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Content
March 2020, Volume 49, Issue 5
- 1025-1042 Improved likelihood ratio tests in a measurement error model for multivariate replicated data
by Chunzheng Cao & Yahui Wang & Shaobo Jin & Yunjie Chen - 1043-1081 Bayesian and classical estimation of R=P(X
by Akram Kohansal - 1082-1098 Law of the iterated logarithm for error density estimators in nonlinear autoregressive models
by Tianze Liu & Yong Zhang - 1099-1119 Limit distributions of random record model in a stationary Gaussian sequence
by M. A. Abd Elgawad & H. M. Barakat & S. Xiong - 1120-1131 An improved gray interval forecast method and its application
by Wen-ze Wu & Tao Zhang - 1132-1157 Large deviations for method-of-quantiles estimators of one-dimensional parameters
by Valeria Bignozzi & Claudio Macci & Lea Petrella - 1158-1173 Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables
by Meiqian Chen & Kan Chen & Zijian Wang & Zhengliang Lu & Xuejun Wang - 1174-1200 Estimation of a covariance matrix in multivariate skew-normal distribution
by Hisayuki Tsukuma & Tatsuya Kubokawa - 1201-1216 Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
by Yongge Tian & Jie Wang - 1217-1231 Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
by Peixin Zhao & Yiping Yang & Xiaoshuang Zhou - 1232-1247 A nonparametric EWMA chart with auxiliary information for process mean
by Abdul Haq - 1248-1260 Testing the equality of two double-parameter exponential distributions via overlap coefficient
by Yuejin Zhou & Ting Chen & Qianjin Zhao & Tao Jiang - 1261-1271 Further results on residual life and inactivity time at random time
by Arijit Patra & Chanchal Kundu - 1272-1280 On the dividends of the risk model with Markovian barrier
by Qingbin Meng & Junna Bi
February 2020, Volume 49, Issue 4
- 769-780 On the convergence rate of the elitist genetic algorithm based on mutation probability
by André G. C. Pereira & Viviane S. M. Campos & André L. S. de Pinho & Carla A. Vivacqua & Roberto T. G. de Oliveira - 781-808 A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
by D. Marcondes & C. Peixoto & A. C. Maia - 809-826 Asymptotic inference of least absolute deviation estimation for AR(1) processes
by Xinghui Wang & Huilong Wang & Hongrui Wang & Shuhe Hu - 827-844 Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
by Xu Zhao & Weihu Cheng & Pengyue Zhang - 845-863 Correlated inverse Gaussian frailty models for bivariate survival data
by David D. Hanagal & Arvind Pandey - 864-878 A novel wavelet artificial neural networks method to predict non-stationary time series
by Mitra Ghanbarzadeh & Mina Aminghafari - 879-893 Statistical process control (SPC) for short production run with Cauchy distribution, a case study with corrected numbers approach
by Hassan Naseri & S. Esmaeil Najafi & Abbas Saghaei - 894-908 Two-stage false discovery rate in microarray studies
by Joonsung Kang - 909-923 New definition of the cross entropy based on the Dempster-Shafer theory and its application in a decision-making process
by Mehran Khalaj & Reza Tavakkoli-Moghaddam & Fereshteh Khalaj & Ali Siadat - 924-941 Lower-order confounding information of inverse Yates-order two-level designs
by Zhi-Ming Li & Ming-Ming Li & Sheng-Li Zhao - 942-957 Ordering results for individual risk model with dependent Location-Scale claim severities
by Sameen Naqvi & Yiying Zhang & Peng Zhao - 958-976 On the joint Type-II progressive censoring scheme
by Shuvashree Mondal & Debasis Kundu - 977-996 Variable selection for semiparametric random-effects conditional density models with longitudinal data
