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February 2025, Volume 54, Issue 4
- 949-967 A note on sharp oracle bounds for Slope and Lasso
by Zhiyong Zhou - 968-988 Convergence of extremes from normal-skew-normal and minima and maxima from exchangeable trivariate normal distributions
by Mehdi Amiri & Asma Teimouri & Mohsen Khosravi & Ahad Jamalizadeh - 989-1007 Statistical inference for the extended non linear models
by Yang Zhao & Yurui Jie & Xiaofen Wu - 1008-1030 Reinsurance, investment and the rationality with a diffusion model approximating a jump model
by Duni Hu & Hailong Wang - 1031-1049 Locally, Bayesian and non parametric Bayesian optimal designs for unit exponential regression model
by Anita Abdollahi Nanvapisheh & Habib Jafari & Soleiman Khazaei - 1050-1070 Minimum density power divergence estimation for the generalized exponential distribution
by Arnab Hazra - 1071-1080 Closed testing procedure for comparing sizes of normal means based on ordered statistics
by T. Imada - 1081-1099 Competing risks regression for clustered data with covariate-dependent censoring
by Manoj Khanal & Soyoung Kim & Xi Fang & Kwang Woo Ahn - 1100-1115 Efficient spectral tests for multiple recursive generators
by Lih-Yuan Deng & Bryan R. Winter & Jyh-Jen Horng Shiau & Henry Horng-Shing Lu & Nirman Kumar & Ching-Chi Yang - 1116-1134 Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes
by Ayman A. Amin - 1135-1159 Understanding the alternative Mantel-Haenszel statistic: Factors affecting its robustness to detect non-uniform DIF
by Mohammad Mollazehi & Abdel-Salam G. Abdel-Salam - 1160-1179 Two-sample test for stochastic block models via the largest singular value
by Kang Fu & Jianwei Hu & Seydou Keita & Hang Liu - 1180-1204 Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models
by Christopher Fragneau & Fadoua Balabdaoui & Cécile Durot & Skander Stefan - 1205-1231 Optimal random non response framework for mean estimation on current occasion
by Shashi Bhushan & Shailja Pandey - 1232-1249 Analysis of the spatiotemporal velocity of annual precipitation based on random field
by Chenlong Li & Yang Hu - 1250-1270 Zero-inflated Poisson INAR(1) model with periodic structure
by Abderrahmen Manaa & Roufaida Souakri
February 2025, Volume 54, Issue 3
- 655-672 A Bayesian robustness measure in significance tests for equivalence tests
by Josimara Tatiane da Silva & Mário de Castro - 673-700 Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme
by Yinghui Dong & Mengyuan Shi & Chunrong Hua - 701-719 On impurity functions in decision trees
by Guoping Zeng - 720-738 Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks
by Ming Cheng & Dingcheng Wang - 739-746 Tuning up the Kolmogorov–Smirnov test for testing Benford’s law
by Leonardo Campanelli - 747-756 Jajte-type strong limit theorem for pairwise negatively quadrant dependent random variables
by Yongfeng Wu & Tien-Chung Hu - 757-773 Complete convergence for arrays of rowwise mn-extended negatively dependent random variables and its application
by Jinyu Zhou & Zongfeng Qi & Jigao Yan - 774-811 Posterior contraction rates for constrained deep Gaussian processes in density estimation and classification
by François Bachoc & Agnès Lagnoux - 812-830 A note on estimating multivariate Gaussian mixtures with unknown number of components
by Yingwei Zhou - 831-849 An alternative multivariate exponential power distribution
by Michael Manford & Bismark Kwao Nkansah & Henrietta Nkansah & Arimiyaw Zakaria - 850-863 Equivalence of state equations from different methods in high-dimensional regression
by Saidi Luo & Songtao Tian - 864-881 Calibration estimator for a sensitive variable using dual auxiliary information under measurement errors
by Zhiqiang Pang & Xijuan Niu & Zhaoxu Wang & Jingchen You - 882-907 Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator
