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Content
September 2020, Volume 49, Issue 18
- 4347-4366 A new model selection procedure for finite mixture regression models
by Conglian Yu & Xiyang Wang - 4367-4377 Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force
by Cen Chen & Shijie Wang - 4378-4393 Asymptotics in the β-model for networks with a differentially private degree sequence
by Lu Pan & Ting Yan - 4394-4412 An asymmetric multivariate weibull distribution
by Višnja Jurić & Tomasz J. Kozubowski & Mihael Perman - 4413-4429 Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing
by Brenda V. Mac’Oduol & Paul J. van Staden & Robert A. R. King - 4430-4445 Quantile regression for panel data models with fixed effects under random censoring
by Dai Xiaowen & Jin Libin & Tian Yuzhu & Tian Maozai & Tang Manlai - 4446-4467 A stochastic variant of the EM algorithm to fit mixed (discrete and continuous) longitudinal data with nonignorable missingness
by Abdallah S. A. Yaseen & Ahmed M. Gad - 4468-4489 Visualization of generalized mean estimators using auxiliary information in survey sampling
by Rodolphe Priam - 4490-4505 Optimal regression parameter-specific shrinkage by plug-in estimation
by Yoonsuh Jung - 4506-4519 Discriminant coordinates analysis for multivariate functional data
by Zofia Hanusz & Mirosław Krzyśko & Rafał Nadulski & Łukasz Waszak - 4520-4535 A novel approach to estimate the Cox model with temporal covariates and application to medical cost data
by Yanqiao Zheng & Xiaobing Zhao & Xiaoqi Zhang - 4536-4558 Rates of convergence in conditional covariance matrix with nonparametric entries estimation
by Jean-Michel Loubes & Clément Marteau & Maikol Solís - 4559-4570 Mixing and moments properties of a non-stationary copula-based Markov process
by Fabio Gobbi & Sabrina Mulinacci - 4571-4586 Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data
by Pao-sheng Shen - 4587-4602 Firth adjustment for Weibull current-status survival analysis
by Hung-Mo Lin & John M. Williamson & Hae-Young Kim
September 2020, Volume 49, Issue 17
- 4091-4116 Test for high dimensional regression coefficients of partially linear models
by Siyang Wang & Hengjian Cui - 4117-4132 Addressing the effect of parameter estimation on phase II monitoring of multivariate multiple linear profiles via a new cluster-based approach
by Ahmad Ahmadi Yazdi & Ali Zeinal Hamadani & Amirhossein Amiri - 4133-4149 Multi-modal tempered stable distributions and prosses with applications to finance
by Ahmad Arefi & Reza Pourtaheri - 4150-4161 A Bayesian approach to zero-inflated data in extremes
by Alexandre Henrique Quadros Gramosa & Fernando Ferraz do Nascimento & Fidel Ernesto Castro Morales - 4162-4177 A bivariate mixture of negative binomial distributions and its applications
by Deepak Singh & Somesh Kumar - 4178-4196 Performance of some new Liu parameters for the linear regression model
by Muhammad Qasim & Muhammad Amin & Talha Omer - 4197-4215 Log-epsilon-skew normal: A generalization of the log-normal distribution
by Alan D. Hutson & Terry L. Mashtare & Govind S. Mudholkar - 4216-4233 Independence test in high-dimension using distance correlation and power enhancement technique
by Yongshuai Chen & Wenwen Guo - 4234-4247 Some calibration estimators for finite population mean in two-stage stratified random sampling
by Dhirendra Singh & Bhupendra Veer Singh Sisodia & Nidhi & Sandeep Pundir - 4248-4269 Side-sensitive synthetic and runs-rules charts for monitoring AR(1) processes with skipping sampling strategies
by Sandile Charles Shongwe & Jean-Claude Malela-Majika & Philippe Castagliola & Thapelo Molahloe - 4270-4287 Asymptotic power comparison of T2-type test and likelihood ratio test for a mean vector based on two-step monotone missing data
