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May 2025, Volume 54, Issue 10
- 2807-2826 A New Modified Generalized Two Parameter Estimator for linear regression model
by Bavneet Kaur Sidhu & Manoj Kumar Tiwari & Vikas Bist & Manoj Kumar & Anurag Pathak - 2827-2843 A new general biased estimator in linear measurement error model
by Pragya Goyal & Manoj K. Tiwari & Vikas Bist & Faisal Ababneh - 2844-2862 Equivalence tests under the non mixture and mixture cure fraction models
by Pao-sheng Shen - 2863-2901 Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model
by Gabriela Ciuperca - 2902-2923 Parameter estimation for stochastic SIR model
by Shuang Li & Jie Xiong - 2924-2944 A double sampling multivariate GLR control charting method for joint monitoring of process mean vector and covariance matrix under additive covariate model
by Mohammad Saadati & Ali Salmasnia & Mohammad Reza Maleki - 2945-2958 Joint value-at-risk and expected shortfall regression for location-scale time series models
by Shoukun Jiao & Wuyi Ye - 2959-2979 Asymptotic normality of local linear functional regression estimator based upon censored data
by Sarra Leulmi - 2980-2989 Some potential theorems for countable transient jump processes
by Zhi-Sheng Tong & Zhi-Wen Cheng & Xiu-Fang Liu & Ying-Chuan Jing - 2990-3007 Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims
by Yiqiao Jia & Zhangting Chen & Dongya Cheng - 3008-3023 Generalized extended triangular designs: Construction and online generation
by Mohd Harun & Cini Varghese & Ashutosh Dalal - 3024-3051 Projection tests for regression coefficients in high-dimensional partial linear models
by Mengyao Li & Jiangshe Zhang & Jun Zhang - 3052-3075 A note on Bayesian inference for the bivariate pseudo-exponential model
by Veeranna Banoth - 3076-3093 Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times
by Xinmei Shen & Lei Liu - 3094-3113 Some asymptotic results of a kNN conditional mode estimator for functional stationary ergodic data
by Somia Guenani & Wahiba Bouabsa & Fetitah Omar & Mohammed Kadi Attouch & Salah Khardani - 3114-3133 On the asymptotic normality of trimmed and winsorized L-statistics
by Chudamani Poudyal
May 2025, Volume 54, Issue 9
- 2507-2532 Asymptotic in a class of network models with an increasing sub-Gamma degree sequence
by Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo - 2533-2548 Truncated correlation coefficient test for two random vectors
by Zhenzhen Jiang & Yuan She & Zhen Meng - 2549-2564 Monitoring general linear profiles with between-profile correlation using the MEWMA based on U statistic
by Yimin Zheng & Feng Xu - 2565-2577 Trajectory fitting estimation for integrated Ornstein-Uhlenbeck process driven by Lévy process
by Xuekang Zhang & Xiaotai Wu - 2578-2598 A new regression model under informative censoring mechanism with applications
by Valdemiro Piedade Vigas & Edwin M. M. Ortega & Gauss M. Cordeiro & Giovani L. Silva & Paulo C. dos Santos Junior - 2599-2608 A note on convex stochastic dominance and diversification with applications
by Martín Egozcue - 2609-2622 B spline-based estimating equation for varying-coefficient transformation models with right censored data
by Min Wang & Jianbo Li & Qin Zhou & Dongmei Zhou & Riquan Zhang - 2623-2656 On non parametric kernel estimation of the mode of the regression function in the strong mixing random design model with censored data
by Salim Bouzebda & Salah Khardani & Yousri Slaoui - 2657-2674 High dimensional discriminant analysis under weak sparsity
by Yao Wang & Zeyu Wu & Cheng Wang - 2675-2689 An effective statistic and robust block designs for studying outliers in incomplete multiresponse experiment
by Raju Kumar - 2690-2722 Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
by Baishuai Zuo & Chuancun Yin & Jing Yao - 2723-2740 New latent variable model with varying-coefficients
by Hao Cheng - 2741-2758 Reliability indices of multi-state repairable m-out-of-r-within-k-out-of-n system using Lz-transform method
by Ayush Singh & Vaibhav Bisht & S. B. Singh - 2759-2772 Classical and Bayesian estimations of performance measures in Geo/Geo/1 queue
by Yang Song & Xinying Liu - 2773-2790 Bayesian generalized likelihood ratio chart for Gaussian process variance with an application to monitoring hard-bake processes