by Sharif Mozumder & M. Kabir Hassan & Ghulam Sorwar & José Antonio Pérez Amuedo - 908-920 A note on the covariate-dependent kink threshold regression model for panel data
by Maoyuan Zhou & Fangyu Ye & Yi Li & Fengqi Liu & Chuang Wan - 921-937 Kernel-based method for joint independence of functional variables
by Terence Kevin Manfoumbi Djonguet & Guy Martial Nkiet - 938-948 On the variance estimator and its bounds in general linear models under linear restrictions
by Zaixing Li & Changlei Liu & Menghan Yi
January 2025, Volume 54, Issue 2
- 297-323 Survival tree averaging by functional martingale-based residuals
by Chang Wang & Baihua He & Shishun Zhao & Jianguo Sun & Xinyu Zhang - 324-351 A study on utilization of two cold standby components to increase reliability of a coherent system
by Achintya Roy & Nitin Gupta - 352-382 Variation of conditional mean and its application in ultrahigh dimensional feature screening
by Zhentao Tian & Tingyu Lai & Zhongzhan Zhang - 383-395 Modeling the association of bivariate interval-censored data under the additive hazards model
by Ling Chen & Lei Liu & Yanqin Feng & Jianguo Sun & Shu Jiang - 396-417 On a novel skewed generalized t distribution: Properties, estimations, and its applications
by Chengdi Lian & Yaohua Rong & Weihu Cheng - 418-436 Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients
by Jonathan K. J. Vasquez & Katy C. Molina & Vera Tomazella & Carlos A. Diniz & Adriano K. Suzuki - 437-456 Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence
by Yang Ouyang & Luo Jing & Wang Qiuping & Xu Zhimeng - 457-475 A simple INAR(1) model for analyzing count time series with multiple features
by Yao Kang & Danshu Sheng & Feilong Lu - 476-499 A switcher skip lot-sampling plan under resubmitted lots using the Taguchi capability index for building a solid vendor-customer relationship
by Nabil El Farme - 500-533 Evaluating cyber loss in star-ring and star-bus hybrid networks based on the bond percolation model
by Gaofeng Da & Zhexuan Ren - 534-553 A form of bivariate binomial conditionals distributions
by Indranil Ghosh & Filipe Marques & Subrata Chakraborty - 554-574 Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty
by Ke Fu & Ximin Rong & Hui Zhao - 575-603 A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model
by Sharkay R. Izally & Abraham J. van der Merwe & Lizanne Raubenheimer - 604-619 On the rate of asymptotic normality of integral weighted kernel estimator in a non parametric regression model for φ-mixing random variables
by Liwang Ding & Caoqing Jiang - 620-645 Standby redundancy allocation for series and parallel systems
by Ravi Kumar & Sameen Naqvi - 646-654 A nonparametric test for homogeneity of variances
by J.A. Villase∼nor & E. González-Estrada
January 2025, Volume 54, Issue 1
- 1-33 Estimation of correlation coefficient with monotone transformation and multiplicative distortions
by Jun Zhang & Xuan Yu & Siming Deng & JiongTao Zhong & Yisheng Zhou & Bingqing Lin - 34-48 Construction of efficient classes of circular balanced repeated measurements designs with R
by Muhammad Riaz & Mahmood Ul Hassan & M. H. Tahir & H. M. Kashif Rasheed & Abid Khan & Rashid Ahmed - 49-69 Multiple imputation in the functional linear model with partially observed covariate and missing values in the response
by Christophe Crambes & Chayma Daayeb & Ali Gannoun & Yousri Henchiri - 70-83 Existence of schematic arrays under a novel criterion
by Zuolu Hao & Yu Tang - 84-97 On the scaled Rényi entropy and application
by Pengyue Yu & Yong Deng - 98-114 Berry-Esseen’s bound for a superadditive bisexual branching process in a random environment
by Sheng Xiao & Xiangdong Liu - 115-129 Prediction and estimation of random variables with infinite mean or variance