by Masashi Hyodo & Nobumichi Shutoh - 4288-4297 Construction of repeated measurements designs strongly balanced for residual effects
by Muhammad Daniyal & Rashid Ahmed & Farrukh Shehzad & M. H. Tahir & Zafar Iqbal - 4298-4312 Sub-optimal investment for insurers
by Michele Longo & Gabriele Stabile - 4313-4332 Choice of link and variance function for generalized linear mixed models: a case study with binomial response in proteomics
by Waqas Ahmed Malik & Carles Marco-Llorca & Kenneth Berendzen & Hans-Peter Piepho - 4333-4346 Preservation properties of stochastic orders by transformation to the transmuted-G model
by Hossein Nadeb & Hamzeh Torabi
August 2020, Volume 49, Issue 16
- 3835-3859 Parameter estimation approaches to tackling measurement error and multicollinearity in ordinal probit models
by Jing Guan & Yunfeng Zhao - 3860-3881 Estimation of stress-strength reliability for the multivariate SGPII distribution
by Amir Rezaei & Fatemeh Yousefzadeh & Sarah Jomhoori - 3882-3894 Almost sure convergence for weighted sums of φ-mixing random variables with applications
by João Lita da Silva - 3895-3910 The Hamming distances of saturated asymmetrical orthogonal arrays with strength 2
by Shanqi Pang & Xiao Zhang & Qingjuan Zhang - 3911-3918 Testing equality of two normal covariance matrices with monotone missing data
by Jianqi Yu & Kalimuthu Krishnamoorthy & Yafei He - 3919-3932 Quantile estimation for a progressively censored exponential distribution
by Yogesh Mani Tripathi & Constantinos Petropoulos & Tanmay Sen - 3933-3949 Combining answers to direct and indirect questions: An implementation of Kuk’s randomized response model
by Said Farooq Shah & Zawar Hussain & Salman Arif Cheema - 3950-3964 Mathematical proof of the third order accuracy of the speedy double bootstrap method
by Aizhen Ren & Takashi Ishida & Yutaka Akiyama - 3965-3984 A discrete-time risk model with Poisson ARCH claim-number process
by Jiahui Li & Kam Chuen Yuen & Mi Chen - 3985-4001 Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process
by Mi Chen & Xiang Hu - 4002-4029 Optimal investment and life insurance strategies in a mixed jump-diffusion framework
by Zhaoqiang Yang (Yeung Chiu Keung) - 4030-4045 A class of additive transformation models for recurrent gap times
by Ling Chen & Yanqin Feng & Jianguo Sun - 4046-4072 Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes
by Abdelouahab Bibi & Fateh Merahi - 4073-4090 Multiple comparison procedures for finding non-maximum normal means
by Tsunehisa Imada
August 2020, Volume 49, Issue 15
- 3585-3588 Preface
by Xufeng Zhao & Jingyuan Shen - 3589-3608 Reliability analysis for stress-strength model from a general family of truncated distributions under censored data
by Liang Wang & Xuanjia Zuo & Yogesh Mani Tripathi & Junyuan Wang - 3609-3634 A multiple warm standby repairable system under N-policy with multiple vacations following Markovian arrival process
by Baoliang Liu & Yanqing Wen & Shugui Kang & Qingan Qiu - 3635-3649 Failure analysis of network nodes and edges in scale-free networks
by Dui Hongyan & Zhang Chi & Xu Xin - 3650-3662 Estimation of system reliability for exponential distributions based on L ranked set sampling
by Xiaofang Dong & Liangyong Zhang - 3663-3680 Statistical analysis of accelerated temperature cycling test based on Coffin-Manson model
by Yudong Wang & Yincai Tang - 3681-3697 Numerical method for means of linear Hawkes processes
by Zhongping Li & Lirong Cui - 3698-3711 On comparisons of population and subpopulations in frailty models
by Gaofeng Da & Weiyong Ding & Xiaohu Li - 3712-3729 A phase expansion for non-Markovian availability models with time-based aperiodic rejuvenation and checkpointing
