Communication in Statistics- Theory and Methods (COMMUN STAT-THEOR M )

Publisher: Taylor & Francis

Description

The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.

  • Impact factor
    0.30
    Show impact factor history
     
    Impact factor
  • 5-year impact
    0.43
  • Cited half-life
    0.00
  • Immediacy index
    0.05
  • Eigenfactor
    0.01
  • Article influence
    0.29
  • Website
    Communications in Statistics - Theory and Methods website
  • Other titles
    Communications in statistics, theory and methods (Online), Communications in statistics, theory and methods, Theory and methods
  • ISSN
    0361-0926
  • OCLC
    48483352
  • Material type
    Document, Periodical, Internet resource
  • Document type
    Internet Resource, Computer File, Journal / Magazine / Newspaper

Publisher details

Taylor & Francis

  • Pre-print
    • Author can archive a pre-print version
  • Post-print
    • Author cannot archive a post-print version
  • Restrictions
    • 12 month embargo for STM, Behavioural Science and Public Health Journals
    • 18 month embargo for SSH journals
  • Conditions
    • Some individual journals may have policies prohibiting pre-print archiving
    • Pre-print on authors own website, Institutional or Subject Repository
    • Post-print on authors own website, Institutional or Subject Repository
    • Publisher's version/PDF cannot be used
    • On a non-profit server
    • Published source must be acknowledged
    • Must link to publisher version
    • Set statements to accompany deposits (see policy)
    • Publisher will deposit to PMC on behalf of NIH authors.
    • STM: Science, Technology and Medicine
    • SSH: Social Science and Humanities
    • 'Taylor & Francis (Psychology Press)' is an imprint of 'Taylor & Francis'
  • Classification
    ​ yellow

