Pub Date : 2024-06-26DOI: 10.1080/03610918.2024.2370984
Sima Sarlak, Ali Salmasnia, Mohammad Reza Maleki
Today, manufacturers face two challenges: the financial limitation of sampling and the large number of study quality characteristics. In such situations, the problem dimension is usually larger tha...
{"title":"A double sampling ridge penalized likelihood ratio control charting method with variable sample size for Phase II monitoring of high-dimensional covariance matrix","authors":"Sima Sarlak, Ali Salmasnia, Mohammad Reza Maleki","doi":"10.1080/03610918.2024.2370984","DOIUrl":"https://doi.org/10.1080/03610918.2024.2370984","url":null,"abstract":"Today, manufacturers face two challenges: the financial limitation of sampling and the large number of study quality characteristics. In such situations, the problem dimension is usually larger tha...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527852","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 : 2024-06-24DOI: 10.1080/03610918.2024.2369817
Levent Özbek, Volkan Hacıoğlu, Ümit Koç
This study employs a non-linear state space model and applies Extended Kalman Filter to analyze the effects of shocks to output, investment and government consumption for the US economy within a st...
本研究采用非线性状态空间模型，并应用扩展卡尔曼滤波器分析了美国经济在st...
{"title":"An empirical analysis of consumption and current account in an intertemporal stochastic model","authors":"Levent Özbek, Volkan Hacıoğlu, Ümit Koç","doi":"10.1080/03610918.2024.2369817","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369817","url":null,"abstract":"This study employs a non-linear state space model and applies Extended Kalman Filter to analyze the effects of shocks to output, investment and government consumption for the US economy within a st...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502041","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 : 2024-06-24DOI: 10.1080/03610918.2024.2366987
Nadeesha Thewarapperuma, Milind A. Phadnis
In case of trials with time-to-event endpoints, sample size calculations are well-studied under the assumption of proportional hazards or when the endpoint of interest follows an exponential distri...
{"title":"A Bayesian adaptive phase III design for multi-arm trials with time-to-event endpoint for nonproportional hazards utilizing the generalized gamma distribution","authors":"Nadeesha Thewarapperuma, Milind A. Phadnis","doi":"10.1080/03610918.2024.2366987","DOIUrl":"https://doi.org/10.1080/03610918.2024.2366987","url":null,"abstract":"In case of trials with time-to-event endpoints, sample size calculations are well-studied under the assumption of proportional hazards or when the endpoint of interest follows an exponential distri...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141746480","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 : 2024-06-24DOI: 10.1080/03610918.2024.2366984
Jeevana Duwarahan, Lakshika S. Nawarathna
Comparing two measurement methods is vital in various fields, such as medical research, epidemiology, economics, and environmental studies, to determine whether a new measurement method can be used...
{"title":"Analyzing method comparison data with skew-normal measurement error models: incorporating generalized scale mixtures and varying degrees of freedom","authors":"Jeevana Duwarahan, Lakshika S. Nawarathna","doi":"10.1080/03610918.2024.2366984","DOIUrl":"https://doi.org/10.1080/03610918.2024.2366984","url":null,"abstract":"Comparing two measurement methods is vital in various fields, such as medical research, epidemiology, economics, and environmental studies, to determine whether a new measurement method can be used...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502042","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 : 2024-06-24DOI: 10.1080/03610918.2024.2369801
Yinan Li, Zhihua Sun, Kai-Tai Fang
Discrete approximations of continuous random variables play a crucial role in various areas of research and application, offering advantages in computational efficiency, interpretability, and model...
{"title":"Generalized inverse transformation method via representative points in statistical simulation","authors":"Yinan Li, Zhihua Sun, Kai-Tai Fang","doi":"10.1080/03610918.2024.2369801","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369801","url":null,"abstract":"Discrete approximations of continuous random variables play a crucial role in various areas of research and application, offering advantages in computational efficiency, interpretability, and model...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141746482","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 : 2024-06-24DOI: 10.1080/03610918.2024.2369814
Olga Savchuk
The large sample theory of the kernel quantile estimator is extended by separately treating the cases where the underlying density has critical points. Our attempts of improving the quality of quan...
{"title":"Plug-in bandwidth selection rules for the kernel quantile estimator","authors":"Olga Savchuk","doi":"10.1080/03610918.2024.2369814","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369814","url":null,"abstract":"The large sample theory of the kernel quantile estimator is extended by separately treating the cases where the underlying density has critical points. Our attempts of improving the quality of quan...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502040","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 : 2024-06-22DOI: 10.1080/03610918.2024.2369802
Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser
This paper proposes two new estimation methods to fit a multiple structural measurement error model when all variables are subject to errors. The new estimation methods were extensions of the Wald ...
{"title":"Fitting data to a multiple structural measurement errors model","authors":"Ro’ya Al Dibi’i, Rosmanjawati Abdul Rahman, Amjad Al-Nasser","doi":"10.1080/03610918.2024.2369802","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369802","url":null,"abstract":"This paper proposes two new estimation methods to fit a multiple structural measurement error model when all variables are subject to errors. The new estimation methods were extensions of the Wald ...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527855","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 : 2024-06-22DOI: 10.1080/03610918.2024.2369811
Ya-Guang Shi, Ying-Ying Zhang, Zheng Li
For the hierarchical gamma and gamma model, we calculate the Bayes estimator of the rate parameter of the gamma distribution under Stein’s loss function which penalizes gross overestimation and gro...
{"title":"The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function","authors":"Ya-Guang Shi, Ying-Ying Zhang, Zheng Li","doi":"10.1080/03610918.2024.2369811","DOIUrl":"https://doi.org/10.1080/03610918.2024.2369811","url":null,"abstract":"For the hierarchical gamma and gamma model, we calculate the Bayes estimator of the rate parameter of the gamma distribution under Stein’s loss function which penalizes gross overestimation and gro...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502043","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 : 2024-06-22DOI: 10.1080/03610918.2024.2367001
Xuejiao Li, Shufang Wei, Yaxing Yang
Testing for the autoregressive conditional heteroscedasticity (ARCH) effect is an important problem in economic and financial time series. In this article, we consider the ARCH effect test for high...
{"title":"Testing ARCH effect of high-dimensional time series data","authors":"Xuejiao Li, Shufang Wei, Yaxing Yang","doi":"10.1080/03610918.2024.2367001","DOIUrl":"https://doi.org/10.1080/03610918.2024.2367001","url":null,"abstract":"Testing for the autoregressive conditional heteroscedasticity (ARCH) effect is an important problem in economic and financial time series. In this article, we consider the ARCH effect test for high...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527853","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 : 2024-06-17DOI: 10.1080/03610918.2024.2363958
Gang Gyoo Jin, Adnan Kedir Jarso
Genetic algorithms (GAs) are a type of search procedure that emulates the process of natural selection and genetics to solve complex optimization problems. The effectiveness of GAs in finding globa...
{"title":"An improved hybrid genetic algorithm using the affine combination-based reproduction","authors":"Gang Gyoo Jin, Adnan Kedir Jarso","doi":"10.1080/03610918.2024.2363958","DOIUrl":"https://doi.org/10.1080/03610918.2024.2363958","url":null,"abstract":"Genetic algorithms (GAs) are a type of search procedure that emulates the process of natural selection and genetics to solve complex optimization problems. The effectiveness of GAs in finding globa...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141527854","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}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：