Communications in Statistics:
Simulation and Computation

Volume 37, Issue 1 (Abstract and Full Text Access)

Volume 37, Issue 2 (Abstract and Full Text Access)

Volume 37, Issue 3 (Abstract and Full Text Access)

Volume 37, Issue 4 (Abstract and Full Text Access)

Volume 37, Issue 5 (Abstract and Full Text Access)

Volume 37, Issue 6 (Abstract and Full Text Access)

Volume 37, Issue 7 (Abstract and Full Text Access)


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 37, Issue 1, 2008

*Corresponding author

Inference

Clique Partitioning for Clustering: A Comparison with K-means and Latent Class Analysis ... 1
H. Wang, T. Obremski, B. Alidaee and G. Kochenberger*
gary.kochenberger@cudenver.edu

Which Exact Test is More Powerful in Testing the Hardy-Weinberg Law? ... 14
S-H. Kang*
seungho@ewha.ac.kr

Bayesian Inference

Bayesian Variable Selection in Markov Models ... 25
R. Paroli* and L. Spezia
roberta.paroli@unicatt.it

Nonparametric Inference

Change-point Estimation in Long Memory Nonparametric Models with Applications ... 48
L. Wang*
lhwang@nju.edu.cn

Regression Analysis

Determination of the Selection Statistics and Best Significance Level in Backward Stepwise Logistic Regression ... 62
Q. Wang, J.J. Koval*, C.A. Mills and K-I.D. Lee
jkoval@biostats.uwo.ca

Linear Regression with Extreme Value Residuals ... 73
C.S. Withers and S. Nadarajah*
mbbsssn2@manchester.ac.uk

Asynergistic Regression Based on Maximized Rank Correlation ... 92
M. Donohue*, I. Abramson and A. Gamst
mdonohue@math.ucsd.edu

Adjusted Confidence Bands in Nonparametric Regression ... 106
G. Zhang* and Y. Lu
guoyi.zhang@asu.edu

Nonlinear Quantile Regression Estimation of Longitudinal Data ... 114
A. Karlsson*
andreas.karlsson@ltv.se

Time Series Analysis

Time Series Classification Based on Spectral Analysis ... 132
S-L. Jeng* and Y-T. Huang
sljeng@mail.ncku.edu.tw

Cointegration Detection Using Dynamic Factor Models ... 143
K. Fukuda*
fukuda@eco.nihon-u.ac.jp

Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types ... 154
K. Fukuda*
fukuda@eco.nihon-u.ac.jp

Multivariate Analysis

A Procedure for Identification of Principal Variables by Least Generalized Dependence ... 167
B.K. Hooda, K. Mishra and K.P. Singh*
ksingh@hsc.unt.edu

Quality Control

Online Control Charts for Process Averages Based on Repeated Median Filters ... 178
A. Gupta* and S. Sengupta
agupta@isical.ac.in

Statistics in Genetics

A Method of Finding Predictor Genes for a Particular Disease Using a Clustering Algorithm ... 203
A. Sarkar, A. Chakraborty* and A.Chaudhuri
arindom.vb@gmail.com

Statistics in Health

A More Powerful Average Bioequivalence Analysis for the 2 × 2 Crossover ... 212
C. Stefanescu* and D.V. Mehrotra
cstefanescu@london.edu

Optimality of Equal Versus Unequal Cluster Sizes in Multilevel Intervention Studies: A Monte Carlo Study for Small Sample Sizes ... 222
M.J.J.M. Candel*, G.J.P. Van Breukelen, L. Kotova and M.P.F. Berger
math.candel@stat.unimaas.nl


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 37, Issue 2, 2008

*Corresponding author

Distributions and Applications

Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions ... 241
A. Fog*
agner@agner.org

Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution ... 258
A. Fog*
agner@agner.org

Regression Analysis

Nonparametric Regression as an Example of Model Choice ... 274
L. Davies, U. Gather* and H. Weinert
gather@statistik.uni-dortmund.de

Design of Experiments

A Method for Analyzing Supersaturated Designs with a Block Orthogonal Structure ... 290
C. Koukouvinos* and K. Mylona
ckoukouv@math.ntua.gr

Time Series Analysis

Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes ... 301
L. De Giovanni and M. Naldi*
naldi@disp.uniroma2.it

A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment ... 314
A. Charles* and O. Darne
amelie.charles@univ-paris1.fr

Multivariate Analysis

Statistical Discrimination Analysis Using the Maximum Function ... 320
T. Pham-Gia*, N. Turkkam and T. Vovan
thu.pham-gia@umoncton.ca

Nonparametric Inference

A New Family of Nonparametric Quantile Estimators ... 337
M.E. Sfakianakis* and D.G. Verginis
msfakian@unipi.gr

