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Content
July 2018, Volume 47, Issue 13
- 3178-3191 Innovative methods for modeling of scale invariant processes
by S. Rezakhah & A. Philippe & N. Modarresi - 3192-3203 Uniformity pattern and related criteria for mixed-level designs
by Zhenghong Wang & Hong Qin - 3204-3219 An extended geometric process repair model with imperfect delayed repair under different objective functions
by Y. L. Zhang & G. J. Wang - 3220-3233 Modified slashed-Rayleigh distribution
by Yuri A. Iriarte & Nabor O. Castillo & Heleno Bolfarine & Héctor W. Gómez - 3234-3251 Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data
by D. Bosq - 3252-3268 On the relationship between the matrix operators, vech and vecd
by Daisuke Nagakura - 3269-3292 Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
by Razieh Jafaraghaie & Nader Nematollahi
June 2018, Volume 47, Issue 12
- 2795-2804 Performance of some ridge regression estimators for the multinomial logit model
by Kristofer Månsson & Ghazi Shukur & B. M. Golam Kibria - 2805-2812 A new test for decreasing mean residual lifetimes
by Edgardo Lorenzo & Ganesh Malla & Hari Mukerjee - 2813-2826 Simultaneous estimation of several CDF’s: homogeneity constraint
by A. K. Md. Ehsanes Saleh & B. M. Golam Kibria & Florence George - 2827-2834 2m − p compromise plans with strongly clear specified main effects and two-factor interactions
by Shili Ye & Dongying Wang & Runchu Zhang - 2835-2847 A note on calibration weightings for stratified double sampling with equal probability
by Etebong P. Clement - 2848-2858 Doubly inflated Poisson model using Gaussian copula
by Sumen Sen & Pooja Sengupta & Norou Diawara - 2859-2868 Generalized-order statistics with random indices
by H. M. Barakat & M. A. Abd Elgawad & Ting Yan - 2869-2880 A study of uniformity pattern for extended designs
by Tingxun Gou & Hong Qin & Kashinath Chatterjee - 2881-2891 Design of acceptance sampling plan using a modified EWMA statistic
by Nasrullah Khan & Muhammad Aslam & Chi-Hyuck Jun & Jaffer Hussain - 2892-2907 An integrated model for economic design of chi-square control chart and maintenance planning
by Hasan Rasay & Mohammad Saber Fallahnezhad & Yahia Zare Mehrjerdi - 2908-2918 Inference for proportional hazard model with propensity score
by Bo Lu & Dingjiao Cai & Luheng Wang & Xingwei Tong & Huiyun Xiang - 2919-2926 Testing the equality of two independent regression models
by Mohammad Reza Mahmoudi & Mohsen Maleki & Abbas Pak - 2927-2949 Oracle inequalities for the Lasso in the additive hazards model with interval-censored data
by Yanqin Feng & Yurong Chen - 2950-2968 A new skew-bimodal distribution with applications
by Altemir da Silva Braga & Gauss M. Cordeiro & Edwin M. M. Ortega - 2969-2978 On the distribution-free confidence intervals and universal bounds for quantiles based on joint records
by R. Arabi Belaghi & M. Noori Asl & H. Bevrani & William Volterman & N. Balakrishnan - 2979-2987 Performance of the difference-based Liu-type estimator in partially linear model
by Jibo Wu - 2988-3001 Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
by Nawal Belaid & Smail Adjabi & Célestin C. Kokonendji & Nabil Zougab - 3002-3021 A zero-inflated non default rate regression model for credit scoring data
by Francisco Louzada & Fernando F. Moreira & Mauro Ribeiro de Oliveira - 3022-3028 Note on posterior inference for the Bingham distribution
by Mike G. Tsionas - 3029-3042 A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter
by Hiba Nassar
June 2018, Volume 47, Issue 11
- 2549-2562 A log-location-scale lifetime distribution with censored data: Regression modeling, residuals, and global influence
by Francisco Louzada & Vitor A. A. Marchi - 2563-2575 Cumulative or adjacent logits: Which choice for an ordinal logistic latent variable model?