Publications in this journal

  • [Show abstract] [Hide abstract]
    ABSTRACT: Birnbaum and Saunders (1969a) pioneered a lifetime model which is commonly used in reliability studies. Based on this distribution, a new model called the gamma-Birnbaum-Saunders distribution is proposed for describing fatigue life data. Various properties of the new distribution including explicit expressions for the ordinary and incomplete moments, generating and quantile functions, mean deviations, density function of the order statistics and their moments are derived. We discuss the method of maximum likelihood and a Bayesian approach to fit the model parameters. The superiority of the new model is illustrated by means of three failure real data sets. We also propose a new extended regression model based on the logarithm of the new distribution. This last model can be very useful to the analysis of real data and provide more realistic fits than other special regression models.
    Communication in Statistics- Theory and Methods 01/2015;
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    ABSTRACT: For the exploratory analysis of three-way data, the Tucker3 is one of the most applied models to study three-way arrays when the data are approximately trilinear. When the data consist of vectors of positive values summing to a unit, as in the case of compositional data, this model should consider the special problems that compositional data analysis brings. The principal purpose of this paper is to describe how to do a Tucker3 analysis of compositional data, and to show the relationships between the loadings matrices when different preprocessing procedures are used.
    Communication in Statistics- Theory and Methods 01/2015;
  • Communication in Statistics- Theory and Methods 10/2014; 43(21):4534-4545.
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    ABSTRACT: In this article, the concept of imperfect preventive maintenance is discussed and an age maintenance policy is developed based on the cumulative damage model for a used system with initial variable damage. The deterioration of the system is assumed to suffer the non-homogeneous Poisson shocks which can be divided into two types with stochastic probability: Type-I shock (minor) yields a random amount of additive damage of the system, or Type-II shock (catastrophic) causes the system to fail. An age preventive maintenance policy T is presented in which the system undergoes preventive maintenance at a scheduled lifetime T, or corrective maintenance at first Type-II shock and the total damage exceeds a threshold level, whichever occurs first. The objective is to determine the optimal preventive maintenance schedule such that the expected cost rate is minimized. The optimal solution is derived analytically and discussed numerically.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: By using martingale method and properties of Φ-mixing random variables, we go on studying the Berry-Esséen bound of sample quantiles for Φ-mixing sequence and improve the rate O(n − 1/9) to O(n − 1/6 · log n · log log n), where the mixing coefficients relax to [Inline formula]. It improves the corresponding result.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: The probability matching prior for linear functions of Poisson parameters is derived. A comparison is made between the confidence intervals obtained by Stamey and Hamilton (2006), and the intervals derived by us when using the Jeffreys’ and probability matching priors. The intervals obtained from the Jeffreys’ prior are in some cases fiducial intervals (Krishnamoorthy and Lee, 2010). A weighted Monte Carlo method is used for the probability matching prior. The power and size of the test, using Bayesian methods, is compared to tests used by Krishnamoorthy and Thomson (2004). The Jeffreys’, probability matching and two other priors are used.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: In this paper, we show that a hypergeometric random variable can be represented as a sum of independent Bernoulli random variables that are, except in degenerate cases, not identically distributed. In the proof, we use the factorial moment generating function. An asymptotic result on the probabilities of the Bernoulli random variables in the sum is also presented. Numerical examples are used to illustrate the results.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: Empirical-likelihood based inference for the parameters in a generalized partially linear single-index models (GPLSIM) is investigated. Based on the local linear estimators of the nonparametric parts of the GPLSIM, an estimated empirical likelihood-based statistic of the parametric components is proposed. We show that the resulting statistic is asymptotically standard chi-squared distributed, the confidence regions for the parametric components are constructed. Some simulations are conducted to illustrate the proposed method.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: In hierarchical data settings, be it of a longitudinal, spatial, multi-level, clustered, or otherwise repeated nature, often the association between repeated measurements attracts at least part of the scientific interest. Quantifying the association frequently takes the form of a correlation function, including but not limited to intraclass correlation. Vangeneugden et al. (2010) derived approximate correlation functions for longitudinal sequences of general data type, Gaussian and non-Gaussian, based on generalized linear mixed-effects models. Here, we consider the extended model family proposed by Molenberghs et al. (2010). This family flexibly accommodates data hierarchies, intra-sequence correlation, and overdispersion. The family allows for closed-form means, variance functions, and correlation function, for a variety of outcome types and link functions. Unfortunately, for binary data with logit link, closed forms cannot be obtained. This is in contrast with the probit link, for which such closed forms can be derived. It is therefore that we concentrate on the probit case. It is of interest, not only in its own right, but also as an instrument to approximate the logit case, thanks to the well-known probit-logit ‘conversion.’ Next to the general situation, some important special cases such as exchangeable clustered outcomes receive attention because they produce insightful expressions. The closed-form expressions are contrasted with the generic approximate expressions of Vangeneugden et al. (2010) and with approximations derived for the so-called logistic-beta-normal combined model. A simulation study explores performance of the method proposed. Data from a schizophrenia trial are analyzed and correlation functions derived.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: Two variations of N -point central composite design that are either orthogonally or rotatably restricted are compared. The basis of variation in this type of design is the common distance of the axial points from the centre of the design. Calculations from expressions obtained based on the concept of Schur's ordering of designs or D-optimality criterion as the case may be, are made and used in the comparison for the duo. The results obtained indicate that replicated cubes plus one star variation is better than one cube plus replicated stars variation.