by Xiaohui Yuan & Yue Wang & Tianqing Liu - 997-1007 An alternate approach for sample size determination in a multi-regional trial
by Feng-shou Ko - 1008-1024 The average of a negative-binomial Lévy process and a class of Lerch distributions
by Weixuan Xia
February 2020, Volume 49, Issue 3
- 513-530 Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data
by Daoudi Hamza & Boubaker Mechab & Chikr Elmezouar Zouaoui - 531-551 Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails
by Dawei Lu & Xiaoyan Chen & Jinghai Feng - 552-566 The effect of measurement error on the process incapability index
by Bahram Sadeghpour Gildeh & Zainab Abbasi Ganji - 567-589 Quadratic reflected BSDEs and related obstacle problems for PDEs
by Zongyuan Huang & Haiyang Wang & Zhen Wu & Zhiyong Yu - 590-606 Optimal confidence intervals for the geometric parameter
by Mo Yang & Borek Puza - 607-630 On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions
by Mehmet Niyazi Çankaya & Olcay Arslan - 631-647 Least squares orthogonal polynomial regression estimation for irregular design
by Waldemar Popiński - 648-669 Optimal investment-consumption and life insurance with capital constraints
by Calisto Guambe & Rodwell Kufakunesu - 670-696 A Bayesian analysis for the Mann-Whitney statistic
by Richard A. Chechile - 697-725 Nonparametric predictive inference for diagnostic test thresholds
by Tahani Coolen-Maturi & Frank P. A. Coolen & Manal Alabdulhadi - 726-737 A new stochastic mixed Liu estimator in linear regression model
by Yong Li - 738-754 A flexible procedure for formulating probability distributions on the unit interval with applications
by Josemar Rodrigues & Jorge L. Bazán & Adriano K. Suzuki - 755-768 An asymptotic equivalence of the cross-data and predictive estimators
by Haruhiko Ogasawara
January 2020, Volume 49, Issue 2
- 257-280 Estimation of impulse response functions in two-output systems
by Irina Blazhievska & Vladimir Zaiats - 281-306 Probability inequalities for sums of NSD random variables and applications
by Ting Cai & Hong Chang Hu - 307-324 Estimation of population size in entropic perspective
by Zhiyi Zhang & Chen Chen & Jialin Zhang - 325-342 Nonparametric density estimation based on beta prime kernel
by Elif Erçelik & Mustafa Nadar - 343-360 Robust Bayesian inference via γ-divergence
by Tomoyuki Nakagawa & Shintaro Hashimoto - 361-384 Bivariate and multivariate distributions with bimodal marginals
by Ismihan Bayramoglu - 385-402 Further research on limit theorems for self-normalized sums
by Yong Zhang - 403-420 On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms
by N. Unnikrishnan Nair & S. M. Sunoj & Vipin N. - 421-429 An approach to use of an adaptive procedure to clinical trials for molecularly heterogenous subject selection at interim
by Feng-shou Ko - 430-440 Weak and strong laws of large numbers for sub-linear expectation
by Cheng Hu - 441-453 The multivariate Markov and multiple Chebyshev inequalities
by Haruhiko Ogasawara - 454-470 Alternative expectation formulas for real-valued random vectors
by Haruhiko Ogasawara - 471-484 Statistical inference for Vasicek-type model driven by self-similar Gaussian processes
by Qian Yu - 485-499 The probabilistic support Kendall correlation and its transitivity properties
by Ruiting Lian & Changle Zhou & Ben Goertzel - 500-512 The normal tempered stable regression model
by Mahdi Louati & Afif Masmoudi & Farouk Mselmi
January 2020, Volume 49, Issue 1
- 1-15 Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint
by Younes Ommane & Idir Ouassou - 16-26 Asymptotic behavior of the ratio of weak kth records
by Krzysztof Jasiński - 27-43 A new test for exponentiality against HNBUE alternatives