by Petan Dossar & Mounir Mesbah - 2576-2589 Optimality of ratio type estimation methods for population mean in the presence of missing data
by Shashi Bhushan & Abhay Pratap Pandey - 2590-2604 Kolmogorov–Smirnov test for life test data with hybrid censoring
by Buddhananda Banerjee & Biswabrata Pradhan - 2605-2624 The four-parameter Burr XII distribution: Properties, regression model, and applications
by Ahmed Z. Afify & Gauss M. Cordeiro & Edwin M. M. Ortega & Haitham M. Yousof & Nadeem Shafique Butt - 2625-2642 Economic design of an integrated adaptive synthetic X‾$\bar{X}$ chart and maintenance management system
by Qiang Wan & Yongzhong Wu & Wenhui Zhou & Xiaohong Chen - 2643-2663 A methodology for quantifying the effect of missing data on decision quality in classification problems
by Michael Feldman & Adir Even & Yisrael Parmet - 2664-2683 Semiparametric method for detecting multiple change points model in financial time series
by Shuxia Zhang & Boping Tian - 2684-2700 Non parametric double generally weighted moving average sign charts based on process proportion
by Shin-Li Lu - 2701-2719 Robust estimation and model identification for longitudinal data varying-coefficient model
by Shu Liu & Heng Lian - 2720-2740 Binary discrimination methods for high-dimensional data with a geometric representation
by A. Bolivar-Cime & L. M. Cordova-Rodriguez - 2741-2759 Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis
by Vicente G. Cancho & Bao Yiqi & Jose A. Fiorucci & Gladys D. C. Barriga & Dipak K. Dey - 2760-2778 Testing factor–covariate interaction in rank repeated-measures analysis of covariance models
by Chunpeng Fan & Donghui Zhang - 2779-2794 Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios
by Ghobad Barmalzan & Amir. T. Payandeh Najafabadi & Narayanaswamy Balakrishnan
May 2018, Volume 47, Issue 10
- 2297-2313 A reduced new modified Weibull distribution
by Saad J. Almalki - 2314-2326 On the three-dimensional negative binomial distribution
by Camilla Mondrup Andreassen & Jens Ledet Jensen - 2327-2336 Quickly variable selection for varying coefficient models with missing response at random
by Jian Wu & Liugen Xue & Peixin Zhao - 2337-2350 Shuffle of min’s random variable approximations of bivariate copulas’ realization
by Yanting Zheng & Jingping Yang & Jianhua Z. Huang - 2351-2361 Empirical likelihood inference for error density estimators in first-order autoregression models
by Hui Zhou & Jie Li - 2362-2372 On the mean residual life of a generalized k-out-of-n system
by S. Goliforushani & M. Xie & N. Balakrishnan - 2373-2378 A note on the conditional residual lifetime of a coherent system under double monitoring
by A. Parvardeh & N. Balakrishnan & Azam Arshadipour - 2379-2388 On the optimal allocation of active redundancies in series system
by Rongfang Yan & Tianqi Luo - 2389-2406 Wavelet-based estimators of multivariable mean regression function with long-memory data
by Yunzhu He & Dongsheng Wu - 2407-2424 Non-parametric quantile estimate for length-biased and right-censored data with competing risks
by Feipeng Zhang & Yong Zhou - 2425-2431 Complete convergence for weighted sums of arrays of APND random variables
by H. R. Nili Sani & M. Amini & A. Bozorgnia - 2432-2455 Statistical inference for heteroscedastic semi-varying coefficient EV models
by Fanrong Zhao & Weixing Song & Jianhong Shi - 2456-2468 Comparisons of several Pareto distributions based on record values
by Jing Zhao & Weihu Cheng & Haiqing Chen & Mixia Wu - 2469-2481 Remainder modified systematic sampling in the presence of linear trend
by L. R. Naidoo & D. North & T. Zewotir & R. Arnab - 2482-2489 Construction of neighbor designs of block size 4 for all values of v ≥ 5 by using the method of addition
