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ORCIDCommunications in Statistics - Simulation and Computation, Volume 55
Volume 55, Number 1, January 2026
- G. C. Livingston Jr, John C. W. Rayner:
An empirical study of the durbin and ANOVA F tests and their contrasts. 1-12 - Chandima N. P. G. Arachchige, Luke A. Prendergast:
Confidence intervals for median absolute deviations. 13-22 - S. D. Krishnarani, Fathima Jafna:
Exponential stochastic volatility model with Laplace returns and its variants. 23-52 - Valérie Garès, Malcolm Hudson, Maurizio Manuguerra, Val Gebski:
Effect of a correlated competing risk on marginal survival estimation in an accelerated failure time model. 53-75 - E. Bothma, James S. Allison, I. J. H. Visagie:
On the effect of the Kaplan-Meier estimator's assumed tail behavior on goodness-of-fit testing. 76-102 - Nicolás Hernández, Jairo Cugliari, Julien Jacques:
Simultaneous predictive bands for functional time series using minimum entropy sets. 103-127 - Surajit Pal, Susanta Kumar Gauri:
A one-chart scheme for joint monitoring of the two parameters of zero-inflated Poisson processes. 128-154 - Nastaran Marzban Vaselabadi, Saeid Tahmasebi, Ahmad Keshavarz, Francesco Buono:
Measures of extended fractional Deng entropy and extropy with applications. 155-175 - Gabriel Calvo, Carmen Armero, Luigi Spezia, Maria Grazia Pennino:
Bayes factors for longitudinal model assessment via power posteriors. 176-194 - Ahmed M. Elsawah, Barkahoum Laala, Alaa H. Abdel-Hamid, Hong Qin:
Construction of uniform designs for high-dimensional screening via an adjusted multiple quadrupling algorithm. 195-220 - R. Malekpour, Taban Baghfalaki, Mojtaba Ganjali, A. Pourdarvish:
Joint modeling of mixed skewed longitudinal responses using convolution of normal and log-normal distributions: a Bayesian approach. 221-243 - Sajid Ali:
Memory-type time-between-events charts using nonhomogeneous Poisson process. 244-261 - Cuihong Deng, Wangxue Chen:
Weighted exponential parameters estimation using maximum ranked set sampling with unequal samples. 262-285 - Lizbeth Naranjo, Federico O'Reilly, Silvia Ruiz-Velasco:
Exact conditional samples for the NEF-QVF family in generalized linear models and their use in goodness of fit. 286-299 - Manesh Chawla:
Faster computation of likelihood gradients for discrete observation Hidden Markov model. 300-316 - Qiang Zhao, Zhaodi Wang, Jingjing Wu, Xiuli Wang:
Weighted expectile average estimation of linear models with missing covariates. 317-328 - Azka Noor, Muhammad Amin, Muhammad Amanullah:
A ridge estimation method for the Waring regression model: simulation and application. 329-348
Volume 55, Number 2, February 2026
- Shuyu Meng, Zhensheng Huang:
Functional partially linear single index models with measurement error in both functional and real covariates. 349-367 - Mohammad Atlehkhani, Mahdi Doostparast:
Repair alert model when the lifetimes are discretely distributed. 368-383 - Mengjia Yu, Rebeka Man, Hongjian Zhu, Li Wang:
Enhancing the flexibility and power of adaptive seamless phase 2/3 design with copula modeling between short-term and long-term endpoints. 384-404 - Satyanarayana, Ismail Beary, K. Aruna Rao:
Empirical likelihood ratio test for autocorrelation in least squares regression. 405-421 - Luis José Mantilla Santa Cruz, Luis Fernando Faina, João Henrique de Souza Pereira:
Quantum-based PRNG for image encryption: a comprehensive study. 422-439 - Gülesen Üstündag Siray:
Improvement of simultaneous prediction using principal components approach. 440-467 - Michael Pokojovy, Su Chen, Andrews T. Anum, John Koomson:
Adaptive location and scale estimation with kernel-weighted averages. 468-487 - Muhammad Jawad Mirza, Sharqa Hashmi, Mawora Thomas Mwakudisa, Alireza Safariyan, Saleha Naghmi Habibullah, Muhammad Noor-ul-Amin:
Performance evaluation of extended EWMA control chart in the presence of measurement error. 488-503 - Shiji Kavungal, Rahul Thekkedath:
New parameterization of stochastic conditional range models for financial volatility modelling. 504-518 - Ghulam Narjis, Javid Shabbir:
Mean and sensitivity estimation using optional scrambled randomized response technique. 519-529 - Rand R. Wilcox:
Inferences about robust measures of effect size for two dependent variables including situations where there is a covariate. 530-540 - Chien-Tai Lin, Yen-Chou Chen, Tzu-Chi Yeh, Hon Keung Tony Ng:
Reliability estimation and statistical inference under joint progressively Type-II right-censored sampling for certain lifetime distributions. 541-564 - Guidong Zhang, Wenzhi Zhao, Yuhong Sheng:
Variable selection for uncertain regression models based on elastic net method. 565-586 - Lhoucine Ben Hssain, Ghizlane Lakhnati:
Extended weighted generalized cumulative residual entropy for risk measurement. 587-604 - Aniket Biswas, Abhik Sinha:
Selective testing and its effect on false discovery rate controlling procedures under discrete framework. 605-618 - Robab Afshari, Abbas Rasouli, Philippe Castagliola:
Control charts for monitoring the capability of unstable process. 619-638 - Brisilda Ndreka, Dipak K. Dey, Ran Xu:
Evaluating methods for estimating influence effects in social networks: a simulation study. 639-655
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