by Victor de la Peña & Henryk Gzyl & Silvia Mayoral & Haolin Zou & Demissie Alemayehu - 130-145 One component partial least squares, high dimensional regression, data splitting, and the multitude of models
by David J. Olive & Lingling Zhang - 146-158 Regression with continuous mixture of Gaussian distributions for modeling the memory time of water treatment
by Nahla Ben Salah - 159-190 A flexible extension of asymmetric power-t distribution
by Huifang Yuan & Tao Jiang - 191-203 An evolving pseudofractal network model
by Xing Li & Qunqiang Feng & Clearance Abel & Ao Shen - 204-229 Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations
by Filamory Abraham Michael Keïta & Ouagnina Hili & Serge-Hippolyte Arnaud Kanga - 230-241 Complete convergence for weighted sums of widely negative orthant dependent random variables under the sub-linear expectations
by Lizhen Huang & Qunying Wu - 242-258 Bayesian mediation analysis for time-to-event outcome: Investigating racial disparity in breast cancer survival
by Qingzhao Yu & Wentao Cao & Donald Mercante & Bin Li - 259-279 On relationships between Chatterjee’s and Spearman’s correlation coefficients
by Qingyang Zhang - 280-295 A longitudinal complex likelihood ratio test for pleiotropy
by Qiang Wu & Xingwei Tong & Jianguo Sun & Meng Li
December 2024, Volume 53, Issue 24
- 8571-8591 On the construction of asymmetric third-order rotatable designs
by Ankita Verma & Seema Jaggi & Eldho Varghese & Arpan Bhowmik & Cini Varghese & Anindita Datta - 8592-8613 Non parametric regression models with additive distortions
by Yujie Gai & Jun Zhang & Yiping Yang - 8614-8658 Robust reinsurance contract and investment with delay under mean-variance framework
by Xia Han & Danping Li & Yu Yuan - 8659-8687 Experience rating of risk premium for Esscher premium principle
by Yi Zhang & Limin Wen - 8688-8708 Asymptotics for a bidimensional delay-claim risk model with subexponential claims and arbitrary dependence between the generic inter-arrival time pair
by Keya Zhang & Shijie Wang - 8709-8730 The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility
by Jixia Wang & Lu Sun & Yu Miao - 8731-8763 Covariance ratio under multiplicative distortion measurement errors
by Jiongtao Zhong & Siming Deng & Jun Zhang & Zhenghui Feng - 8764-8786 Optimal investment and benefit payment adjustment strategies for the target benefit plan under partial information
by Wanjin Chen & Xingchun Peng - 8787-8818 Non parametric deconvolution of cumulative distribution function from repeated observations with unknown noise distribution
by Bui Thuy Trang & Le Thi Hong Thuy & Cao Xuan Phuong - 8819-8847 A mixed INAR(p) model with serially dependent innovation with application to some COVID-19 data
by Xiufang Liu & Wenzheng Yin & Wenkun Zhang & Huaping Chen - 8848-8856 Almost sure asymptotic representation for the conditional copula estimator
by Noël Veraverbeke - 8857-8865 Construction of two-level component orthogonal arrays for order-of-addition experiments
by Guangni Mo & Yuyao Wang & Shuhao Wei & Jin Li & Hengzhen Huang & Xueru Zhang - 8866-8877 Some results on characterization of distributions in reliability analysis
by Subarna Bhattacharjee & Rajib Lochan Giri & Magdalena Szymkowiak - 8878-8889 Evaluation of the number of clusters in a data set using p-values from multiple tests of hypotheses
by Dr. Soumita Modak - 8890-8903 Sup-extropy: A measure of uncertainty
by Husam A. Bayoud & Mohammad Z. Raqab - 8904-8915 Moment-type estimation for Type-I censored samples
by Piotr Bolesław Nowak - 8916-8928 Cluster-weighted modeling with measurement error in covariates
by Shaho Zarei - 8929-8941 Comparison of predictors under constrained general linear model and its future observations
by Melek Eriş Büyükkaya - 8942-8953 Saddlepoint approximations for the P-values and probability mass functions of some bivariate sign tests
