Journal of Applied Statistics

1997 - 2020

Current editor(s): Robert Aykroyd

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Volume 47, issue 7, 2020

Correction pp. i-i

The Editors

Evaluation of robust outlier detection methods for zero-inflated complex data pp. 1144-1167

M. Templ, J. Gussenbauer and P. Filzmoser

Temperature prediction based on a space–time regression-kriging model pp. 1168-1190

Sha Li, Daniel A. Griffith and Hong Shu

Sensitivity index to measure dependence on parameters for rankings and top-k rankings pp. 1191-1207

Antoine Rolland and Jairo Cugliari

Jackknife empirical likelihood test for testing one-sided Lévy distribution pp. 1208-1219

Deepesh Bhati and Sudheesh K. Kattumannil

Prediction of appointment no-shows using electronic health records pp. 1220-1234

Qiaohui Lin, Brenda Betancourt, Benjamin A. Goldstein and Rebecca C. Steorts

Geometry-based distance for clustering amino acids pp. 1235-1250

Samira F. Abushilah, Charles C. Taylor and Arief Gusnanto

A measure of asymmetry for ordinal square contingency tables with an application to modified LANZA score data pp. 1251-1260

Satoru Shinoda, Kouji Yamamoto, Kouji Tahata and Sadao Tomizawa

Assigning scores for ordered categorical responses pp. 1261-1281

Daniel Fernández, Ivy Liu, Roy Costilla and Peter Yongqi Gu

Principal points analysis via p-median problem for binary data pp. 1282-1297

Haruka Yamashita and Yoshinobu Kawahara

Identifying mediating variables with graphical models: an application to the study of causal pathways in people living with HIV pp. 1298-1314

Adrian Dobra, Katherine Buhikire and Joachim G. Voss

Application of measurement error models to correct for systematic differences among readers and vendors in echocardiography measurements: the CARDIA study pp. 1315-1324

Aisha Betoko, Chike Nwabuo, Bharath Ambale Venkatesh, Erin P. Ricketts, Sejong Bae, Colin Wu, Samuel S. Gidding, Kiang Liu, João A. C. Lima and Christopher Cox

Volume 47, issue 6, 2020

Correction pp. i-ii

The Editors

The unit-Weibull distribution as an alternative to the Kumaraswamy distribution for the modeling of quantiles conditional on covariates pp. 954-974

J. Mazucheli, A. F. B. Menezes, L. B. Fernandes, R. P. de Oliveira and M. E. Ghitany

Classical methods of estimation on constant stress accelerated life tests under exponentiated Lindley distribution pp. 975-996

Sanku Dey and Mazen Nassar

Sparse graphical models via calibrated concave convex procedure with application to fMRI data pp. 997-1016

Sungtaek Son, Cheolwoo Park and Yongho Jeon

A Cholesky-based estimation for large-dimensional covariance matrices pp. 1017-1030

Xiaoning Kang, Chaoping Xie and Mingqiu Wang

On improved volatility modelling by fitting skewness in ARCH models pp. 1031-1063

P. Mantalos, A. Karagrigoriou, L. Střelec, P. Jordanova, P. Hermann, J. Kiseľák, J. Hudák and M. Stehlík

TGCnA: temporal gene coexpression network analysis using a low-rank plus sparse framework pp. 1064-1083

Jinyu Li, Yutong Lai, Chi Zhang and Qi Zhang

A bivariate inverse Weibull distribution and its application in complementary risks model pp. 1084-1108

Shuvashree Mondal and Debasis Kundu

Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements pp. 1109-1127

Konstantinos Gkillas, Rangan Gupta, Chi Keung Marco Lau and Muhammad Tahir Suleman

Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data pp. 1128-1143

Hossein Hassani, Mohammad Reza Yeganegi, Juncal Cuñado and Rangan Gupta

Volume 47, issue 5, 2020

Bayesian modelling of nonlinear Poisson regression with artificial neural networks pp. 757-774

Hansapani Rodrigo and Chris Tsokos

A new method for determining the benchmark dose tolerable region and endpoint probabilities for toxicology experiments pp. 775-803

