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February 2021, Volume 50, Issue 4
- 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 - 249-249 Statement of Retraction
by The Editors
September 2020, Volume 51, Issue 4
- 909-918 Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time
by Yacin Jerbi & Samira Chaabene
August 2020, Volume 51, Issue 4
- 863-882 Prediction of finite population parameters using parametric model under some loss functions
by Razieh Jafaraghaie - 883-894 Estimation for optimal treatment regimes with survival data under semiparametric model
by Yuexin Fang & Yong Zhou
November 2020, Volume 51, Issue 4
- 895-908 On a model of ordering random variables – the (i,k)-th record values
by Piotr Pawlas & Dominik Szynal
September 2020, Volume 50, Issue 21
- 4913-4933 Elliptical difference based ridge and Liu type estimators in partial linear measurement error models
by Hadi Emami & Ali Aghamohammadi - 4934-4962 Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
by Monir Goudarzi & Mohammad Zokaei - 4963-4976 Approximate estimation in a class of directed networks
by Jing Luo & Qianqian Chen & Zhenghong Wang & Laala Zeyneb - 4977-4996 Linear prediction sufficiency in the misspecified linear model
by Augustyn Markiewicz & Simo Puntanen - 4997-5012 Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
by Nesrin Güler & Melek Eriş Büyükkaya - 5013-5021 Recent accomplishments in weighing designs
by Małgorzata Graczyk & Bronisław Ceranka - 5022-5033 A note on asymptotic distributions in a network model with degree heterogeneity and homophily
by Jing Luo & Hong Qin & Weifeng Wang & Jun Wang - 5034-5067 Hasse diagrams as a visual aid for linear models and analysis of variance
by R. A. Bailey - 5068-5083 General linear hypothesis testing in functional response model
by Łukasz Smaga - 5084-5100 Mixtures of traces of Wishart and inverse Wishart matrices
by Jolanta Pielaszkiewicz & Thomas Holgersson - 5101-5113 Estimation parameters for the Binomial q-distribution
by Bouzida Imed & Masmoudi Afif & Zitouni Mouna - 5114-5125 Bayesian and classical inference of reliability in multicomponent stress-strength under the generalized logistic model
by Mahdi Rasekhi & Mohammad Mehdi Saber & Haitham M. Yousof - 5126-5159 Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond
by Yingchun Deng & Man Li & Ya Huang & Jieming Zhou - 5160-5169 Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative
by Jianling Zhang & Zhongzhan Zhang
August 2020, Volume 50, Issue 7
- 1671-1684 Optimal bandwidth selection for a kernel density with a location-scale property
by Celal Aydın & Necla Gündüz & Jale Balibeyoğlu
December 2020, Volume 49, Issue 24
- 5883-5896 Evaluation of geographical variation in live-birth registrations using Bayesian method
by Abayomi Ayodele Akomolafe & Funmilayo Adenike Fadiji & Ezra Gayawan - 5897-5907 Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data
by Hasan Bulut - 5908-5916 Limit theorems related to the integral functionals of one dimensional fractional Brownian motion
by Xianye Yu & Mingbo Zhang - 5917-5929 Estimation and testing of nonparametric hidden Markov model with application in stock market
by Yue Huang - 5930-5947 Joint distributional expansions of maxima and minima from skew-normal samples
by Xin Liao & Qian Xiong & Zhichao Weng - 5948-5963 Optimal threshold determination based on the mean excess plot
by Queensley C. Chukwudum & Peter Mwita & Joseph K. Mung’atu - 5964-5974 Option pricing based on a regime switching dividend process
by HuaHui Yan & Qihong Chen & HuiSheng Shu - 5975-5987 Analysis of process yield in a cost-effective double acceptance sampling plan
by Kalsoom Afzal Butt & Muhammad Aslam & Chi-Hyuck Jun - 5988-6015 Nonparametric estimation of random effects densities in a linear mixed-effects model with Fourier-oscillating noise density
by Dang Duc Trong & Cao Xuan Phuong & Tran Quoc Viet - 6016-6031 Prediction variance of a central composite design with missing observation
by Kohei Fujiwara & Shun Matsuura - 6032-6056 On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application
by Helton Saulo & Jeremias Leão & Roberto Vila & Victor Leiva & Vera Tomazella - 6057-6079 Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model
by Qian Zhao & Tak Kuen Siu - 6080-6095 On multivariate discrete q-Distributions-A multivariate q-Cauchy’s formula
by Malvina Vamvakari - 6096-6111 On A-efficient treatment-control designs constructed by cyclic and generalized cyclic designs
by Kazuhiro Ozawa & Shinji Kuriki - 6112-6120 Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model
by Fotios Loukissas - 6121-6128 An optimal multivariate cluster sampling design
by M. G. M. Khan & Mahmood A. Rashid & Sushita Sharma - 6129-6132 Uniqueness of one-parameter exponential curves fitted by non-linear least-squares to non-negative data in monotone non-increasing blocks
