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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 - 6527-6543 A new frailty-based GEE approach of the informatively case K interval-censored failure time data
by Bo Zhao & Shuying Wang & Chunjie Wang - 6544-6560 Reproducible learning for accelerated failure time models via deep knockoffs
by Jinzhao Yu & Daoji Li & Lin Luo & Hui Zhao - 6561-6579 Quantile-based PLS-SEM with bag of little bootstraps
by Hao Cheng - 6580-6599 Zero-inflated logit probit model: a novel model for binary data
by Kim-Hung Pho - 6600-6613 Bayesian analysis of mixture models with Yeo-Johnson transformation
by Jingheng Cai & Xiaoli Xu - 6614-6648 Estimating powers of the scale parameters under order restriction for two shifted exponential populations with a common location
by Pravash Jena & Manas Ranjan Tripathy - 6649-6670 A modified uncertain maximum likelihood estimation with applications in uncertain statistics
by Yang Liu & Baoding Liu - 6671-6694 Efficient non parametric spectral density estimation with censored observations
by Sam Efromovich & Jiaju Wu - 6695-6716 A first-order Stein characterization for absolutely continuous bivariate distributions
by Lester Charles A. Umali & Richard B. Eden & Timothy Robin Y. Teng
September 2024, Volume 53, Issue 17
- 5989-6011 Cumulative α-Jensen–Shannon measure of divergence: Properties and applications
by H. Riyahi & M. Baratnia & M. Doostparast - 6012-6029 Hamming distances of tight orthogonal arrays
by Shanqi Pang & Mengqian Chen & Xiao Zhang - 6030-6037 Convergence of parameter estimation of a Gaussian mixture model minimizing the Gini index of dissimilarity
by Adriana Laura López Lobato & Martha Lorena Avendaño Garrido - 6038-6054 Estimating transition intensity rate on interval-censored data using semi-parametric with EM algorithm approach
by Chen Qian & Deo Kumar Srivastava & Jianmin Pan & Melissa M. Hudson & Shesh N. Rai - 6055-6075 Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations
by Xue Ding & Yong Zhang - 6076-6101 Further results on laws of large numbers for the array of random variables under sub-linear expectation
by Feng Hu & Yanan Fu & Miaomiao Gao & Zhaojun Zong - 6102-6115 A new method of testing mutual independence
by Xiangyu Guo & Fukang Zhu - 6116-6136 Consistent ridge estimation for replicated ultrastructural measurement error models
by Gülesen Üstündağ Şiray - 6137-6151 A novel sample variance formula and Sv-plot3 for testing hypotheses
by Uditha Amarananda Wijesuriya - 6152-6159 Nonparametric estimation of trend for SDEs driven by a Gaussian process
by B.L.S. Prakasa Rao - 6160-6176 Some asymptotic inferential aspects of the Kumaraswamy distribution
by Hérica P. A. Carneiro & Mônica C. Sandoval & Denise A. Botter & Tiago M. Magalhães - 6177-6196 Whittle likelihood estimation in INAR(1) process
by Xiaoqiang Zeng - 6197-6205 Estimating parameters of the gamma distribution easily and efficiently
by Zhou Junmei & Li Liqin - 6206-6223 Construction of asymmetric orthogonal arrays of high strength via generator matrix
by Tian-Fang Zhang & Yingxing Duan & Jian-Feng Yang - 6224-6239 Diagnostics for partially linear measurement error models
by Hadi Emami - 6240-6251 On interval estimation methods for the location parameter of the Weibull distribution: An application to alloy material fatigue failure data
by Xiaoyu Yang & Liyang Xie & Jiaxin Song & Bingfeng Zhao & Yuan Li - 6252-6265 Negation of a probability distribution: An information theoretic analysis
by Manpreet Kaur & Amit Srivastava - 6266-6284 Confidence intervals in general regression models that utilize uncertain prior information
by Paul Kabaila & Nishika Ranathunga - 6285-6298 Exponential method of estimation in sampling theory under robust quantile regression methods
by Vinay Kumar Yadav & Shakti Prasad - 6299-6314 Smoothed empirical likelihood for optimal cut point analysis
by Rong Liu & Chunjie Wang & Yujing Yao & Zhezhen Jin - 6315-6337 Some properties of q-Gaussian distributions
by Ben Mrad Oumaima & Afif Masmoudi & Yousri Slaoui
August 2024, Volume 53, Issue 16
- 5673-5686 A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model
