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Content
June 2019, Volume 48, Issue 12
- 3092-3104 A note on estimation of the shape of density level sets of star-shaped distributions
by Hidehiko Kamiya - 3105-3121 A new class of slash-elliptical distributions
by Jimmy Reyes & Diego I. Gallardo & Heleno Bolfarine & Héctor W. Gómez - 3122-3135 Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability
by Mehdi Amiri & Roohollah Roozegar & Yousef Behbahani - 3136-3152 Optimal stratification in stratified designs using weibull-distributed auxiliary information
by Karuna G. Reddy & M.G.M. Khan - 3153-3161 Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1
by Hiroshi Yamada & Fatima Tuj Jahra - 3162-3163 Corrigendum to: Gupta et al. (2012). Estimation of the mean of a sensitive variable in the presence of auxiliary information. CSTM, 41 (13–14):2394–2404
by Lovleen Kumar Grover & Amanpreet Kaur
June 2019, Volume 48, Issue 11
- 2619-2640 Modeling binary responses with stochastic covariates
by Evrim Oral & Denise M. Danos - 2641-2656 Selecting better process based on difference statistic using double sampling plan
by Kalsoom Afzal Butt & Muhammad Aslam & Fu-Kwun Wang - 2657-2686 Oracle GMM estimation for misspecified models via thresholding
by Mihai Giurcanu & Brett Presnell - 2687-2699 Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
by Xiaodong Bai & Qingjian Zhou & Zhiqiang Hua - 2700-2706 Linearly admissible estimators on linear functions of regression coefficient under balanced loss function
by MingXiang Cao & DaoJiang He - 2707-2716 Prediction of random fields with incomplete quarter-plane past
by Abdelghani Hamaz - 2717-2733 Reversible jump MCMC to identify dropout mechanism in longitudinal data
by T. Baghfalaki & E. Farahani Jalali - 2734-2747 Simultaneous estimation and inference for multiple response variables
by Xiaomeng Niu & Hyunkeun Ryan Cho - 2748-2765 Estimation of the smallest scale parameter of two-parameter exponential distributions
by Panayiotis Bobotas - 2766-2786 Revisit of a randomized response model for estimating a rare sensitive attribute under probability proportional to size sampling using Poisson probability distribution
by G. N. Singh & C. Singh & S. Suman - 2787-2809 Availability analysis and optimal inspection policy for systems with neglected down time
by Qingan Qiu & Lirong Cui & Dejing Kong - 2810-2826 An M/G/1 clearing queueing system with setup time and multiple vacations for an unreliable server
by Qihui Bu & Liwei Liu - 2827-2841 A doubly restricted exponential dispersion model
by Luis Fernando Grajales & Raydonal Ospina & Luis A. López & Oscar O. Melo - 2842-2861 A bivariate geometric distribution allowing for positive or negative correlation
by Alessandro Barbiero - 2862-2878 Approximate Bayesian analysis of doubly censored samples from mixture of two Weibull distributions
by Navid Feroze & Muhammad Aslam
May 2019, Volume 48, Issue 10
- 2345-2355 A-optimal designs for mixture central polynomial model with qualitative factors
by Zhibin Zhu & Guanghui Li & Chongqi Zhang - 2356-2371 Wavelet estimations for heteroscedastic super smooth errors
by Jinru Wang & Wei Liu - 2372-2389 The inverse weighted Lindley distribution: Properties, estimation and an application on a failure time data
by Pedro L. Ramos & Francisco Louzada & Taciana K. O. Shimizu & Aline O. Luiz - 2390-2408 A class of distortion measures generated from expectile and its estimation
by Sheng Wu & Yi Zhang - 2409-2424 Lee discrepancy on mixed two- and three-level uniform augmented designs
by Jiaqi Liu & Zujun Ou & Liuping Hu & Kang Wang - 2425-2445 On the distribution of maximum of multivariate normal random vectors
