Journal of Statistical Computation and Simulation

Volume 75.

(as bibtex)

60 references.

Articles

• 1-11. On record statistics from a mixture of two exponential distributions
  Jaheen, Zeinhum
• 1003-1017. Performance of likelihood-based estimation methods for multilevel binary regression models
  Callens, Marc, Croux, Christophe
• 109-119. New test for the multivariate two-sample problem based on the concept of minimum energy
  Aslan, B., Zech, G.
• 121-140. TARGET estimation for the logistic regression model
  Cabrera, Javier, Devas, Vipul, Fernholz, Luisa
• 13-23. Bias of factor loadings from questionnaire data with imputed scores
  Bernaards, Coen, Sijtsma, Klaas
• 141-154. The binomial distribution with dependent Bernoulli trials
  A. G. Van Der Geest, P.
• 159-174. Length-biased, with-replacement sampling from an exponential finite population
  Puza, Borek, O'neill, Terence
• 175-187. A process capability index for discrete processes
  Perakis, Michael, Xekalaki, Evdokia
• 189-197. Random number generators and rare events in the continued fraction of π
  Dodge, Yadolah, Melfi, Giuseppe
• 199-206. Effects of the generalized Box-Cox transformation on Type I error rate and power of Hotelling's T 2
  Kirisci, Levent, Al-Subaihi, Ali, Tarter, Ralph
• 207-216. LS estimation of periodic autoregressive models with non-Gaussian errors: A simulation study
  Smadi, Abdullah
• 217-235. Rukhin's uniformity test based on sample quantiles
  Marhuenda, Y., Morales, D., Pardo, J. A., Pardo, M. C.
• 237-251. A useful tool for statistical estimation: Genetic algorithms
  Pasia, Joseph, Hermosilla, Augusto, Ombao, Hernando
• 25-38. Estimating P ( y < X ) when X and y are paired exponential variables
  Shoukri, M. M., Chaudhary, M. A., Al-Halees, A.
• 253-262. A note on Markov Chain Monte Carlo sweep strategies
  Levine, Richard
• 263-286. Least absolute value regression: Recent contributions
  Dielman, Terry
• 287-305. Estimation and completion of survival data with piecewise linear models and s-distributions
  He, Qin, Voit, Eberhard
• 315-331. Exact inference and prediction for K-sample exponential case under type-II censoring
  Balakrishnan, N., Lin, Chien-Tai
• 333-345. On combining correlated estimators of the common mean of a multivariate normal distribution
  Krishnamoorthy, K., Lu, Yong
• 347-362. Investigation of a generalized multinomial model for species data
  Zhang, Hongmei, Stern, Hal
• 363-379. Approximate wavelet-based simulation of long memory processes
  Craigmile, Peter
• 381-389. Subsampling confidence intervals for parameters of atmospheric time series: Block size choice and calibration
  Gluhovsky, Alexander, Zihlbauer, Martin, Politis, Dimitris
• 39-54. Nonparametric two-stage plug-in adaptive smoothing for thermal analysis data
  Artiaga, Ramón, Cao, Ricardo, Naya, Salvador, Trillo, Javier
• 391-408. Aggregating classifiers with ordinal response structure
  Tutz, Gerhard, Hechenbichler, Klaus
• 409-423. Corrected estimates for Student T regression models with unknown degrees of freedom
  Vasconcellos, Klaus, Da Silva, Sydney
• 425-436. Constant width simultaneous confidence bands in multiple linear regression with predictor variables constrained in intervals
  Liu, W., Jamshidian, M., Zhang, Y., Bretz, F.
• 437-445. On the connection between orthant probabilities and the first passage time problem
  Nardo, E.
• 447-458. Comparison of exact tests for association in unordered contingency tables using standard, mid- P , and randomized test versions
  Lydersen, Stian, Pradhan, Vivek, Senchaudhuri, Pralay, Laake, Petter
• 459-475. Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density
  Corcoran, J., Schneider, U.
• 477-495. Finite sample performance of sequential designs for model identification
