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Content
March 2019, Volume 48, Issue 5
- 1136-1148 Statistical estimation for a partially linear single-index model with errors in all variables
by Zhensheng Huang & Xin Zhao - 1149-1165 On the distribution of summary statistics for missing data
by B. M. Ringham & S. M. Kreidler & K. E. Muller & D. H. Glueck - 1166-1176 A location-invariant non-positive moment-type estimator of the extreme value index
by Chuandi Liu & Chengxiu Ling - 1177-1192 The Hazard-Product method of generalization: Application to the gompertz and exponentiated Half-Normal distributions
by Scott E. Smith - 1193-1220 Fitting competing risks data to bivariate Pareto models
by Jia-Han Shih & Wei Lee & Li-Hsien Sun & Takeshi Emura - 1221-1233 Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps
by Huiyan Zhao & Chongqi Zhang - 1234-1238 A reformulation of the criteria for the independence of quadratic functions in normal variables
by Jin Zhang & Junmei Zhou & Fen Jiang - 1239-1254 An analysis pipeline for estimating true intake from repeated measurements with random errors
by Seongil Jo & Jeongseon Kim & Woojoo Lee - 1255-1269 The estimation of normal mixtures with latent variables
by Gideon Magnus & Jan R. Magnus - 1270-1283 Variance estimation for sparse ultra-high dimensional varying coefficient models
by Zhaoliang Wang & Liugen Xue - 1284-1304 Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model
by Abouzar Bazyari & Rasool Roozegar
February 2019, Volume 48, Issue 4
- 781-793 Uniform asymptotics for discounted aggregate claims in dependent multi-risk model
by Dawei Lu & Lixin Song & Fuqi Li - 794-809 Estimation of population proportion of a qualitative character using randomized response technique in stratified random sampling
by Housila P. Singh & Swarangi M. Gorey - 810-830 Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
by Fenglong Guo & Dingcheng Wang & Jiangyan Peng - 831-840 Estimating E-bayesian and hierarchical bayesian of scalar parameter of gompertz distribution under type II censoring schemes based on fuzzy data
by Shahram Yaghoobzadeh Shahrastani - 841-849 The Parshvanath yantram yields a constant-sum partially balanced incomplete block design
by Ravindra Khattree - 850-864 Optimal designs for multivariate logistic mixed models with longitudinal data
by Hong-Yan Jiang & Rong-Xian Yue & Xiao-Dong Zhou - 865-875 Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm
by Kahina Ouadhi & Megdouda Ourbih-Tari - 876-888 Detection of jump location curve in spatial linear regression model with two-dimensional threshold
by Xuexue Liang & Zhiming Xia - 889-908 A new generalized Weibull distribution in income economic inequality curves
by S. Mirzaei & G. R. Mohtashami Borzadaran & M. Amini & H. Jabbari - 909-925 Multilevel maximum likelihood estimation with application to covariance matrices
by Marie Turčičová & Jan Mandel & Kryštof Eben - 926-941 Computational analysis of the queue with working breakdowns and delaying repair under a Bernoulli-schedule-controlled policy
by Tao Jiang & Baogui Xin - 942-953 Some new stochastic orders based on quantile function
by F. Sadeghi & F. Yousefzadeh & M. Chahkandi - 954-963 Multiple cases deletion measures in linear measurement error models
by Karim Zare - 964-985 Asymptotic biases of information and cross-validation criteria under canonical parametrization
by Haruhiko Ogasawara - 986-994 On convergence rate for weighted sums of arrays of rowwise ANA random variables
by Rui Yang & Zhaojing Jing & Yan Shen - 995-1008 Lower bound of average centered L2${\bm L_2}$-discrepancy for U${\bm U}$-type designs
by Xue Yang & Gui-Jun Yang & Ya-Juan Su - 1009-1032 A composite class of estimators using scrambled response mechanism for sensitive population mean in successive sampling
by Kumari Priyanka & Pidugu Trisandhya - 1033-1041 Multiple hypothesis tests based On conditional differences in means
by Sascha Wörz & Heinz Bernhardt & Anja Gräff & Huber Stefan
February 2019, Volume 48, Issue 3
- 435-437 Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions”
by Selahattin Kaçiranlar - 438-449 Blind deconvolution model in periodic setting with fractional Gaussian noise
by Rida Benhaddou - 450-461 Estimation of multivariate frailty models with varying coefficients