Naha J. Farhat, Edward L. Boone and David J. Edwards

Skew-normal Bayesian spatial heterogeneity panel data models pp. 804-826

Mohadeseh Alsadat Farzammehr, Mohammad Reza Zadkarami, Geoffrey J. McLachlan and Sharon X. Lee

Stability enhanced variable selection for a semiparametric model with flexible missingness mechanism and its application to the ChAMP study pp. 827-843

Yang Yang, Jiwei Zhao, Gregory Wilding, Melissa Kluczynski and Leslie Bisson

The statistical properties of the threshold model and the feedback leadership condition pp. 844-864

Alexandra M. Espinosa and Luís Horna

On E-Bayesian estimations for the cumulative hazard rate and mean residual life under generalized inverted exponential distribution and type-II censoring pp. 865-889

Hassan Piriaei, Gholamhossein Yari and Rahman Farnoosh

Bayesian model selection in linear mixed models for longitudinal data pp. 890-913

Oludare Ariyo, Adrian Quintero, Johanna Muñoz, Geert Verbeke and Emmanuel Lesaffre

Nomogram construction to predict dyslipidemia based on a logistic regression analysis pp. 914-926

Ju-Hyun Seo, Hyun-Ji Kim and Jea-Young Lee

Spatio-temporal hierarchical Bayesian analysis of wildfires with Stochastic Partial Differential Equations. A case study from Valencian Community (Spain) pp. 927-946

Pablo Juan Verdoy

On moments of the unit Lindley distribution pp. 947-949

Saralees Nadarajah and Stephen Chan

Discussion comments on ‘On moments of the unit Lindley distribution’ pp. 950-953

J. Mazucheli, A. F. B. Menezes and S. Chakraborty

Volume 47, issue 4, 2020

Skew selection for factor stochastic volatility models pp. 582-601

Jouchi Nakajima

Small area mean estimation after effect clustering pp. 602-623

Zhihuang Yang and Jiahua Chen

Nonparametric optimal designs for degradation tests pp. 624-641

Narayanaswamy Balakrishnan and Chengwei Qin

A new procedure for resampled portfolio with shrinkaged covariance matrix pp. 642-652

Mian Huang and Shangbing Yu

Interpoint distance tests for high-dimensional comparison studies pp. 653-665

Marco Marozzi, Amitava Mukherjee and Jan Kalina

Assessing the impact of the economic crises in 1997 and 2008 on suicides in Hong Kong, Taiwan and South Korea using a strata-bootstrap algorithm pp. 666-684

Mehdi Soleymani and Paul S. F. Yip

Acceptance sampling plans from truncated life test based on Tsallis q-exponential distribution pp. 685-697

Amjad Al-Nasser and Mohammed Obeidat

Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis pp. 698-723

Christoph Behrens, Christian Pierdzioch and Marian Risse

EM-test for homogeneity in a two-sample problem with a mixture structure pp. 724-738

Guanfu Liu, Yuejiao Fu, Jianjun Zhang, Xiaolong Pu and Boying Wang

A spatial–temporal study of dengue in Peninsular Malaysia for the year 2017 in two different space–time model pp. 739-756

Nurul Syafiah Abd Naeeim, Nuzlinda Abdul Rahman and Fatin Afiqah Muhammad Fahimi

Volume 47, issue 3, 2020

Validation of Burr XII inverse Rayleigh model via a modified chi-squared goodness-of-fit test pp. 393-423

Hafida Goual and Haitham M. Yousof

Bayesian analysis of immigration in Europe with generalized logistic regression pp. 424-438

Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini and Weixuan Zhu

Analysis of interval-censored competing risks data under missing causes pp. 439-459

Debanjan Mitra, Ujjwal Das and Kalyan Das

The efficiency of run rules schemes for the multivariate coefficient of variation: a Markov chain approach pp. 460-480

XinYing Chew, Khai Wah Khaw and Wai Chung Yeong

A geometric approach for computing tolerance bounds for elastic functional data pp. 481-505

