Chengcheng Hao, Shaobo Jin, Yuli Liang","doi":"10.1080/00949655.2023.2291536","DOIUrl":"https://doi.org/10.1080/00949655.2023.2291536","url":null,"abstract":"In this paper, we study a Kronecker structured model for covariance matrices when data are matrix-valued. Using the modified Cholesky decomposition for Kronecker structured covariance matrix, we pr...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"7 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138688779","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 : 2023-12-08DOI: 10.1080/00949655.2023.2291533
Mutamba T. Kayembe, Frans E. S. Tan, Gerard J. P. van Breukelen, Shahab Jolani
This article compares different missing data methods in randomized controlled trials, specifically addressing cases involving joint missingness in the outcome and covariates. In the existing litera...
{"title":"Dealing with missing observations in the outcome and covariates in randomized controlled trials","authors":"Mutamba T. Kayembe, Frans E. S. Tan, Gerard J. P. van Breukelen, Shahab Jolani","doi":"10.1080/00949655.2023.2291533","DOIUrl":"https://doi.org/10.1080/00949655.2023.2291533","url":null,"abstract":"This article compares different missing data methods in randomized controlled trials, specifically addressing cases involving joint missingness in the outcome and covariates. In the existing litera...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"12 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138552751","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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