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Monte Carlo comparison of normality tests based on varentropy estimators J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-04-16 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...
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A new online learning algorithm for streaming data and decision support with a Bayesian approach J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-04-16 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...
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Parametric programming-based approximate selective inference for adaptive lasso, adaptive elastic net and group lasso J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-04-09 Sarah Pirenne, Gerda Claeskens
Conducting model selection on data gives rise to selection uncertainty which, when ignored, invalidates subsequent classical inference which assumes that the model is given before the analysis and ...
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A likelihood-based adaptive CUSUM for monitoring linear drift of Poisson rate with time-varying sample sizes J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-04-09 Zhengcheng Mou, Jyun-You Chiang, Sihong Chen, Guojun Liu
Several weighted cumulative sum (CUSUM) and adaptive CUSUM (ACUSUM) control charts have been developed to address the challenge of time-varying sample sizes in detecting the incidence rates of Pois...
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The optimal multi-stress–strength reliability technique for the progressive first failure in the length-bias exponential model using Bayesian and non-Bayesian methods J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-04-08 Refah Alotaibi, Ehab M. Almetwally, Indranil Ghosh, Hoda Rezk
In many real-world situations, systems frequently fail in their demanding operational settings. Researchers pay little attention to the fact that systems typically fail to execute their intended ac...
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Robust transfer learning for high-dimensional regression with linear constraints J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-04-07 Xuan Chen, Yunquan Song, Yuanfeng Wang
Transfer learning is a method to improve the estimation and prediction accuracy of the target model by transferring the source data when the available data of the target data is relatively few. How...
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Estimating mixed-effects state-space models via particle filters and the EM algorithm J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-04-02 Fayçal Hamdi, Chahrazed Lellou
In this paper, we focus on studying the Mixed-Effects State-Space (MESS) models previously introduced by Liu et al. [Liu D, Lu T, Niu X-F, et al. Mixed-effects state-space models for analysis of lo...
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Bayesian relative composite quantile regression with ordinal longitudinal data and some case studies J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-29 Yu-Zhu Tian, Chun-Ho Wu, Man-Lai Tang, Mao-Zai Tian
In real applied fields such as clinical medicine, environmental sciences, psychology as well as economics, we often encounter the task of conducting statistical inference for longitudinal data with...
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Transfer learning with high dimensional composite quantile regression J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-20 Jie Li, Yunquan Song
Transfer learning has gained wide popularity due to its ability to enhance the performance of target tasks by utilizing external information sources. Despite this, current transfer learning methods...
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Inference on the reliability of inverse Weibull with multiply Type-I censored data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-16 Zhengcheng Mou, Guojun Liu, Jyun-You Chiang, Sihong Chen
Inverse Weibull (IW) distribution is widely used due to its non-monotonic hazard function. For the IW distribution, existing research on statistical inference has mostly focused on censored data, b...
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Statistical inference for a two-parameter Rayleigh distribution under generalized progressive hybrid censoring scheme J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-15 Ying Xin, Bingchang Zhou, Yaning Tang, You Zhang
The two-parameter Rayleigh distribution, as an extended distribution of the Rayleigh distribution, has been widely applied in reliability analysis. With the introduction of the location parameter, ...
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Estimation of stress-strength reliability in s-out-of-k system for new flexible exponential distribution under progressive type-II censoring J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-15 Greeshma Chandran, M. Manoharan
This article addresses stress-strength reliability estimation in s-out-of-k systems under progressive type-II censoring. The system consists of components facing common stress, where stress and st...
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Joint AFT random-effect modeling approach for clustered competing-risks data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-03-03 Lin Hao, Il Do Ha, Jong-Hyeon Jeong, Youngjo Lee
Competing risks data arise when occurrence of an event hinders observation of other types of events, and they are encountered in various research areas including biomedical research. These data hav...
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SPECIAL ISSUE LinStat: a new proposal for robust estimation of the extremal index J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-28 M. Cristina Miranda, Manuela Souto de Miranda, M. Ivette Gomes
The extremal index (EI) is a parameter defined in the framework of extreme value theory, which measures the degree of dependence among exceedances above high fixed thresholds. When the EI exists an...
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Chaudhuri and Mukerjee ORRT for two sensitive characteristics and their overlap J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-19 Kavya Pushadapu, Sarjinder Singh
In this paper, we extend the optional randomized response technique (ORRT) developed by Chaudhuri and Mukerjee [Optionally randomized response techniques. Bull. Calcutta Statist. Assoc. 1985;34:225...
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The performance of the one-sided truncated exponentially weighted moving average X¯ control chart in the presence of measurement errors J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-15 FuPeng Xie, Philippe Castagliola, AnAn Tang, XueLong Hu, JinSheng Sun
When the direction of a potential mean shift can be anticipated, the one-sided exponentially weighted moving average (EWMA) X¯ control chart using the truncation method (namely, the one-sided TEWMA...
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Generalized class of factor type exponential imputation techniques for population mean using simulation approach J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-08 Vinay Kumar Yadav, Shakti Prasad
This article introduces some efficient generalized class of factor-type exponential imputation techniques and their corresponding estimators using auxiliary information. Generalized ratio, product,...
