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Content
August 2020, Volume 61, Issue 4
- 1763-1772 New lower bound for Lee discrepancy of asymmetrical factorials
by Liuping Hu & Kashinath Chatterjee & Jiaqi Liu & Zujun Ou - 1773-1798 On the performance of weighted bootstrapped kernel deconvolution density estimators
by Ali Al-Sharadqah & Majid Mojirsheibani & William Pouliot
June 2020, Volume 61, Issue 3
- 923-944 A new general class of discrete bivariate distributions constructed by using the likelihood ratio
by Hyunju Lee & Ji Hwan Cha - 945-965 Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection
by Achim Dörre - 967-995 Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
by Kangning Wang & Xiaofei Sun - 997-1026 Performance of some ridge estimators for the gamma regression model
by Muhammad Amin & Muhammad Qasim & Muhammad Amanullah & Saima Afzal - 1027-1042 Sharp lower bounds on expectations of gOS based on DGFR distributions
by Mariusz Bieniek & Agnieszka Goroncy - 1043-1067 Lack of fit test for long memory regression models
by Lihong Wang - 1069-1084 Covariance structure associated with an equality between two general ridge estimators
by Koji Tsukuda & Hiroshi Kurata - 1085-1106 On intraclass structure estimation in the growth curve model
by Veronika Kopčová & Ivan Žežula - 1107-1123 Single-index partially functional linear regression model
by Ping Yu & Jiang Du & Zhongzhan Zhang - 1125-1145 Variable selection for spatial autoregressive models with a diverging number of parameters
by Tianfa Xie & Ruiyuan Cao & Jiang Du - 1147-1180 Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
by Xuejun Wang & Yi Wu & Shuhe Hu & Nengxiang Ling - 1181-1202 M-estimation of the regression function under random left truncation and functional time series model
by Saliha Derrar & Ali Laksaci & Elias Ould Saïd - 1203-1212 A new approach for estimating VAR systems in the mixed-frequency case
by Lukas Koelbl & Manfred Deistler - 1213-1229 Linear models for statistical shape analysis based on parametrized closed curves
by Luis Gutiérrez & Ramsés H. Mena & Carlos Díaz-Avalos - 1231-1243 New lower bounds of four-level and two-level designs via two transformations
by Hongyi Li & Hong Qin - 1245-1267 Variable selection in high-dimensional sparse multiresponse linear regression models
by Shan Luo - 1269-1279 Stochastic restricted estimation in partially linear additive errors-in-variables models
by Chuanhua Wei & Jin Yang - 1281-1307 Quantile regression for nonlinear mixed effects models: a likelihood based perspective
by Christian E. Galarza & Luis M. Castro & Francisco Louzada & Victor H. Lachos - 1309-1333 Markov switching asymmetric GARCH model: stability and forecasting
by N. Alemohammad & S. Rezakhah & S. H. Alizadeh - 1335-1346 Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region
by Sanyu Zhou & Defa Wang & Jingjing Zhu
April 2020, Volume 61, Issue 2
- 523-541 Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates
by Xiaobing Zhao & Xian Zhou - 543-573 A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions
by Yongku Kim & Woo Dong Lee & Sang Gil Kang - 575-593 Inference on q-Weibull parameters
by Xiang Jia & Saralees Nadarajah & Bo Guo - 595-614 Component-wise outlier detection methods for robustifying multivariate functional samples
by Francesca Ieva & Anna Maria Paganoni - 615-643 Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences
by Zhongde Luo - 645-658 Bahadur intercept with applications to one-sided testing
by Zeng-Hua Lu - 659-679 Mean targeting estimator for the integer-valued GARCH(1, 1) model
by Qi Li & Fukang Zhu - 681-696 The distribution of unobserved heterogeneity in competing risks models
by Yang Lu - 697-725 Empirical likelihood-based weighted rank regression with missing covariates
by Tianqing Liu & Xiaohui Yuan - 727-740 Construction of Latin hypercube designs with nested and sliced structures
by Bing Guo & Xue-Ping Chen & Min-Qian Liu - 741-766 Correlated endpoints: simulation, modeling, and extreme correlations
by Sergei Leonov & Bahjat Qaqish - 767-785 On estimation of $$P\left( X > Y \right) $$PX>Y based on judgement post stratification