by Saralees Nadarajah & Emmanuel Afuecheta & Stephen Chan - 2446-2458 Ergodicity for population dynamics driven by stable processes with Markovian switching
by Jinying Tong & Xuan Ma & Zhenzhong Zhang & Enwen Zhu - 2459-2482 A Bayesian approach for parameter estimation in multi-stage models
by Hoa Pham & Darfiana Nur & Huong T. T. Pham & Alan Branford - 2483-2498 New generalized regression estimator in the presence of non response under unequal probability sampling
by Nuanpan Lawson & Chugiat Ponkaew - 2499-2508 On empirical likelihood test for predictability
by Kun Chen & Man Wang - 2509-2520 Analysis of a two incongruent arrivals and services M/G/1 queue with random feedback
by A. Badamchi Zadeh & M. H. Ghahramani - 2521-2528 New test statistics for hypothesis testing of parameters in conditional moment restriction models
by Ziqi Chen & Yan Zhou - 2529-2547 Time varying long memory parameter estimation for locally stationary long memory processes
by Lihong Wang - 2548-2561 The two-sided power-binomial distribution for modeling binary count data
by Ali İ. Genç - 2562-2579 On weighted Renyi’s entropy for double-truncated distribution
by Shivangi Singh & Chanchal Kundu - 2580-2601 Transient study of a queueing system with one unreliable server, batch arrivals, two types of verification, loss and vacation
by Imane Terfas & Hafida Saggou & Megdouda Ourbih-Tari - 2602-2618 A new two sample type-II progressive censoring scheme
by Shuvashree Mondal & Debasis Kundu
May 2019, Volume 48, Issue 9
- 2075-2087 Reference points for getting a target in a soccer competition. A probabilistic model with applications to the Spanish and English Premier League
by Emilio Gómez-Déniz & Nancy Dávila-Cárdenes - 2088-2101 Analysis of nonlinear state space model with dependent measurement noises
by A. Hajrajabi - 2102-2112 A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables
by Yu Miao & Xiaoyan Xu - 2113-2128 A new destructive Poisson odd log-logistic generalized half-normal cure rate model
by Rodrigo R. Pescim & Edwin M. M. Ortega & Adriano K. Suzuki & Vicente G. Cancho & Gauss M. Cordeiro - 2129-2146 An improvement of a non-uniform bound for combinatorial central limit theorem
by Patcharee Sumritnorrapong & Kritsana Neammanee & Jiraphan Suntornchost - 2147-2162 Reliability and sensitivity comparisons and average run lengths of CUSUM scale chart
by Mahwish Rabia & Nadia Saeed & Muhammad Aslam - 2163-2174 Reporting Bayes factors or probabilities to decision makers of unknown loss functions
by David R. Bickel - 2175-2184 Some results about bivariate discrete distributions through the vector of aging intensities
by Magdalena Szymkowiak & Maria Iwińska - 2185-2205 The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier
by Chao Xu & Yinghui Dong & Guojing Wang - 2206-2217 General strong convergence for negatively associated random variables
by Yanjiao Meng - 2218-2228 Closure property of consistently varying random variables based on precise large deviation principles
by Shijie Wang & Duo Guo & Wensheng Wang - 2229-2253 Optimal design for constant-stress accelerated degradation test based on gamma process
by Fengjun Duan & Guanjun Wang - 2254-2266 A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1)
by Somayeh Fallah & Ali Reza Najafi & Farshid Mehrdoust - 2267-2285 A new extension of the Fréchet distribution: Properties and its characterization
by Zohdy M. Nofal & M. Ahsanullah - 2286-2304 The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method
by Ying-Ying Zhang & Teng-Zhong Rong & Man-Man Li - 2305-2319 Improved two phase sampling exponential ratio and product type estimators for population mean of study character in the presence of non response
by Kamlesh Kumar & Sayed Mohammed Zeeshan - 2320-2328 Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