by I. Iqbal & P. F. Buzdar & I. Ahmed - 2490-2503 Optimal designing of a new mixed variable lot-size chain sampling plan based on the process capability index
by S. Balamurali - 2504-2519 Wavelet estimation in time-varying coefficient time series models with measurement errors
by Xing-cai Zhou & Ying-zhi Xu & Jin-guan Lin - 2520-2526 The generalized exponential family of distributions and its characteristics
by Tomer Shushi - 2527-2548 Non-parametric predictive inference for future order statistics
by Frank P. A. Coolen & Tahani Coolen-Maturi & Hana N. Alqifari
May 2018, Volume 47, Issue 9
- 2043-2055 A new class of generalized logistic distribution
by Indranil Ghosh & Ayman Alzaatreh - 2056-2072 The Gamma–Kumaraswamy distribution: An alternative to Gamma distribution
by Indranil Ghosh & G. G. Hamedani - 2073-2084 On the mixtures of Weibull and Pareto (IV) distribution: An alternative to Pareto distribution
by I. Ghosh & G. G. Hamedani & N. Bansal & M. Maadooliat - 2085-2097 Group divisible designs with block size five from Clatworthy's table
by Dinesh Sarvate & Nutan Mishra & Kasifa Namyalo - 2098-2109 An extension of Ben-Daya–Rahim (2000) and Rahim–Banerjee (1993) cost models for economic design of T2-control charts for multivariate deteriorating processes with preventive maintenance and early replacement
by M. A. Pasha & M. Bameni Moghadam - 2110-2125 The strong law of large numbers for non homogeneous M-bifurcating Markov chains indexed by a M-branch Cayley tree
by Hui Dang - 2126-2133 Life table estimator revisited
by Sergey V. Malov & Stephen J. O’Brien - 2134-2145 Conditional logistic regression in cluster-specific 1: m matched treatment–control designs
by Zhulin He - 2146-2171 The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations
by Eugene Kouassi & Patrice Takam Soh & Morvan N. Donfack & Jean Marcelin B. Bosson - 2172-2182 Bootstrapping analogs of the two-sample hotelling’s T2 test
by H. S. Rupasinghe Arachchige Don & L. C. R. Pelawa Watagoda - 2183-2194 Some extensions of circular balanced and circular strongly balanced repeated measurements designs
by Zahid Bashir & Rashid Ahmed & M. H. Tahir & Syed Shakir Ali Ghazali & Farrukh Shehzad - 2195-2212 Asymptotic properties of the kernel mode estimator under twice censorship model
by Zohra Guessoum & Mohamed-Amine Mansouri & Elias Ould Saïd - 2213-2226 Fisher information in exponential-weighted location-scale distributions
by S. Ghorbanpour & R. Chinipardaz & S. M. R. Alavi - 2227-2237 Some results on constructing two-level block designs with general minimum lower order confounding
by Sheng-Li Zhao & Qian-Qian Zhao - 2238-2250 Distributions of statistics describing concentration of runs in non homogeneous Markov-dependent trials
by Anastasios N. Arapis & Frosso S. Makri & Zaharias M. Psillakis - 2251-2258 On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences
by Serkan Eryilmaz - 2259-2277 Robust Bayesian analysis for exponential parameters under generalized Type-II progressive hybrid censoring
by Jung In Seo & Yongku Kim - 2278-2290 On the performance of the Jackknifed Liu-type estimator in linear regression model
by Nilgün Yıldız - 2291-2296 Vapnik–Chervonenkis dimension of axis-parallel cuts
by Servane Gey
April 2018, Volume 47, Issue 8
- 1785-1791 A self-normalized central limit theorem for a ρ-mixing stationary sequence
by Guang-hui Cai & Lin Xiang & Xin-xing Su & Xue-hai Ying - 1792-1811 Similar coefficient for cluster of probability density functions
by Tai VoVan & Thao NguyenTrang - 1812-1829 A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
by Romain Azaïs & Alexandre Genadot - 1830-1841 Some estimation procedures of sensitive character using scrambled response techniques in successive sampling