by Abd El-Raheem M. Abd El-Raheem & Ibrahim A. A. Shanan & Ehab F. Abd-Elfattah - 8954-8963 On integer partitions and the Wilcoxon rank-sum statistic
by Andrew V. Sills
December 2024, Volume 53, Issue 23
- 8255-8270 Bootstrapping ARMA time series models after model selection
by Mulubrhan G. Haile & David J. Olive - 8271-8285 On approximation of linear regression disturbance distribution
by Janusz L. Wywiał - 8286-8296 Expected spacing
by Greg Kreider - 8297-8311 Inequality restricted estimator for gamma regression: Bayesian approach as a solution to the multicollinearity
by Solmaz Seifollahi & Hossein Bevrani & Kaniav Kamary - 8312-8328 Inequalities on the ruin probability for light-tailed distributions with some restrictions
by Abouzar Bazyari - 8329-8347 The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes
by Jinyang Liu & Sheng Li & Yong He & Boping Tian & Li Deng - 8348-8358 A relationship between orthogonal regression and the coefficient of determination under rotation of data sets
by Gregory Rhoads & Eric Marland & Jose Almer Sanqui & Michael Bossé & William Bauldry - 8359-8375 Refinements on the exact method to solve the numerical difficulties in fitting the log binomial regression model for estimating relative risk
by Chao Zhu & David W. Hosmer & Jim Stankovich & Karen Wills & Leigh Blizzard - 8376-8411 Asymptotic normality for the wavelet partially linear additive model components estimation
by Khalid Chokri & Salim Bouzebda - 8412-8427 Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment
by Yingqiu Li & Xinping Tang & Hesong Wang - 8428-8440 Bayesian Φq-optimal designs for multi-factor additive non linear models with heteroscedastic errors
by Wei Leng & Juliang Yin - 8441-8455 Huber-Dutter estimation of linear models with dependent errors
by Zhen Zeng & Feng Xu - 8456-8483 Statistical inference for the step-stress model with competing risks from the Kumaraswamy distribution under progressive type-II censoring
by Xinjing Wang & Tianrui Ye & Wenhao Gui - 8484-8497 Estimating the scale parameters of several exponential distributions under order restriction
by Suchandan Kayal & Lakshmi Kanta Patra - 8498-8524 Phase-type stress-strength reliability models under progressive type-II right censoring
by Joby K. Jose & Drisya M & Kulathinal Sangita & Sebastian George - 8525-8542 A stratified modified probability proportional to size sampling technique
by Anupama Goyal & Sangeeta Arora & Anju Goyal - 8543-8555 A generalized Rényi entropy to measure the uncertainty of a random permutation set
by Bingguang Hao & Yuelin Che & Luyuan Chen & Yong Deng - 8556-8570 Tests in functional autoregressive processes via local asymptotic normality condition
by Kara-Terki Nesrine
November 2024, Volume 53, Issue 22
- 7807-7828 Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk
by Gaoqin Nie & Xingjiang Chen & Hao Chang - 7829-7841 Estimation of treatment effects in two sample problems under general biased sampling data
by Fangfang Bai & Ruiyu Yang - 7842-7859 Doubly bounded exponential model: Some information measures and estimation
by Brijesh P. Singh & Utpal Dhar Das & Kadir Karakaya & Hassan S. Bakouch & Badamasi Abba - 7860-7870 Testing ANOVA effects: A resolution for unbalanced models
by Lynn R. LaMotte - 7871-7892 A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling
by Housila P. Singh & Anurag Gupta & Rajesh Tailor & Neha Garg - 7893-7907 Optimal truncated sequential test for exponential distribution
by Maoda Fang & Sigui Hu & Qiude Li & Huijuan Chen & Rongjin Long & Maoyue Ye - 7908-7913 Granger non causality and predictor spaces
by Umberto Triacca - 7914-7926 An extended exponential SEMIFAR model with application in R
by Sebastian Letmathe & Jan Beran & Yuanhua Feng - 7927-7941 Kernel estimators for mean residual lifetime in length-biased sampling
by R. Zamini & M. Ajami & S. Ghafouri - 7942-7979 Feature screening for ultra-high-dimensional data via multiscale graph correlation