by Mohammad Reza Mahmoudi & Mohammad Hossein Heydari & Zakieh Avazzadeh - 2329-2343 Modified profile likelihood estimation for the Weibull regression models in survival analysis
by Md. Mazharul Islam & Md. Hasinur Rahaman Khan & Tamanna Hawlader
April 2019, Volume 48, Issue 8
- 1815-1835 Influence diagnostics for the structural sharpe model under normal/independent distributions
by Camila Borelli Zeller & Filidor Vilca & Manuel Galea - 1836-1853 On the local linear estimate for functional regression: Uniform in bandwidth consistency
by Mohammed Attouch & Ali Laksaci & Fatima Rafaa - 1854-1870 On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
by Z. Shishebor & B. Amiri Aghbilagh - 1871-1889 Conditional design of the EWMA median chart with estimated parameters
by XueLong Hu & Philippe Castagliola & XiaoJian Zhou & AnAn Tang - 1890-1901 Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
by Tian Xia & Xuejun Jiang & Xueren Wang - 1902-1919 A new extension of the FGM copula for negative association
by Kahadawala Cooray - 1920-1937 Kumaraswamy Marshall-Olkin Exponential distribution
by Roshini George & S. Thobias - 1938-1954 Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
by M. S. Aminzadeh & M. Deng - 1955-1962 Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes
by Qingpei Zang & Tao Wang - 1963-1980 A weighted Jackknife method for clustered data
by Ruofei Du & Ji-Hyun Lee - 1981-2000 Consistent and robust variable selection in regression based on Wald test
by T. S. Kamble & D. N. Kashid & D. M. Sakate - 2001-2013 A multi-treatment two stage adaptive allocation for survival outcomes
by Rahul Bhattacharya & Madhumita Shome - 2014-2038 Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory
by Seyoon Lee & Joseph H. T. Kim - 2039-2048 Modified ratio estimators using robust regression methods
by Tolga Zaman & Hasan Bulut - 2049-2059 The Touchard distribution
by Raul Matsushita & Donald Pianto & Bernardo B. De Andrade & Andre Cançado & Sergio Da Silva - 2060-2073 Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data
by Innocent Ngaruye & Dietrich Von Rosen & Martin Singull - 2074-2074 Erratum
by The Editors
April 2019, Volume 48, Issue 7
- 1563-1578 q-Esscher transformed Laplace distribution
by Rimsha H & Dais George - 1579-1584 The Lp consistency of error density estimator in censored linear regression
by Fuxia Cheng - 1585-1610 A new stratified three-stage unrelated randomized response model for estimating a rare sensitive attribute based on the Poisson distribution
by Gi-Sung Lee & Ki-Hak Hong & Chang-Kyoon Son - 1611-1620 Non-commutative Stein inequality and its applications
by Mohammad Sal Moslehian & Ali Talebi - 1621-1634 Shewhart-type nonparametric control chart for process location
by D. M. Zombade & V. B. Ghute - 1635-1650 On the three-way equivalence of AUC in credit scoring with tied scores
by Guoping Zeng & Edward Zeng - 1651-1681 Analysis of mixed correlated bivariate zero-inflated count and (k, l)-inflated beta responses with application to social network datasets
by E. Tabrizi & E. Bahrami Samani & M. Ganjali - 1682-1692 Efficient and superefficient estimators of filtered Poisson process intensities
by Fares Alazemi & Khalifa Es-Sebaiy & Youssef Ouknine - 1693-1708 Ratio detection for mean change in α mixing observations
by Ruibing Qin & Weiqi Liu - 1709-1720 Slashed power-Lindley distribution
by Yuri A. Iriarte & Mario A. Rojas - 1721-1727 On the ratio of two independent skewnesses
by Mohammad Reza Mahmoudi & Roya Nasirzadeh & Mahmoud Mohammadi - 1728-1747 Matching a correlation coefficient by a Gaussian copula
by Qing Xiao & Shaowu Zhou - 1748-1765 A Bayesian approach for non-homogeneous gamma degradation processes