by G. N. Singh & S. Suman & M. Khetan & C. Paul - 1842-1855 Effects of quality characteristic distributions on the integrated model of Taguchi's loss function and economic statistical design of X‾$\bar{X}$-control charts by modifying the Banerjee and Rahim economic model
by M. A. Pasha & M. B. Moghadam & S. Fani & Y. Khadem - 1856-1867 On using non identical and independent Bernoulli trials in human surveys
by Zahid Pervez & Zawar Hussain & Maryam Hafeez - 1868-1881 Minimum aberration criterion for screening experiments at two levels from an entropy-based perspective
by Virtue U. Ekhosuehi & Daniel O. Iruegbukpe & Julian I. Mbegbu - 1882-1900 Adaptive LASSO for linear mixed model selection via profile log-likelihood
by Juming Pan & Junfeng Shang - 1901-1912 An additive marginal regression model for clustered recurrent event in the presence of a terminal event
by Kang FangYuan - 1913-1922 A self-normalizing approach to the specification test of mixed-frequency models
by Henriette Groenvik & Yeonwoo Rho - 1923-1934 Likelihood ratio tests for multivariate normality
by Ilmun Kim & Sangun Park - 1935-1952 Performance of the stein-type two-parameter estimator in multiple linear regression model
by Xinfeng Chang & Jibo Wu - 1953-1961 Three strings of inequalities among six Bayes estimators
by Ying-Ying Zhang & Yu-Han Xie & Wen-He Song & Ming-Qin Zhou - 1962-1977 Bivariate extension of generalized cumulative past entropy
by Amarjit Kundu & Chanchal Kundu - 1978-1988 Attribute control chart for some popular distributions
by Ambreen Shafqat & Jaffer Hussain & Amjad D. Al-Nasser & Muhammad Aslam - 1989-2000 An alternative to ratio estimator in post-stratification
by Gajendra K. Vishwakarma - 2001-2021 Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
by Yu Shen & Han-Ying Liang & Guo-Liang Fan - 2022-2035 Matrix mean squared error comparisons of some biased estimators with two biasing parameters
by Fatma Sevinç Kurnaz & Kadri Ulaş Akay - 2036-2041 Wavelet analysis of uniformly time-modulated processes
by Behzad Mansouri
April 2018, Volume 47, Issue 7
- 1529-1550 The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
by Rongfei Liu & Dingcheng Wang & Fenglong Guo - 1551-1560 General cumulative Kullback–Leibler information
by Sangun Park & Hadi Alizadeh Noughabi & Ilmun Kim - 1561-1570 Mixed Liu estimator in linear measurement error models
by F. Ghapani & B. Babadi - 1571-1579 Strong law of large numbers for generalized sample relative entropy of non homogeneous Markov chains
by Jie Yang & Weiguo Yang & Zhiyan Shi & Yiqing Li & Bei Wang & Yue Zhang - 1580-1596 Lagrange multiplier unit root test in the presence of a break in the innovation variance
by Amit Sen - 1597-1614 Optimal reinsurance and investment problem in a defaultable market
by Jianjing Ma & Guojing Wang & George Xianzhi Yuan - 1615-1640 Estimation and prediction for an inverted exponentiated Rayleigh distribution under hybrid censoring
by Tanmay Kayal & Yogesh Mani Tripathi & Manoj Kumar Rastogi - 1641-1652 Modified branching process for the reliability analysis of complex systems: Multiple-robot systems
by Hamed Fazlollahtabar & Seyed Taghi Akhavan Niaki - 1653-1662 m-Associate PBIB designs using Youden-m squares
by Kush Sharma & Davinder Kumar Garg - 1663-1678 Asymptotic properties of the estimators of the semi-parametric spatial regression model
by Peng Xiaozhi & Wu Hecheng & Ma Ling - 1679-1692 Estimating the parameter of selected uniform population under the squared log error loss function
by K. R. Meena & Mohd. Arshad & Aditi Kar Gangopadhyay - 1693-1717 Time-consistent investment and reinsurance under relative performance concerns
