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July 2021, Volume 50, Issue 14
- 3403-3420 A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics
by Arturo Garrido & Raquel Caro-Carretero & Jesús R. Jimenez-Octavio & Alberto Carnicero & Miguel Such - 3421-3435 Testing independence in high-dimensional multivariate normal data
by D. Najarzadeh - 3436-3452 MISE of wavelet estimators for regression derivatives with biased strong mixing data
by Junke Kou & Jia Chen & Huijun Guo - 3453-3476 A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
by Ryoya Oda & Yoshie Mima & Hirokazu Yanagihara & Yasunori Fujikoshi - 3477-3488 Generalized exponential type estimator for the mean of sensitive variable in the presence of non-sensitive auxiliary variable
by Zara Waseem & Hina Khan & Javid Shabbir - 3489-3489 Correction
by The Editors
July 2021, Volume 50, Issue 13
- 2979-2995 Extropy information of maximum and minimum ranked set sampling with unequal samples
by Guoxin Qiu & Abbas Eftekharian - 2996-3013 Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12)
by Yong Chen & Ying LI - 3014-3029 Stein’s Lemma for generalized skew-elliptical random vectors
by Chris Adcock & Zinoviy Landsman & Tomer Shushi - 3030-3050 Compound zero-truncated Poisson normal distribution and its applications
by Mohammad Z. Raqab & Debasis Kundu & Fahimah A. Al-Awadhi - 3051-3062 Almost sure local central limit theorem for the product of some partial sums with optimized weight
by Feng Xu & Binhui Wang & Yawen Hou - 3063-3093 Exponential intervened Poisson distribution
by K. Jayakumar & K. K. Sankaran - 3094-3105 Bayesian Conway–Maxwell–Poisson regression models for overdispersed and underdispersed counts
by A. Huang & A. S. I. Kim - 3106-3122 On uniform-negative binomial distribution including Gauss hypergeometric function and its application in count regression modeling
by Deepesh Bhati & Ishfaq S. Ahmed - 3123-3136 Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion
by Fenge Chen & Xingchun Peng - 3137-3158 Analysis of a population model with batch Markovian arrivals influenced by Markov arrival geometric catastrophes
by Nitin Kumar & U. C. Gupta - 3159-3178 Non parametric estimation of the conditional density function with right-censored and dependent data
by Xianzhu Xiong & Meijuan Ou - 3179-3197 A simple data-driven fallback procedure for multiple comparisons
by Jared Wolf & Hong Zhou - 3198-3213 Blockwise AICc and its consistency properties in model selection
by Guofeng Song & Lixun Zhu & Ai Gao & Lingzhu Kong - 3214-3233 Likelihood-based inference in censored exponential regression models
by Francisco M. C. Medeiros & Artur J. Lemonte
June 2021, Volume 50, Issue 12
- 2723-2731 Meta analysis of regression: a review and new approach with application to linear-circular regression model
by Sungsu Kim & Thelge Buddika Peiris - 2732-2746 Bayesian prediction of future observations from weighted exponential distribution constant-stress model based on Type-II hybrid censored data
by Abd EL-Baset A. Ahmad & Mohamad A. Fawzy & Hosam Ouda - 2747-2758 Memory type estimators of population mean using exponentially weighted moving averages for time scaled surveys
by Muhammad Noor-ul-Amin - 2759-2779 Asymptotic results in censored zero-inflated Poisson regression
by Van Trinh Nguyen & Jean-François Dupuy - 2780-2800 Construction of optimal reliability test plans for binary type multi-state strongly coherent systems
by Leena Kulkarni & Sanjeev Sabnis - 2801-2830 On estimating reliability function for the family of power series distribution
by Mriganka Mouli Choudhury & Rahul Bhattacharya & Sudhansu S. Maiti - 2831-2847 Parametric and semiparametric copula-based models for the regression analysis of competing risks
