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Category Archives: Communications in Statistics – Simulation and Computation

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Detecting and correcting for heteroscedasticity in the presence of measurement error

Posted on 28 March 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Conditional expectation strategy under the long memory Heston stochastic volatility model

Posted on 22 March 2023 by
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Posted in Communications in Statistics - Simulation and Computation

The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations

Posted on 13 March 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Hierarchical clustering with spatial adjacency constraints in heavy-tailed areal data

Posted on 9 March 2023 by
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Posted in Communications in Statistics - Simulation and Computation

A control chart based on data depth for monitoring the variability in a multivariate process

Posted on 8 March 2023 by
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Posted in Communications in Statistics - Simulation and Computation

A new ridge estimator for linear regression model with some challenging behavior of error term

Posted on 6 March 2023 by
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Posted in Communications in Statistics - Simulation and Computation

A parametric hypothesis test for a global power law and local nonparametric trend model with multiplicative distortion measurement errors

Posted on 22 February 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Block thresholding wavelet estimation of copula density based on NSD assumption

Posted on 21 February 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Inference methods for the Very Flexible Weibull distribution based on progressive type-II censoring

Posted on 17 February 2023 by
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Posted in Communications in Statistics - Simulation and Computation

A new interpoint distance-based clustering algorithm using kernel density estimation

Posted on 16 February 2023 by
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Posted in Communications in Statistics - Simulation and Computation

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