by Ali Dastbaravarde & Ehsan Zamanzade - 787-822 Mixtures of multivariate contaminated normal regression models
by Angelo Mazza & Antonio Punzo - 823-849 New foundations for designing U-optimal follow-up experiments with flexible levels
by A. M. Elsawah & Kai-Tai Fang - 851-867 Estimation of a symmetric distribution function in multistage ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 869-898 Ridge-type pretest and shrinkage estimations in partially linear models
by Bahadır Yüzbaşı & S. Ejaz Ahmed & Dursun Aydın - 899-915 On the consistency of the P–C estimator in a nonparametric regression model
by Yi Wu & Xuejun Wang & Narayanaswamy Balakrishnan - 917-918 Norman Matloff (2017): statistical regression and classification: from linear models to machine learning
by Ricardo Maronna - 919-920 Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R
by Walter Krämer - 921-922 Peter Filzmoser, Karel Hron, Matthias Templ: Applied compositional data analysis, with worked examples in R
by Vera Pawlowsky-Glahn
February 2020, Volume 61, Issue 1
- 1-16 Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis
by Tran Hoang Hai - 17-29 On a test of normality based on the empirical moment generating function
by Norbert Henze & Stefan Koch - 31-69 Elliptical linear mixed models with a covariate subject to measurement error
by Joelmir A. Borssoi & Gilberto A. Paula & Manuel Galea - 71-83 Following K. Pearson to test the general linear hypothesis
by Lynn Roy LaMotte - 85-107 Geostatistical survival model with Gaussian random effect
by K. Motarjem & M. Mohammadzadeh & A. Abyar - 109-121 Robust change point detection method via adaptive LAD-LASSO
by Qiang Li & Liming Wang - 123-140 Goodness-of-fit tests in conditional duration models
by Simos G. Meintanis & Bojana Milošević & Marko Obradović - 141-165 Block average quantile regression for massive dataset
by Qifa Xu & Chao Cai & Cuixia Jiang & Fang Sun & Xue Huang - 167-188 Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
by Mariana C. Araújo & Audrey H. M. A. Cysneiros & Lourdes C. Montenegro - 189-199 Consistency of MLE, LSE and M-estimation under mild conditions
by Jin Zhang - 201-224 Testing slope homogeneity in panel data models with a multifactor error structure
by Feng Xu & Zekai He - 225-244 Model-free conditional screening via conditional distance correlation
by Jun Lu & Lu Lin - 245-260 Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
by Xinyang Wang & Dehui Wang & Haixiang Zhang - 261-277 Confidence intervals for quantiles based on samples of random sizes
by Jazaa S. Al-Mutairi & Mohammad Z. Raqab - 279-301 EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm
by Milan Hladík & Michal Černý & Jaromír Antoch - 303-316 Some results on the computing of Tukey’s halfspace median
by Xiaohui Liu & Shihua Luo & Yijun Zuo - 317-346 Log-linear models to evaluate direction of effect in binary variables
by Wolfgang Wiedermann & Alexander Eye - 347-369 Multiple mediation analysis for interval-valued data
by Antonio Calcagnì & Luigi Lombardi & Lorenzo Avanzi & Eduardo Pascali - 371-383 A new method for obtaining explicit estimators in unbalanced mixed linear models
by Tatjana von Rosen & Dietrich von Rosen & Julia Volaufova - 385-401 Some properties of linear sufficiency and the BLUPs in the linear mixed model
by S. J. Haslett & X. Q. Liu & A. Markiewicz & S. Puntanen - 403-421 Estimation of parameters of component lifetime distribution in a coherent system
by M. G. Kulkarni & M. B. Rajarshi - 423-444 kNN estimation in functional partial linear modeling
by Nengxiang Ling & Germán Aneiros & Philippe Vieu - 445-477 Point and interval estimation under progressive type-I interval censoring with random removal
by Sonal Budhiraja & Biswabrata Pradhan - 479-501 Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
by Takeshi Emura & Chi-Hung Pan - 503-522 Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables
by Vahid Ranjbar & Gholamreza Hesamian
December 2019, Volume 60, Issue 6
- 1803-1826 Two stage smoothing in additive models with missing covariates