by Alejandro R. Vásquez & Gabriel Escarela - 2848-2858 Diagnostic analysis of a circular-circular regression model using asymmetric or asymmetric bi-modal circular errors
by Sungsu Kim & Md Monjurul Islam Rifat - 2859-2876 A general shock model for modelling coupled lives and its application to life insurance
by Hyunju Lee - 2877-2899 Complete moment convergence for randomly weighted sums of END sequences and its applications
by Xiu Xu & Jigao Yan - 2900-2917 Weighted composite quantile regression with censoring indicators missing at random
by Jiang-Feng Wang & Wei-Jun Jiang & Fang-Yin Xu & Wu-Xin Fu - 2918-2929 Asymptotic distribution theory on pseudo semiparametric maximum likelihood estimator with covariates missing not at random
by Linghui Jin & Yanyan Liu & Lisha Guo - 2930-2937 Option pricing under the Heston model where the interest rate follows the Vasicek model
by Zhidong Guo - 2938-2946 A note on a generalization of a statistical matrix
by Reza Farhadian - 2947-2957 Construction of asymmetric orthogonal arrays of high strength by juxtaposition
by Jing Wang & Rong-Xian Yue & Shan-Qi Pang - 2958-2977 Investigating the performance of a family of exponential-type estimators in presence of measurement error
by Abhishek Kumar & Ajeet Kumar Singh & V. K. Singh
June 2021, Volume 50, Issue 11
- 2467-2480 The minimum Bayes factor hypothesis test for correlations and partial correlations
by Fang Chen & Keying Ye & Min Wang - 2481-2507 A penalized approach to mixed model selection via cross-validation
by Jingwei Xiong & Junfeng Shang - 2508-2530 Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution
by Lizet Viviana Romero Orjuela & Sergio Alejandro Calderón Villanueva - 2531-2545 Efficient block designs for incomplete factorial experiments for two factors with unequal block sizes
by Shyamsundar Parui & Rajender Parsad & B. N. Mandal - 2546-2568 Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
by Peng Yang & Zhiping Chen & Liyuan Wang - 2569-2585 On the mean time to failure of an age-replacement model in discrete time
by K. K. Sudheesh & G. Asha & K. M. Jagathnath Krishna - 2586-2591 A further remark on the alternative expectation formula
by Pingfan Song & Shaochen Wang - 2592-2598 Strong convergence of ρ˜-mixing random sequences
by Pingping Zhong & Yuesheng Song & Weiguo Yang - 2599-2618 Statistical inferences for varying coefficient partially non linear model with missing covariates
by Xiuli Wang & Peixin Zhao & Haiyan Du - 2619-2639 Two-piece power normal distribution
by Piotr Sulewski - 2640-2658 Semiparametric mean model with non linear time effect of the covariate for clustered recurrent events with terminal events
by Kang Fang Yuan - 2659-2673 Improved load forecasting model based on two-stage optimization of gray model with fractional order accumulation and Markov chain
by Fuxiang Liu & Wenzhang Guo & Ran Liu & Jun Liu - 2674-2695 A proposed mechanism for skewing symmetric distributions
by Moh'd T. Alodat & Mohammad Al-Rawwash - 2696-2709 Attainments of the Bayesian information bounds
by Ken-ichi Koike - 2710-2721 A modified information criterion for model selection
by Emre Dünder
May 2021, Volume 50, Issue 10
- 2211-2223 Efficient control charts for monitoring the process mean using different paired double ranked set sampling designs
by Muhammad Noor-ul-Amin & Muhammad Tayyab & Muhammad Hanif - 2224-2249 Empirical best linear unbiased predictors in multivariate nested-error regression models
by Tsubasa Ito & Tatsuya Kubokawa - 2250-2269 Risk models based on copulas for premiums and claim sizes
by Yao Kang & Dehui Wang & Jianhua Cheng - 2270-2280 df-statistical convergence in connection with a modulus in metric spaces