by Hongxing Cai & Amitava Mukherjee & Wei Yang & Jiujun Zhang - 2791-2805 Hidden Markov model with Pitman-Yor priors for probabilistic topic model
by Jianjie Guo & Lin Guo & Wenchao Xu & Haibin Zhang
April 2025, Volume 54, Issue 8
- 2227-2245 A link of extropy to entropy for continuous random variables via the generalized ϕ–entropy
by Francesco Buono & Maria Kateri - 2246-2250 A probabilistic proof of some integral formulas involving incomplete gamma functions
by Robert E. Gaunt - 2251-2288 Divergences based Bayesian inference with censored data
by Mohamed Boukeloua - 2289-2304 Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations
by Lunyi Liu & Qunying Wu - 2305-2319 Unifying the prediction strategies of Theil-Goldberger and Kibria-Lukman within linear mixed models
by Özge Kuran - 2320-2341 Copula-based Bayesian estimation of probabilities for two dependent non homogenous compound Poisson processes
by M. S. Aminzadeh - 2342-2359 Normal approximation for call function by refined Lindeberg principle
by Peng Chen & Jun Liu & Yaqian Lu & Ting Zhang - 2360-2377 Testing independence based on Spearman’s footrule in high dimensions
by Xiangyu Shi & Wei Zhang & Jiang Du & Eddy Kwessi - 2378-2392 Estimation of Population Mean Using Some Improved Imputation Methods for Missing Data in Sample Surveys
by M. K. Pandey & G. N. Singh & Togla Zaman - 2393-2411 SVR-based method for fixed effects interval-valued panel models
by Aibing Ji & Yu Cao & Jinjin Zhang & Qingqing Li - 2412-2428 Local Walsh-average regression for spatial autoregression single index varying coefficient models
by Wenhui Yang & Yunquan Song - 2429-2450 Kernel estimators for q-fractional diffusion processes with random effects using q-calculus
by Imen Badrani & Mondher Damak & Yousri Slaoui - 2451-2465 On model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression
by Ryoya Oda & Hirokazu Yanagihara & Yasunori Fujikoshi - 2466-2481 Convergence rate of sieves estimates for an autoregressive Hilbert space
by N. Bensmain - 2482-2505 Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation
by Juliana Schulz & Christian Genest - 2506-2506 Correction
by The Editors
April 2025, Volume 54, Issue 7
- 1917-1929 Tail bounds for weighted sums of independent Poisson random variables
by Dawei Lu & Xiating Liu & Yan Wang - 1930-1952 Confidence intervals for the difference, relative risk and odds ratio based on inverse sampling
by K. Krishnamoorthy & Bao-Anh Maddux - 1953-1968 Efficient minimal balanced cross-over designs in higher-order carryover effects
by Jigneshkumar Gondaliya - 1969-1990 Generalized fiducial inference for the generalized logistic distribution: Censored and uncensored cases
by Menghan Li & Liang Yan & Meng Li & Qi Wang - 1991-2004 Modified outlier diagnostics for the extended exponential regression model with interval and right-censored data
by Jayanthi Arasan & Habshah Midi - 2005-2032 On randomly periodic strongly dependent time series, with applications to neural respiratory drive data
by Jan Beran & Jeremy Näscher & Stephan Walterspacher - 2033-2048 Optimal scheduling imperfect maintenance policy for a system with multiple random works
by Yen-Luan Chen & Chin-Chih Chang - 2049-2066 Precise large deviations for sums of dependent random variables with subexponential distribution
by Dawei Lu & Xiaoli Cai - 2067-2091 On the sieve M-estimation for a special bilinear time series model with time-functional variance noises
by Enwen Zhu & Ziwei Deng & Xiaohui Liu & Zhao Liang - 2092-2108 Comparative study on excess distribution estimation in iid settings
by Taku Moriyama - 2109-2129 Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
by Amir Aboubacar & Célestin C Kokonendji - 2130-2157 A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance
by Pengcheng Zhang & David Pitt & Xueyuan Wu - 2158-2177 Sliced inverse regression via natural canonical thresholding
by Nadia Asrir & Abdallah Mkhadri - 2178-2206 Testing for independence of sets of high-dimensional normal vectors using random projection approach
by Dariush Najarzadeh - 2207-2224 Rank regression estimation for dynamic single index varying coefficient models
by Jun Sun & Xiaoqing Han & Mingtao Zhao & Kongsheng Zhang - 2225-2225 Bayesian Mediation Analysis for Time-to-Event Outcome: Investigating Racial Disparity in Breast Cancer Survival
by The Editors
March 2025, Volume 54, Issue 6