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Maximum test and adaptive test for the general two-sample problem J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-08 Hidetoshi Murakami, Masato Kitani, Markus Neuhäuser
An extension of the omnibus test statistic of Ebner et al. [A new omnibus test of fit based on a characterization of the uniform distribution. Statistics. 2022;56:1364–1384. doi: 10.1080/02331888.2...
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Asymmetric exponential power Bayesian median autoregression with applications J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-08 Zhengwei Liu, Fukang Zhu
Compared with the widely used mean-based models, the prediction based on median autoregression is often more robust for time series forecasting. Motivated by the asymmetric exponential power workin...
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A search for short-period Tausworthe generators over Fb with application to Markov chain quasi-Monte Carlo J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-07 Shin Harase
A one-dimensional sequence u0,u1,u2,…∈[0,1) is said to be completely uniformly distributed (CUD) if overlapping s-blocks (ui,ui+1,…,ui+s−1), i=0,1,2,…, are uniformly distributed for every dimension...
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Some strong convergence properties for randomly weighted maximum partial sums of END random variables with statistical applications J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-04 Minghui Wang, Xuejun Wang, Fei Zhang
This article mainly studies the strong convergence properties for randomly weighted maximum partial sums of arrays of row-wise extended negatively dependent (END, for short) random variables, inclu...
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Statistical inference for a two-parameter distribution with a bathtub-shaped or increasing hazard rate function based on record values and inter-record times with an application to COVID-19 data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-04 Z. Khoshkhoo Amiri, S.M.T.K. MirMostafaee
In this paper, we study the problem of estimation and prediction for a two-parameter distribution with a bathtub-shaped or increasing failure rate function based on lower records and inter-record t...
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Optimization of functional diagnostic test: the effect of kernel method as an estimator of ROC curve J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-04 Graciela Estévez-Pérez
Technical development over the last few decades has resulted in the emergence of complex data, in many cases functional data (FD). This type of data can emerge in many medical studies which are gea...
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Simple linear functional Errors–In–Variables models with correlated errors J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Ali Al-Sharadqah, Nicholas Woolsey
This paper establishes a new estimator for simple linear measurement error models with correlated errors. Under a small-noise asymptotic regime and using perturbation theory, an unbiased estimator ...
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A Cox-optimized survival model based on GrowNet J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Yimin Shen, Shuhong Zhang
In this study, we propose an improved Cox optimization model – GrowSurv, based on the Cox proportional hazards model (Cox model) and the GrowNet framework. The newly proposed GrowSurv model extends...
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Inverse Lindley distribution: different methods for estimating their PDF and CDF J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 A. Asgharzadeh, M. Alizadeh, M. Z. Raqab
The probability density and cumulative distribution functions are essential statistical forms in modelling data and characterizing their respective distributions. This study addresses the estimatio...
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Confidence intervals for a proportion using a fixed-inverse double sampling scheme when the data are subject to false-positive misclassification J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Asmerom Tesfamichael, Kent Riggs
Of interest in this paper is the development of a model that uses fixed, then inverse sampling of binary data that is subject to false-positive misclassification in an effort to estimate a proporti...
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Robust adaptive variable selection in ultra-high dimensional linear regression models J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Abhik Ghosh, María Jaenada, Leandro Pardo
We consider the problem of simultaneous variable selection and parameter estimation in an ultra-high dimensional linear regression model. The adaptive penalty functions are used in this regard to a...
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Support vector machine in ultrahigh-dimensional feature space J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Mohammad Kazemi
Classification and feature selection play an important role in knowledge discovery in high-dimensional data. Although penalized Support Vector Machine (SVM) is among the most powerful methods for c...
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Triple exponentially weighted moving average control charts without or with variable sampling interval for monitoring the coefficient of variation J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 XueLong Hu, SuYing Zhang, FuPeng Xie, Zhi Song
The coefficient of variation (CV) chart is widely used in the process where the standard deviation is proportional to the mean. In this work, two separate one-sided triple exponentially weighted mo...
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Single and dual reference-free CUSCORE charts for detecting unknown patterned mean shifts J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-02-05 Abdul Haq, Mehwish Naz, Michael B. C. Khoo
Most of the control charts in the literature focus on detecting constant mean shifts. In practice, dynamic and time-varying process mean shifts are prevalent in the monitoring of feedback-control a...
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Interval estimation of the overlapping coefficients in an exponential family of distributions based on upper record values J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-24 Hamza Dhaker, Salah-Eddine El Adlouni
This paper investigates interval estimation for measures of overlap, namely Matusita's measure, Weitzman's measure and based on Kullback–Leibler. Two types of sampling procedures, namely, Simple Ra...
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Correction J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-24
Published in Journal of Statistical Computation and Simulation (Ahead of Print, 2024)
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New ridge parameter estimators for the zero-inflated Conway Maxwell Poisson ridge regression model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-22 Bushra Ashraf, Muhammad Amin, Muhammad Nauman Akram
One of the flexible count data models for dealing with over and under-dispersion with extra zeroes is the zero-inflated Conway–Maxwell Poisson (ZICOMP). The ZICOMP regression coefficients are gener...