  Dette, Holger, Kwiecien, Robert
• 501-511. James–Stein type estimators for ordered normal means
  Kumar, Somesh, Tripathi, Yogesh, Misra, Neeraj
• 513-529. Robust inference and modelling for the single ion channel
  Clarke, Brenton, McKinnon, Peter
• 531-542. Computational techniques in the study of discrete distributions generated by the function 3 F 2
  Rodríguez-Avi, José, Conde-Sánchez, Antonio, Gutiérrez-Jáimez, Ramón
• 543-553. Bootstrap confidence interval estimation of mean via ranked set sampling linear regression
  Hui, Terrence, Modarres, Reza, Zheng, Gang
• 55-64. New view on smoothing parameter selector in function estimation
  Kim, Tae Yoon, Park, Cheolyong, Hwang, S. Y.
• 555-580. On tests of symmetry, marginal homogeneity and quasi-symmetry in two-way contingency tables based on minimum ?-divergence estimator with constraintsudyumerical results
  Menéndez, M. L., Pardo, J. A., Pardo, L., Zografos, K.
• 581-588. Choosing a robustness tuning parameter
  Warwick, J., Jones, M. C.
• 595-609. Method for simulating non-linear stochastic differential equations in R 1
  Nicolau, João
• 611-628. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
  Cribari-Neto, Francisco, Ferrari, Silvia, Oliveira, Waldemar
• 629-643. An empirical comparison of ensemble methods based on classification trees
  Hamza, Mounir, Larocque, Denis
• 645-665. Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
  Lin, Jyh-jiuan, Pal, Nabendu
• 65-73. The efficiency of a nonlinear discriminant function based on unclassified initial samples from a mixture of two Weibull populations
  Moustafa, Hanem
• 667-672. A note on separated data and exact likelihood-ratio P -values in logistic regression
  Lamotte, Lynn
• 673-678. Confidence interval for residual mean absolute deviation in regression models
  Bonett, Douglas
• 771-785. Calculating the power or sample size for the logistic and proportional hazards models
  Schoenfeld, David, Borenstein, Michael
• 787-812. Markov Chain Monte Carlo exact tests for incomplete two-way contingency tables
  Aoki, Satoshi, Takemura, Akimichi
• 81-91. Bayesian bootstrap methods for developmental toxicity studies
  Aldridge, Gwen, Bowman, Dale
• 813-829. The s-system computation of non-central Gamma distribution
  Chen, Zen-Yi
• 831-840. Empirical information criteria for time series forecasting model selection
  Billah, Baki, Hyndman, Rob, Koehler, Anne
• 841-852. Bayesian inference for the generalized exponential distribution
  Raqab, Mohamed, Madi, Mohamed
• 857-868. Bayesian change points analysis on the seismic activity in northeastern Taiwan
  Fan, Tsai-Hung, Chen, Wei-chen
• 869-888. More powerful modifications of unit root tests allowing structural change
  Leybourne, Stephen, Kim, Tae-hwan, Newbold, Paul
• 889-903. Categorical data regression diagnostics for remote access servers
  Reiter, Jerome, Kohnen, Christine
• 905-919. Estimation of population mean and variance in flock management: A ranked set sampling approach in a finite population setting
  Ozturk, Omer, Bilgin, Omer, Wolfe, Douglas
• 921-933. Estimating test power adjusted for size
  Lloyd, Chris
• 93-107. A Monte Carlo comparison of the Type I and type II error rates of tests of multivariate normality
  Mecklin, Christopher, Mundfrom, Daniel
• 941-957. Fluctuation of estimates in an em procedure for categorical data
  Kim, Seong Ho, Kim, Sung-Ho
• 959-973. Estimation of nonlinear simulation metamodels using control variates
  Reis Santos, M., Porta Nova, Acácio
• 975-986. The asymptotic variance and skewness of maximum likelihood estimators using Maple†
  Bowman, K., Shenton, L.
• 987-1001. Estimating and testing effect size from an arbitrary population
  Al-kandari, Noriah, Buhamra, Sana, Ahmed, S.