Communications in Statistics:
Simulation and Computation

Volume 35, Issue 1 (Abstract and Full Text Access)

Volume 35, Issue 2 (Abstract and Full Text Access)

Volume 35, Issue 3 (Abstract and Full Text Access)

Volume 35, Issue 4 (Abstract and Full Text Access)


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 35, Issue 1, 2006

INFERENCE

R-Estimation of Location of the Generalized Secant Hyperbolic Distribution ... 1
O. Y. Kravchuk

Exact Inference for a Population Proportion Based on a Ranked Set Sample ... 19
J. T. Terpstra and Z. A. Miller

Selecting the Optimal Transformation of a Continuous Covariate in Cox's Regression: Implications for Hypothesis Testing ... 27
M. Mahmud, M. Abrahamowicz, K. Leffondre and Y. P. Chaubey

BAYESIAN INFERENCE

On Bayesian Estimation of the Product of Poisson Rates with Application to Reliability ... 47
H-J. Kim

Pointwise Bayesian Credible Intervals for Regularised Linear Wavelet Estimators ... 61
D. De Canditiis

LINEAR MODELS

Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors ... 79
G. Alpargu and P. Dutilleul

TIME SERIES

On the Performance of Popular Unit-root Tests Against Various Nonlinear Dynamic Models: A Simulation Study ... 105
C-Y. Choi and Y-K. Moh

Evaluating Multivariate Garch Models in the Nordic Electricity Markets ... 117
P. Malo and A. Kanto

MULTIVARIATE ANALYSIS

Exact Size and Power Properties of Five Tests for Multinomial Proportions ... 149
Y. Cai and K. Krishnamoorthy

Specifying a Gaussian Markov Random Fields by a Sparse Cholesky Triangle ... 161
H. T. Wist and H. Rue

Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient under Nonnormality ... 177
H. Ogasawara

Higher-order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis ... 201
H. Ogasawara

QUALITY CONTROL

Modified Group Runs Control Charts to Detect Increases in Fraction Non-conforming and Shifts in the Process Mean ... 225
M. P. Gadre and R. N. Rattihalli

STATISTICS IN GENETICS

Comparison of Support Vector Machines to Other Classifiers Using Gene Expression Data ... 241
G. S. Shieh, Y. C. Jiang and Y. S. Shih


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 35, Issue 2, 2006

DISTRIBUTION THEORY

Distance between Random Points in Two Rectangular Cities ... 257
D. P. Chu

SAMPLING THEORY

Estimation under Purposive Sampling ... 277
J. M. Guarte and E. B. Barrios

INFERENCE

Bayesian Estimation of the Two-parameter Gamma Distribution ... 285
Y. S. Son and M. Oh

Asymptotic and Resampling-based Confidence Intervals for P(X < Y) ... 295
A. Baklizi

Optimum Critical Value for Pre-test Estimator ... 309
B. M. Golam Kibria and A. K. Md. E. Saleh

Comparison of One-sided Tolerance Limits in Unbalanced One-way Random Models ... 321
X. Li

LINEAR MODELS AND REGRESSION

Strategies for Fitting Large, Geostatistical Data in MCMC Simulation ... 331
A. Gemperli and P. Vounatsou

Alternative Tests for Parameter Stability ... 347
S. Khedhiri

The Effect of Non-independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models ... 361
J. Hodoshima and M. Ando

An Empirical Comparison of Estimating Methods for the Ramberg-Osgood EIV Model ... 407
G. Brondino and G. Vicario

TIME SERIES ANALYSIS

Time-series Forecast Jointly Allowing the Unit-Root Detection and the Box-Cox Transformation ... 419
K. Fukuda

Test for Parameter Change in ARIMA Models ... 429
S. Lee, S. Park, K. Maekawa and K-i. Kawai

MULTIPLE COMPARISONS

Additional Tables for Steel-Dwass-Critchlow-Fligner Distribution-free Multiple Comparisons of Three Treatments ... 441
J. D. Spurrier

MULTIVARIATE ANALYSIS

A Comparison of Different Methods for Representing Categorical Data ... 447
C. M. Cuadras, D. Cuadras and M. J. Greenacre

Improved Tolerance Factors for Multivariate Normal Distributions ... 461
K. Krishnamoorthy and S. Mondal

RELIABILITY ANALYSIS

Application and Reliability of Change-point Analyses for Detecting a Defective Stage in Integrated Circuit Manufacturing ... 479
P. Besse and C. Le Gall

SURVIVAL ANALYSIS

Resampling Plans for Frailty Models ... 497
G. Massonnet, T. Burzykowski and P. Janssen

STATISTICAL QUALITY CONTROL

A Simple Method using CuScore to Monitor Changes in ARMA Coefficients ... 515
X. Pan


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 35, Issue 3, 2006

INFERENCE

Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance ... 531
H.Büning and S. Qari

Simultaneous Testing For The Successive Differences Of Exponential Location Parameters ... 547
P. Singh, A. Abebe and S. N. Mishra

Bayesian Inference

A Practical Implementation and Bayesian Estimation in Franklin's Randomized Response Procedure ... 563
L.Barabesi and M. Marcheselli

Monte Carlo Methods for Bayesian Inference on the Linear Hazard Rate Distribution ... 575
C-T. Lin, S.J.S. Wu and N. Balakrishnan