by Zhongwen Zhang & Lixin Song & Xiaoguang Wang & Muhammad Amin - 462-478 Double robust estimator in general treatment regimes based on Covariate-balancing
by Shunichiro Orihara & Etsuo Hamada - 479-492 On moments of dual generalized order statistics from Topp-Leone distribution
by M. J. S. Khan & S. Iqrar - 493-499 Joint distribution of rises, falls, and number of runs in random sequences
by Yong Kong - 500-522 Economic design of X‾$\bar{X}$ control charts with multiple assignable causes under Burr XII shock model
by Aitin Saadatmelli & M. Bameni Moghadam & Asghar Seif & Alireza Faraz - 523-536 BSDEs driven by time-changed Lévy noises with non-Lipschitz generators
by Xiaohui Shen & Long Jiang - 537-548 Estimation and comparison of the stress-strength models with more than two states under Weibull distribution and type II censoring scheme
by Ajit Chaturvedi & Taruna Kumari - 549-558 The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
by Lei Huang & Hui Jiang & Haitao Tian - 559-582 Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing
by Shan Luo & Gengsheng Qin - 583-595 Bias corrected empirical Bayes confidence intervals for the selected mean
by Abhishek Bhattacharjee & Malay Ghosh - 596-615 New bivariate gamma types with MIMO application
by A. Bekker & M. Arashi & J. T. Ferreira - 616-627 Conditionally unbiased estimation in the normal setting with unknown variances
by David S. Robertson & Ekkehard Glimm - 628-647 Availability analysis for general repairable systems with repair time threshold
by Qingan Qiu & Lirong Cui - 648-659 E-Bayesian estimation of the exponentiated distribution family parameter under LINEX loss function
by Ming Han - 660-675 Ordering results for series and parallel systems comprising heterogeneous exponentiated Weibull components
by Ghobad Barmalzan & Amir T. Payandeh Najafabadi & Narayanaswamy Balakrishnan - 676-688 Optimal scheduling replacement policies for a system with multiple random works
by Yen-Luan Chen - 689-693 A note reconciling ANOVA tests under unequal error variances
by S. Weerahandi & K. Krishnamoorthy - 694-708 Stochastic comparisons of parallel and series systems of dependent components equipped with starting devices
by Chen Li & Xiaohu Li - 709-725 Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model
by N. Mamode Khan & V. Jowaheer & Y. Sunecher - 726-741 Zero-Inflated NGINAR(1) process
by Miroslav M. Ristić & Marcelo Bourguignon & Aleksandar S. Nastić - 742-754 Three optimal cut-point selection criteria based on sensitivity and specificity with user-defined weights
by Dan-Ling Li & Jun-Xiang Peng & Chong-Yang Duan & Ju-Min Deng - 755-773 Generalized confidence limits for the performance index of the exponentially distributed lifetime
by Sumith Gunasekera & Danush K. Wijekularathna - 774-779 Construction of some new families of nested orthogonal arrays
by Tian-fang Zhang & Guobin Wu & Aloke Dey
January 2019, Volume 48, Issue 2
- 177-177 Letter to the Editor
by Nilgün Özgül - 178-202 Analytical results for IGFR and DRPFR distributions, with actuarial applications
by Eva María Ortega & Xiaohu Li - 203-219 An efficient exponential twisting importance sampling technique for pricing financial derivatives
by Junmei Ma & Kun Du & Guiding Gu - 220-234 The Marshall-Olkin logistic-exponential distribution
by M. Mansoor & M. H. Tahir & Gauss M. Cordeiro & Serge B. Provost & Ayman Alzaatreh - 235-256 Tail index varying coefficient model
by Yaolan Ma & Yuexiang Jiang & Wei Huang - 257-267 On Hotelling’s T2 test in a special paired sample case
by Ludwig Baringhaus & Daniel Gaigall - 268-281 Extended and updated tables for the Friedman rank test
by Carlos López-Vázquez & Esther Hochsztain - 282-299 Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations
by Mohammad Mehdi Saber - 300-310 Nonparametric test for stratum effects in the cox model with interval-censored data
by Xiaodong Fan & Shishun Zhao & Jianguo Sun - 311-331 Phase I monitoring of social network with baseline periods using poisson regression
by Ebrahim Mazrae Farahani & Reza Baradaran Kazemzadeh - 332-353 Non-nested model selection based on the quantiles and it’s application in time series
by S. Zamani Mehreyan & A. Sayyareh & D. Thomakos - 354-367 A new index for measuring evenness