by Luojia Deng & Jinhai Wu & Bin Zhang & Yue Zhang - 7980-8008 Optimal choice of IHS-type of transformations for log-linear modeling
by Wolfgang M. Grimm - 8009-8025 The Bessel function expression of characteristic function
by Chuancun Yin & Hua Dong - 8026-8040 On regression analysis with Padé approximants
by Glib Yevkin & Olexandr Yevkin - 8041-8061 Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data
by Shanchao Yang & Shuyi Luo & Zhiyong Li & Jiaying Xie & Xin Yang - 8062-8075 Precise large deviations of aggregate claims in bidimensional risk model with dependence structures
by Qingwu Gao & Wen Li & Linmin Kan - 8076-8096 General weighted cumulative residual (past) extropy of minimum (maximum) ranked set sampling with unequal samples
by Santosh Kumar Chaudhary & Nitin Gupta - 8097-8108 Revised schematic array
by Zuolu Hao & Yu Tang - 8109-8126 Non parametric maximin aggregation for data with inhomogeneity
by Jinwen Liang & Maozai Tian & Yaohua Rong - 8127-8139 K-optimal designs for the second-order Scheffé polynomial model
by Haosheng Jiang & Chongqi Zhang & Jiali Chen - 8140-8154 Properties and applications of two-tailed quasi-Lindley distribution
by C. Satheesh Kumar & Rosmi Jose - 8155-8165 A new wavelet-based estimation of conditional density via block threshold method
by Esmaeil Shirazi & Olivier P. Faugeras - 8166-8185 Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations
by Xue Ding - 8186-8209 A new kernel regression approach for robustified L2 boosting
by Suneel Babu Chatla - 8210-8233 A novel method of generating distributions on the unit interval with applications
by Aniket Biswas & Subrata Chakraborty & Indranil Ghosh - 8234-8254 Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach
by Héctor Araya & Francisco Plaza-Vega
November 2024, Volume 53, Issue 21
- 7491-7504 Analysis of M/M/1 queueing systems with negative customers and unreliable repairers
by Ruiling Tian & Yao Zhang - 7505-7516 Moment-based approximations for stochastic control model of type (s, S)
by Aslı Bektaş Kamışlık & Feyrouz Baghezze & Tulay Kesemen & Tahir Khaniyev - 7517-7525 Random logistic machine (RLM): Transforming statistical models into machine learning approach
by Yu-Shan Li & Chao-Yu Guo - 7526-7540 Asymptotic loss of the MLE of a truncation parameter in the presence of a nuisance parameter for a one-sided truncated family of distributions
by M. Akahira & N. Ohyauchi - 7541-7559 Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities
by Longxiang Fang & Qi Zheng & Ying Ding - 7560-7581 Construction of mixed-level fractional factorial split-plot designs with combined minimum aberration
by Haosheng Jiang & Chongqi Zhang - 7582-7603 Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks
by Abed Hossein Panahi & Habib Jafari & Ghobad Saadat Kia (Barmalzan) - 7604-7623 An economic-statistical design of synthetic Tukey’s control chart with Taguchi’s asymmetric loss functions under log-normal distribution
by Pei-Hsi Lee & Chao-Yu Chou - 7624-7641 Estimation of uncertainty distribution function by the principle of least squares
by Yang Liu & Baoding Liu - 7642-7650 Comparison of higher degree stop-loss transforms
by Idir Arab & Paulo Eduardo Oliveira & Beatriz Santos - 7651-7658 A better one stage multiple comparison procedure of several treatment mean lifetimes with the control for exponential distributions under heteroscedasticity
by Shu-Fei Wu - 7659-7677 Poissonian occupation times of refracted Lévy processes with applications
by Zaiming Liu & Xiaofeng Yang & Hua Dong - 7678-7698 A correction to Begg’s test for publication bias
by Haben Michael & Musie Ghebremichael - 7699-7710 Optimal periodic dividends with penalty payments under a diffusion model
by Long Yang & Guohe Deng - 7711-7722 Identifiability of the random effects’ covariance matrix of the linear mixed model
