Communications in Statistics: Simulation and Computation

Step-Down Multiple Comparison Procedures Using Medians and Permutation Tests
pp. 1551-1561(11)
Authors: Richter, Scott; McCann, Melinda

Confidence Intervals of Weighted Kappa Coefficient of a Binary Diagnostic Test
pp. 1562-1578(17)
Authors: Nofuentes, J. A. Roldan; del Castillo, J. D. Luna; Alonso, M. A. Montero

Designing Variables Sampling Plans with Process Loss Consideration
pp. 1579-1591(13)
Authors: Yen, Ching-Ho; Chang, Chia-Hao

Adaptive Estimation of Causal Periodic Autoregressive Model
pp. 1592-1609(18)
Authors: Bentarzi, M.; Guerbyenne, H.; Merzougui, M.

Penalized Maximum Likelihood Principle for Choosing Ridge Parameter
pp. 1610-1624(15)
Author: Tran, Minh Ngoc

ARL-Design of S Charts with k-of-k Runs Rules
pp. 1625-1639(15)
Authors: Acosta-Mejia, Cesar; Pignatiello, Joseph

Variable Selection for Support Vector Machines
pp. 1640-1658(19)
Authors: Bierman, Surette; Steel, Sarel

A Synthetic Scaled Weighted Variance Control Chart for Monitoring the Process Mean of Skewed Populations
pp. 1659-1674(16)
Authors: Castagliola, Philippe; Khoo, Michael

Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension
pp. 1675-1689(15)
Authors: Hino, Emiko; Murakami, Hidetoshi; Sugiyama, Takakazu

Monte Carlo Approximations of the Quantiles of a Sample Statistic
pp. 1714-1722(9)
Authors: Mak, Tak; Nebebe, Fassil

Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models
pp. 1723-1741(19)
Authors: Bentarzi, M.; Merzougui, M.

Asymptotic Confidence Intervals for a New Inequality Measure
pp. 1742-1756(15)
Authors: Greselin, Francesca; Pasquazzi, Leo

On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study
pp. 1757-1788(32)
Authors: Awirothananon, Thatphong; Cheung, Wai-Kong