by Takuma Yoshida - 1827-1847 On circular correlation for data on the torus
by Xiaoping Zhan & Tiefeng Ma & Shuangzhe Liu & Kunio Shimizu - 1849-1882 Preliminary test and Stein-type shrinkage ridge estimators in robust regression
by M. Norouzirad & M. Arashi - 1883-1919 On divergence tests for composite hypotheses under composite likelihood
by N. Martín & L. Pardo & K. Zografos - 1921-1937 A test for detecting Laplace order dominance and related Bahadur efficiency issues
by Priyanka Majumder & Murari Mitra - 1939-1970 Correcting outliers in GARCH models: a weighted forward approach
by Lisa Crosato & Luigi Grossi - 1971-1999 Some properties of conditional partial moments in the context of stochastic modelling
by S. M. Sunoj & N. Vipin - 2001-2012 Bivariate quantile residual life: a characterization theorem and statistical properties
by M. Shafaei Noughabi & M. Kayid - 2013-2030 Generalized p value for multivariate Gaussian stochastic processes in continuous time
by Mar Fenoy & Pilar Ibarrola & Juan B. Seoane-Sepúlveda - 2031-2061 Exact distributions of tests of outliers for exponential samples
by Nirpeksh Kumar - 2063-2085 A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
by Yunlu Jiang & Guo-Liang Tian & Yu Fei - 2087-2108 The asymptotic properties of the estimators in a semiparametric regression model
by Xuejun Wang & Meimei Ge & Yi Wu - 2109-2118 Lag truncation and the local asymptotic distribution of the ADF test for a unit root
by Emre Aylar & Stephan Smeekes & Joakim Westerlund - 2119-2139 Mixed Poisson INAR(1) processes
by Wagner Barreto-Souza - 2141-2159 EDF-based tests of exponentiality in pair ranked set sampling
by Ehsan Zamanzade - 2161-2183 Minimum distance estimation of the binormal ROC curve
by Alicja Jokiel-Rokita & Rafał Topolnicki - 2185-2224 On estimation of reliability in a multicomponent stress-strength model for a Kumaraswamy distribution based on progressively censored sample
by Akram Kohansal - 2225-2252 Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures
by Amit Ghosh & Chanchal Kundu - 2253-2271 Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations
by Guangjun Shen & Qian Yu
October 2019, Volume 60, Issue 5
- 1423-1446 Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity
by Xiaowen Dai & Libin Jin & Maozai Tian & Lei Shi - 1447-1467 Working correlation structure selection in GEE analysis
by María Carmen Pardo & Rosa Alonso - 1469-1486 Adaptive group Lasso for high-dimensional generalized linear models
by Mingqiu Wang & Guo-Liang Tian - 1487-1513 Kernel classification with missing data and the choice of smoothing parameters
by Levon Demirdjian & Majid Mojirsheibani - 1515-1539 Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
by Manik Awale & N. Balakrishna & T. V. Ramanathan - 1541-1567 Variable dispersion beta regressions with parametric link functions
by Diego Ramos Canterle & Fábio Mariano Bayer - 1569-1582 Some results on two-level regular designs with multi block variables containing clear effects
by Qianqian Zhao & Shengli Zhao - 1583-1603 Using SeDuMi to find various optimal designs for regression models
by Weng Kee Wong & Yue Yin & Julie Zhou - 1605-1629 Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data
by Helton Saulo & Jeremias Leão & Víctor Leiva & Robert G. Aykroyd - 1631-1647 Signature-based approach for stress-strength systems
by Zohreh Pakdaman & Jafar Ahmadi & Mahdi Doostparast - 1649-1676 Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
by Kangning Wang & Lu Lin - 1677-1698 Detecting a structural change in functional time series using local Wilcoxon statistic
by Daniel Kosiorowski & Jerzy P. Rydlewski & Małgorzata Snarska - 1699-1716 Optimal foldover plans of asymmetric factorials with minimum wrap-around $$L_2$$ L 2 -discrepancy
by Zujun Ou & Hong Qin - 1717-1739 Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
by Fikri Akdeniz & Mahdi Roozbeh - 1741-1762 A note on quantile feature screening via distance correlation
by Xiaolin Chen & Xiaojing Chen & Yi Liu - 1763-1791 Poisson–Poisson item count techniques for surveys with sensitive discrete quantitative data