by Shyamal Ghosh & Murari Mitra - 44-60 An adjusted cumulative Kullback-Leibler information with application to test of exponentiality
by Younes Zohrevand & Reza Hashemi & Majid Asadi - 61-77 Approximating Symmetric Distributions via Sampling and Coefficient of Variation
by Ioanna Papatsouma & Nikolaos Farmakis - 78-87 An EM algorithm for fitting a mixture model with symmetric log-concave densities
by Xiao Pu & Ery Arias-Castro - 88-98 Convergence rates in the law of large numbers for END linear processes with random coefficients
by S. Mohammad Hosseini & Ahmad Nezakati - 99-115 A stratified randomized response model for sensitive characteristics using non identical trials
by Zawar Hussain & Salman A. Cheema & Ishtiaq Hussain - 116-124 Sample size calculation for count outcomes in cluster randomization trials with varying cluster sizes
by Jijia Wang & Song Zhang & Chul Ahn - 125-134 Orthogonal arrays and designs for partial triallel crosses
by Mahendra Kumar Sharma & Yabebal Ayalew & Anshula Pandey - 135-151 Kernel estimation of regression function gradient
by Monika Kroupová & Ivana Horová & Jan Koláček - 152-168 Empirical study of robust estimation methods for PAR models with application to the air quality area
by Carlo Corrêa Solci & Valdério Anselmo Reisen & Alessandro José Queiroz Sarnaglia & Pascal Bondon - 169-177 A pseudo restricted MLE under multivariate order restrictions and its algorithm
by Xiaomi Hu - 178-188 Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model
by Siti Aisyah Mohammed & Mohd Aftar Abu Bakar & Noratiqah Mohd Ariff - 189-202 Regression analysis of interval-censored failure time data with cured subgroup and mismeasured covariates
by Yeqian Liu & Tao Hu & Jianguo Sun - 203-220 On the choice of the mesh for the analysis of geostatistical data using R-INLA
by Ana Julia Righetto & Christel Faes & Yannick Vandendijck & Paulo Justiniano Ribeiro - 221-242 Bivariate distributions with transmuted conditionals: Models and applications
by José María Sarabia & A. Vincent Raja & G. Asha - 243-256 Bounds on the efficiency of unbalanced ranked-set sampling
by Jesse Frey
December 2019, Volume 48, Issue 24
- 5923-5942 Pricing longevity-linked derivatives using a stochastic mortality model
by Yige Wang & Nan Zhang & Zhuo Jin & Tin Long Ho - 5943-5952 On the UMVU estimator for the generalized variance of the multinomial family
by Abdelaziz Ghribi - 5953-5968 Fractional Lévy stable motion time-changed by gamma subordinator
by Janusz Gajda & Agnieszka Wylomanska & Arun Kumar - 5969-5984 Central limit theorems of range-based estimators for diffusion models
by Jingwei Cai & Quanxin Zhu & Ping Chen & Xia Mei - 5985-6004 Parameter estimation for semiparametric ordinary differential equation models
by Hongqi Xue & Arun Kumar & Hulin Wu - 6005-6018 Efficient regression modeling for correlated and overdispersed count data
by Xiaomeng Niu & Hyunkeun Ryan Cho - 6019-6037 The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
by Zhongqin Gao & Jingmin He - 6038-6053 Block designs for incomplete factorial treatment structures with two factors
by Shyamsundar Parui & Rajender Parsad & B. N. Mandal & Sukanta Dash - 6054-6062 Some new third order designs robust to one missing observation
by Fareeha Rashid & Atif Akbar & Zahra Zafar - 6063-6079 Statistical inference for the accelerated failure time model under two-stage generalized case–cohort design
by Yongxiu Cao & Yueyong Shi & Jichang Yu - 6080-6097 Construction of optimal reliability test plans for multi-state coherent systems of type 1
by Leena Kulkarni & Sanjeev Sabnis - 6098-6118 On the choice of instruments in mixed frequency specification tests