by Matteo Amestoy & Mark A. van de Wiel & Wessel N. van Wieringen - 7723-7732 Matrix spaces and ordinary least square estimators in linear models for random matrices
by Xiaomi Hu - 7733-7745 A sample size-dependent prior strategy for bridging the Bayesian-frequentist gap in point null hypothesis testing
by Qiu-Hu Zhang & Yi-Qing Ni - 7746-7759 Least squares estimators for reflected Ornstein–Uhlenbeck processes
by Han Yuecaia & Zhang Dingwen - 7760-7788 Bayesian analysis for two-part latent variable model with application to fractional data
by Jinye Chen & Linyi Zheng & Yemao Xia - 7789-7805 Jackknife Kibria-Lukman estimator for the beta regression model
by Tuba Koç & Emre Dünder
October 2024, Volume 53, Issue 20
- 7119-7143 A composite Bayesian approach for quantile curve fitting with non-crossing constraints
by Qiao Wang & Zhongheng Cai - 7144-7180 Robustness of clustering coefficients
by Xiaofeng Zhao & Mingao Yuan - 7181-7196 A population model with Markovian arrival process and binomial correlated catastrophes
by Nitin Kumar - 7197-7215 Complete convergence for randomly weighted sums of dependent random variables and an application
by Pingyan Chen & Jingjing Luo & Soo Hak Sung - 7216-7243 Estimation of zero-inflated bivariate Poisson regression with missing covariates
by Konan Jean Geoffroy Kouakou & Ouagnina Hili & Jean-François Dupuy - 7244-7261 Autocorrelated unreplicated linear functional relationship model for multivariate time series data
by Yun Fah Chang & Sing Yan Looi & Wei Yeing Pan & Shin Zhu Sim - 7262-7280 Hyper Markov law in undirected graphical models with its applications
by Xiong Kang & Brian Yi Sun - 7281-7297 On generalized f-statistics
by Quentin Barthélemy - 7298-7310 Short proof of posterior robustness: An illustration of basic ideas in a simple case
by Yasuyuki Hamura - 7311-7325 A note on switching eigenvalues under small perturbations
by Marina Masioti & Connie S. N. Li-Wai-Suen & Luke A. Prendergast & Amanda Shaker - 7326-7331 A note on statistical analysis of Cpk for autocorrelated data in the presence of random measurement errors
by Kuntal Bera & M.Z. Anis - 7332-7351 Statistical properties of co-quantiles and their applications to momentum spillovers
by Oh Kang Kwon & Stephen Satchell - 7352-7369 Moments of inverse Weibull-geometric distribution based on progressive type-II right censored order statistics
by Areej M. AL-Zaydi & Bander Al-Zahrani - 7370-7383 Lr convergence for arrays of rowwise m-extended negatively dependent random variables
by Zi-jian Wang & Yi Wu & Yue Du & Xue-jun Wang - 7384-7404 Complete f-moment convergence for randomly weighted sums of extended negatively dependent random variables
by Meimei Ge & Yongfeng Wu & Xin Deng - 7405-7416 Fraction of design space plots for evaluating orthogonal composite designs
by Abimibola Victoria Oladugba & Brenda Mbouamba Yankam & Uchenna Charity Onwuamaeze - 7417-7435 Penalized Mallow’s model averaging
by Yifan Liu - 7436-7452 A Parzen–Rosenblatt type density estimator for circular data: exact and asymptotic optimal bandwidths
by Carlos Tenreiro - 7453-7476 Statistical inference of multi-state transition model for longitudinal data with measurement error and heterogeneity
by Jiajie Qin & Jing Guan - 7477-7489 An innovation mortality prediction model with cohort effect
by Hongmin Xiao & Miaomiao Zhao & Xiang Li & Aiqin Bai
October 2024, Volume 53, Issue 19
- 6717-6731 Two-stage shrunken least squares estimator and its superiority
by Quanhong Song & Lichun Wang & Liqun Wang - 6732-6761 Analysis of a GIX/M/1 queue with two-stage vacation policy using shift operator method
by Yufei Liu & Qingqing Ye & Junnai Yan - 6762-6776 How to use randomized response survey data at hand by a specific procedure to judge its efficiency versus a possible rival