- 1569-1595 Robust time-consistent strategies of DC pension plans with the return of premiums clauses under inflation
by Zhehong Hao & Hao Chang & Mengke Kou - 1596-1622 A Mallows-type model averaging estimator for de-noise linear models
by Guozhi Hu & Haiqing Chen & Weihu Cheng & Jie Zeng - 1623-1636 Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model
by Ping Zhao & Zhidong Guo - 1637-1660 High-dimensional partial correlation coefficients: A survey study of estimation Methods
by Jingying Yang & Guishu Bai & Xu Qin - 1661-1675 Semiparametric and multiplicative bias correction techniques for second-order discrete kernels
by Nabil Zougab & Benedikt Funke & Smail Adjabi - 1676-1701 Bayesian reliability acceptance sampling plans under interval censoring
by Rathin Das & Biswabrata Pradhan - 1702-1728 Equilibrium multi-period investment strategy for a DC pension plan with incomplete information: Hidden Markov model
by Lihua Bian & Ling Zhang - 1729-1746 Tweedie regularization model and application
by Wakaa Ali Hadba - 1747-1772 New neighborhoods in robustness and least favorable pairs for special capacities
by Itsuro Kakiuchi & Miyoshi Kimura - 1773-1804 A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes
by Vasileios Alevizakos & Kashinath Chatterjee & Christos Koukouvinos - 1805-1812 Harmonic mean and geometric mean of a non negative random variable
by Changyong Feng & Hongyue Wang - 1813-1835 Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process
by Yu Xing & Wei Wang & Xiaonan Su - 1836-1867 The consistency for CUSUM estimator of mean change-point model based on association
by Min Gao & Wenzhi Yang & Xiaoqin Li & Mei Yao - 1868-1879 Robust and efficient factorial designs under baseline parametrization
by Yu Liu & Min Ren & Shengli Zhao - 1880-1894 Quantile-based cumulative Kullback-Leibler divergence in past lifetime: Some properties and applications
by S.M. Sunoj & P. Saranya - 1895-1916 Ranked set sampling imputation methods in presence of correlated measurement errors
by Shashi Bhushan & Anoop Kumar
March 2025, Volume 54, Issue 5
- 1271-1286 Consistency of the frequency polygon estimators of density function and density mode under m-END samples
by Wei Wang & Hui Wang & Yi Wu - 1287-1298 A stratified estimation for sensitive variable using correlated scrambling variables
by Gi-Sung Lee & Ki-Hak Hong & Chang-Kyoon Son - 1299-1327 Orthogonal systems based stable estimator for non parametric regression problems
by Asma Ben Saber & Abderrazek Karoui - 1328-1353 On the asymptotic normality for integrated square error of Wegman-Davies recursive density estimators
by Yu Miao & Jun Ye - 1354-1369 General results on precise asymptotics for the stochastic heat equation
by Jingyu Li & Yong Zhang - 1370-1390 Superpopulation model inference for non probability samples under informative sampling with high-dimensional data
by Zhan Liu & Dianni Wang & Yingli Pan - 1391-1396 Why the mode departs from the mean—a short communication
by Haim Shore - 1397-1409 Testing independence for multivariate time series via auto multivariate distance covariance
by Jingren Chen & Xuejun Ma & Yue Chao - 1410-1426 A general minimum lower-order confounding criterion for s-level blocked designs
by Zhi Li & Zhi-Ming Li - 1427-1440 On the distribution of a random variable involved in an independent ratio
by Roberto Vila & Narayanaswamy Balakrishnan & Marcelo Bourguignon - 1441-1460 On the behavior of the Lynden-Bell estimator in widely orthant-dependent model
by Mohamed Kaber El Alem & Zohra Guessoum & Abdelkader Tatachak - 1461-1472 Fixed width confidence interval estimation for general continuous responses under a response adaptive design
by Pritam Sarkar & Atanu Biswas & Rahul Bhattacharya - 1473-1491 Effects of error in factor levels on orthogonal composite designs for second-order models
by Amarachi Favour Didiugwu & Abimibola Victoria Oladugba & Ogochukwu Ifeoma Ude - 1492-1525 Nonparametric estimation of the relative error regression for twice censored and dependent data
by Sabrina Benzamouche & Elias Ould Saïd & Ourida Sadki - 1526-1544 Inference for the stress-strength parameter of multi-state systems based on records
by Mohammad Vali Ahmadi & Mahdi Doostparast - 1545-1567 Testing distribution for multiplicative distortion measurement errors
by Leyi Cui & Yue Zhou & Jun Zhang & Yiping Yang
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