by Yin Liu & Guo-Liang Tian & Qin Wu & Man-Lai Tang - 1793-1795 Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar: Foundations of machine learning, second edition
by Li-Pang Chen - 1797-1798 Mónica Bécue-Bertaut (2019): Textual Data Science with R
by Jonas Rieger
August 2019, Volume 60, Issue 4
- 1021-1038 On ARL-unbiased c-charts for INAR(1) Poisson counts
by Sofia Paulino & Manuel Cabral Morais & Sven Knoth - 1039-1058 Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models
by Xuemei Hu & Weiming Yang - 1059-1078 Bayesian inference in measurement error models from objective priors for the bivariate normal distribution
by Mário Castro & Ignacio Vidal - 1079-1100 Panel stationary tests against changes in persistence
by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund - 1101-1118 Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
by Jia-Han Shih & Takeshi Emura - 1119-1135 From B-spline representations to gamma representations in hybrid censoring
by Julian Górny & Erhard Cramer - 1137-1160 Quantile regression and variable selection for partially linear model with randomly truncated data
by Hong-Xia Xu & Zhen-Long Chen & Jiang-Feng Wang & Guo-Liang Fan - 1161-1192 Weighted quantile regression for censored data with application to export duration data
by Xiaofeng Lv & Gupeng Zhang & Xinkuo Xu & Qinghai Li - 1193-1206 Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
by Aiting Shen - 1207-1224 Pseudo maximum likelihood estimation for the Cox model with doubly truncated data
by Pao-sheng Shen & Yi Liu - 1225-1253 Local linear smoothers using inverse Gaussian regression
by Juxia Xiao & Xu Li & Jianhong Shi - 1255-1281 Rank-based shrinkage estimation for identification in semiparametric additive models
by Jing Yang & Hu Yang & Fang Lu - 1283-1316 Estimators of parameters of a mixture of three multinomial distributions based on simple majority results
by Ricardo Saldanha Morais & Roberto da Costa Quinino & Emilio Suyama & Linda Lee Ho - 1317-1347 Methods for estimating the upcrossings index: improvements and comparison
by A. P. Martins & J. R. Sebastião - 1349-1367 A-optimal and D-optimal censoring plans in progressively Type-II right censored order statistics
by Uoseph Hamdi Salemi & Sadegh Rezaei & Saralees Nadarajah - 1369-1395 A two-sample test for the error distribution in nonparametric regression based on the characteristic function
by G. I. Rivas-Martínez & M. D. Jiménez-Gamero & J. L. Moreno-Rebollo - 1397-1418 Small area estimation under transformed nested-error regression models
by Huapeng Li & Yukun Liu & Riquan Zhang - 1419-1420 Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition
by Uwe Hassler - 1421-1421 Correction to: A seasonal geometric INAR process based on negative binomial thinning operator
by Shengqi Tian & Dehui Wang & Shuai Cui
June 2019, Volume 60, Issue 3
- 601-628 A marginalized multilevel model for bivariate longitudinal binary data
by Gul Inan & Ozlem Ilk - 629-640 Classification rules based on distribution functions of functional depth
by Olusola Samuel Makinde - 641-666 Gini covariance matrix and its affine equivariant version
by Xin Dang & Hailin Sang & Lauren Weatherall - 667-686 Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
by M. Arashi & Mahdi Roozbeh - 687-716 A Gini-based time series analysis and test for reversibility
by Amit Shelef & Edna Schechtman - 717-746 Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
by Jean-François Quessy - 747-760 Testing for parametric component of partially linear models with missing covariates
by Zhangong Zhou & Linjun Tang - 761-803 Estimation based on progressively type-I hybrid censored data from the Burr XII distribution
by R. Arabi Belaghi & M. Noori Asl - 805-821 Stochastic and ageing properties of coherent systems with dependent identically distributed components
by M. Kelkinnama & M. Asadi - 823-848 Testing for zero inflation and overdispersion in INAR(1) models
by Christian H. Weiß & Annika Homburg & Pedro Puig - 849-875 Polya tree priors and their estimation with multi-group data
