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Content
January 2021, Volume 50, Issue 1
- 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 - 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