by Duni Hu & Hailong Wang - 1718-1730 Large and moderate deviations for the total population in the nearly unstable INAR(1) model
by Shimin Li & Hui Jiang & Shaochen Wang - 1731-1746 Variable selection in expectile regression
by Jun Zhao & Yi Zhang - 1747-1766 Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test
by Sana Eftekhar & Mohammad Sadooghi-Alvandi & Mahmood Kharrati-Kopaei - 1767-1783 Discrete Weibull geometric distribution and its properties
by K. Jayakumar & M. Girish Babu
March 2018, Volume 47, Issue 6
- 1273-1306 Optimal designs for accelerated life tests with multiple stress factors and heteroscedasticity
by Xiaojian Xu & Mark Krzeminski - 1307-1317 Some characteristics on the selection of spline smoothing parameter
by Chun-Shu Chen & Yi-Tsz Huang - 1318-1327 Transient analysis of an M/M/c queuing system with balking and retention of reneging customers
by Rakesh Kumar & Sapana Sharma - 1328-1349 Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities
by Betuel Canhanga & Anatoliy Malyarenko & Ying Ni & Milica Rančić & Sergei Silvestrov - 1350-1371 Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise
by Zhi Li & Litan Yan & Liping Xu - 1372-1391 Regime-switching pure jump processes and applications in the valuation of mortality-linked products
by Yinghui Dong & Kam Chuen Yuen & Guojing Wang - 1392-1402 A high-dimensional likelihood ratio test for circular symmetric covariance structure
by Linqi Yi & Junshan Xie - 1403-1412 Multiple dependent state repetitive sampling plans based on one-sided process capability indices
by Ching-Ho Yen & Chia-Hao Chang & Muhammad Aslam & Chi-Hyuck Jun - 1413-1422 Random search algorithm for optimal mixture experimental design
by Guanghui Li & Chongqi Zhang - 1423-1441 Approximation of fractional Brownian sheet by Wiener integral
by Liheng Sang & Guangjun Shen & Qiangqiang Chang - 1442-1458 A study on the chain ratio-ratio-type exponential estimator for finite population variance
by Housila P. Singh & Surya K. Pal & Anita Yadav - 1459-1474 Statistical hypothesis testing for the shape of impulse response function
by Iryna V. Rozora - 1475-1490 A new estimator of proportion with a linear function using data from two-decks randomized response model
by Augustus Jayaraj & Stephen A. Sedory & Sarjinder Singh & Oluseun Odumade - 1491-1509 Gamma lifetimes and associated inference for interval-censored cure rate model with COM–Poisson competing cause
by Piyachart Wiangnak & Suvra Pal - 1510-1527 Weighted geometric distribution with new characterizations of geometric distribution
by Deepesh Bhati & Savitri Joshi
March 2018, Volume 47, Issue 5
- 1013-1021 Wrapped Lindley distribution
by Savitri Joshi & K. K. Jose - 1022-1027 Several least-squares problems related to the Hodrick–Prescott filtering
by Hiroshi Yamada - 1028-1049 On some aspects of a flexible class of additive Weibull distribution
by C. Satheesh Kumar & Subha R. Nair - 1050-1070 General mathematical properties, regression and applications of the log-gamma-generated family
by Gauss M. Cordeiro & Marcelo Bourguignon & Edwin M. M. Ortega & Thiago G. Ramires - 1071-1090 Multivariate normal estimation: the case (n
by Nina Strydom & Nico Crowther - 1091-1103 Reliability study of proportional odds family of discrete distributions
by Pradip Kundu & Asok K. Nanda - 1104-1116 Block bootstrap testing for changes in persistence with heavy-tailed innovations
by Ruibing Qin & Yang Liu - 1117-1132 Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings
by Kamonrat Kamjornkittikoon & Kritsana Neammanee & Nattakarn Chaidee - 1133-1154 A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
by V. Jowaheer & N. Mamode Khan & Y. Sunecher - 1155-1180 Bayesian analysis of head and neck cancer data using generalized inverse Lindley stress–strength reliability model