by Emine Kayan & Rifat Çolak - 2281-2305 Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution
by Najme Sharifipanah & Rahim Chinipardaz & Gholam Ali Parham & Reinaldo Boris Arellano-Valle - 2306-2321 The log-weighted exponential regression model: alternative to the beta regression model
by Emrah Altun - 2322-2353 Constrained optimal design of X¯ Control Chart for correlated data under Weibull Shock Model with multiple assignable causes
by M. Hossein Naderi & Asghar Seif & M. Bameni Moghadam - 2354-2359 The stochastic linear combination of Dirichlet distributions
by Hazhir Homei - 2360-2370 Mean, mode or median? The score mean
by Zdeněk Fabián - 2371-2381 Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
by Pengli Gao & Zhiming Xia - 2382-2397 Quantile regression for varying coefficient spatial error models
by Xiaowen Dai & Erqian Li & Maozai Tian - 2398-2418 An invariance principle of strong law of large numbers under nonadditive probabilities
by Xiaoyan Chen & Zengjing Chen & Liying Ren - 2419-2428 Dimension-free bounds for largest singular values of matrix Gaussian series
by Xianjie Gao & Chao Zhang & Hongwei Zhang - 2429-2450 Analysis of two components parallel repairable system with vacation
by Yan Ling Li & Gen Qi Xu - 2451-2465 A new correction approach for information criteria to detect outliers in regression modeling
by Emre Dünder
May 2021, Volume 50, Issue 9
- 1955-1977 Distribution regression model with a Reproducing Kernel Hilbert Space approach
by Bui Thi Thien Trang & Jean-Michel Loubes & Laurent Risser & Patricia Balaresque - 1978-2000 On transmuted generalized linear exponential distribution
by S. Ghosh & K. K. Kataria & P. Vellaisamy - 2001-2014 Optimum designs for parameter estimation in mixture experiments with group synergism
by Manisha Pal & Nripes Kumar Mandal - 2015-2038 Improved predictive estimation for mean using the Searls technique under ranked set sampling
by Abhishek Singh & Gajendra K. Vishwakarma - 2039-2047 Linear shrinkage estimation of the variance of a distribution with unknown mean
by Yuki Ikeda & Ryumei Nakada & Tatsuya Kubokawa & Muni S. Srivastava - 2048-2061 Optimal asset allocation for a DC plan with partial information under inflation and mortality risks
by Calisto Guambe & Rodwell Kufakunesu & Gusti van Zyl & Conrad Beyers - 2062-2079 Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
by Guowang Luo & Mixia Wu - 2080-2095 Modelling the aggregate loss for insurance claims with dependence
by Ning Wang & Linyi Qian & Nan Zhang & Zehui Liu - 2096-2105 An interpretation of the properties of the propensity score in the regression framework
by Fei Wan - 2106-2116 Some aspects of reversed hazard rate and past entropy
by N. Unnikrishnan Nair & S. M. Sunoj & Rajesh G. - 2117-2135 Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model
by Jie Guo & Xiaosong Qian & Guojing Wang - 2136-2160 Analysis of an unreliable single server batch arrival queue with two types of services under Bernoulli vacation policy
by Anjana Begum & Gautam Choudhury - 2161-2169 Tail probabilities of a random walk on an interval
by Ewa M. Kubicka & Grzegorz Kubicki & Małgorzata Kuchta & Michał Morayne - 2170-2187 Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
by Miao Han & Xuefeng Song & Wei Wang & Shengwu Zhou - 2188-2200 Efficient inferences for linear transformation models with doubly censored data
by Sangbum Choi & Xuelin Huang - 2201-2209 Posterior propriety of bivariate lomax distribution under objective priors
by Sang Gil Kang & Woo Dong Lee & Yongku Kim
April 2021, Volume 50, Issue 8
- 1699-1708 On generalized invariant statistical convergence of weight g
by Ekrem Savaş - 1709-1727 Does the generalized mean have the potential to control outliers?