by Yves Nievergelt - 6133-6138 Sn covariance
by Sajana O. Kunjunni & Sajesh T. Abraham
December 2020, Volume 49, Issue 23
- 5627-5638 On combining independent tests in case of conditional normal distribution
by Mohammad Al-Talib & Mohammad Al Kadiri & Abedel-Qader Al-Masri - 5639-5665 Two generalized bivariate FGM distributions and rank reduction
by Carles M. Cuadras & Walter Diaz & Sonia Salvo-Garrido - 5666-5685 Spatial local linear estimation of the L1-conditional quantiles for functional regressors
by Ibrahim M. Almanjahie & Zouaoui Chikr Elmezouar & Bachir Ahmed Bachir & Zoulikha Kaid - 5686-5708 Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
by Wen Su & Benxuan Shi & Yunyun Wang - 5709-5737 An repeated service queue with N-policy and setup time subject to server’s breakdown and delayed repair
by Chandi Ram Kalita & Gautam Choudhury - 5738-5764 Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model
by Xu Chen & WenYan Zhuo - 5765-5777 On improved estimation in multivariate Dirichlet regressions
by Tatiane F. N. Melo & Tiago M. Vargas & Artur J. Lemonte & Germán Moreno–Arenas - 5778-5793 Improved class of difference-type estimators for population median in survey sampling
by Afifa Baig & Saadia Masood & Tanveer Ahmed Tarray - 5794-5809 How the mechanism of missing data on longitudinal biomarkers influences the survival analysis
by Feng-shou Ko - 5810-5828 Jackknife resampling parameter estimation method for weighted total least squares
by Leyang Wang & Fengbin Yu - 5829-5841 Refined asymptotic Kolmogorov-Smirnov tests for the case of finite support
by Jesse Frey - 5842-5852 Use of coefficient of variation in calibration estimation of population mean in stratified sampling
by Neha Garg & Menakshi Pachori - 5853-5865 Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions
by Bahareh Yavarizadeh & Abdolrahman Rasekh & Babak Babadi - 5866-5882 Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
by Yiwei Lin & Xinwei Feng
November 2020, Volume 49, Issue 22
- 5371-5391 Asymptotic normality of conditional density estimation under truncated, censored and dependent data
by Han-Ying Liang & Hong-Bing Zhou & Qiu-Li Guo - 5392-5405 On stochastic behaviors of load-sharing parallel systems
by Zhengcheng Zhang & Yonghong Yang & Xiujie Ji - 5406-5418 Interval robust design under contaminated and non normal data
by Melis Zeybek - 5419-5426 A finite population quantile estimation by unequal probability sampling
by Arijit Chaudhuri & Purnima Shaw - 5427-5435 Some improved tail bounds for the sum of variables with geometric distribution
by Dawei Lu & Qing Liu & Xinmei Shen - 5436-5454 Seamless phase II/III/IIIb clinical trial designs with different endpoints for different phases
by Hui Quan & Xiaodong Luo & Tianyue Zhou & Peng-Liang Zhao - 5455-5467 On some inequalities for ψ-mixing sequences and its applications in conditional value-at-risk estimate
by Liwang Ding & Ping Chen & Li Yongming - 5468-5492 Signed compound poisson integer-valued GARCH processes
by Esmeralda Gonçalves & Nazaré Mendes-Lopes - 5493-5503 A classroom approach to the construction of Bayesian credible intervals of a Poisson mean
by Per Gösta Andersson - 5504-5534 On the estimation of extreme directional multivariate quantiles
by Raúl Torres & Elena Di Bernardino & Henry Laniado & Rosa E. Lillo - 5535-5552 On an elementary ratio technique for proving convergence of known distributions
by Subhash C. Bagui & K. L. Mehra - 5553-5577 Robust difference-based outlier detection
by Chun Gun Park & Inyoung Kim - 5578-5586 Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces
by Kunpeng Wang & Xuejun Wang - 5587-5597 Estimation of proportions by group testing with retesting of positive groups
by Graham Hepworth & Stephen D. Walter - 5598-5612 The competing risks analysis for parallel and series systems using Type-II progressive censoring
by Leila Amiri & Mojtaba Ganjali & Reza Hashemi & Mojtaba Khazaei - 5613-5626 Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations
by Jie Li & Qunying Wu
November 2020, Volume 49, Issue 21
- 5115-5122 Clipped AR(p) with unknown threshold
by Samuel Flimmel - 5123-5153 Survival analysis for a new compounded bivariate failure time distribution in shock and competing risk models via an EM algorithm
by Shirin Shoaee & Esmaile Khorram - 5154-5174 An effective approach to linear calibration estimation with its applications
by Faqir Muhammad & Muhammad Riaz & Hassan Dawood - 5175-5195 On the consistency and the robustness in model selection criteria
by Sumito Kurata & Etsuo Hamada - 5196-5219 Weighted extensions of generalized cumulative residual entropy and their applications
by Saeid Tahmasebi - 5220-5234 Approximation to two independent Gaussian processes from a unique Lévy process and applications