by Vikas Kumar Sharma - 1181-1203 Increased Fisher’s information for parameters of association in count regression via extreme ranks
by Daniel F. Linder & Jingjing Yin & Haresh Rochani & Hani Samawi & Sanjay Sethi - 1204-1214 MSE performance of the weighted average estimators consisting of shrinkage estimators
by Akio Namba & Kazuhiro Ohtani - 1215-1233 On multiple change-point estimation for Poisson process
by O. V. Chernoyarov & Yu. A. Kutoyants & A. Top - 1234-1255 Small area estimation of proportions under a spatial dependent aggregated level random effects model
by Hukum Chandra & Nicola Salvati - 1256-1272 Designing an economic rectifying sampling plan in the presence of two markets
by Mohammad Saber Fallah Nezhad & Tahereh Jafari Nodoushan
February 2018, Volume 47, Issue 4
- 767-778 A general class of flexible Weibull distributions
by Sangun Park & Jiwhan Park - 779-792 Half-normal approximation for statistics of symmetric simple random walk
by Al-ameen Sama-ae & Nattakarn Chaidee & Kritsana Neammanee - 793-804 Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
by Yalian Li - 805-815 Modified probability proportional to size sampling
by Kalyan Joshi & M. B. Rajarshi - 816-838 Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure
by Tabti Hadjila & Ait Saidi Ahmed - 839-861 Estimation of population mean on the most recent occasion under non response in h-occasion successive sampling using several auxiliary variables
by G. N. Singh & A. K. Sharma & A. K. Singh - 862-876 Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions
by Yanchun Xing & Lili Xu & Wenqing Ma & Zhichuan Zhu - 877-889 Density estimation via the random forest method
by Kaiyuan Wu & Wei Hou & Hongbo Yang - 890-911 Testing for constancy in varying coefficient models
by Mohamed Ahkim & Anneleen Verhasselt - 912-934 Improved estimator of population total in PPS sampling
by Housila P. Singh & Abhishek C. Mishra & Surya K. Pal - 935-952 Confidence intervals for a two-parameter exponential distribution: One- and two-sample problems
by K. Krishnamoorthy & Yanping Xia - 953-979 Analysis of a jump-diffusion option pricing model with serially correlated jump sizes
by Xenos Chang-Shuo Lin & Daniel Wei-Chung Miao & Wan-Ling Chao - 980-995 Analysis of survival data by a Weibull–Bessel distribution
by Ramesh C. Gupta & Muhammad Waleed - 996-1012 An introduction to copula-based bivariate reliability Concepts
by N. Sreelakshmi
February 2018, Volume 47, Issue 3
- 509-520 A revisit of the distribution of linear combinations of Dirichlet components
by Kun-Lin Kuo & Thomas J. Jiang - 521-531 Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity
by Cuixia Li & Erlin Guo - 532-547 A robust generalization and asymptotic properties of the model selection criterion family
by Sumito Kurata & Etsuo Hamada - 548-561 A closed testing procedure for comparing successive exponential populations with respect to location parameter
by Parminder Singh & Navdeep Singh - 562-582 Copula-based reliability analysis for a parallel system with a cold standby
by Zhang Yongjin & Sun Youchao & Li Longbiao & Zhao Ming - 583-600 On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors
by Xinfeng Chang - 601-614 Survival Weibull regression model for mismeasured outcomes
by Magda C. Pires & Enrico A. Colosimo & Arlaine A. Silva - 615-627 Determination of a new mixed variable lot-size multiple dependent state sampling plan based on the process capability index
by S Balamurali & Muhammad Aslam & Ahmad Liaquat - 628-654 Testing for residual correlation of any order in the autoregressive process
by Frédéric Proïa - 655-670 Marshall–Olkin Laplace transform copulas of multivariate gamma distributions