by Soumalya Mukhopadhyay & Amlan Jyoti Das & Ayanendranath Basu & Aditya Chatterjee & Sabyasachi Bhattacharya - 1728-1744 Outlier detection and accommodation in meta-regression models
by Min Zhang & Yong Li & Jun Lu & Lei Shi - 1745-1755 A computational method to compare spectral densities of independent periodically correlated time series
by Zongda He & Zhonglian Ma - 1756-1773 A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior
by Reyhaneh Hosseini & Mahmoud Zarepour - 1774-1780 New posterior distributions for the incidence of inefficiency in DEA scores
by Mehmet Güray Ünsal & Daniel Friesner & Robert Rosenman - 1781-1806 Optimal investment problem between two insurers with value-added service
by Yajie Wang & Ximin Rong & Hui Zhao & Danping Li - 1807-1837 Goodness-of-fit test for multistable Lévy processes
by R. Le Guével - 1838-1855 Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
by Qingbo Wang & Guangjun Shen & Zhenlong Gao - 1856-1872 Lp (1
by Runyu Zhu & Dejian Tian - 1873-1883 On Bayes minimax estimators for a normal mean with an uncertain constraint†
by Éric Marchand & Theodoros Nicoleris - 1884-1896 Two sensitivity orders applied to the comparison of ROC curves
by Héctor M. Ramos & Jorge Ollero & Alfonso Suárez-Llorens - 1897-1910 Almost sure central limit theorem for the location and height of extreme order statistics and high values
by Luyun Ding & Zhongquan Tan - 1911-1924 Optimal prediction variance properties of some central composite designs in the hypercube
by Charity Uchenna Onwuamaeze - 1925-1935 A nonparametric procedure for changepoint detection in linear regression
by Jing Sun & Deepak Sakate & Sunil Mathur - 1936-1953 Conditional distance correlation sure independence screening for ultra-high dimensional survival data
by Shuiyun Lu & Xiaolin Chen & Hong Wang
April 2021, Volume 50, Issue 7
- 1532-1546 Estimation of the system reliability for generalized inverse Lindley distribution based on different sampling designs
by Fatma Gul Akgul & Keming Yu & Birdal Senoglu - 1547-1556 Data analysis in health and big data: A machine learning medical diagnosis model based on patients’ complaints
by Gökhan Silahtaroğlu & Nevin Yılmaztürk - 1557-1572 A novel flexible additive Weibull distribution with real-life applications
by Alamgir Khalil & Muhammad Ijaz & Kashif Ali & Wali Khan Mashwani & Muhammad Shafiq & Poom Kumam & Wiyada Kumam - 1573-1586 A credit default swap application by using quantile regression technique
by Yüksel Akay Ünvan - 1587-1598 The effects of “economic crisis” and “financial crisis” searches conducted in google on dollar/TL parity and a causality analysis
by Yüksel Akay Ünvan - 1599-1614 Impacts of Bitcoin on USA, Japan, China and Turkey stock market indexes: Causality analysis with value at risk method (VAR)
by Yüksel Akay Ünvan - 1615-1628 Market basket analysis with association rules
by Yüksel Akay Ünvan - 1629-1639 Model selection in linear regression using paired bootstrap
by Fazli Rabbi & Salahuddin Khan & Alamgir Khalil & Wali Khan Mashwani & Muhammad Shafiq & Pınar Göktaş & Yuksel.Akay Unvan - 1640-1655 New advanced outliers detection tests
by Alamgir Khalil & Salahuddin & Wali Khan Mashwani & Muhammad Shafiq & Saima Hassan & Wiyada Kumam - 1656-1670 Sparsely restricted penalized estimators
by Huseyin Guler & Ebru Ozgur Guler - 1685-1698 Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems
by Wali Khan Mashwani & Abdullah Khan & Atila Göktaş & Yuksel Akay Unvan & Ozgur Yaniay & Abdelouahed Hamdi
February 2021, Volume 50, Issue 7
- 1531-1531 Preface
by Atila Göktaş & Selahattin Kaçiranlar & Yilmaz Akdi
March 2021, Volume 50, Issue 6
- 1275-1294 Efficient multiple control variate method with applications to exotic option pricing
