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Content
December 2019, Volume 48, Issue 24
- 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 - 4350-4366 Inference for IZAWA’S Bivariate Gamma Distribution
by Sang-Hoon Cho & Richard A. Johnson - 4367-4379 Classical estimation of hazard rate and mean residual life functions of Pareto distribution
by K. V. Viswakala & E. I. Abdul Sathar - 4380-4393 Estimation on semi-functional linear errors-in-variables models
by Hanbing Zhu & Riquan Zhang & Huiying Li - 4394-4424 Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
by Juxia Xiao & Xu Li & Jianhong Shi - 4425-4447 Shared frailty models with baseline generalized Pareto distribution
by Arvind Pandey & Shashi Bhushan & Ralte Lalpawimawha
August 2019, Volume 48, Issue 16
- 3945-3955 On approximations via convolution-defined mixture models
by Hien D. Nguyen & Geoffrey McLachlan - 3956-3975 A truncated Cramér–von Mises test of normality
by Juan Kalemkerian - 3976-3991 Transition probabilities and ARL performance of Six Sigma zone control charts
by J. Ravichandran - 3992-4007 Averaging estimation for conditional covariance models
by Jin Liu - 4008-4018 Generalized Log-Lindley distribution and its applications in stochastic comparison
by Pingfan Song & Shaochen Wang - 4019-4033 Economic design of quick switching sampling system for resubmitted lots
by Usha Mahalingam & Saminathan Balamurali - 4034-4050 Adaptive estimation for varying coefficient models with nonstationary covariates
by Zhiyong Zhou & Jun Yu - 4051-4066 Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
by Bingzhen Geng & Cen Chen & Shijie Wang - 4067-4081 Oracle model selection for correlated data via residuals
by H. Nguyen & Q. Shao - 4082-4095 Some bounds related to Harris family of distributions
by Somayeh Abbasi & Mohammasd Hossein Alamatsaz - 4096-4118 Asymptotic properties of one-step M-estimators
by Yuliana Linke - 4119-4131 A non uniform bound on geometric approximation with w-functions
by K. Teerapabolarn & C. Soponpimol - 4132-4153 Bayesian generalized fused lasso modeling via NEG distribution
by Kaito Shimamura & Masao Ueki & Shuichi Kawano & Sadanori Konishi - 4154-4170 Optional randomized response techniques for quantitative characteristics
by Raghunath Arnab - 4171-4194 The Weibull Marshall–Olkin family: Regression model and application to censored data
by Mustafa Ç. Korkmaz & Gauss M. Cordeiro & Haitham M. Yousof & Rodrigo R. Pescim & Ahmed Z. Afify & Saralees Nadarajah
August 2019, Volume 48, Issue 15
- 3683-3702 Statistical analysis of competing risks model from Marshall–Olkin extended Chen distribution under adaptive progressively interval censoring with random removals
by Xuchao Bai & Yimin Shi & Yiming Liu & Hon Keung Tony Ng & Bin Liu - 3703-3716 A new non-parametric multivariate EWMA sign control chart for monitoring process dispersion
by Abdul Haq & Michael B. C. Khoo - 3717-3745 The N-policy for an unreliablequeue (Mx/G1G2/1 queue) with optional repeated service and delayed repair
by Chandi Ram Kalita & Gautam Choudhury - 3746-3760 Impact of unbalanced DIF item proportions on group-specific DIF identification
by Ronna C. Turner & Elizabeth A. Keiffer - 3761-3777 A generalized class of estimators under two-phase stratified sampling for non response
by Javid Shabbir & Sat Gupta & Shakeel Ahmed - 3778-3794 A simple root selection method for univariate finite normal mixture models
by Supawadee Wichitchan & Weixin Yao & Guangren Yang - 3795-3800 A modification of the Whittaker–Henderson method of graduation
by Hiroshi Yamada & Ruixue Du - 3801-3815 A discrete probabilistic model for analyzing pairwise comparison matrices