by Yun Liu & Yeonwoo Rho - 6119-6133 A variant of the Geo/G/1 queues with disasters and general repair times
by Yoel G. Yera & Carlos A. Fernández & José E. Valdés - 6134-6154 Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles
by Ying Fang & Xia Wang & Hongli Liu & Tong Li - 6155-6168 Variance stabilizing filters#
by Oskar Gustafsson & Pär Stockhammar - 6169-6178 Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals
by Ke-Ang Fu & Jie Li - 6179-6187 Weak kth records from geometric distribution and some characterizations
by Krzysztof Jasiński
December 2019, Volume 48, Issue 23
- 5673-5681 Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory
by Madelyn Houser & Pak-Wing Fok - 5682-5700 Sampling from Archimedean n-copulas
by Włodzimierz Wysocki - 5701-5718 Multiple robustness estimation in causal inference
by Lei Wang - 5719-5732 Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size
by Jiajuan Liang & Man-Lai Tang & Xuejing Zhao - 5733-5747 Estimation of multi-state models with missing covariate values based on observed data likelihood
by Wenjie Lou & Erin L. Abner & Lijie Wan & David W. Fardo & Richard Lipton & Mindy Katz & Richard J. Kryscio - 5748-5755 High-order data sharpening with dependent errors for regression bias reduction
by Xuyang He & Yuexiang Jiang & Jiazhen Wang - 5756-5765 A continuous-time Markov chain approach with the analytic likelihood in studies of behavioral changes
by Ho-Lan Peng & Andrew Aschenbrenner & Kirk von Sternberg & Patricia D. Mullen & Wenyaw Chan - 5766-5776 Comparison of cumulative incidence functions of current status competing risks data with discrete observation times
by Engakkattu Purushothaman Sreedevi & Paduthol Godan Sankaran & Isha Dewan - 5777-5795 Improved strategy to collect sensitive data by using geometric distribution as a randomization device
by Niharika Yennum & Stephen A. Sedory & Sarjinder Singh - 5796-5808 Fiducial distribution in a power series family
by Edilberto Nájera & Federico O’Reilly & Silvia Ruiz-Velasco - 5809-5819 Skewed type III generalized logistic distribution
by Panayiotis Theodossiou - 5820-5838 Stochastic comparisons of two-unit repairable systems
by Josué M. Corujo & José E. Valdés & Juan C. Laria - 5839-5849 Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs
by Mitsuhiro Odaki & Min Li - 5850-5861 Precise deviations for Cox processes with a shot noise intensity
by Zailei Cheng & Youngsoo Seol - 5862-5876 Economic-statistical design of synthetic double sampling T2 chart
by Ming Ha Lee & Michael B. C. Khoo - 5877-5888 Optimal designs for estimating a choice hierarchy by a general nested multinomial logit model
by Wilfrido J. Paredes-García & Eduardo Castaño-Tostado - 5889-5910 Multiscale Gaussian convolution algorithm for estimate of Gaussian mixture model
by Rui Xia & Qiuyue Zhang & Xiaoyan Deng - 5911-5921 An entropic structure in capability indices
by Seyedeh Azadeh Fallah Mortezanejad & Gholamreza Mohtashami Borzadaran & Bahram Sadeghpour Gildeh - 5922-5922 Correction
by The Editors
November 2019, Volume 48, Issue 22
- 5427-5444 Multiple nonlinear regression of the Markovian arrival process for estimating the daily global solar radiation
by Mohammed El Genidy - 5445-5466 Chisquared and related inducing pivot variables: an application to orthogonal mixed models
by Dário Ferreira & Sandra S. Ferreira & Célia Nunes & Miguel Fonseca & João T. Mexia - 5467-5476 Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments
by Ying-Ying Zhang & Teng-Zhong Rong & Man-Man Li - 5477-5491 A hybrid method to estimate the full parametric hazard model
by Farag Hamad & Nezamoddin N. Kachouie - 5492-5516 Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective
by Aris Spanos - 5517-5529 Impact of additive covariate error on linear model
by Eiji Nakashima - 5530-5545 A unified class of penalties with the capability of producing a differentiable alternative to l1 norm penalty
by Hamed Haselimashhadi - 5546-5558 Bootstrapping analogs of the one way MANOVA test
by Hasthika S. Rupasinghe Arachchige Don & David J. Olive - 5559-5570 Construction of some compound criteria via A-optimality
by W. A. Hassanein & M. M. Seyam - 5571-5584 A new approach to optimal design of control charts based on change point estimation and total time on test plot
by S. Fani & M. A. Pasha & M. Bameni Moghadam - 5585-5601 Multivariate convex risk statistics with scenario analysis
by Wei Liu & Linxiao Wei & Yijun Hu - 5602-5620 Performance analysis of machine repair system with single working vacation
by Gang He & Wenqing Wu & Yuanyuan Zhang - 5621-5636 Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data
by Hong-Xia Xu & Guo-Liang Fan & Cheng-Xin Wu & Zhen-Long Chen - 5637-5656 High dimensional asymptotics for the naive Hotelling T2 statistic in pattern recognition
by Mitsuru Tamatani & Kanta Naito - 5657-5671 An analytical approximation method for pricing barrier options under the double Heston model
by Sumei Zhang & Guangdong Zhang
November 2019, Volume 48, Issue 21
- 5193-5194 Comments on “Improvement of generalized difference-based mixed Liu estimator in partially linear model”
by Yong Li - 5195-5212 Testing for abrupt breaks in variance structures with smooth changes
by Raja Ben Hajria & Salah Khardani & Hamdi Raïssi - 5213-5222 A central limit theorem for correlated variables with limited normal or gamma distributions
by Dennis DeRiggi - 5223-5232 Minimal circular balanced repeated measurement designs in unequal period sizes
by Rashid Ahmed & Farrukh Shehzad & Muhammad Rajab & Muhammad Daniyal & M. H. Tahir - 5233-5244 E- and R-optimality of block designs for treatment-control comparisons
by Samuel Rosa - 5245-5264 Shrinkage estimators of the reliability characteristics of a family of lifetime distributions based on records
by Ajit Chaturvedi & Ananya Malhotra - 5265-5289 On the estimation of the quantile density function by orthogonal series
by Nora Saadi & Smail Adjabi & Lamia Djerroud - 5290-5307 An integrated dominance analysis and dynamic programing approach for measuring predictor importance for customer satisfaction
by Michael J. Brusco & J. Dennis Cradit & Susan Brudvig - 5308-5321 Characterizations of asymptotic distributions of continuous-time Pólya processes
by Chen Chen & Panpan Zhang - 5322-5335 B-spline estimation for partially linear varying coefficient composite quantile regression models
by Jun Jin & Chenyan Hao & Tiefeng Ma - 5336-5369 Analysis of an unreliable MX/G1G2/1/repeated service queue with delayed repair under randomized vacation policy
by Chandi Ram Kalita & Gautam Choudhury - 5370-5386 Robust variable selection in finite mixture of regression models using the t distribution
by Lin Dai & Junhui Yin & Zhengfen Xie & Liucang Wu - 5387-5400 Estimation of rare and clustered population variance in adaptive cluster sampling
by Muhammad Nouman Qureshi & Sadia Khalil & Chang-Tai Chao & Muhammad Hanif - 5401-5413 Weak laws of large numbers for nonnegative independent random variables without finite means
by Pingyan Chen & Soo Hak Sung - 5414-5418 A version of the Kolmogrov–Feller weak law of large numbers for maximal weighted sums of random variables
by H. Naderi & P. Matuła & M. Amini & H. Ahmadzade - 5419-5426 The sample monomode and an associated test for discrete monomodality
by Raúl Pérez-Fernández & Bernard De Baets
October 2019, Volume 48, Issue 20