by Jianjun Zhang & Lei Yang & Xianyi Wu - 877-902 SB-robust estimation of mean direction for some new circular distributions
by Arnab Kumar Laha & A. C. Pravida Raja & K. C. Mahesh - 903-931 Classification with the pot–pot plot
by Oleksii Pokotylo & Karl Mosler - 933-943 Some properties of cumulative Tsallis entropy of order $$\alpha $$ α
by G. Rajesh & S. M. Sunoj - 945-962 Logistic Liu Estimator under stochastic linear restrictions
by Nagarajah Varathan & Pushpakanthie Wijekoon - 963-981 Nonparametric tests for ordered quantiles
by Pooja Soni & Isha Dewan & Kanchan Jain - 983-1015 Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
by Ningning Xia & Zhidong Bai - 1017-1019 David A. Harville: Linear models and the relevant distributions and matrix algebra
by David E. Giles
April 2019, Volume 60, Issue 2
- 351-354 Editorial for the special issue mODa12: Advances in Model-Oriented Design and Analysis
by Radoslav Harman & Werner G. Müller & David Woods - 355-371 Adaptive designs for drug combination informed by longitudinal model for the response
by Tobias Mielke & Vladimir Dragalin - 373-394 Asymptotic properties of maximum likelihood estimators with sample size recalculation
by Sergey Tarima & Nancy Flournoy - 395-404 Randomization-based inference and the choice of randomization procedures
by Yanying Wang & William F. Rosenberger & Diane Uschner - 405-426 Multi-part balanced incomplete-block designs
by R. A. Bailey & Peter J. Cameron - 427-447 Optimality of block designs under the model with the first-order circular autoregression
by Katarzyna Filipiak & Razieh Khodsiani & Augustyn Markiewicz - 449-464 Optimal design of inspection times for interval censoring
by Nadja Malevich & Christine H. Müller - 465-478 Optimal designs for minimax-criteria in random coefficient regression models
by Maryna Prus - 479-493 On the aberrations of mixed level orthogonal arrays with removed runs
by Roberto Fontana & Fabio Rapallo - 495-513 Optimal designs for K-factor two-level models with first-order interactions on a symmetrically restricted design region
by Fritjof Freise & Rainer Schwabe - 515-527 Locally D-optimal designs for a wider class of non-linear models on the k-dimensional ball
by Martin Radloff & Rainer Schwabe - 529-544 Distribution of the multivariate nonlinear LS estimator under an uncertain input
by Andrej Pázman - 545-564 Bregman divergences based on optimal design criteria and simplicial measures of dispersion
by Luc Pronzato & Henry P. Wynn & Anatoly Zhigljavsky - 565-584 An unexpected connection between Bayes A-optimal designs and the group lasso
by Guillaume Sagnol & Edouard Pauwels - 585-599 Optimal subsampling for softmax regression
by Yaqiong Yao & HaiYing Wang
February 2019, Volume 60, Issue 1
- 1-18 On goodness of fit tests for the Poisson, negative binomial and binomial distributions
by J. I. Beltrán-Beltrán & F. J. O’Reilly - 19-34 Performance of the restricted almost unbiased type principal components estimators in linear regression model
by Yalian Li & Hu Yang - 35-51 Clustering dependent observations with copula functions
by F. Marta L. Lascio & Simone Giannerini - 53-72 Stochastic properties of a weighted frailty model
by J. Jarrahiferiz & M. Kayid & S. Izadkhah - 73-87 A simple non-parametric test for decreasing mean time to failure
by Sudheesh K. Kattumannil & P. Anisha - 89-104 Application of the full Bayesian significance test to model selection under informative sampling
by A. Sikov & J. M. Stern - 105-122 Robust second-order least-squares estimation for regression models with autoregressive errors
by D. Rosadi & P. Filzmoser - 123-146 A generalized least squares estimation method for the autoregressive conditional duration model
by Wanbo Lu & Rui Ke - 147-172 Objective Bayesian testing for the linear combinations of normal means
by Woo Dong Lee & Sang Gil Kang & Yongku Kim - 173-197 Adaptive group LASSO selection in quantile models
by Gabriela Ciuperca - 199-221 An area-specific stick breaking process for spatial data
by Mahdi Hosseinpouri & Majid Jafari Khaledi - 223-237 On the unimodality of the likelihood ratio with applications