by Sumito Kurata & Etsuo Hamada - 3816-3835 Local linear estimation for covariate-adjusted varying-coefficient models
by Yiqiang Lu & Feng Li & Sanying Feng - 3836-3849 Performance of ridge estimator in inverse Gaussian regression model
by Zakariya Yahya Algamal - 3850-3863 Estimation of population mean in successive sampling under super-population model in presence of random non response situations
by A. Chatterjee & G. N. Singh & A. Bandyopadhyay - 3864-3875 Complete convergence and the strong laws of large numbers for pairwise NQD random variables
by Yongfeng Wu & JiangYan Peng - 3876-3883 A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model
by Mohammad Reza Kazemi & Mohammad Reza Mahmoudi - 3884-3898 Some results on discrete mixture failure rates
by Ji Hwan Cha & Maxim Finkelstein - 3899-3920 Bayesian and robust Bayesian analysis in a general setting
by Ali Karimnezhad & Ahmad Parsian - 3921-3940 Whittle estimation in multivariate CCC-GARCH processes
by Abdelouahab Bibi & Karima Kimouche - 3941-3942 Corrigendum
by The Editors
July 2019, Volume 48, Issue 14
- 3423-3438 The unit-inverse Gaussian distribution: A new alternative to two-parameter distributions on the unit interval
by M. E. Ghitany & J. Mazucheli & A. F. B. Menezes & F. Alqallaf - 3439-3450 Transient solution of an M/M/∞ queue with catastrophes
by Gulab Singh Bura - 3451-3463 Lifetime distribution of two discrete censored δ shock models
by Lina Bian & Ming Ma & Hua Liu & Jian Hua Ye - 3464-3481 On bivariate discrete Weibull distribution
by Debasis Kundu & Vahid Nekoukhou - 3482-3497 Computations of predictors/estimators under a linear random-effects model with parameter restrictions
by Yuqin Sun & Bo Jiang & Hong Jiang - 3498-3517 Normal approximation for call function via Stein’s method
by Suporn Jongpreechaharn & Kritsana Neammanee - 3518-3529 Confidence intervals for the closed population size under inverse sampling without replacement
by Mohammad Mohammadi - 3530-3548 Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model
by Hao Wang & Rongming Wang & Jiaqin Wei & Shaosheng Xu - 3549-3557 Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach
by Sarat Kumar Acharya & Saroja Kumar Singh - 3558-3569 Systemic risk statistics with scenario analysis
by Yanhong Chen & Yijun Hu - 3570-3585 Estimating ordered quantiles of two exponential populations with a common minimum guarantee time
by Adarsha Kumar Jena & Manas Ranjan Tripathy - 3586-3608 Estimation of population mean in presence of random non response in two-stage cluster sampling
by Reba Maji & G. N. Singh & Arnab Bandyopadhyay - 3609-3621 On almost sure convergence for sums of stochastic sequence
by Zhong-zhi Wang & Yun Dong & Fangqing Ding - 3622-3642 Back propagation neural network based big data analytics for a stock market challenge
by V. P. Ramesh & Priyanga Baskaran & Aarthika Krishnamoorthy & Divya Damodaran & Preethi Sadasivam - 3643-3662 The quantile-based flattened logistic distribution: Some properties and applications
by Dreamlee Sharma & Tapan Kumar Chakrabarty - 3663-3681 Value-at-risk estimation with new skew extension of generalized normal distribution
by Emrah Altun & Huseyin Tatlidil & Gamze Ozel
July 2019, Volume 48, Issue 13
- 3165-3176 Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
by Wenjuan Wang & Qunying Wu - 3177-3190 Non-parametric estimation of reciprocal coordinate subtangent for right censored dependent scheme
by T. B. Sreejith & S. M. Sunoj & G. Rajesh - 3191-3207 Near exogeneity, weak identification and specification testing: Some asymptotic results
