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Category Archives: Communications in Statistics – Simulation and Computation
Conditional expectation strategy under the long memory Heston stochastic volatility model
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The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations
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Hierarchical clustering with spatial adjacency constraints in heavy-tailed areal data
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A control chart based on data depth for monitoring the variability in a multivariate process
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A new ridge estimator for linear regression model with some challenging behavior of error term
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A parametric hypothesis test for a global power law and local nonparametric trend model with multiplicative distortion measurement errors
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Block thresholding wavelet estimation of copula density based on NSD assumption
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Inference methods for the Very Flexible Weibull distribution based on progressive type-II censoring
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A new interpoint distance-based clustering algorithm using kernel density estimation
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