by Suhua Zhang & Chunxiang A & Yongzeng Lai - 1295-1313 On dynamic survival extropy
by E. I. Abdul Sathar & Dhanya Nair R. - 1314-1324 Joint estimation of the offspring mean and offspring variance of a second order branching process
by Mukund Ramtirthkar & Mohan Kale - 1325-1340 Variable selection for spatial autoregressive models
by Li Xie & Xiaorui Wang & Weihu Cheng & Tian Tang - 1341-1361 Calibration estimators for quantitative sensitive mean estimation under successive sampling
by Kumari Priyanka & Ajay Kumar & Pidugu Trisandhya - 1362-1369 Some results on maximum of expected sums of sequential minima
by V. B. Nevzorov & A. Stepanov - 1370-1386 On multinomial hidden Markov model for hierarchical manpower systems
by Akaninyene Udo Udom & Ukobong Gregory Ebedoro - 1387-1399 On strong limit theorems for general information sources with an application to AEP
by Zhong-Zhi Wang & Shan-Shan Yang & Hai-Feng Jiang & Fang-Qing Ding - 1400-1415 The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean
by AliAkbar KazemiNia & Bahram Sadeghpour Gildeh & Zainab Abbasi Ganji - 1416-1445 Estimation and variable selection for partially linear additive models with measurement errors
by Rui Li & Shuchuan Mu & Ruili Hao - 1446-1455 Estimation of past inaccuracy measure for the right censored dependent data
by E. I. Abdul Sathar & K. V. Viswakala & G. Rajesh - 1456-1476 Joint distribution and marginal distribution methods for checking assumptions of generalized linear model
by Junyi Dong & Qiqing Yu - 1477-1501 A group bridge approach for component selection in nonparametric accelerated failure time additive regression model
by Longlong Huang & Karen Kopciuk & Xuewen Lu - 1502-1514 Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks
by Amarjit Kundu & Shovan Chowdhury - 1515-1529 A robust adjustment to McNemar test when the data are clustered
by Yougui Wu
March 2021, Volume 50, Issue 5
- 1019-1035 Lifetime behavior of discrete Markov chain censored δ shock model
by Ming Ma & Li Na Bian & Hua Liu & Jian Hua Ye - 1036-1058 Monitoring a bivariate INAR(1) process with application to Hepatitis A
by Francis G. Pascual & Sherzod B. Akhundjanov - 1059-1081 Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity
by Yu Xing & Dingcheng Wang & Xiaoping Yang - 1082-1098 Optimal investment and reinsurance problem with jump-diffusion model
by Mengmeng Guo & Xiu Kan & Huisheng Shu - 1099-1116 A new robust ratio estimator with reference to non-normal distribution
by Aamir Sanaullah & Azaz Ahmed & Muhammad Hanif - 1117-1133 A New Functional Estimation Procedure for Varying Coefficient Models
by Xingyu Yan & Xiaolong Pu & Xiaolei Xun & Yingchun Zhou - 1134-1160 Joint modeling for longitudinal set-inflated continuous and count responses
by Nastaran Sharifian & Ehsan Bahrami Samani & Mojtaba Ganjali - 1161-1172 Survival model induced by discrete frailty for modeling of lifetime data with long-term survivors and change-point
by Vicente G. Cancho & Gladys Barriga & Jeremias Leão & Helton Saulo - 1173-1199 Introduction, analysis and asymptotic behavior of a multi-level manpower planning model in a continuous time setting under potential department contraction
by V. A. Dimitriou & A. C. Georgiou - 1200-1209 Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims
by Jianxi Lin - 1210-1227 A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree
by Pingping Zhong & Zhiyan Shi & Weiguo Yang & Fan Min - 1228-1239 A run shock-erosion model
by Mohammad Hossein Poursaeed - 1240-1249 Minimax rate in prediction for functional principal component regression
by Guangren Yang & Hongmei Lin & Heng Lian - 1250-1273 Jump-robust volatility estimation using dynamic dual-domain integration method
by Xu-Guo Ye & Yan-Yong Zhao
February 2021, Volume 50, Issue 4
- 763-791 Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications
by Dawei Lu & Jialu Wang - 792-814 Reliability analysis of a two-dissimilar-unit warm standby repairable system with priority in use
by Jinting Wang & Nan Xie & Nan Yang - 815-836 Parametrizations, weights, and optimal prediction
by Azzouz Dermoune & Khalifa Es-Sebaiy & Mohammed Es.Sebaiy & Jabrane Moustaaid - 837-855 Estimation of marginal generalized linear model with subgroup auxiliary information
by Jie He & Xiaogang Duan & Shumei Zhang & Hui Li - 856-873 A New Perspective in Functional EIV Linear Models: Part II
by Ali Al-Sharadqah & Nicholas Woolsey - 874-889 New class of exponential estimators for finite population mean in two-phase sampling
by Tolga Zaman & Cem Kadilar - 890-909 A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom
by Jose Maria Del Castillo - 910-931 Regression credibility estimator with two-level common effects
by Qiang Zhang & Ping Chen - 932-943 Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
by Kaiyong Wang & Yanzhu Mao - 944-962 Hierarchical Bayesian models for continuous and positively skewed data from small areas
by Binod Manandhar & Balgobin Nandram - 963-978 Generalization of a statistical matrix and its factorization
by Ilker Akkus & Gonca Kizilaslan - 979-992 Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information
by Nasir Ali & Ishfaq Ahmad & Muhammad Hanif & Usman Shahzad - 993-1017 Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon
by Peiqi Wang & Ximin Rong & Hui Zhao & Yajie Wang
February 2021, Volume 50, Issue 3
- 507-520 Designing variables sampling plans based on the yield index Spk
by Marziyeh Nesaee & Mohammad Saber Fallah Nezhad - 521-539 Small sample inference for exponential survival times with heavy right-censoring
by Robert L. Paige & Noroharivelo V. Randrianampy - 540-540 The new form Libby-Novick distribution
by Mohamed Ali Ahmed - 560-581 Parameter estimation for the exponential-Poisson distribution based on ranked set samples
by Abolfazl Joukar & Masoumeh Ramezani & S. M. T. K. MirMostafaee - 582-593 The first and second order moment structure of an inhomogeneous gamma point process
by Rodrigo Saul Gaitan & Keh-Shin Lii - 594-608 Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
by Fengxiang Feng & Dingcheng Wang & Qunying Wu & Haiwu Huang - 609-630 Identification of outlying and influential data with principal components regression estimation in binary logistic regression
by M. Revan Özkale - 631-662 A generalized family of estimators for estimating finite population mean in circular systematic sampling (CSS)
by Housila P. Singh & Anita Yadav & Swarangi M. Gorey - 663-684 Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
by Masashi Hyodo & Takahiro Nishiyama - 685-710 Extreme value inference for quantile regression with varying coefficients
by Takuma Yoshida - 711-724 Optimal investment problem with complete memory on an infinite time horizon
by Hui Mi & Lei Li & Quanxin Zhu - 725-737 Estimation of accelerated failure time due to exposure risk using piecewise-exponential model in cohort follow-up study
by Eiji Nakashima - 738-746 Δλ-Statistical boundedness on time scales
by Yavuz Altin & Büşra Nur Er & Emrah Yilmaz - 747-761 Testing for error correlation in partially functional linear regression models
by Qian Li & Xiangyong Tan & Liming Wang
January 2021, Volume 50, Issue 2
- 251-279 A new extended generalized Gompertz distribution with statistical properties and simulations
by Hamid Karamikabir & Mahmoud Afshari & Morad Alizadeh & G. G Hamedani - 280-285 Stein’s method and the distribution of the product of zero mean correlated normal random variables
by Robert E. Gaunt - 286-296 Bernstein-von Mises theorem and Bayes estimation from single server queues