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Nonparametric estimation of aging intensity function for right-censored dependent data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-22 Rasin Raymarakkar Sidhiq, Sreenarayanapurath Madhavan Sunoj, Magdalena Szymkowiak
Aging Intensity (AI) function is a quantitative measure of hazard function (hazard rate/failure rate), which is used for evaluating the aging behaviour of a component/system. Although variety of re...
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Extending Buckley–James method for heteroscedastic survival data J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-22 Lili Yu, Liang Liu, Ding-Geng(Din) Chen
The Buckley–James method for the classical accelerated failure time model has been extended to accommodate heteroscedastic survival data in two ways. The first is the weighted least squares method ...
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A robust alternative to the Lilliefors test of normality J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-11 Enrique Terán-García, Raúl Pérez-Fernández
The Lilliefors test of normality is a popular and easy-to-explain method for testing whether a sample comes from a normal distribution. Unfortunately, since it relies on the sample mean and sample ...
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Improved estimation in a multivariate regression with measurement error J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-10 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...
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Enhancing model predictions through the fusion of stein estimator and principal component regression J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-09 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...
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Shewhart ridge profiling for the Gamma response model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-04 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...
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A two-sided SPRT control chart for process mean J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-03 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...
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Bayesian inference for long memory term structure models J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2024-01-02 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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Estimation of Rényi entropy for lifetime uncertainty J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-29 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...
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Permutation tests of multivariate location using data depth J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-29 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 ...
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A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-22 Daniele Tancini, Francesco Bartolucci, Silvia Pandolfi
We provide a comparison between marginal likelihood and data augmented Markov chain Monte Carlo (MCMC) algorithms for Bayesian estimation of hidden Markov models. In particular, we focus on a speci...
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Estimation of multicomponent stress–strength reliability for exponentiated Gumbel distribution J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-21 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...
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Identifying the time of step change in process parameter for Maxwell distribution J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-20 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...
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Multiple imputation of missing data with skip-pattern covariates: a comparison of alternative strategies J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-18 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...
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Special issue linStat: sequential projection pursuit J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-14 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...
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Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-11 Deliang Dai, Chengcheng Hao, Shaobo Jin, Yuli Liang
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...
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Dealing with missing observations in the outcome and covariates in randomized controlled trials J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-08 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...
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On solving some stochastic delay differential equations by Daubechies wavelet J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-08 Nasim Madah Shariati, Mohammadreza Yaghouti, Amjad Alipanah
There are numerous phenomena in real world that their practical modeling in mathematics language deals with differential equations. Stochastic terms have significant roles in estimating behavior of...
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False discovery rate control for high-dimensional Cox model with uneven data splitting J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-07 Yeheng Ge, Sijia Zhang, Xiao Zhang
Statistical inference for high-dimensional survival data is important for obtaining valid scientific results in many research areas, including biomedical studies and financial risk management. In t...
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Bayesian inference with spike-and-slab priors for differential item functioning detection in a multiple-group IRT tree model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-12-05 Yu-Wei Chang, Cheng-Xin Yang
Group differences have practical implications in analysing data from achievement tests or questionnaires. In the current study, we develop a model that accounts for between-group differences, diffe...
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Estimation of the stress-strength parameter under two-sample balanced progressive censoring scheme J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-30 Farha Sultana, Çagatay Çetinkaya, Debasis Kundu
In this paper, we obtain the stress-strength reliability estimation under balanced joint Type-II progressive censoring scheme for independent samples from two different populations. We simultaneous...
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Markov chain composite likelihood and its application in genetic recombination model J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-29 Jianping Sun, Bruce G. Lindsay, Grace E. Rhodes
Phylogenetic Trees are critical in human genome research for investigating human evolution and identifying disease-associated genetic markers. New high-throughput genome sequencing technologies rai...
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Robust variable selection under cellwise contamination J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-28 Peng Su, Garth Tarr, Samuel Muller
Cellwise outliers are widespread in real world data analysis. Traditional robust methods may fail when applied to datasets under such contamination. We introduce a variable selection procedure, tha...
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Trustworthy regularized huber regression for outlier detection J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-24 Mingwei Hu, Mei Li, Lingchen Kong
Machine learning has developed rapidly and involves many fields, such as signal detection and biological research. However, systems may exist outliers caused by the malicious violation of the attac...
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An effective class of estimators for population mean estimation in successive sampling using simulation approach J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-23 Shashi Bhushan, Shailja Pandey
In surveys, successive sampling is generally considered to study the same characteristic from one occasion to another so that the change in characteristics over time can be further studied. This pa...
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A robust false discovery rate controlling procedure using the empirical likelihood with a fast algorithm J. Stat. Comput. Simul. (IF 1.2) Pub Date : 2023-11-22 Hoyoung Park, Junyong Park
This paper introduces a robust procedure for controlling the false discovery rate utilizing empirical likelihood. Traditional approaches assume a normal or parametric distribution as the null distr...