JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION Journal

Overview

abbreviation

J STAT COMPUT SIM

publication venue for

Goodness-of-fit tests for multiple regression with circular response. 92:1941-1963. 2022
Pull your small area estimates up by the bootstraps. 91:3304-3357. 2021
Testing ageing notions through percentiles of the residual life. 90. 2020
A wide review on exponentiality tests and two competitive proposals with application on reliability. 88:108-139. 2018
Bias correction for time series factor models. 88:1576-1602. 2018
Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk. 88:1976-2000. 2018
Robust bootstrap forecast densities for GARCH returns and volatilities. 87:3152-3174. 2017
A robust closed-form estimator for the GARCH(1,1) model. 86:1605-1619. 2016
Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters. 85:2989-3001. 2015
Data cloning estimation of GARCH and COGARCH models. 85:1818-1831. 2015
Comparing two treatments in terms of the likelihood ratio order. 85:3512-3534. 2015
On the Kaplan-Meier estimator based on ranked set samples. 84:2577-2591. 2014
Outlier detection and robust estimation in linear regression models with fixed group effects. 84:2652-2669. 2014
A necessary power divergence-type family of tests for testing elliptical symmetry. 84:57-83. 2014
Tests for comparing time series of unequal lengths. 82:1715-1725. 2012
Improving parameter estimation using constrained optimization methods. 82. 2012
Unit Roots and Cointegration Modelling through a Family of Flexible Information Criteria. 80:173-189. 2010
Diagnostics for non-linear regression. 79:1109-1128. 2009
Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions. 78:887-909. 2008
Bootstrap Mean Squared Error of a Small-Area EBLUP. 78:443-462. 2008
Wavelet-Based Confidence Intervals for the Self-Similarity Parameter. 78:1179-1732. 2008

International Standard Serial Number (ISSN)

0094-9655

Electronic International Standard Serial Number (EISSN)

1563-5163