by Zawar Hussain & Akbar Ali Khan - 368-380 Nonparametric regression method with functional covariates and multivariate response
by Kurdistan M. Taher Omar & Bo Wang - 381-395 Model selection and model averaging for semiparametric partially linear models with missing data
by Jie Zeng & Weihu Cheng & Guozhi Hu & Yaohua Rong - 396-411 Tempered Mittag-Leffler Lévy processes
by A. Kumar & N. S. Upadhye & A. Wyłomańska & J. Gajda - 412-433 Type-I hybrid censoring of uniformly distributed lifetimes
by Julian Górny & Erhard Cramer - 434-434 Corrigendum
by The Editors
January 2019, Volume 48, Issue 1
- 1-2 Special issue – communications in statistics – theory and methods 4th stochastic modeling techniques and data analysis international conference
by Sally McClean & Christos H. Skiadas & Guglielmo D’Amico - 3-14 Bayesian modeling of temperature-related mortality with latent functional relationships
by Robert G. Aykroyd - 15-24 Modeling mortality rates in Malta using GEE models
by Liberato Camilleri & Kathleen England - 25-39 The analysis of student paths at the University using the multivariate joint models
by Marcella Mazzoleni - 40-49 Rate of convergence in fuzzy non homogeneous Markov systems
by Maria Symeonaki - 50-61 The dependency premium based on a multifactor model for dependent mortality data
by Valeria D Amato & Steven Haberman & Gabriella Piscopo - 62-74 Entropy-based goodness-of-fit tests—a unifying framework: Application to DNA replication
by Valérie Girardin & Justine Lequesne - 75-87 Identification of hidden Markov chains governing dependent credit-rating migrations
by D. V. Boreiko & S. Y. Kaniovski & Y. M. Kaniovski & G. Ch. Pflug - 88-99 Measuring inequality in society
by Ka Ching Chan & Christopher T. Lenard & Terence M. Mills & Ruth F. G. Williams - 100-111 Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation
by Mark Anthony Caruana - 112-126 Recent mortality trends in Greece
by Konstantinos N. Zafeiris & Anastasia Kostaki - 127-140 Mortality modeling using probability distributions. APPLICATION in greek mortality data
by Panagiotis Andreopoulos & G. Fragkiskos Bersimis & Alexandra Tragaki & Antonis Rovolis - 141-164 The use of components’ weights improves the diagnostic accuracy of a health-related index
by Fragkiskos G. Bersimis & Demosthenes Panagiotakos & Malvina Vamvakari - 165-176 Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification
by Aijun Yang & Xuejun Jiang & Lianjie Shu & Pengfei Liu
December 2018, Volume 47, Issue 24
- 1-1 EOV: End of Volume Editorial Board
by The Editors - 5885-5903 Phase I monitoring and change point estimation of autocorrelated poisson regression profiles
by M. R. Maleki & A. Amiri & A. R. Taheriyoun & P. Castagliola - 5904-5915 Stratified pair ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 5916-5933 Bayesian blinded sample size re-estimation
by Marc Sobel & Ibrahim Turkoz - 5934-5955 Design of an attribute np control chart for process monitoring based on repetitive group sampling under truncated life tests
by P. Jeyadurga & S. Balamurali & M. Aslam - 5956-5972 A general class of non parametric tests for comparing scale parameters
by Narinder Kumar & Manish Goyal - 5973-5985 A HEWMA-CUSUM control chart for the Weibull distribution
by Muhammad Aslam & Muhammad Azam & Chi-Hyuck Jun - 5986-6001 Outlier detection using difference-based variance estimators in multiple regression
by Chun Gun Park & Inyoung Kim - 6002-6018 Measures of inaccuracy in record values
by S. Tahmasebi & S. Daneshi - 6019-6033 Variable selection in heteroscedastic single-index quantile regression
by Eliana Christou & Michael G. Akritas - 6034-6051 Variance ratio screening for ultrahigh dimensional discriminant analysis
by Fengli Song & Peng Lai & Baohua Shen & Guosheng Cheng - 6052-6063 On the moment distance of Poisson processes
by Rafał Kapelko - 6064-6078 A generalization of discrete Weibull distribution
by K. Jayakumar & K. K. Sankaran - 6079-6094 Affiliation discrete weighted networks with an increasing degree sequence
by Jing Luo & Shan Duan - 6095-6107 Bayesian significance test for discriminating between survival distributions
by Cachimo Combo Assane & Basilio de Bragança Pereira & Carlos Alberto de Bragança Pereira - 6108-6124 Small sample confidence intervals for survival functions under the proportional hazards model