- 4959-4975 Optimal group sequential designs constrained on both overall and stage one error rates
by Yanning Liu & Dayong Li - 4976-4998 Parameter estimation in α-series process with lognormal distribution
by Mahmut Kara & Ömer Altındağ & Mustafa Hilmi Pekalp & Halil Aydoğdu - 4999-5011 K-medoids inverse regression
by Michael J. Brusco & Douglas Steinley & Jordan Stevens - 5012-5035 Risk minimization for an insurer with investment and reinsurance via g-expectation
by Fenge Chen & Xingchun Peng & Wenyuan Wang - 5036-5049 BMS: An improved Dunn index for Document Clustering validation
by Michelangelo Misuraca & Maria Spano & Simona Balbi - 5050-5057 A tool to facilitate the production of control charts within a spreadsheet
by M. A. A. Cox - 5058-5073 A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation
by Miaomiao Gao & Feng Hu & Jingbo Sun & Zhaojun Zong - 5074-5098 On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
by Jigao Yan - 5099-5105 Exponential order statistics and some combinatorial identities
by Palaniappan Vellaisamy & Aklilu Zeleke - 5106-5120 Adaptive elastic net-penalized quantile regression for variable selection
by Ailing Yan & Fengli Song - 5121-5137 Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data
by Yafeng Xia & Yarong Qu & Nailing Sun - 5138-5144 An asymptotic confidence interval for the process capability index Cpm
by Vasileios Alevizakos & Christos Koukouvinos - 5145-5164 Mean inactivity time of lower record values
by Phalguni Nanda & Suchandan Kayal - 5165-5168 A note on the nonexistence of the constant block-sum balanced incomplete block designs
by Ravindra Khattree - 5169-5174 On the moment generating functions for integer valued random variables
by Pingfan Song & Shaochen Wang - 5175-5190 Precise large deviations for strong subexponential distributions and applications on a multi risk model
by Fotios Loukissas - 5191-5191 Corrigendum
by The Editors
October 2019, Volume 48, Issue 19
- 4703-4711 Semiparametric estimator for a secondary analysis with correlated outcomes
by Gustavo Guimarães de Castro Amorim - 4712-4729 On some study of skew-t distributions
by Wen-Jang Huang & Nan-Cheng Su & Hui-Yi Teng - 4730-4747 The joint reliability signature of order statistics
by Leila Mohammadi - 4748-4763 Using Liu estimator for detection of influential observations in linear measurement error models
by Fatemeh Ghapani - 4764-4779 Some ordering properties of series and parallel systems with dependent component lifetimes
by Nanlian Cai & Wenqing Ni & Chen Li - 4780-4793 Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue
by Saroja Kumar Singh & Sarat Kumar Acharya - 4794-4803 Robust two-level regular fractional factorial designs
by Chao Chen & Run-Chu Zhang - 4804-4819 Lin–Wong divergence and relations on type I censored data
by A. Pakgohar & A. Habibirad & F. Yousefzadeh - 4820-4833 Random weighting-based quantile estimation via importance resampling
by Wenhui Wei & Shesheng Gao & Bingbing Gao & Yongmin Zhong & Chengfan Gu & Zhaohui Gao - 4834-4860 Power periodic threshold GARCH model: Structure and estimation
by Hafida Guerbyenne & Abderrahim Kessira - 4861-4873 Estimating the common hazard rate of several exponential distributions
by Lakshmi Kanta Patra & Somesh Kumar - 4874-4887 Subjective elicitation of hyperparameters of a conjugate Dirichlet prior and the corresponding Bayes analysis
by Richa Srivastava & S. K. Upadhyay & V. K. Shukla - 4888-4902 A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by α-stable white noise
by Jiao Song & Jiang-Lun Wu - 4903-4917 Overlapping group lasso for high-dimensional generalized linear models