by Junjun Zheng & Hiroyuki Okamura & Tadashi Dohi - 3730-3743 Bayesian inference for zero-and-one-inflated geometric distribution regression model using Pólya-Gamma latent variables
by Xiang Xiao & Yincai Tang & Ancha Xu & Guoqiang Wang - 3744-3760 A sampling plan for one-shot systems considering destructive inspection
by Qian Qian Zhao & Won Young Yun - 3761-3771 Optimal training plans on physical performance considering supercompensation
by Naoya Wada & Kodo Ito & Toshio Nakagawa - 3772-3791 An improved algorithm for reliability bounds of multistate networks
by Chao Zhang & Tao Liu & Guanghan Bai - 3792-3807 Optimization problems for consecutive-2-out-of-n:G system
by Lei Zhou & Hisashi Yamamoto & Taishin Nakamura & Xiao Xiao - 3808-3820 Approximate calculations of age-based random replacement times
by Xufeng Zhao & Chen Gao & Cunhua Qian & Toshio Nakagawa - 3821-3833 Preventive replacement policies with products update announcements
by Satoshi Mizutani & Wenjie Dong & Xufeng Zhao & Toshio Nakagawa
July 2020, Volume 49, Issue 14
- 3329-3351 Some imputation methods to compensate with non-response for estimation of population mean in two-occasion successive sampling
by Garib Nath Singh & Mohd Khalid - 3352-3374 Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
by Yuebao Wang & Dongya Cheng - 3375-3396 Stress-strength reliability estimation for exponentially distributed system with common minimum guarantee time
by Piyali Kundu & Nabakumar Jana & Somesh Kumar & Kashinath Chatterjee - 3397-3406 Rényi entropy of m-generalized order statistics
by Stefan Bedbur & Udo Kamps & Miriam Marner - 3407-3420 Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling
by Tolga Zaman & Hasan Bulut - 3421-3437 Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes
by Qian Zhao & Peng Li & Jie Zhang - 3438-3454 Rank-based multiple change-point detection
by Yunlong Wang & Zhaojun Wang & Xuemin Zi - 3455-3465 The strong convergence properties of weighted sums for a class of dependent random variables
by Mingzhu Song & Quanxin Zhu - 3466-3480 Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure
by Ajit Chaturvedi & Sudeep R. Bapat & Neeraj Joshi - 3481-3497 Optimal asset allocation for participating contracts with mortality risk under minimum guarantee
by Sang Wu & Yinghui Dong & Wenxin Lv & Guojing Wang - 3498-3520 Extended binomial AR(1) processes with generalized binomial thinning operator
by Yao Kang & Dehui Wang & Kai Yang - 3521-3529 On Δvm(f)–statistical convergence of order α
by Mikail Et & Hatice Gidemen - 3530-3536 Measuring the conformity of distributions to Benford's law
by Jalil Kazemitabar & Javad Kazemitabar - 3537-3556 Rate of convergence of binomial formula for option pricing
by Yuttana Ratibenyakool & Kritsana Neammanee - 3557-3571 A permutation-based Bayesian approach for inverse covariance estimation
by Xuan Cao & Shaojun Zhang - 3572-3584 On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient
by Guangyu Mao
July 2020, Volume 49, Issue 13
- 3073-3093 Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims
by Xijun Liu & Qingwu Gao & Ming Liu - 3094-3125 An improved alternative estimation procedure for current population mean in presence of positively and negatively correlated auxiliary variables in two-occasion rotation patterns
by Garib N. Singh & Awadhesh K. Pandey & Chandraketu Singh & Surbhi Suman - 3126-3136 A formula for Type III sums of squares
by Lynn Roy LaMotte - 3137-3152 An inspection procedure for radio frequency repeaters using a multiple linear regression method
by Dong-Hee Lee - 3153-3167 On exact strong laws of large numbers for ratios of random variables and their applications