by Robert L. Paige & Emad Abdurasul - 6125-6143 Limit theory for moderate deviations from a unit root with a break in variance
by Cheng Xu & Tianxiao Pang
December 2018, Volume 47, Issue 23
- 5639-5661 M-estimation and model identification based on double SCAD penalization
by Jianhua Hu & NengHui Zhu - 5662-5674 An alternative to Cramér's coefficient of association
by Tarald O. Kvålseth - 5675-5687 Karhunen–Loève expansions of Lévy processes
by Daniel Hackmann - 5688-5701 Two multivariate generalized beta families
by William M. Cockriel & James B. McDonald - 5702-5716 An improved survival estimator for censored medical costs with a kernel approach
by Shuai Chen & Wenbin Lu & Hongwei Zhao - 5717-5728 Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension
by Takayuki Yamada - 5729-5749 Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
by Guo-Xiang Liu & Meng-Meng Wang & Xiu-Li Du & Jin-Guan Lin & Qi-Bing Gao - 5750-5769 Some results for maximum likelihood estimation of adjusted relative risks
by Bernardo Borba de Andrade & Joanlise Marco de Leon Andrade - 5770-5778 Testing the validity of the exponential model for hybrid Type-I censored data
by H. Alizadeh Noughabi & M. Chahkandi - 5779-5794 A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
by Jiamao Zhang & Jianwen Xu - 5795-5811 Local linear estimation of a generalized regression function with functional dependent data
by Sara Leulmi & Fatiha Messaci - 5812-5824 A new family of multivariate skew slash distribution
by Weizhong Tian & Tonghui Wang & Arjun K. Gupta - 5825-5844 A comparison of count data models with an application to daily cigarette consumption of young persons
by Muhammed Fatih Tüzen & Semra Erbaş - 5845-5853 Calibration estimator of population mean under stratified ranked set sampling design
by Nursel Koyuncu - 5854-5866 Necessary and sufficient conditions for stochastic orders between (n − r + 1)-out-of-n systems in proportional hazard (reversed hazard) rates model
by Narayanaswamy Balakrishnan & Ghobad Barmalzan & Abedin Haidari & Amir T. Payandeh Najafabadi - 5867-5883 On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
by Yingchun Deng & Juan Liu & Ya Huang & Man Li & Jieming Zhou
November 2018, Volume 47, Issue 22
- 5391-9395 The variance upper bound for a mixed random variable
by Martín Egozcue & Luis Fuentes García - 5396-5417 Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate
by Hongmin Xiao & Lin Xie - 5418-5434 Joint modeling of multivariate hearing thresholds measured longitudinally at multiple frequencies
by Mulugeta Gebregziabher & Mark A. Eckert & Lois J. Matthews & Abeba A. Teklehaimanot & Judy R. Dubno - 5435-5444 Stochastic approximation results for variational inequality problem using random-type iterative schemes
by Akaninyene Udo Udom - 5445-5459 Weighted product index and its two-independent-sample comparison based on weighted sensitivity and specificity
by Dan-Ling Li & Jun-Xiang Peng & Chong-Yang Duan & Ju-Min Deng - 5460-5473 On nonparametric density estimation for multivariate linear long-memory processes
by Jan Beran & Klaus Telkmann - 5474-5484 A quantile-based study on ageing intensity function
by S. M. Sunoj & R. S. Rasin - 5485-5496 Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
by Feng Liu & Chunyan Li & Pengfei Wang & Xinmei Kang - 5497-5513 On some dynamic generalized information measures for bivariate lifetimes
by Chanchal Kundu & Amit Ghosh - 5514-5518 Expectation formulas for integer valued multivariate random variables
by Hok Shing Kwong & Saralees Nadarajah - 5519-5533 Bayes minimax ridge regression estimators
by S. Zinodiny - 5534-5546 Testing equality of mean vectors in a one-way MANOVA with monotone missing data
by Ayaka Yagi & Takashi Seo & Muni S. Srivastava - 5547-5557 Shrinkage estimator of regression model under asymmetric loss
by Zahirul Hoque & Jacek Wesolowski & Shahadut Hossain - 5558-5572 On the dependent competing risks using Marshall–Olkin bivariate Weibull model: Parameter estimation with different methods
by Yan Shen & Ancha Xu - 5573-5589 Relationship between the weighted distributions and some inequality measures
by Zahra Behdani & Gholam Reza Mohtashami Borzadaran & Bahram Sadeghpour Gildeh - 5590-5603 On convergence of moving average series of martingale differences fields taking values in Banach spaces