Reliability Analysis

Statistical Certification of Software Systems ... 346
A. Di Bucchianico*, J.F. Groote, K. Van Hee and R. Kruidof
a.d.bucchianico@tue.nl
 

Simulational Methods

Fast Random Number Generation Using 128 Bit Multimedia Extension Registers on Pentium Class Machines ... 360
B.D. Stošić*
borko@ufpe.br

Kolmogorov-Smirnov, Fluctuation, and Zg Tests for Convergence of Markov Chain Monte Carlo Draws ... 368
E. Goldman*, E. Valieva and H. Tsurumi
egoldman@pace.edu

Stochastic Processes

On Random and Gibbsian Particle Motions for Point Processes Evolving in Space and Time ... 380
C. Comas and J. Mateu*
mateu@mat.uji.es

Statistical Quality Control

The Modified r out of m Control Chart ...396
D.L. Antzoulakos* and A.C. Rakitzis
dantz@unipi.gr

Statistics in Genetics

Performance of Gene Selection and Classification Methods in a Microarray Setting: A Simulation Study ... 409
S. Van Sanden*, D. Lin and T. Burzykowski
suzy.vansanden@uhasselt.be

Statistics in Health

Reconstruction of the Infection Curve for SARS Epidemic in Beijing, China using a Back-Projection Method ...425
P.Yip*
sfpyip@hku.hk

Statistics in Environment

Hierarchical Spatial Modeling and Prediction of Multiple Soil Nutrients and Carbon Concentrates ... 434
A. Majumdar*, J. Kaye, C. Gries, D. Hope and N. Grimm
ananda@math.asu.edu


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 37, Issue 3, 2008

*Corresponding author

Inference

Two-Tailed Unconditional Inferences on the Difference of Two Proportions in Cross-Sectional Studies ... 455
A. Martin-Andrés*, J.M. Tapia Garciá and M.J. del Moral Ávila
amartina@ugr.es

Controlling Type-I Error Rate in Monitoring Structural Change Using Partially Sequential Procedures ... 466
A. Mukherjee*, U. Bandyopahyay and A. Biswas
amitmukh@yahoo.co.in

Confidence Intervals for the Hyperparameters in Structural Models ... 486
G.C. Franco*, T.R. Santos, J.A. Ribeiro and F.R.B. Cruz
glauraf@ufmg.br

Trend, Growth Rate and Change Point Analysis - A Data Driven Approach ... 498
C.T. Jose*, B. Ismail and S. Jayasekhar
ctjos@yahoo.com

Regression Analysis

Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion ... 507
T. Burr*, H. Fry, B. McVey, E. Sander, J. Cavenaugh and A. Neath
tburr@lanl.gov

A Comparison of Multiple Outlier Detection Methods for Regression Data ... 521
N. Billor* and G. Kiral
billone@auburn.edu

Tolerance Factors in Multiple and Multivariate Linear Regressions ... 546
K. Krishnamoorthy* and S. Mondal
krishna@louisiana.edu

Time Series Analysis

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures using a Simulation Study ... 560
M. Shitan* and S. Peiris
mahen@fsas.upm.edu.my

The Effects of Structural Breaks in Arch and GARCH Parameters on Persistence of GARCH Models ... 571
S. Hwang and P.L. Valls Pereira*
pvalls@isp.edu.br

Reliability Analysis

Consecutive k-out-of-n: G system in Stress-Strength Setup ... 579
S. Eryilmaz*
serkan.eryilmaz@ieu.edu.tr

Clinical Trials

Adaptive Designs for Multi-Arm Clinical Trials: The play-the-winner Rule Revisited Series ... 590
B. Lecoutre* and K. Elqasyr
bruno.lecoutre@univ-rouen.fr

Simulation Methods

Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation ... 602
T.C. Headrick*, S.Y. Aman and T.M. Beasley
headrick@siu.edu

A Method for Simulating Multivariate Non-normal Distributions with Specified Standardized Cumulants and Intraclass Correlation Coefficients ...617
T.C. Headrick* and B.D. Zumbo
headrick@siu.edu

Letter to the Editor

Correction to Sequential Comparison of d Populations and Related Tables ... 629
E. Gombay*
egombay@ualberta.ca


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 37, Issue 4, 2008

*Corresponding author

Measures and Properties

Gini Index Decomposition for the Case of Two Subgroups ... 631
M. Costa*
michele.costa@unibo.it

Inference

Confidence Interval of the Difference of Two Independent Binomial Proportions Using Weighted Profile Likelihood ... 645
V. Pradhan* and T. Bandyopadhyay
vpradhan@cytel.com

Efficient Confidence Interval Methodologies for the Noncentrality Parameter of a Noncentral t-Distribution ... 660
J. Kim* and A. Hayter
jkim@isye.gatech.edu