by Przemysław Matuła & André Adler & Paweł Kurasiński - 3168-3183 Optimal investment strategy for a DC pension plan with mispricing under the Heston model
by Jie Ma & Hui Zhao & Ximin Rong - 3184-3205 A stratified estimation of a sensitive character by using geometric distribution
by Gi-Sung Lee & Ki-Hak Hong & Chang-Kyoon Son & Jong-Min Kim - 3206-3227 Regression model for surrogate data in high dimensional statistics
by Firas Ibrahim & Ali Hajj Hassan & Jacques Demongeot & Mustapha Rachdi - 3228-3237 Some extensions of the classical law of large numbers
by Huanhuan Ma & Yan Sun & Yu Miao - 3238-3256 A surplus process involving a compound Poisson counting process and applications
by Yuying Li & Kristina P. Sendova - 3257-3266 Bayesian predictive distribution for a Poisson model with a parametric restriction
by Yasuyuki Hamura & Tatsuya Kubokawa - 3267-3285 A method of constructing test for the parameter of family of lifetime distributions under Type-II censored sample
by Ashok Shanubhogue & Rajendra G. Desai - 3286-3297 Small area estimation using reduced rank regression models
by Tatjana von Rosen & Dietrich von Rosen - 3298-3312 Nonparametric analysis of recurrent gap time data
by Pao-sheng Shen & Yu-Hsing Lai - 3313-3328 Minimizing the expected time to detect a randomly located lost target using 3-dimensional search technique
by Tomás Caraballo & Abd El-Moneim Anwar Teamah & Abd Al-Aziz Hosni El-Bagoury
June 2020, Volume 49, Issue 12
- 2817-2830 Local asymptotic normality for long-memory process with strong mixing noises
by Soraya Haddad & Karima Belaide - 2831-2868 Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns
by Helu Xiao & Zhongbao Zhou & Tiantian Ren & Yanfei Bai & Wenbin Liu - 2869-2886 PCA likelihood ratio test approach for attributed social networks monitoring
by M. Shaghaghi & A. Saghaei - 2887-2897 On some aspects of a general class of Yule distribution and its applications
by C. Satheesh Kumar & S. Harisankar - 2898-2912 Parameter change test for periodic integer-valued autoregressive process
by GangHyok Yu & SongGuk Kim - 2913-2930 Composite likelihood for aggregate data from clustered multistate processes under intermittent observation
by Shu Jiang & Richard J. Cook - 2931-2941 Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation
by Guo-dong Xing & Xiaoli Gan - 2942-2963 Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
by Salim Bouzebda & Yousri Slaoui - 2964-2989 Monitoring multivariate simple linear profiles using robust estimators
by Moslem Kordestani & Farid Hassanvand & Yaser Samimi & Hamid Shahriari - 2990-3009 The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
by Shuxia Zhang & Xinrong Cong & Boping Tian & Yanpeng Li & Mingjun Yao - 3010-3025 Life distribution properties of a new δ - shock model
by Hamed Lorvand & Alireza Nematollahi & Mohammad Hossien Poursaeed - 3026-3043 Parameter estimation of Lindley step stress model with independent competing risk under type 1 censoring
by Sharon Varghese A & V. S. Vaidyanathan - 3044-3062 Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables
by A. Cuberos & E. Masiello & V. Maume-Deschamps - 3063-3072 A note on joint mix random vectors
by Yugu Xiao & Jing Yao
June 2020, Volume 49, Issue 11
- 2561-2584 Local linear estimate of the point at high risk: Spatial functional data case
by M. Abeidallah & B. Mechab & T. Merouan - 2585-2606 On construction of constant block-sum partially balanced incomplete block designs
by Ravindra Khattree - 2607-2622 Inference of the derivative of nonparametric curve based on confidence distribution
by Na Li & Xuhua Liu - 2623-2633 Assurance test and its equivalent truncated sequential test