by Ta Cong Son & Dang Hung Thang & Le Van Dung - 5604-5613 Lp convergence and complete convergence for weighted sums of AANA random variables
by Mengmei Xi & Xin Deng & Xuejun Wang & Zhaoyang Cheng - 5614-5625 Regression analysis of restricted mean survival time based on pseudo-observations for competing risks data
by Xin Wang & Xiaoming Xue & Liuquan Sun - 5626-5638 Two-stage phase II trials with early stopping for effectiveness and safety as well as ineffectiveness or harm
by Shixin Li & Hua Jin & Wanyi Chen
November 2018, Volume 47, Issue 21
- 5145-5162 High breakdown point robust estimators with missing data
by Florencia Statti & Mariela Sued & Victor J. Yohai - 5163-5195 Estimation of Sobol's sensitivity indices under generalized linear models
by Rong Lu & Danxin Wang & Min Wang & Grzegorz A. Rempala - 5196-5204 Semiparametric hidden Markov model with non-parametric regression
by Mian Huang & Qinghua Ji & Weixin Yao - 5205-5226 A new three-parameter extension of the log-logistic distribution with applications to survival data
by Mohammed K. Shakhatreh - 5227-5240 The exact distribution function of the ratio of two dependent quadratic forms
by Edmund Rudiuk & Aleksander Kowalski - 5241-5254 A Bayesian analysis for the Wilcoxon signed-rank statistic
by Richard A. Chechile - 5255-5264 A note on fourth moment-based direction dependence measures when regression errors are non normal
by Wolfgang Wiedermann - 5265-5285 Comparison of spline estimator at various levels of autocorrelation in smoothing spline non parametric regression for longitudinal data
by Adji Achmad Rinaldo Fernandes & Paul Janssen & Umu Sa'adah & Solimun & Achmad Effendi & Nurjannah & Luthfatul Amaliana - 5286-5297 The Shannon–McMillan theorem for Markov chains in Markovian environments indexed by homogeneous trees
by Huilin Huang & Weiguo Yang & Zhiyan Shi - 5298-5306 Particle swarm optimization-based variable selection in Poisson regression analysis via information complexity-type criteria
by Haydar Koç & Emre Dünder & Serpil Gümüştekin & Tuba Koç & Mehmet Ali Cengiz - 5307-5318 A new policy for designing acceptance sampling plan based on Bayesian inference in the presence of inspection errors
by Mohammad Saber Fallah Nezhad & Faeze Zahmatkesh Saredorahi - 5319-5332 A new class of boundary kernels for distribution function estimation
by Carlos Tenreiro - 5333-5345 Bayesian inference for double SARMA models
by Ayman A. Amin - 5346-5356 On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality
by Xiang Deng & Jing Yao - 5357-5368 The Cox–Aalen model for left-truncated and right-censored data
by Pao-sheng Shen & Li Ning Weng - 5369-5377 Asymptotic behaviour of frequency polygons under φ-mixing samples
by Suling Kang & Rashid Abbasi & Huiling Wang & Lixiang Xu & Xiaofeng Wang & Yuanyan Tang - 5378-5389 Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models
by Eunju Hwang & Dong Wan Shin
October 2018, Volume 47, Issue 20
- 4895-4904 Designs enhancing Fisher information
by D. R. Jensen & D. E. Ramirez - 4905-4937 Limiting bias-reduced Amoroso kernel density estimators for non-negative data
by Gaku Igarashi & Yoshihide Kakizawa - 4938-4957 Quantile-based Chernoff distance for truncated random variables
by Suchandan Kayal - 4958-4976 WLAD-LASSO method for robust estimation and variable selection in partially linear models
by Hu Yang & Ning Li - 4977-4990 On some new randomized item sum techniques
by Zawar Hussain & Naila Shabbir - 4991-5012 Importance of sampling weights in multilevel modeling of international large-scale assessment data
by Inga Laukaityte & Marie Wiberg - 5013-5028 Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields
by Zhongquan Tan - 5029-5053 Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals
by Zangin Zeebari & B. M. Golam Kibria & Ghazi Shukur - 5054-5063 Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
by Shijie Wang & Yiyu Hu & LianQiang Yang & Wensheng Wang - 5064-5076 Construction and analysis of edge designs from skew-symmetric supplementary difference sets
by T. Alanazi & S. D. Georgiou & S. Stylianou - 5077-5082 Admissible unbiased estimation of finite population variance under a randomized response model