by Salah Khardani - 5687-5705 On the Conway-Maxwell-Poisson point process
by Ian Flint & Yan Wang & Aihua Xia - 5706-5720 Applying machine learning techniques in survival analysis to the private pension system in Turkey
by Güven Şimşek & Duru Karasoy - 5721-5743 Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis
by Cigdem Kosar Tas & Hüseyin Guler - 5744-5760 Group sequential hypothesis tests with variable group sizes: Optimal design and performance evaluation
by Andrey Novikov - 5761-5772 Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers
by Mike Tsionas - 5773-5784 Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
by Jinzhu Li - 5785-5792 How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7
by Ned Kock & Augustine Tarkom - 5793-5813 An optimal screening policy for heterogeneous items with minimal repairs
by Xiaoliang Ling & Meng Wang & Yinzhao Wei - 5814-5827 Decomposition of measure from symmetry for analyzing collapsed ordinal square contingency tables
by Satoru Shinoda & Kouji Yamamoto & Sadao Tomizawa - 5828-5839 Design of Hotelling T2 control chart using various covariance structures
by Hafiza Nida & Muhammad Kashif & Muhammad Imran Khan & Liaquat Ahmad & Muhammad Aslam - 5840-5852 Non parametric estimation of transition density for second-order diffusion processes
by Yue Li & Yunyan Wang & Mingtian Tang - 5853-5870 Solvability of one kind of forward-backward stochastic difference equations
by Shaolin Ji & Haodong Liu - 5871-5889 Real natural exponential families and generalized orthogonality
by Raouf Fakhfakh & Marwa Hamza - 5890-5909 Dynamic cumulative residual entropy generating function and its properties
by S. Smitha & Sudheesh K. Kattumannil & E.P. Sreedevi - 5910-5923 Computation of VaR for portfolios in intensity models
by Shiyu Song & Ying Lu - 5924-5934 Extended Glivenko—Cantelli theorem for simple random sampling without replacement from a finite population
by Hitoshi Motoyama - 5935-5953 Weighted least squares: A robust method of estimation for sinusoidal model
by Debasis Kundu - 5954-5971 Optimal confounding measures for two-level regular designs
by Peng Can & Zhi-Ming Li & Li Zhi - 5972-5988 A novel residual subsampling method for skew-normal mode regression model with massive data
by Zhe Jiang & Yan Wu & Min Wang & Liucang Wu
August 2024, Volume 53, Issue 15
- 5299-5310 Hermite-Hadamard and Fejér-type inequalities for generalized η-convex stochastic processes
by Jaya Bisht & Rohan Mishra & A. Hamdi - 5311-5330 Robust estimation strategy for handling outliers
by G. N. Singh & D. Bhattacharyya & A. Bandyopadhyay - 5331-5352 Objective Bayesian analysis of Marshall-Olkin bivariate Weibull distribution with partial information
by M. S. Panwar & Vikas Barnwal - 5353-5363 Performance evaluation of novel logarithmic estimators under correlated measurement errors
by Shashi Bhushan & Anoop Kumar & Shivam Shukla - 5364-5377 Adaptive cluster sampling based on balanced sampling plan excluding contiguous units
by Neeraj Tiwari & Jharna Banerjie & Girish Chandra & Shailja Bhari - 5378-5404 Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations
by Xiaocong Chen & Qunying Wu - 5405-5420 A new approach for semi-parametric regression analysis of bivariate interval-censored outcomes from case-cohort studies
by Yichen Lou & Peijie Wang & Jianguo Sun - 5421-5438 Two-sample test based on maximum variance discrepancy
by N. Makigusa - 5439-5459 Process incapability index for autocorrelated data in the presence of measurement errors
by Kuntal Bera & M. Z. Anis - 5460-5485 Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family
by Yanhong Wu - 5486-5506 The asymptotic behaviors for autoregression quantile estimates
by Xin Li & Mingzhi Mao & Gang Huang - 5507-5523 EM estimation for the mixed Pareto regression model for claim severities
by Girish Aradhye & George Tzougas & Deepesh Bhati - 5524-5552 Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance
by Jing Li & Linmin Hu & Yuyu Wang & Jia Kang - 5553-5573 On some non parametric estimators of the quantile density function for a stationary associated process
by Yogendra P. Chaubey & Isha Dewan & Jun Li