by Félix Belzunce & Carolina Martínez-Riquelme - 239-271 Chi-square processes for gene mapping in a population with family structure
by Charles-Elie Rabier & Jean-Marc Azaïs & Jean-Michel Elsen & Céline Delmas - 273-292 On the equality of estimators under a general partitioned linear model with parameter restrictions
by Bo Jiang & Yuqin Sun - 293-312 Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model
by Manuel Galea & Patricia Giménez - 313-347 Estimation methods for the LRD parameter under a change in the mean
by Aeneas Rooch & Ieva Zelo & Roland Fried - 349-350 Dieter Rasch and Dieter Schott, Mathematical statistics
by Miroslav M. Ristić
December 2018, Volume 59, Issue 4
- 1271-1282 Upper bounds on the rate of convergence for constant retrial rate queueing model with two servers
by Yacov Satin & Evsey Morozov & Ruslana Nekrasova & Alexander Zeifman & Ksenia Kiseleva & Anna Sinitcina & Alexander Sipin & Galina Shilova & Irina Gudkova - 1283-1305 Block tensor train decomposition for missing data estimation
by Namgil Lee & Jong-Min Kim - 1307-1324 A web-based tool for designing experimental studies to detect hormesis and estimate the threshold dose
by Víctor Casero-Alonso & Andrey Pepelyshev & Weng K. Wong - 1325-1337 Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
by Jack Noonan & Anatoly Zhigljavsky - 1339-1350 Effective coefficients in the electromagnetic logging problem with log-normal distribution, multiscale conductivity and permittivity
by Olga N. Soboleva & Mikhail I. Epov & Ekaterina P. Kurochkina - 1351-1377 Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
by Aleksey S. Polunchenko & Andrey Pepelyshev - 1379-1410 Testing for serial independence in vector autoregressive models
by Simos G. Meintanis & Joseph Ngatchou-Wandji & James Allison - 1411-1423 Simulated variogram-based error inspection of manufactured parts
by Grazia Vicario & Giovanni Pistone - 1425-1439 Excess of locally D-optimal designs for Cobb–Douglas model
by Yu. D. Grigoriev & V. B. Melas & P. V. Shpilev - 1441-1462 Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance
by Ansgar Steland - 1463-1470 Analysis of loss systems with overlapping resource requirements
by Konstantin Samouylov & Yuliya Gaidamaka - 1471-1481 Monte Carlo simulation of the joint non-Gaussian periodically correlated time-series of air temperature and relative humidity
by Nina Kargapolova & Elena Khlebnikova & Vasily Ogorodnikov - 1483-1503 Multivariate small sample tests for two-way designs with applications to industrial statistics
by Rosa Arboretti & Riccardo Ceccato & Livio Corain & Fabrizio Ronchi & Luigi Salmaso - 1505-1519 Stochastic models for forward systems of nonlinear parabolic equations
by Yana Belopolskaya - 1521-1532 Stochastic models of atmospheric clouds structure
by Vasily A. Ogorodnikov & Evgeniya G. Kablukova & Sergei M. Prigarin - 1533-1540 On Markovian modelling of arrival processes
by Gely Basharin & Valeriy Naumov & Konstantin Samouylov - 1541-1557 On the evaluation of spatial–angular distributions of polarization characteristics of scattered radiation
by Natalya Tracheva & Sergey Ukhinov - 1559-1575 Nonparametric estimators of probability characteristics using unbiased prior conditions
by Yury G. Dmitriev & Gennady M. Koshkin - 1577-1588 On steady state probabilities of renewable system with Marshal–Olkin failure model
by V. Rykov - 1589-1621 Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
by Y. Andriyana & I. Gijbels & A. Verhasselt - 1623-1648 Minimax test for fuzzy hypotheses
by Abbas Parchami & S. Mahmoud Taheri & Reinhard Viertl & Mashaallah Mashinchi - 1649-1655 A variance bound for unbiased estimation in inverse sampling without replacement
by Mohammad Mohammadi
September 2018, Volume 59, Issue 3
- 851-860 Exact test of goodness of fit for binomial distribution
by Benchong Li & Liya Fu - 861-891 A new reliability measure in ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 893-912 Least squares estimator for $$\alpha $$ α -sub-fractional bridges
by Nenghui Kuang & Bingquan Liu