by Saroja Kumar Singh & Sarat Kumar Acharya - 297-310 Generally weighted moving average control charts using repetitive sampling
by Chi-Jui Huang & Jen-Hsiang Chen & Shin-Li Lu - 311-328 Wilcoxon-type rank-sum control charts based on progressively censored reference data
by Ioannis S. Triantafyllou - 329-344 The non-central negative binomial distribution: Further properties and applications
by Seng-Huat Ong & Kian-Kok Toh & Yeh-Ching Low - 345-357 A prediction analysis in a constrained multivariate general linear model with future observations
by Yuqin Sun & Hong Jiang & Yongge Tian - 358-370 Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
by Shuili Zhang & Tiantian Hou & Cong Qu - 371-386 Response-based multiple imputation method for minimizing the impact of covariate detection limit in logistic regression
by Shahadut Hossain & Zahirul Hoque & Jacek Wesolowski - 387-399 On the estimation of non linear functions in stochastic volatility models
by Giuseppina Albano & Francesco Giordano & Cira Perna - 400-414 Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients
by Ali Azarbar & Yu Wang & Saralees Nadarajah - 415-431 Bayesian two-stage design for drug screening trials with switching hypothesis tests based on continuous endpoints
by Nan Sun & Junjiang Zhong & Miin-Jye Wen - 432-445 Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration
by Haotian Chen & Yong Zhang - 446-472 Binomial AR(1) processes with innovational outliers
by Huaping Chen & Qi Li & Fukang Zhu - 473-485 Standby redundancies at component level versus system level in series system
by Xingyu Yan & Yiying Zhang & Peng Zhao - 486-505 Common breaks in means for panel data under short-range dependence
by Daiqing Xi & Tianxiao Pang
January 2021, Volume 50, Issue 1
- () RETRACTED ARTICLE: The probable error in the hypothesis test of normal means using a small sample
by The Editors - 1-17 An efficient partial randomized response model for estimating a rare sensitive attribute using Poisson distribution
by Ghulam Narjis & Javid Shabbir - 18-34 Exact group sequential designs for two-arm experiments with Poisson distributed outcome variables
by Michael J. Grayling & James M. S. Wason & Adrian P. Mander - 35-60 A new approach to address multiplicity in hypothesis testing with constraints
by Huajiang Li & Hong Zhou - 61-72 Symmetry tests for manifold-valued random variables
by Juan Jesús Salamanca - 73-94 Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models
by Yuehan Yang & Hu Yang - 95-104 Parameter estimation for certain nonstationary processes driven by α-stable motions
by Xuekang Zhang & Haoran Yi & Huisheng Shu - 105-115 Weak laws of large numbers for maximal weighted sums of random variables
by Fakhreddine Boukhari - 116-131 Improvements of the Markov and Chebyshev inequalities using the partial expectation
by Haruhiko Ogasawara - 132-142 Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure
by Shengxue Wei & Xiaoli Gan & Guodong Xing - 143-160 On new formulae for cumulative distribution function for McKay Bessel distribution
by Dragana Jankov Maširević & Tibor K. Pogány - 161-179 Operating characteristics of a subset selection procedure applied to a randomized response model for continuous data
by Alaa Elkadry & Gary C. McDonald - 180-202 Estimation and variable selection for a class of quantile regression models with multiple index
by Cun Han & Xiaofei Sun & Wenliang Gao - 203-215 A family of non-parametric tests for decreasing mean time to failure with censored data
by Sudheesh K. Kattumannil & Deemat C. Mathew - 216-236 Covariate adjustment via propensity scores for recurrent events in the presence of dependent censoring
by Youngjoo Cho & Debashis Ghosh - 237-248 Improved family of estimators using exponential function for the population mean in the presence of non-response
by Ceren Ünal & Cem Kadilar