| 1. |
- A. Alkhamisi, Mahdi, et al.
(författare)
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A Monte Carlo Study of Recent Ridge Parameters
- 2007
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Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; 36:3, s. 535-547
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Tidskriftsartikel (refereegranskat)
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| 2. |
- Ahmed, S. Ejaz, et al.
(författare)
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Estimation of Several Intraclass Correlation Coefficients
- 2015
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Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 44:9, s. 2315-2328
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Tidskriftsartikel (refereegranskat)abstract
- An intraclass correlation coefficient observed in several populations is estimated. The basis is a variance-stabilizing transformation. It is shown that the intraclass correlation coefficient from any elliptical distribution should be transformed in the same way. Four estimators are compared. An estimator where the components in a vector consisting of the transformed intraclass correlation coefficients are estimated separately, an estimator based on a weighted average of these components, a pretest estimator where the equality of the components is tested and then the outcome of the test is used in the estimation procedure, and a James-Stein estimator which shrinks toward the mean.
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| 3. |
- Almasri, Abdullah, 1965-
(författare)
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Tests for Trend : a Simulation Study
- 2010
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Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 39:3, s. 598-611
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Tidskriftsartikel (refereegranskat)abstract
- In this study, we use the wavelet analysis to construct a test statistic to test for the existence of a trend in the series. We also propose a new approach for testing the presence of trend based on the periodogram of the data. Since we are also interested in the presence of a long-memory process among the data, we study the properties of our test statistics under different degrees of dependency. We compare the results when using the band periodogram test and the wavelet test with results obtained by applying the ordinary least squares (OLS) method under the same conditions.
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| 4. |
- Amin, Muhammad, et al.
(författare)
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Almost unbiased ridge estimator in the gamma regression model
- 2022
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Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 51:7, s. 3830-3850
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Tidskriftsartikel (refereegranskat)abstract
- This article introduces the almost unbiased gamma ridge regression estimator (AUGRRE) estimator based on the gamma ridge regression estimator (GRRE). Furthermore, some shrinkage parameters are proposed for the AUGRRE. The performance of the AUGRRE by using different shrinkage parameters is compared with the existing GRRE and maximum likelihood estimator. A Monte Carlo simulation is carried out to assess the performance of the estimators where the bias and mean squared error performance criteria are used. We also used a real-life dataset to demonstrate the benefit of the proposed estimators. The simulation and real-life example results show the superiority of AUGRRE over the GRRE and the maximum likelihood estimator for the gamma regression model with collinear explanatory variables.
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| 5. |
- Amin, Muhammad, et al.
(författare)
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New ridge estimators in the inverse Gaussian regression : Monte Carlo simulation and application to chemical data
- 2022
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Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 51:10, s. 6170-6187
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Tidskriftsartikel (refereegranskat)abstract
- In numerous application areas, when the response variable is continuous, positively skewed, and well fitted to the inverse Gaussian distribution, the inverse Gaussian regression model (IGRM) is an effective approach in such scenarios. The problem of multicollinearity is very common in several application areas like chemometrics, biology, finance, and so forth. The effects of multicollinearity can be reduced using the ridge estimator. This research proposes new ridge estimators to address the issue of multicollinearity in the IGRM. The performance of the new estimators is compared with the maximum likelihood estimator and some other existing estimators. The mean square error is used as a performance evaluation criterion. A Monte Carlo simulation study is conducted to assess the performance of the new ridge estimators based on the minimum mean square error criterion. The Monte Carlo simulation results show that the performance of the proposed estimators is better than the available methods. The comparison of proposed ridge estimators is also evaluated using two real chemometrics applications. The results of Monte Carlo simulation and real applications confirmed the superiority of the proposed ridge estimators to other competitor methods.
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| 6. |
- Amiri, Saeid, et al.
(författare)
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An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
- 2010
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Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 39:9, s. 1726-1734
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Tidskriftsartikel (refereegranskat)abstract
- In this article, we propose a new test for examining the equality of the coefficient of variation between two different populations. The proposed test is based on the nonparametric bootstrap method. It appears to yield several appreciable advantages over the current tests. The quick and easy implementation of the test can be considered as advantages of the proposed test. The test is examined by the Monte Carlo simulations, and also evaluated using various numerical studies.
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| 7. |
- Andersson, Eva M., 1968
(författare)
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Effect of Dependency in Systems for Multivariate Surveillance
- 2009
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Ingår i: Communications in Statistics - Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 38:3, s. 454 - 472
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Tidskriftsartikel (refereegranskat)abstract
- Systems for multivariate on-line surveillance (e.g., outbreak detection) are investigated. Optimal systems for statistical surveillance are based on likelihood ratios. Three systems are compared: based on each marginal density, based on the joint density, and based on the Hotelling's T2. The effect of dependency between the monitored processes is investigated, and the effect of correlation between the change times. When the first change occurs immediately, the three methods give similar delay of an alarm, in the situation with independency. For late changes, T2 has the longest delay, both for independent processes and for processes with a positive covariance.
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| 8. |
- Angelov, Nikolay, et al.
(författare)
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Testing for unit root against stationarity using the likelihood ratio test
- 2007
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Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 36:2, s. 391-412
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Tidskriftsartikel (refereegranskat)abstract
- In a first order autoregressive model with drift, we derive the likelihood ratio test for a unit root against the stationary alternative. We also derive the test in a state space model with trend. Finite sample and asymptotic critical values are obtained by Monte Carlo simulations. A simulation study investigates the power performance of the likelihood ratio test and we also examine how a bias correction of the test affects the results.
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| 9. |
- Arnroth, Lukas, et al.
(författare)
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Quantile regression based on the skewed exponential power distribution
- 2023
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Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; , s. 1-17
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Tidskriftsartikel (refereegranskat)abstract
- Bayesian quantile regression generally relies on the asymmetric Laplace distribution (ALD) as the error distribution. We consider methods for Lp-quantile regression based on the skewed exponential power distribution (SEPD). Both Bayesian and frequentist estimation procedures are outlined and compared with previous work based on the SEPD. We find that our proposed methods greatly outperform a previous method in terms of quantile estimation. Further, compared with standard quantile regression, we find that our proposed methods generally perform better in terms of root mean square error (RMSE). Empirical evidence of the statistical properties of the proposed models is provided through a simulation study. Further, a real data application illustrates their performance.
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| 10. |
- Asmussen, Sören, et al.
(författare)
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A Note on Skewness in Regenerative Simulation
- 2011
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Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 40:1, s. 45-57
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Tidskriftsartikel (refereegranskat)abstract
- The purpose of this article is to show, empirically and theoretically, that performance evaluation by means of regenerative simulation often involves random variables with distributions that are heavy tailed and heavily skewed. This, in turn, leads to the variance of estimators being poorly estimated, and confidence intervals having actual coverage quite different from (typically lower than) the nominal one. We illustrate these general ideas by estimating the mean occupancy and tail probabilities in M/G/1 queues, comparing confidence intervals computed from batch means to various intervals computed from regenerative cycles. In addition, we provide theoretical results on skewness to support the empirical findings.
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