by Sigui Hu & Honglei Wang - 2634-2647 Use of scrambled response for estimating mean of the sensitivity variable
by Aamir Sanaullah & Iram Saleem & Javid Shabbir - 2648-2670 Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima
by Jianxi Lin - 2671-2689 Model averaging by jackknife criterion for varying-coefficient partially linear models
by Guozhi Hu & Weihu Cheng & Jie Zeng - 2690-2702 The Kaplan–Meier estimator and hazard estimator for censored END survival time observations
by Yongming Li & Yong Zhou - 2703-2712 Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam’s razors
by David R. Bickel - 2713-2727 Benchmark profile and inferences for joint-exposure quantal data in quantitative risk assessment
by Lucy Kerns - 2728-2748 Water cycle algorithm for solving the reliability-redundancy allocation problem with a choice of redundancy strategies
by Narges Mahdavi-Nasab & Mostafa Abouei Ardakan & Mohammad Mohammadi - 2749-2769 Nonparametric kernel estimation of expected shortfall under negatively associated sequences
by Zhongde Luo & Haizhen Meng - 2770-2786 On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application
by Son Cong Ta & Cuong Manh Tran & Dung Van Le - 2787-2799 Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics
by Shu Ding & Baisuo Jin & Yuehua Wu & Jing Li & Baiqi Miao - 2800-2816 Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
by Yu Zhang & Xinsheng Liu & Hongchang Hu
May 2020, Volume 49, Issue 10
- 2305-2320 Predicting effective customer lifetime: an application of survival analysis for telecommunication industry
by Gunjan Bansal & Adarsh Anand & V. S. S. Yadavalli - 2321-2338 Further results on the vecd operator and its applications
by Daisuke Nagakura - 2339-2355 A note on the multivariate generalized asymmetric Laplace motion
by Patrizia Semeraro - 2356-2364 Frequentist-Bayesian Monte Carlo testing
by Ivair R. Silva & Reinaldo Marques - 2365-2383 The robustness of response surface designs with errors in factor levels
by Juntao Fang & Zhen He & Shuguang He & Guodong Wang - 2384-2409 Markov switch smooth transition HYGARCH model: Stability and estimation
by Ferdous Mohammadi Basatini & Saeid Rezakhah - 2410-2428 A Conway Maxwell Poisson type generalization of the negative hypergeometric distribution
by Sudip Roy & Ram C. Tripathi & Narayanaswamy Balakrishnan - 2429-2447 On estimating the reliability in a multicomponent stress-strength model based on Chen distribution
by Tanmay Kayal & Yogesh Mani Tripathi & Sanku Dey & Shuo-Jye Wu - 2448-2465 Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification
by Haruhiko Ogasawara - 2466-2484 A self-reliant projected information criterion for the number of factors
by Mingjing Chen - 2485-2497 Variance estimation in adaptive cluster sampling
by Uzma Yasmeen & Mary Thompson - 2498-2513 Three-level blocked regular designs with general minimum lower order confounding
by Yanfei Wang & Zhiming Li & Runchu Zhang - 2514-2528 On the distribution of quotient of random variables conditioned to the positive quadrant
by Yuancheng Si & Saralees Nadarajah & Xiaodong Song - 2529-2539 Statistical inference of agreement coefficient between two raters with binary outcomes
by Tetsuji Ohyama - 2540-2559 Estimation of population distribution function involving measurement error in the presence of non response
by Mazhar Yaqub & Javid Shabbir
May 2020, Volume 49, Issue 9
- 2049-2064 Improved estimation of a function of scale parameter of a doubly censored exponential distribution
by Lakshmi Kanta Patra & Somesh Kumar & B. M. Golam Kibria - 2065-2079 Nonparametric inference on mean residual life function with length-biased right-censored data