by Maurizio Guida & Fabio Postiglione & Gianpaolo Pulcini - 1766-1797 Bayesian process monitoring schemes for the two-parameter exponential distribution
by R. van Zyl & A. J. van der Merwe - 1798-1813 Likelihood-based inference for the transmuted log-logistic model in the presence of right-censored data
by Daniele C. T. Granzotto & Paulo H. Ferreira & Francisco Louzada
March 2019, Volume 48, Issue 6
- 1305-1315 Global stability of stochastic systems with Poisson distributed random time-delay
by Akaninyene Udo Udom & Quanxin Zhu - 1316-1332 Comparisons between parallel systems with exponentiated generalized gamma components
by Abedin Haidari & Amir T. Payandeh Najafabadi & Narayanaswamy Balakrishnan - 1333-1350 An enhanced EWMA-t control chart for monitoring the process mean
by Abdul Haq & Zain Ul Abidin & Michael B. C. Khoo - 1351-1366 Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
by Feng-Xiang Feng & Ding-Cheng Wang & Qun-Ying Wu - 1367-1376 The asymptotic normality of the linear weighted estimator in nonparametric regression models
by Aiting Shen & Mingming Ning & Caoqing Wu - 1377-1400 Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model
by Qaiser Munir & Kok Sook Ching - 1401-1416 A new infinitely divisible discrete distribution with applications to count data modeling
by Deepesh Bhati & Hassan S. Bakouch - 1417-1434 Pricing and hedging equity-indexed annuities via local risk-minimization
by Linyi Qian & Wei Wang & Ning Wang & Shuai Wang - 1435-1448 Calculating power for the general linear multivariate model with one or more Gaussian covariates
by S. M. Kreidler & B. M. Ringham & K. E. Muller & D. H. Glueck - 1449-1469 Calibrated estimators in two-stage sampling
by Veronica I. Salinas & Stephen A. Sedory & Sarjinder Singh - 1470-1480 Recent developments in D-optimal designs
by B. Ceranka & M. Graczyk - 1481-1492 New calibration estimator based on two auxiliary variables in stratified sampling
by Nilgun Ozgul - 1493-1505 A geometric process warranty model using a combination policy
by Yuan Lin Zhang & Guan Jun Wang - 1506-1516 Parameter estimation for generalized logistic distribution by estimating equations based on the order statistics
by Haiqing Chen & Weihu Cheng & Jin Mingzhong - 1517-1528 The computation of standard normal distribution integral in any required precision based on reliability method
by Yuge Dong & Haimeng Zhang & Liangguo He & Can Wang & Minghui Wang - 1529-1544 On quantiles estimation based on different stratified sampling with optimal allocation
by Hani Samawi & Arpita Chatterjee & Jingjing Yin & Haresh Rochani - 1545-1552 Estimation of common location parameter of two exponential populations based on records
by Mohd. Arshad & Ayman Baklizi - 1553-1561 Estimation of finite population mean in stratified sampling using scrambled responses in the presence of measurement errors
by Sadia Khalil & Sat Gupta & Muhammad Hanif
March 2019, Volume 48, Issue 5
- 1043-1059 A bivariate extension of the beta generated distribution derived from copulas
by Ranadeera G. M. Samanthi & Jungsywan Sepanski - 1060-1072 On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
by Guodong Xing & Shanchao Yang - 1073-1091 On diagnostic devices for proposing half-logistic and inverse half-logistic models using generalized (k) record values
by P. Yageen Thomas & Jerin Paul - 1092-1107 A robust regression methodology via M-estimation
by Tao Yang & Colin M. Gallagher & Christopher S. McMahan - 1108-1122 New types of shrinkage estimators of Poisson means under the normalized squared error loss
by Yuan-Tsung Chang & Nobuo Shinozaki - 1123-1135 Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
by Christophe Chesneau & Hassan Doosti & Lewi Stone - 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