by Philippe Bernardoff - 671-680 Complete convergence for coordinatewise asymptotically negatively associated random vectors in Hilbert spaces
by Mi-Hwa Ko - 681-697 Semiparametric mixture of additive regression models
by Yi Zhang & Qingle Zheng - 698-707 Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
by Ke-Ang Fu & Jie Li - 708-724 Allocation strategies of standby redundancies in series/parallel system
by Jianbin Chen & Yiying Zhang & Peng Zhao & Shan Zhou - 725-738 Correlation coefficient of response variances in compound noise and product array experiments
by Shun Matsuura - 739-766 A class of partially linear transformation models for recurrent gap times
by Miao Han & Dongxiao Han & Liuquan Sun
January 2018, Volume 47, Issue 2
- 259-276 Bimodal symmetric-asymmetric power-normal families
by Heleno Bolfarine & Guillermo Martínez-Flórez & Hugo S. Salinas - 277-288 A Markov chain approach for double-objective economic statistical design of the variable sampling interval X‾$\bm{\bar{X}}$ control chart
by H. Safe & R. B. Kazemzadeh & Y. Gholipour Kanani - 289-306 Asymptotic estimate of variance with applications to stochastic differential equations arises in mathematical neuroscience
by M. Rahman - 307-323 Markov-switching BILINEAR − GARCH models: Structure and estimation
by Abdelouahab Bibi & Ahmed Ghezal - 324-343 Simultaneous estimation of means of two sensitive variables
by Segun Ahmed & Stephen A. Sedory & Sarjinder Singh - 344-364 On Markov-switching periodic ARMA models
by Billel Aliat & Fayçal Hamdi - 365-371 Asymptotic distributions in affiliation networks with an increasing sequence
by Jing Luo & Hong Qin & Jianwei Hu & Yong Zhang - 372-384 Some results on residual life and inactivity time at random time
by Chanchal Kundu & Arijit Patra - 385-398 Economic design of quick switching sampling system for assuring Weibull distributed mean life
by S. Balamurali & P. Jeyadurga & M. Usha - 399-414 Development of a canonical correlation model involving non linearity and asymmetric variables
by Idowu O. Ayodeji & Titilola O. Obilade - 415-426 Non parametric mixture of strictly monotone regression models
by Yi Zhang & Qingle Zheng - 427-447 A Poisson-multinomial mixture approach to grouped and right-censored counts
by Qiang Fu & Xin Guo & Kenneth C. Land - 448-462 Random spectral measure for non Gaussian moving averages
by Anastassia Baxevani & Krzysztof Podgórski - 463-474 Optimal generalized logistic estimator
by Nagarajah Varathan & Pushpakanthie Wijekoon - 475-492 On deviations between kernel-type estimators of a distribution density in p ⩾ 2 independent samples
by P. K. Babilua & E. A. Nadaraya - 493-507 Capability index-based control chart for monitoring process mean using repetitive sampling
by Olatunde A. Adeoti & John O. Olaomi
January 2018, Volume 47, Issue 1
- 1-17 Performance analysis of the preliminary test estimator with series of stochastic restrictions
by M. H. Karbalaee & M. Arashi & S. M. M. Tabatabaey - 18-27 Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series
by M. B. Rajarshi - 28-41 A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test
by Stelios Arvanitis - 42-54 A non uniform bound for half-normal approximation of the number of returns to the origin of symmetric simple random walk
by Tatpon Siripraparat & Kritsana Neammanee - 55-63 Likelihood ratio order of parallel systems under multiple-outlier models
by Jiantian Wang - 64-79 False discovery rates for large-scale model checking under certain dependence
by Lu Deng & Xuemin Zi & Zhonghua Li - 80-91 A series of two-urn biased sampling problems
by Borek Puza & Andre Bonfrer - 92-101 Efficient utilization of two auxiliary variables in stratified double sampling
by Javid Shabbir