Pub Date : 2024-01-10DOI: 10.1080/00949655.2023.2299346
Sévérien Nkurunziza, Yubin (Eric) Li
In this paper, we study the estimation problem about the regression coefficients of a multivariate regression model with measurement errors under some uncertain restrictions. Specifically, we propo...
{"title":"Improved estimation in a multivariate regression with measurement error","authors":"Sévérien Nkurunziza, Yubin (Eric) Li","doi":"10.1080/00949655.2023.2299346","DOIUrl":"https://doi.org/10.1080/00949655.2023.2299346","url":null,"abstract":"In this paper, we study the estimation problem about the regression coefficients of a multivariate regression model with measurement errors under some uncertain restrictions. Specifically, we propo...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139412591","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 : 2024-01-09DOI: 10.1080/00949655.2024.2302011
Rasha A. Farghali, Adewale F. Lukman, Ayodeji Ogunleye
This research aims to enhance model predictions by introducing a novel approach that combines the Stein estimator technique with principal component regression (PCR) within the linear regression co...
{"title":"Enhancing model predictions through the fusion of stein estimator and principal component regression","authors":"Rasha A. Farghali, Adewale F. Lukman, Ayodeji Ogunleye","doi":"10.1080/00949655.2024.2302011","DOIUrl":"https://doi.org/10.1080/00949655.2024.2302011","url":null,"abstract":"This research aims to enhance model predictions by introducing a novel approach that combines the Stein estimator technique with principal component regression (PCR) within the linear regression co...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139412617","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 : 2024-01-04DOI: 10.1080/00949655.2023.2299354
Muhammad Zeeshan Aslam, Muhammad Amin, Tahir Mahmood, Muhammad Nauman Akram
When product quality follows the Gamma distribution and is related to one or more covariate(s), then Gamma regression model (GRM) profiling will be used. The Gamma profiling is generally based on a...
{"title":"Shewhart ridge profiling for the Gamma response model","authors":"Muhammad Zeeshan Aslam, Muhammad Amin, Tahir Mahmood, Muhammad Nauman Akram","doi":"10.1080/00949655.2023.2299354","DOIUrl":"https://doi.org/10.1080/00949655.2023.2299354","url":null,"abstract":"When product quality follows the Gamma distribution and is related to one or more covariate(s), then Gamma regression model (GRM) profiling will be used. The Gamma profiling is generally based on a...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139376109","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 : 2024-01-03DOI: 10.1080/00949655.2023.2296928
Shashibhushan B. Mahadik, Dadasaheb G. Godase
A two-sided sequential probability ratio test (SPRT) control chart for monitoring the mean of a normal process is proposed in this paper. Its mechanism is based on the SPRT for the mean of a normal...
{"title":"A two-sided SPRT control chart for process mean","authors":"Shashibhushan B. Mahadik, Dadasaheb G. Godase","doi":"10.1080/00949655.2023.2296928","DOIUrl":"https://doi.org/10.1080/00949655.2023.2296928","url":null,"abstract":"A two-sided sequential probability ratio test (SPRT) control chart for monitoring the mean of a normal process is proposed in this paper. Its mechanism is based on the SPRT for the mean of a normal...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-01-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139083822","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 : 2024-01-02DOI: 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...
{"title":"Bayesian inference for long memory term structure models","authors":"Fernanda Valente, Márcio Laurini","doi":"10.1080/00949655.2023.2299938","DOIUrl":"https://doi.org/10.1080/00949655.2023.2299938","url":null,"abstract":"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...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139084198","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: 10.1080/00949655.2023.2298855
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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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":null,"pages":null},"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}
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