by Hongping Wu & Ang Shan - 2080-2093 On the confusion matrix in credit scoring and its analytical properties
by Guoping Zeng - 2094-2109 Slow-explosive AR(1) processes converging to random walk
by Tae Yoon Kim & Sun Young Hwang - 2110-2130 Optimal investment and premium control for insurers with ambiguity
by Bing Liu & Ming Zhou & Peng Li - 2131-2157 Semiparametric multiple kernel estimators and model diagnostics for count regression functions
by Lamia Djerroud & Tristan Senga Kiessé & Smail Adjabi - 2158-2175 A stochastic model of cyber attacks with imperfect detection
by Rui Fang & Xiaohu Li - 2176-2188 Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations
by Xiaoyu Xing & Danfeng Zhao & Bing Li - 2189-2204 A synthetic control chart for monitoring the small shifts in a process mean based on an attribute inspection
by Wenhui Zhou & Na Liu & Zhibin Zheng - 2205-2216 Fractional approaches for the distribution of innovation sequence of INAR(1) processes
by Josemar Rodrigues & Marcelo Bourguignon & Manoel Santos-Neto & N. Balakrishnan - 2217-2236 General composite quantile regression: Theory and methods
by Yanke Wu & Maozai Tian & Man-Lai Tang - 2237-2252 An improved and efficient biased estimation technique in logistic regression model
by Yasin Asar & Jibo Wu - 2253-2263 Some new construction of circular weakly balanced repeated measurements designs in periods of two different sizes
by Sajid Hussain & Rashid Ahmed & Muhammad Aslam & Azhar Shah & H. M. Kashif Rasheed - 2264-2284 Properties of the beta regression model for small area estimation of proportions and application to estimation of poverty rates
by Ryan Janicki - 2285-2294 Strong law of large numbers of the delayed sums for Markov Chains indexed by a Cayley tree
by Pingping Zhong & Weiguo Yang & Jie Yang - 2295-2304 A note on the semiparametric approach to dimension reduction
by Bin Sun & Yuehua Wu & Wenzhi Yang & Yuejiao Fu
April 2020, Volume 49, Issue 8
- 1793-1800 Restricted minimax estimation in semiparametric linear models
by Hadi Emami - 1801-1817 Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices
by Nuttanan Wichitaksorn - 1818-1839 An empirical likelihood-based CUSUM for on-line model change detection
by Ghislain Verdier - 1840-1857 A mixed double sampling plan based on Cpk
by Saminathan Balamurali & Muhammad Aslam & Liaquat Ahmad & Chi-Hyuck Jun - 1858-1872 E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type I censored samples
by Ming Han - 1873-1893 Why does “last week” reporting give higher estimates than “last month”?
by Diganta Mukherjee & Prabir Chaudhury - 1894-1903 The exponential distribution analog of the Grubbs–Weaver method
by Andrew V. Sills & Charles W. Champ - 1904-1920 The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model
by Ying-Ying Zhang & Yu-Han Xie & Wen-He Song & Ming-Qin Zhou - 1921-1932 Some properties of general minimum lower-order confounding designs
by Qi Zhou & Xue Yang & Ziyang Yang - 1933-1959 Test of parameter changes in a class of observation-driven models for count time series
by Yunwei Cui & Rongning Wu - 1960-1974 Test for comparing complete expectations of life of two groups
by Kanchan Jain & Harmanpreet Singh Kapoor & Isha Dewan - 1975-1988 On a class exhibiting trend change in average failure rate
by Priyanka Majumder & Murari Mitra - 1989-2007 On generalized interval entropy
by Chanchal Kundu & Shivangi Singh - 2008-2024 Shrinkage estimation of location parameters in a multivariate skew-normal distribution
by Tatsuya Kubokawa & William E. Strawderman & Ryota Yuasa - 2025-2048 Generalized modified slash distribution with applications
by Jimmy Reyes & Inmaculada Barranco-Chamorro & Héctor W. Gómez
April 2020, Volume 49, Issue 7