by Arijit Chaudhuri & Dipika Patra - 6777-6784 Partially balanced bipartite block designs
by Vinayaka & Rajender Parsad & B. N. Mandal & Sukanta Dash & Vinaykumar L. N. & Mukesh Kumar & D. R. Singh - 6785-6798 Non parametric multivariate distribution estimation under right censoring
by Adil Nafii & Taoufik Bouezmarni & Mhamed Mesfioui - 6799-6831 Jackknife model averaging for additive expectile prediction
by Xianwen Sun & Lixin Zhang - 6832-6851 A generalized Burr mixture autoregressive models for modeling non linear time series
by Victor Jian Ming Low & Wooi Chen Khoo & Hooi Ling Khoo - 6852-6868 A new uncertainty measure via belief Rényi entropy in Dempster-Shafer theory and its application to decision making
by Zhe Liu & Yu Cao & Xiangli Yang & Lusi Liu - 6869-6890 Robust estimators of functional single index models for longitudinal data
by Yang Sun & Xiangzhong Fang - 6891-6917 Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
by Ling Peng - 6918-6943 A new bivariate distribution with uniform marginals
by Asok K. Nanda & Shovan Chowdhury & Sanjib Gayen & Subarna Bhattacharjee - 6944-6956 Concentration inequalities of MLE and robust MLE
by Xiaowei Yang & Xinqiao Liu & Haoyu Wei - 6957-6976 An extended Markov-switching model approach to latent heterogeneity in departmentalized manpower systems
by Everestus O. Ossai & Uchenna C. Nduka & Mbanefo S. Madukaife & Akaninyene U. Udom & Samson O. Ugwu - 6977-6996 A study on utilization of a cold standby component to enhance the mean residual life function of a coherent system
by Achintya Roy & Nitin Gupta - 6997-7012 Calibration estimation of subpopulation total for direct and indirect situations
by Ashutosh Ashutosh & Usman Shahzad & Nadia H. Al Noor - 7013-7030 New bounds on entropies based on order statistics and Gini’s mean difference
by Xuehua Yin - 7031-7053 A combined adaptive double sampling and variable sampling interval control chart for monitoring three-level products
by M. S. Mehdi Katebi & Abdur Rahim - 7054-7068 A calibration-based approach on estimation of mean of a stratified population in the presence of non response
by Manoj K. Chaudhary & Basant K. Ray & Gautam K. Vishwakarma & Cem Kadilar - 7069-7086 Exponentially quantile regression-ratio-type estimators for robust mean estimation
by Memoona Khalid & Hina Khana & Javid Shabbir - 7087-7101 New heteroscedasticity-adjusted ridge estimators in linear regression model
by Irum Sajjad Dar & Sohail Chand - 7102-7118 Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations
by Xiaocong Chen & Qunying Wu
September 2024, Volume 53, Issue 18
- 6339-6361 On the maxima of non stationary random fields subject to missing observations
by Shengchao Zheng & Zhongquan Tan - 6362-6379 On the effect of items measuring different factors across individuals on item inter-correlations
by André Beauducel & Norbert Hilger - 6380-6393 Exact sampling distribution of the general case sample correlation matrix
by Nicy Sebastian & T. Princy - 6394-6416 The use of the Karhunen Loève expansion in the design of computer experiments
by Noha Youssef - 6417-6426 A note on the exponentiation approximation of the birthday paradox
by Kaiji Motegi & Sejun Woo - 6427-6448 Testing symmetry of model errors for non linear multiplicative distortion measurement error models
by Jun Zhang & Zhenghui Feng & Yue Zhou - 6449-6461 Adjusted empirical likelihood for probability density functions under strong mixing samples
by Jie Tang & Yongsong Qin - 6462-6476 Estimation of a clustering model for non Gaussian functional data
by Xu Tengteng & Xiuzhen Zhang & Riquan Zhang - 6477-6496 Differentially private estimation in a class of bipartite graph models
by Lu Pan & Jianwei Hu - 6497-6512 Wavelet estimation of norms for a probability density with negatively dependent biased data
by Junlian Xu & Lu Hao - 6513-6526 Bernstein copula characteristic function
by Tarik Bahraoui