by Firmin Doko Tchatoka - 3208-3218 Statistical methods for assessing the contagion of spatial extreme events among regions
by Luísa Pereira & Cecília Fonseca - 3219-3235 Non linear wavelet estimation of regression derivatives based on biased data
by Huijun Guo & Junke Kou - 3236-3257 Simultaneous estimation of Cronbach’s alpha coefficients
by Supranee Lisawadi & S. Ejaz Ahmed & Orawan Reangsephet & Muhammad Kashif Ali Shah - 3258-3268 RCEV heteroscedasticity test based on the studentized residuals
by Reşit Çelik - 3269-3279 Asymptotic dependence of bivariate maxima
by Helena Ferreira & Marta Ferreira - 3280-3290 MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
by Haifeng Xu & Akio Namba - 3291-3310 QMLE of periodic time-varying bilinear– GARCH models
by Abdelouahab Bibi & Ahmed Ghezal - 3311-3324 Estimation of time-varying coefficient dynamic panel data models
by Kazuhiko Hayakawa & Jie Hou - 3325-3340 The product distribution of dependent random variables with applications to a discrete-time risk model
by Jikun Chen & Hui Xu & Fengyang Cheng - 3341-3359 Confidence regions for Pareto parameters from a single and independent samples
by Stefan Bedbur & Udo Kamps & Jens M. Lennartz - 3360-3376 The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management
by Faisal Nawaz & Faisal Shahzad & Ijaz Ur Rehman & Muhammad Shujahat & Shabir Hyder & Sameer Al Barghouthi - 3377-3387 The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model
by Jianhua Shi & Zhiping Qiu & Xiaoping Chen & Haiqing Lin - 3388-3401 Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space
by Yunwei Cui & Xiaoyin Wang - 3402-3412 Mixed-level designs with multi block variables containing clear two-factor interaction components
by Qian-Qian Zhao & Sheng-Li Zhao - 3413-3420 Stochastic ordering of medians in samples from normal distributions
by Mehdi Amiri & Ahad Jamalizadeh - 3421-3421 Corrigendum
by The Editors
June 2019, Volume 48, Issue 12
- 2879-2892 Moderate deviations for quantile regression processes
by Mingzhi Mao & Wanli Guo - 2893-2903 The effect of small sample on optimal designs for logistic regression models
by S. Mehr Mansour & M. Niaparast - 2904-2916 A new aging concept derived from the increasing convex ordering
by T. H. M. Abouelmagd & A. A. E. Ahmed & Enayat M. Abd Elrazik & Mahmoud M. Mansour & A-Hadi N. Ahmed & Ahmed Z. Afify - 2917-2931 Mean estimate in ranked set sampling using a length-biased concomitant variable
by Chang Cui & Tao Li & Lei Zhang - 2932-2947 Modelling ordinal assessments: fit is not sufficient
by David Andrich & Pender Pedler - 2948-2961 Estimation for periodic ARMA models with unspecified noises
by Baoguo Pan - 2962-2981 Power properties of the modified CUSUM tests
by Peiyun Jiang & Eiji Kurozumi - 2982-3004 A likelihood based approach for joint modeling of longitudinal trajectories and informative censoring process
by Miran A. Jaffa & Ayad A. Jaffa - 3005-3024 An alternative skew exponential power distribution formulation
by Alan D. Hutson - 3025-3043 Joint (k, l)-hurdle random effects models for mixed longitudinal power series and normal outcomes
by F. Razie & E. Bahrami Samani - 3044-3054 The laws of large numbers for Pareto-type random variables with infinite means
by Wenzhi Yang & Lei Yang & Da Wei & Shuhe Hu - 3055-3067 A novel regularization method for estimation and variable selection in multi-index models
by Peng Zeng & Yu Zhu - 3068-3084 Weighted empirical likelihood for quantile regression with non ignorable missing covariates
by Xiaohui Yuan & Xiaogang Dong - 3085-3091 Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
by Tomer Shushi