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: Inference in generalized linear mixed models with multivariate random effects is often made cumbersome by the high-dimensional intractable integrals involved in the marginal likelihood. This article presents an inferential methodology based on the generalized estimating equations for the probit latent traits models. This method belonging to the broad class of semi parametric approaches involves marginal joint moments of order 1 and 2, which has analytical expression. The different results are illustrated with a simulation study.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: As a discussant of Arnold and Beaver (2002), Balakrishnan proposed a generalized skew-normal (BSN) distribution. This new model has been encountered in the literature for modeling various data sets. In this paper, we propose a new generalization of skew t-distribution of Azzalini and Capitanio (2003), denoted by [Inline formula], as a scale mixture of the BSN-distribution. This new model may be used for modeling data sets exhibiting a unimodal density function having some skewness as well as heavy tails with respect to the skew-normal distribution. An explicit expression for the probability density function and a recurrence formula for the cumulative distribution function of the [Inline formula]-distribution are derived. Some statistical characteristics of the proposed model including central moments, unimodality, and stochastic orders are investigated. Two representation theorems for [Inline formula]-distribution which may be used for generating copies from the new model are given. The problem of estimation of the unknown parameters on the basis of a random sample arising from [Inline formula]-distribution is considered. For illustration proposes, a real data set on strength of glass fibers, due to Smith and Naylor (1987), is analyzed using the procedures obtained.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: In the present article we study several characteristics of the families of generalized beta- and gamma- generated distributions introduced by Alexander et al. (2011) and Zografos and Balakrishnan (2009), respectively. Simple formulas are established for calculating the failure rate of the members of the aforementioned families by exploiting the failure rate of the parent distribution. In addition, the aging properties of the generalized beta- and gamma-generated distributions are explored in terms of the corresponding aging behavior of the parent family.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: In this article, we consider the following linear model where β is a q-dimensional unknown parametric vector, and {ξi } is a sequence of i.i.d. trial errors with [Inline formula] and [Inline formula]. Our purpose is to establish the moderate deviation principle for the estimator of the error variance σ2.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: In this paper, we use blockwise empirical likelihood (EL) technique to construct confidence regions for the parameter of the partial linear models under negatively associated errors. It is shown that the blockwise EL ratio statistic for the parameter of interest is asymptotically χ2-type distributed by employing the large-block and small-block arguments. The result can be used to obtain confidence regions for the parameter of interest.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: In this article, we will suggest a way of understanding dependence structure depending according to direction in three-dimensional case. Directions will be associated with angles so that informative graphical displays can be produced.
    Communication in Statistics- Theory and Methods 10/2014; 43(19).
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    ABSTRACT: In this article, the generalized linear model for longitudinal data is studied. A generalized empirical likelihood method is proposed by combining generalized estimating equations and quadratic inference functions based on the working correlation matrix. It is proved that the proposed generalized empirical likelihood ratios are asymptotically chi-squared under some suitable conditions, and hence it can be used to construct the confidence regions of the parameters. In addition, the maximum empirical likelihood estimates of parameters are obtained, and their asymptotic normalities are proved. Some simulations are undertaken to compare the generalized empirical likelihood and normal approximation-based method in terms of coverage accuracies and average areas/lengths of confidence regions/intervals. An example of a real data is used for illustrating our methods.
    Communication in Statistics- Theory and Methods 09/2014; 43(18).
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    ABSTRACT: In this article, we introduce the notion of a countable asymptotic circular Markov chain, and prove a strong law of large numbers: as a corollary, we generalize a well-known version of the strong law of large numbers for nonhomogeneous Markov chains, and prove the Shannon-McMillan-Breiman theorem in this context, extending the result for the finite case.
    Communication in Statistics- Theory and Methods 09/2014; 43(18).
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    ABSTRACT: In this article, we propose a new class of models—jump-diffusion models with M jumps (JD(M)J). These structures generalize the discretized arithmetic Brownian motion (for logarithmic rates of return) and the Bernoulli jump-diffusion model. The aim of this article is to present Bayesian tools for estimation and comparison of JD(M)J models. Presented methodology is illustrated with two empirical studies, employing both simulated and real-world data (the S&P100 Index).
    Communication in Statistics- Theory and Methods 09/2014; 43(18).
  • [Show abstract] [Hide abstract]
    ABSTRACT: In the past two decades, Pitman closeness (PC) criterion has been studied intensively in China. But many of research works were written in Chinese, which cannot be accessed by researchers from other countries. In this paper, we briefly summarize part of main results on the PC criterion in linear model in China. First, we present the basic model and some definitions. Then, we introduce the PC superiority for covariance adjustment estimate, and a class of biased estimates such as a kind of linear estimate, James–Stein estimate and the principal components estimate. Third, we introduce Bayesian PC superiorities for several different linear models such as ordinary univariate regression model, multivariate linear model and analysis of variance model. Finally, some results of robustness under Bayesian PC criterion are shown.
    Communication in Statistics- Theory and Methods 09/2014; 43(18).