Partial Partial Likelihood ... 679
G. Brostrom* and M. Lindkvist
gb@stat.umu.se

Bayesian Inference

Bayesian Approach to Multicentre Sparse Data ... 687
M. Subbiah, B. Kishore Kumar and M.R. Srinivasan*
mrsrin8@gmail.com

Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process 697
P. Ramirez*, R.E. Lillo and M. Wiper
jrcobo@est-econ.uc3m.es

Regression Analysis

On the Test of Significance of Linear Multiple Regression Coefficients ... 713
D. Mondal*
dmondal_eco@yahoo.co.in

Generalized Quasi-Regression ... 731
G-J. Yang*
tjyangguij@yahoo.com.cn

Empirical Likelihood Based Rank Regression Inference ... 746
E.E. Bishop and Y. Zhao*
yzhao@mathstat.gsu.edu

Time Series Analysis

Maximum Likelihood Unit Rooting Test in the Presence GARCH: A New Test With Increased Power ... 756
S. Cook*
s.cook@swan.ac.uk

Time Series and Model Selection ... 766
A.E. Clark* and C.G. Troskie
allan@stats.uct.ac.za

Multivariate Analysis

New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Functions ... 772
Y-S. Jung, J-M. Kim* and J. Kim
jongmink@morris.umn.edu

Goodness-of-fit Tests

General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic ... 789
Q. Chen and D. Giles*
dgiles@uvic.ca

An Efficient Method to Generate Data and Compute exact P-Values in Goodness-of-Fit Testing ... 805
D. Magis*
david.magis@ulg.ac.be

Statistical Applications

Bayesian Capture-Recapture Analysis: An Application in Modeling Semelparity of a Neotropical Didelphid Marsupial ... 816
C. Queiroz da-Silva*, E.G. Martins, V. Bonato and S. Furtado dos Reis
cibeleqs@unb.br


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 37, Issue 5, 2008

*Corresponding author

OrderED Data Analysis

Moments of L-Statistics: A Divided Differences Approach ... 829
G. Agarwal and R. Pant*
rashmi6380@yahoo.co.uk

Applied Probability

Methods for Studying Generalized Birthday and Coupon Collection Problems ... 844
K. Inoue* and S. Aki
kinoue@econ.seikei.ac.jp

Inference

General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses ... 863
A. Rasekhi* and S.M. Sadooghi-Alvandi
gmalir@gmail.com

Ranking and Selection Methodology

Selection and Ranking Procedures for Type I Extreme Value Populations and a Related Homogeneity Test ... 881
S. Jeyaratnam* and S. Panchapakesan
sjeyarat@math.siu.edu

Regression Analysis

A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models ... 897
J. Hodoshima* and M. Ando
hodoshi@econ.nagoya-cu.ac.jp

Time Series Analysis

Evaluation of Linear Trend Tests Using Resampling Techniques ... 907
V. Thanasis*, E. Bora-Senta and D. Kugiumtzis
thanosb@math.auth.gr

A Note on Calculating Autocovariances of Periodic ARMA Models ... 924
A. Aknouche*, H. Belbachir and F. Hamdi
d73hakim@yahoo.fr

Multivariate Analysis

The Fisher Transform of the Pearson Product Moment Correlation Coefficient and it's Square: Cumulants, Moments, and Applications ... 928
R. Fouladi* and J.H. Steiger
rfouladi@sfu.ca

Higher-Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures ... 945
H. Ogasawara*
hogasa@res.otaru-uc.ac.jp

Choosing Principal Components: A New Graphical Method Based on Bayesian Model Selection ... 962
P. Auer and D. Gervini*
gervini@uwm.edu

Survival and Reliability Analysis

Graphical Tests for the Frailty Distribution in the Shared Frailty Model ... 978
P. Economou and C. Caroni*
ccar@math.ntua.gr

Bayesian Analysis for a Redundant Repairable System with Imperfect Coverage ... 993
J-C. Ke*, S-L. Lee, Y-L. Hsu
jauchuan@ntit.edu.tw

Stochastic Comparison on General Inactivity Time and General Residual Life of k-out-of-n Systems ... 1005
X. Li* and P. Zhao
xhli@lzu.edu.cn


Quality Control

Tolerance Limits Based on the Multivariate MaxMin Chart ... 1020
R. Amin*, K. Li and O. Bengel
ramin@uwf.edu


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 37, Issue 6, 2008

*Corresponding author

Inference

The Performance of Two Data-Generation Processes for Data with Specified Marginal Odds Ratios ... 1039
P. Austin* and J. Stafford
peter.austin@ices.on.ca

Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution ... 1052
O.Y. Kravchuk* and J. Hu
o.kravchuk@uq.edu.au

A Revisit to the Behrens-Fisher Problem: Comparison of Five Test Methods ... 1064
C-H. Chang* and N. Pal
chchang@mcu.edu.tw