- 1537-1560 Penalized proportion estimation for non parametric mixture of regressions
by Qinghua Ji & Zheng Ji - 1561-1577 A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context
by Aki Ishii - 1578-1591 The echelon Markov and Chebyshev inequalities
by Haruhiko Ogasawara - 1592-1602 Exponentiated models preserve stochastic orderings of parallel and series systems
by Narayanaswamy Balakrishnan & Ghobad Barmalzan & Abedin Haidari - 1603-1628 Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
by Vitaliy Oryshchenko - 1629-1634 A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix
by Hiroshi Yamada - 1635-1652 Spectral representation and autocovariance structure of Markov switching DSGE models
by Maddalena Cavicchioli - 1653-1664 On lacunary weak statistical convergence of order α
by Sinan Ercan & Yavuz Altin & Çiğdem A. Bektaş - 1665-1694 Accelerating the premiums for annuities, life annuities and life insurance
by Burcu Alpman & Deniz Ünal - 1695-1711 Equilibrium strategies in a constant retrial queue with setup time and the N-policy
by Meng Zhou & Liwei Liu & Xudong Chai & Zhen Wang - 1712-1729 A generalized ordered Probit model
by Carla Johnston & James McDonald & Kramer Quist - 1730-1741 Asymptotic results for lower exponential spacings
by Alexandre Berred & Alexei Stepanov - 1742-1760 Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
by Dongya Cheng & Changjun Yu - 1761-1767 On δ-shock model in a multi-state system
by Mohammad Hossein Poursaeed - 1768-1779 Ordering properties of largest order statistics from independent and heterogeneous Dagum populations
by Longxiang Fang & Meifang Cheng & Daoxiang Cao & Ying Ding - 1780-1791 A note on complete moment convergence for coordinatewise negatively associated random vectors in Hilbert spaces
by Mi-Hwa Ko - 1792-1792 Correction
by The Editors
March 2020, Volume 49, Issue 6
- 1281-1298 Reducing sample size needed for cox-proportional hazards model analysis using more efficient sampling method
by Hani M. Samawi & Lili Yu & Haresh Rochani & Robert Vogel - 1299-1310 Design of a sign chart using a new EWMA statistic
by Muhammad Aslam & Muhammad Ali Raza & Muhammad Azam & Liaquat Ahmad & Chi-Hyuck Jun - 1311-1329 Some characterizations and properties of COM-Poisson random variables
by Bo Li & Huiming Zhang & Jiao He - 1330-1356 Item count technique with no floor and ceiling effects
by Tasos C. Christofides & Eleni Manoli - 1357-1374 New approximations for standard normal distribution function
by Omar M. Eidous & Rima Abu-Shareefa - 1375-1401 Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
by Paulo H. Ferreira & Francisco Louzada - 1402-1421 On generalized conditional cumulative residual inaccuracy measure
by Amit Ghosh & Chanchal Kundu - 1422-1434 Robust Bayesian analysis for parallel system with masked data under inverse Weibull lifetime distribution
by Jing Cai & Yimin Shi & Yongjin Zhang - 1435-1445 Limit theorems for identically distributed martingale difference
by Yu Miao & Jianyong Mu & Shuili Zhang - 1446-1461 Optimal nonparametric estimator of the area under ROC curve based on clustered data
by Yougui Wu - 1462-1474 Construction of incomplete Sudoku square and partially balanced incomplete block designs
by Parneet Kaur & Davinder Kumar Garg - 1475-1494 Minimum distance estimation in linear regression with strong mixing errors
by Jiwoong Kim - 1495-1512 Kernel density estimation for hierarchical data
by Christopher M. Wilson & Patrick Gerard - 1513-1527 Non-parametric estimation of copula based mutual information
by Baby Alpettiyil Krishnankutty & Rajesh Ganapathy & Paduthol Godan Sankaran - 1528-1536 Prediction intervals for hypergeometric distributions
by Kalimuthu Krishnamoorthy & Shanshan Lv