by Jun Wang & Xianmei Song & Guangjun Shen & Xiuwei Yin - 5235-5251 A study on geographically weighted spatial autoregression models with spatial autoregressive disturbances
by Xiaozhi Peng & Hecheng Wu & Ling Ma - 5252-5272 A strong law of large numbers for independent random variables under non-additive probabilities
by Ning Zhang & Yuting Lan - 5273-5293 A note on identifiability and maximum likelihood estimation for a heterogeneous capture-recapture model
by George Lucas Moraes Pezzott & Luis Ernesto Bueno Salasar & José Galvão Leite & Francisco Louzada-Neto - 5294-5311 Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect
by Cheng-Hsun Wu & Kai-Jiun Chang - 5312-5331 Minimax adaptive wavelet estimator for the anisotropic functional deconvolution model with unknown kernel
by Rida Benhaddou & Qing Liu - 5332-5341 Minimax designs for estimating slopes in a trigonometric regression model
by S. Huda & Fatemah Alqallaf - 5342-5355 Local influence of nonlinear mixed effects model based on M-estimation
by Huihui Sun & Qiang Liu - 5356-5370 A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint
by Zhen Wu & Zhenda Xu
October 2020, Volume 49, Issue 20
- 4859-4870 On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
by Kinga Sikolya & Sándor Baran - 4871-4888 Modeling of persistent homology
by Sarit Agami & Robert J. Adler - 4889-4918 Testing for structural changes in linear regressions with time-varying variance
by Erhua Zhang & Jilin Wu - 4919-4928 Abundance estimation with a categorical covariate subject to missing in continuous-time capture-recapture studies
by Yang Liu & Lin Zhu & Guanfu Liu & Huapeng Li - 4929-4950 The further study of semimodules over commutative semirings
by Yuying Li & Xiaozhu Xu & Haifeng Zhang - 4951-4973 A cost-effective computational approach with non response on two occasions
by Shashi Bhushan & Shailja Pandey - 4974-4987 Estimating finite mixture of continuous trees using penalized mutual information
by Atefeh Khalili & Farzad Eskandari - 4988-4995 Generalized value at risk forecasting
by Aerambamoorthy Thavaneswaran & Alex Paseka & Julieta Frank - 4996-5027 Distribution-free precedence schemes with a generalized runs-rule for monitoring unknown location
by J.C. Malela-Majika & E.M Rapoo & A. Mukherjee & M.A. Graham - 5028-5044 Testing of mean interval for interval-valued data
by Anuradha Roy & Daniel Klein - 5045-5059 Diagnostics for repeated measurements in nonlinear mixed effects models
by Jungwon Mun & Minkyung Oh - 5060-5090 Goodness-of-fit tests for centralized Wishart processes
by Gustav Alfelt & Taras Bodnar & Joanna Tyrcha - 5091-5113 Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator
by Nikolai N. Leonenko & Ivan Papić - 5114-5114 Correction
by The Editors
October 2020, Volume 49, Issue 19
- 4603-4617 Modified slashed generalized exponential distribution
by Juan M. Astorga & Yuri A. Iriarte & Héctor W. Gómez & Heleno Bolfarine - 4618-4635 A revisit to two-way factorial ANOVA with mixed effects and interactions
by Tao Wang & Nicholas DeVogel - 4636-4647 Spectrum of large random inner-product kernel matrices generated from lp ellipsoids
by Xingyuan Zeng - 4648-4668 Nonparametric estimation of the ROC curve for length-biased and right-censored data
by Shanshan Song & Yong Zhou - 4669-4692 Improved estimation of quantiles of two normal populations with common mean and ordered variances
by Nadiminti Nagamani & Manas Ranjan Tripathy - 4693-4711 Plug-in estimators for the mean value and variance functions in delayed renewal processes
by Mustafa Hilmi Pekalp & Ömer Altındağ & Özgür Acar & Halil Aydoğdu - 4712-4736 Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
by Xianli Gao & Qiang Liu - 4737-4750 On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes
by Omid Chatrabgoun & Alireza Daneshkhah & Gholamali Parham - 4751-4761 Two-stage approaches to the analysis of occupancy data I: the homogeneous case (analysis of occupancy data)
by Natalie Karavarsamis & Richard M. Huggins - 4762-4770 A note on the most powerful invariant test of Rayleigh against exponential distribution
by A. Rasekhi & S. M. Sadooghi-Alvandi - 4771-4786 Homogeneity test based on ranked set samples
by Hamid Rahmani & Mostafa Razmkhah - 4787-4803 Comparison of elementary price indices
by Jacek Białek - 4804-4818 Testing economic “genetic pleiotropy” for Box-Cox linear model
by Qing Jiang & Xun Zhang & Min Wu & Xingwei Tong - 4819-4833 Gamma mixture of generalized error distribution
by Zhengyuan Wei & Suping Li & Qiao Li & Yucan Yu & Xiaoyang Zheng - 4834-4852 On the two-parameter Bell–Touchard discrete distribution
by Fredy Castellares & Artur J. Lemonte & Germán Moreno–Arenas - 4853-4858 Continuous counterexamples for three dependence notions
by Liang Hong
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