by S. Sengupta - 5083-5095 Some theoretical results regarding the polygonal distribution
by Hien D. Nguyen & Geoffrey J. McLachlan - 5096-5096 Letter to the Editor concerning “A new method for generating distributions with an application to exponential distribution” and “Alpha power Weibull distribution: Properties and applications”
by M. C. Jones - 5097-5106 A Bernstein inequality for exponentially growing graphs
by Johannes T. N. Krebs - 5107-5126 Quantile regression estimation for distortion measurement error data
by Jun Zhang & Jiefei Wang & Cuizhen Niu & Ming Sun - 5127-5143 β-Skeleton depth functions and medians
by Mengta Yang & Reza Modarres
October 2018, Volume 47, Issue 19
- 4641-4660 An effective estimation strategy for population mean under random non-response situations in two-phase successive sampling
by G. N. Singh & M. Khalid - 4661-4672 Exchange option pricing in jump-diffusion models based on esscher transform
by Wenhan Li & Lixia Liu & Guiwen Lv & Cuixiang Li - 4673-4691 Empirical likelihood inference for partial functional linear model with missing responses
by Yuping Hu & Liugen Xue & Sanying Feng - 4692-4709 Measures of information for maximum ranked set sampling with unequal samples
by Maryam Eskandarzadeh & Antonio Di Crescenzo & Saeid Tahmasebi - 4710-4723 Proportional hazards model with quantile functions
by N. Unnikrishnan Nair & P. G. Sankaran & S. M. Sunoj - 4724-4740 A unified approach to stochastic comparisons of multivariate mixture models
by Neeraj Misra & Sameen Naqvi - 4741-4750 Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations
by Donglin Yu & Qunying Wu - 4751-4771 Doubly reweighted estimators for the parameters of the multivariate t-distribution
by Fatma Zehra Doğru & Y. Murat Bulut & Olcay Arslan - 4772-4784 Ordering k-out-of-n systems with interdependent components and one active redundancy
by Yinping You & Xiaohu Li - 4785-4790 A note on multivariate linear regression
by Sascha Wörz & Heinz Bernhardt - 4791-4807 Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation
by Dawei Lu & Lixin Song & Henan Li - 4808-4839 Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
by Guangyu Mao - 4840-4858 A new adaptive EWMA control chart using auxiliary information for monitoring the process mean
by Abdul Haq - 4859-4871 Acceptance sampling plan based on an exponentially weighted moving average statistic with the yield index for autocorrelation between polynomial profiles
by Fu-Kwun Wang & Yeneneh Tamirat - 4872-4880 System reliability under δ-shock model
by Altan Tuncel & Serkan Eryilmaz - 4881-4894 Exponential stability of stochastic cellular neural networks with mixed delays
by Xiaofei Li & Deng Ding & Di Sang
September 2018, Volume 47, Issue 18
- 4375-4388 Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
by Jiting Huang & Peixin Zhao - 4389-4401 On the restricted almost unbiased Liu estimator in the logistic regression model
by Jibo Wu & Yasin Asar & Mohammad Arashi - 4402-4414 Multiple comparison for checking differences among normal variances
by T. Imada - 4415-4421 On some analogues of lack of memory properties for the Gompertz distribution
by B. L. S. Prakasa Rao - 4422-4432 Phase I risk-adjusted control charts for surgical data with ordinal outcomes
by Ramezan Khosravi & Mohammad Saleh Owlia & Mohammad Saber Fallahnezhad & Amirhossein Amiri - 4433-4442 Improvement of generalized difference-based mixed Liu estimator in partially linear model
by Jibo Wu - 4443-4458 Basket CDS pricing with default intensities using a regime-switching shot-noise model
by Jie Guo & Yinghui Dong & Guojing Wang - 4459-4468 Estimation of the shape parameter of a Pareto distribution
by Yogesh Mani Tripathi & Constantinos Petropoulos & Mayank Jha - 4469-4482 Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
by Mei Yao & Jiang-Feng Wang & Lu Lin & Yu-Xin Wang - 4483-4492 A new generalized Balakrishnan type skewed–normal distribution: properties and associated inference
by Abdolnasser Sadeghkhani & Indranil Ghosh - 4493-4502 Incomplete row-column designs with factorial treatment structure for estimating main effects with full efficiency
by Pratheesh P. Gopinath & Rajender Parsad & Baidya Nath Mandal - 4503-4533 Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
by Yin Hang & Shu Liu