J. Derek Tucker, John R. Lewis, Caleb King and Sebastian Kurtek

On some aspects of a zero-inflated overdispersed model and its applications pp. 506-523

C. Satheesh Kumar and Rakhi Ramachandran

Analysis of batched service time data using Gaussian and semi-parametric kernel models pp. 524-540

Xueying Wang, Chunxiao Zhou, Kepher Makambi, Ao Yuan and Jaeil Ahn

A closed testing procedure for comparison between successive variances pp. 541-553

Navdeep Singh and Parminder Singh

A mixture model to assess perception of discrimination on grounds of sexual orientation for policy considerations pp. 554-567

Stefania Capecchi and Maurizio Curtarelli

A descriptive study of variable discretization and cost-sensitive logistic regression on imbalanced credit data pp. 568-581

Lili Zhang, Herman Ray, Jennifer Priestley and Soon Tan

Volume 47, issue 2, 2020

Variable selection under multicollinearity using modified log penalty pp. 201-230

Van Cuong Nguyen and Chi Tim Ng

Estimation in the single change-point hazard function for interval-censored data with a cure fraction pp. 231-247

Bing Wang, Xiaoguang Wang and Lixin Song

Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football pp. 248-264

Gebrenegus Ghilagaber and Parfait Munezero

Zero-inflated Bell regression models for count data pp. 265-286

Artur J. Lemonte, Germán Moreno-Arenas and Fredy Castellares

Robust inference in the multilevel zero-inflated negative binomial model pp. 287-305

Eghbal Zandkarimi, Abbas Moghimbeigi, Hossein Mahjub and Reza Majdzadeh

An extended poisson family of life distribution: a unified approach in competitive and complementary risks pp. 306-322

Pedro L. Ramos, Dipak K. Dey, Francisco Louzada and Victor H. Lachos

Depth functions and mutidimensional medians on minimal spanning trees pp. 323-336

Mengta Yang, Reza Modarres and Lingzhe Guo

Zero-inflated beta distribution applied to word frequency and lexical dispersion in corpus linguistics pp. 337-353

Brent Burch and Jesse Egbert

A new two-parameter exponentiated discrete Lindley distribution: properties, estimation and applications pp. 354-375

M. El-Morshedy, M. S. Eliwa and H. Nagy

Unsupervised classification of eclipsing binary light curves through k-medoids clustering pp. 376-392

Soumita Modak, Tanuka Chattopadhyay and Asis Kumar Chattopadhyay

Volume 47, issue 1, 2020

Influence analysis for the generalized Waring regression model pp. 1-27

Luisa Rivas and Manuel Galea

Statistical regression analysis of functional and shape data pp. 28-44

Mengmeng Guo, Jingyong Su, Li Sun and Guofeng Cao

Quantile regression for general spatial panel data models with fixed effects pp. 45-60

Xiaowen Dai, Zhen Yan, Maozai Tian and ManLai Tang

A kernel nonparametric quantile estimator for right-censored competing risks data pp. 61-75

Caiyun Fan, Gang Ding and Feipeng Zhang

RR-plot: a descriptive tool for regression observations pp. 76-90

Xiaohui Liu and Yang He

Testing for heteroskedasticity in two-way fixed effects panel data models pp. 91-116

Sanying Feng, Gaorong Li, Tiejun Tong and Shuanghua Luo

Likelihood-based quantile autoregressive distributed lag models and its applications pp. 117-131

Yuzhu Tian, Liyong Wang, Manlai Tang, Yanchao Zang and Maozai Tian

Impact of missing data on the prediction of random fields pp. 132-149

Abdelghani Hamaz, Ouerdia Arezki and Farida Achemine

Robust estimation for longitudinal data based upon minimum Hellinger distance pp. 150-159

Joonsung Kang

Confidence interval, prediction interval and tolerance limits for a two-parameter Rayleigh distribution pp. 160-175

K. Krishnamoorthy, Dustin Waguespack and Ngan Hoang-Nguyen-Thuy

Detection of excessive activities in time series of graphs pp. 176-200

Suchismita Goswami and Edward J. Wegman