by Shengbin Zhou & Jingke Zhou & Bo Zhang - 4918-4935 Nonparametric estimators for quantile density function under length-biased sampling
by Mahboubeh Akbari & Majid Rezaei & Sarah Jomhoori & Vahid Fakoor - 4936-4957 A class of distributions with the quadratic mean residual quantile function
by P. G. Sankaran & M. Dileep Kumar
September 2019, Volume 48, Issue 18
- 4449-4473 Preliminary test almost unbiased two-parameter estimators with student’s t errors and conflicting test statistics
by Xinfeng Chang & Hexiang Wang - 4474-4491 A new generalized normal distribution: Properties and applications
by Mohammad A. Aljarrah & Felix Famoye & Carl Lee - 4492-4510 The analysis of MX/M/1 queue with two-stage vacations policy
by Qingqing Ye - 4511-4527 Upper bounds for ruin probabilities under model uncertainty
by Zhongyang Sun - 4528-4549 Optimal statistical, economic and economic statistical designs of attribute np control charts using a full adaptive approach
by Mehdi Katebi & M. Bameni Moghadam - 4550-4568 Bootstrap likelihood ratio test for Weibull mixture models fitted to grouped data
by Youjiao Yu & Jane L. Harvill - 4569-4580 Sequential order statistics from dependent random variables
by Mohammad Baratnia & Mahdi Doostparast - 4581-4597 Maximum entropy in the mean methods in propensity score matching for interval and noisy data
by Laura H. Gunn & Henryk Gzyl & Enrique ter Horst & Miller Janny Ariza & German Molina - 4598-4641 Conditional Quantile Estimation for Truncated and Associated Data
by Latifa Adjoudj & Abdelkader Tatachak - 4642-4655 An improved comorbidity summary score for measuring disease burden and predicting mortality with applications to two national cohorts
by Ralph C. Ward & Leonard Egede & Viswanathan Ramakrishnan & Lewis Frey & Robert Neal Axon & Clara Libby E. Dismuke & Kelly J. Hunt & Mulugeta Gebregziabher - 4656-4674 Biases in bias elicitation
by Giancarlo Manzi & Martin Forster - 4675-4689 Equivalent conditions of the complete convergence for weighted sums of NSD random variables
by Haiwu Huang & Hang Zou & Qingxia Zhang - 4690-4701 On Redundancy Allocation to Series and Parallel Systems of Two Components
by Rongfang Yan & Bin Lu & Xiaohu Li
September 2019, Volume 48, Issue 17
- 4195-4205 Asymptotic distribution in affiliation finite discrete weighted networks with an increasing degree sequence
by Jing Luo & Hong Qin & Zhenghong Wang - 4206-4220 A goodness-of-fit test for the stratified proportional hazards model for survival data
by Rim Ben Elouefi & Rim Ben Elouefi - 4221-4249 Mean-variance problem for an insurer with default risk under a jump-diffusion risk model
by Suxin Wang & Ximin Rong & Hui Zhao - 4250-4260 Skewness of maximum likelihood estimators in the varying dispersion beta regression model
by Tiago M. Magalhães & Denise A. Botter & Mônica C. Sandoval & Gustavo H. A. Pereira & Gauss M. Cordeiro - 4261-4277 Optimization of continuous and discrete scheduled times for a cumulative damage system with age-dependent maintenance
by Chin-Chih Chang & Yen-Luan Chen - 4278-4293 Smoothness of self-intersection local time of multidimensional fractional Brownian motion
by Xianye Yu - 4294-4301 The performance of the truncated mixed control chart
by Roberto Campos Leoni & Antonio Fernando Branco Costa - 4302-4319 A combined SR-CUSUM procedure for detecting common changes in panel data
by Yanhong Wu - 4320-4338 PMSE performance of two different types of preliminary test estimators under a multivariate t error term
by Haifeng Xu & Kazuhiro Ohtani - 4339-4349 On simultaneous confidence intervals based on rank-estimates with application to analysis of gene expression data
by Hossein Mansouri & Bo Li