BAYESIAN INFERENCE

Bayesian False Discovery Rate Wavelet Shrinkage: Theory and Applications ... 1086
I. Lavrik, Y.Y. Jung, F. Ruggeri* and B. Vidakovic
fabrizio@mi.imati.cnr.it

Exact Bayesian Variable Sampling Plans for the Exponential Distribution Based on Type-I and Type-II Hybrid Censored Samples ... 1101
N. Balakrishnan*, C-T. Lin and Y-L. Huang
bala@mcmaster.ca

NONPARAMETRIC INFERENCE

A Nonparametric Test for the Ordered Alternative Based on Kendall's Correlation Coefficient ... 1117
R. Magel*, J. Terpstra and R. Ferdhiana
rhonda.magel@ndsu.edu

REGRESSION ANALYSIS

An Adaptive Method of Variable Selection in Regression ... 1129
T.W. O'Gorman*
ogorman@math.niu.edu

Statistical Inferences Based on Extended Weighted Log-Rank Estimating Function for Censored Regression Model ... 1143
S-H. Lee*
slee2@iwu.edu

LINEAR MODELS

Double Sampling Designs in Multivariate Linear Models with Missing Variables ... 1156
N. Cohen* and O. Davidov and Y. Haitovsky
msnc@mscc.huji.ac.il

TIME SERIES ANALYSIS

Predictive Density Order Selection of Periodic AR Models ... 1167
M. Bentarzi*, H. Guerbyenne and R. Hemis
mohamedbentarzi@yahoo.fr

Measuring Time Series Predictability Using Support Vector Regression ... 1183
J. Sato*, S. Costafreda, P. Morettin and M. Brammer
jrsatobr@gmail.com

RESAMPLING METHODS

Application of the Bootstrap Approach to the Choice of Dimension and the α parameter in the SIR α Method ... 1198
B. Liquet and J. Saracco*
jerome.saracco@u-bordeaux.fr

DESIGN OF EXPERIMENTS

Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response ...1219
E.F. Fornius*
ellinor.fackle-fornius@stat.su.se

QUALITY CONTROL

Dispersion Control Chart ... 1239
M. Riaz*
riaz76qua@yahoo.com


Communications in Statistics:
Simulation and Computation

Table of Contents, Volume 37, Issue 7, 2008

*Corresponding author

Distributions, Models and Applications

Two Moments of the Logitnormal Distribution ... 1263
F. Lad* and P. Frederic
f.lad@math.canterbury.ac.nz

Inference

Model Selection When a Key Parameter is Constrained to be in an Interval ... 1270
M.Z. Hossain* and M.L. King
mzhossain@squ.edu.om

PORT Hill and Moment Estimators for Heavy-Tailed Models ... 1281
M.I. Gomes*, M.I. Fraga Alves and P. Araujo Santos
ivette.gomes@fc.ul.pt

Undercoverage of Wavelet-Based Resampling Confidence Intervals ... 1307
L. Tang*, W. Schucany and W. Woodward
ltang1@gmu.edu

Imputation in Data Fusion of Heterogeneous Data Sets a Model-Based Numerical Experiment ... 1316
A. Berchtold* and A. Jeannin
andre.berchtold@unil.ch

Nonparametric Inference

An Adaptive Test for the Two-Sample Location Problem Based on U-Statistics ... 1329
W. Koessler* and N. Kumar
koessler@informatik.hu-berlin.de

A Multisample Rank Test for Location-Scale Parameters ... 1347
H. Murakami*
murakami@indsys.chuo-u.ac.jp

Regression Analysis

Spatial Regression Models Using Inter-Region Distances in a Non-Random Context ... 1356
N. Christou* and G. Simon
nchristo@stat.ucla.edu

Categorical Data Analysis

A Simple Method for Constructing Multidimensional Distributions of Correlated Categorical Data ... 1377
H. Choi*
hjcoi@kyonggi.ac.kr

Multivariate Analysis

Distribution of Λ-criterion for Sphericity Test ... 1385
T. Seemon* and A. Thannippara
seemon@stcp.ac.in

Goodness-of-fit Tests

The Distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling Test Statistics for Exponential Populations with Estimated Parameters ... 1396
L. Leemis*, D. Evans and J. Drew
leemis@math.wm.edu

Statistical Quality Control

Fast Initial Response Features for Poisson GWMA Control Charts ... 1422
W-C. Chiu* and S-H. Sheu
wjc@email.au.edu.tw

Attribute Charts for Zero-Inflated Processes ... 1440
C-H. Sim* and M-H. Lim
simch@um.edu.my

A New Chart for Monitoring the Covariance Matrix of Bivariate Processes ... 1453
A. Costa* and M.Machado
fbranco@feg.unesp.br

Quality Control

Minimum Variance and VOQL Chain Sampling Plans-ChSP-4(c1, c2) ... 1466
R. Vidya*
drvidya2000@yahoo.co.in