Regression Analysis

Regression and ICOMP- A Simulation Study ... 591
A.E. Clark and C.G. Troskie

Ridge Regression - A Simulation Study ... 605
A.E. Clark and C.G. Troskie

Testing For The Equality of Two Nonparametric Regression Curves With Long Memory Errors ... 621
F. Li

Linear Models

Evaluation of Linear Mixed Model Case Deletion Diagnostic Tools by Monte Carlo Simulation ... 645
T. Zewotir and J.S. Galpin

Simulation Methods

Perfect Forward Simulation via Simulated Tempering ... 683
S.P. Brooks, Y. Fan and J. Rosenthal

Resampling Methods


A Non-Parametric Bootstrap Test For The Equality of Coefficients of Variation ... 715
S. Cabras, G. Mostallino and W. Racugno

Multivariate Analysis

A Comparison of Some Tests for Determining The Number of Nonzero Canonical Correlations ... 727
T. Caliński, M. Krzyśko and W. Wołyński

Clustering The Constitution Elements of Measuring Tables Data Structure ... 751
A. Rebbouh

A Small Sample Test For The Equality Of Intraclass Correlation Coefficients Under Unequal Family Sizes For Several Populations ... 765
M. Bhandary and K. Fujiwara

Distribution of Increases in Residual Log Likelihood For Nested Spatial Models ... 779
D. Clifford

Time Series Analysis

Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study ... 789
M.R. Sena Jr., V.A. Reisen and S.R.C. Lopes

Statistics in Health

Estimation of Balanced Simultaneous Confidence Sets for SIR Models ... 803
L. Temime and G. Thomas

Reliability Theory

Asymptotic Confidence Limits for Performance Measures of A Repairable System with Imperfect Service Station ... 813
Y-H. Chien, J-C. Ke and S-L. Lee

Quality Control

Optimal Statistical Design of a Multivariate EWMA Chart Based On ARL and MRL ... 831
M.H. Lee and M.B.C. Khoo


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 35, Issue 4, 2006

*Corresponding author

Inference

A Note on Confidence Intervals for a Linear Function of Poisson Rates ... 849
J. Stamey* and C. Hamilton
james_stamey@baylor.edu

A Note on Whittle's Likelihood ... 857
A. Contreras-Cristán*, E. Gutiérrez-Peña and S. G. Walker
alberto@sigma.iimas.unam.mx

On a Comparison of Several Competing Estimates of a Univariate Normal Mean by Multiple Criteria Decision Making Method ... 877
M. Tiensuwan*, S. Lertprapai and B. K. Sinha
scmts@mahidol.ac.th

Some Results on Comparing the Quantiles of Dependent Groups ... 893
R. R. Wilcox*
rwilcox@usc.edu

Survey Sampling

On Sample Allocation in Multivariate Surveys ... 901
M. Kozak*
marcin.kozak@omega.sggw.waw.pl

Regression Analysis

A Semiparametric Bayesian Model for Circular-linear Regression ... 911
B. J. George* and K. Ghosh
b.j.george@alumni.gwu.edu

Time Series Analysis

Recursive Estimation of GARCH Models ... 925
A. Aknouche* and H. Guerbyenne
d73hakim@yahoo.fr

Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests ... 939
A. Escribano, A. E. Sipols* and F. Aparicio
anaelizabeth.garcia@urjc.es

Multivariate Analysis

A Simple Regularization Procedure for Discriminant Analysis ... 957
H. Nocairi, E. M. Qannari* and M. Hanafi
qannari@enitiaa-nantes.fr

Test for Generalized Variance in Factor Analysis Model ... 969
M. Bhandary
madhu.bhandary@ndsu.edu

Survival Analysis

Modeling Grouped Survival Data with Time-dependent Covariates ...975
L. V. A. Silveira Chalita*, E. A. Colosimo and J. Raimundo de Souza Passos
enrico@est.ufmg.br

Analysis of Panel Count Data with Dependent Observation Times ... 983
Y-J. Kim*
yjinkim@korea.ac.kr
 

Clinical Trials and Analysis

Monotone Smoothing With Application to Dose-response Curve ... 991
M. Kong* and R. L. Eubank
mykong@mdanderson.org

Pivotal Quantities Based on Sequential Data: A Bootstrap Approach ... 1005
P. Saavedra*, A. Santana and M. del Pino Quintana
saavedra@dma.ulpgc.es

Sample Size Calculation for the Therapeutic Equivalence Problem ... 1019
Y. C. Bassiakos* and P. C. Katerelos
ybassiak@econ.uoa.gr

Statistical Quality Control

Joint Economic Design of Variable Sampling Intervals X and R Charts using Genetic Algorithms ... 1027
C-Y. Chou*, C-C. Wu and C-H. Chen
choucy@yuntech.edu.tw

False Signal Rates for the X Control Charts with Runs Tests when Process Parameters are Estimated ... 1045
C. Yang*, S-K. Tse and G. Li
cyyang15@hotmail.com

Closed-form Approximation for the AOQL of Attributes Acceptance Sample Plans ... 1057
N. R. Farnum*
farnum@fullerton.edu

Goodness-of-fit Tests

Powers of Discrete Goodness-of-fit Test Statistics for a Uniform Null Against a Selection of Alternative Distributions ... 1067
M. Steele* and J. Chaseling
mike.steele@jcu.edu.au