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Content
February 2018, Volume 47, Issue 4
- 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 - 102-117 Statistic inference for a single-index ARCH-M model
by Qiang Xiong & Zhiyong Hu & Yuan Li - 118-132 On the least-squares model averaging interval estimator
by Sebastian Ankargren & Shaobo Jin - 133-146 An enhanced absorbing Markov chain model for predicting TAIEX Index Futures
by Wen-Tso Huang & Cheng-Chang Lu - 147-165 Discrete distributions based on inter arrival times with application to football data
by Saralees Nadarajah & Stephen Chan - 166-180 Asymptotic distribution of regression correlation coefficient for Poisson regression model
by Takeshi Kurosawa & Nobuhiro Suzuki - 181-195 Non parametric analysis of gap times for bivariate recurrent event data with cure fraction
by Pao-Sheng Shen - 196-209 A relative error-based estimation with an increasing number of parameters
by Hao Ding & Zhanfeng Wang & Yaohua Wu - 210-221 Pricing dynamic fund protections for a hyperexponential jump diffusion process
by Linyi Qian & Zhuo Jin & Wei Wang & Lyu Chen - 222-238 Fitting spatial regressions to large datasets using unilateral approximations
by Giuseppe Arbia & Marco Bee & Giuseppe Espa & Flavio Santi - 239-246 An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s t-distribution
by Liborio I. Costa - 247-257 A novel spatial outlier detection technique
by Alok Kumar Singh & S. Lalitha
December 2017, Volume 46, Issue 24
- 1-1 EOV: Editorial Board
by The Editors - 11949-11971 Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
by Barry C. Arnold & G. G. Hamedani - 11972-11987 Upper non positive bounds on expectations of generalized order statistics from DD and DDA populations
by Agnieszka Goroncy - 11988-12007 Bayesian meta-analysis of correlation coefficients through power prior
by Zhiyong Zhang & Kaifeng Jiang & Haiyan Liu & In-Sue Oh - 12008-12022 Non parametric Bayesian analysis of the two-sample problem with censoring
by Kan Shang & Cavan Reilly - 12023-12044 A new economic scheme for CCC charts with run rules based on average number of inspected items
by V. Golbafian & M. S. Fallahnezhad & Y. Zare Mehrjerdi - 12045-12058 Estimation for the scaled half-logistic distribution under Type-I progressively hybrid censoring scheme
by Chao Wang & Hong Liu - 12059-12074 A new efficient unrelated randomized response model
by Housila P. Singh & Swarangi M. Gorey - 12075-12086 Underdispersion models: Models that are “under the radar”
by Kimberly F. Sellers & Darcy S. Morris - 12087-12102 Some results on dependent random variables and a connection with the multivariate s-increasing convex order
by Milto Hadjikyriakou - 12103-12112 Optimal block designs with non additive mixed effects interference
by Arpan Bhowmik & Seema Jaggi & Eldho Varghese & Cini Varghese - 12113-12129 An integration of Taguchi’s loss function in Banerjee–Rahim model for the economic and economic statistical design of X‾$\bar{X}$-control charts under multiple assignable causes and Weibull shock model
by M. A. Pasha & M. Bameni Moghadam & Y. Khadem & S. Fani - 12130-12151 Estimation of population mean based on dual use of auxiliary information in non response
by Mazhar Yaqub & Javid Shabbir & Sat Narian Gupta - 12152-12164 Goodness-of-fit tests based on Verma Kullback–Leibler information
by M. Bitaraf & M. Rezaei & F. Yousefzadeh - 12165-12193 Partial linear single-index models with additive distortion measurement errors
by Jun Zhang & Zhenghui Feng - 12194-12209 Some efficient classes of estimators of population mean in two-phase successive sampling under random non response
by G. N. Singh & M. Khalid & A. K. Sharma - 12210-12225 A modified Conway–Maxwell–Poisson type binomial distribution and its applications
by T. Imoto & C. M. Ng & S. H. Ong & S. Chakraborty - 12226-12239 Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small
by Giovanni Forchini & Bin Peng - 12240-12258 Laplace approximations and Bayesian information criteria in possibly misspecified models
by Yoichi Miyata - 12259-12280 Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
by Fikri Akdeniz & Mahdi Roozbeh - 12281-12289 On the Flatland paradox and limiting arguments
by P. Druilhet - 12290-12298 On the mathematics of the Jeffreys–Lindley paradox
by Cristiano Villa & Stephen Walker - 12299-12316 Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
by Huang Xudong & Li Mengmeng - 12317-12323 Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study
by Lingxiang Zhang - 12324-12335 A new class of bivariate lifetime distributions
by Serkan Eryilmaz - 12336-12344 Evaluate the relative efficiency of a targeted clinical trial design to an untargeted design under the issue of cost
by Feng-Shou Ko - 12345-12355 A new test for two-sample location problem based on empirical distribution function
by S. K. Mathur & D. M. Sakate - 12356-12369 Two-Piece location-scale distributions based on scale mixtures of normal family
by Mohsen Maleki & Mohammad Reza Mahmoudi - 12370-12386 Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors
by Xin Xin & Feng Qiu - 12387-12400 Strong laws of large numbers for negatively dependent random variables under sublinear expectations
by Xiaoyan Chen & Fang Liu
December 2017, Volume 46, Issue 23
- 11425-11439 Signatures of series and parallel systems consisting of non disjoint modules
by C. Franko & F. Yalcin - 11440-11449 Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares
by Haiqing Chen & Weihu Cheng & Leilei Zhu & Yaohua Rong - 11450-11465 Mean and cell-mean imputation resulting in the use of a semicontinuous distribution and a mixture of semicontinuous distributions
by R. Aliakbari Saba & Z. Rezaei Ghahroodi & K. Kiani & D. M. Berridge - 11466-11479 Ridge estimation in generalized linear models and proportional hazards regressions
by Guanghan Liu & Steven Piantadosi - 11480-11484 Sample size needed to get given ratio of endpoints for confidence interval of standard deviation in a normal distribution
by Joanna Tarasińska - 11485-11499 A goodness-of-fit test for generalized error distribution
by Daniele Coin - 11500-11513 Multivariate forests with missing mixed outcomes
by Abdessamad Dine & Denis Larocque & François Bellavance - 11514-11538 An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals
by Reşit Çelik & Aydın Erar - 11539-11557 On estimating the marginal distribution of a detrended series with long memory
by Sucharita Ghosh - 11558-11574 Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations
by Eugene Kouassi & Patrice Soh Takam & Jean Marcelin Bosson Brou & Emile Herve Ndoumbe - 11575-11590 Statistical inference under imputation for proportional hazard model with missing covariates
by Zhiping Qiu - 11591-11603 On k-distorted generalized discrete family of distributions
by D. T. Shirke & S. R. Supanekar & Deepesh Bhati - 11604-11611 Using repeated measures to correct correlated measurement errors through orthogonal decomposition
by Chang Yu & Sanguo Zhang & Christine Friedenreich & Charles E. Matthews - 11612-11634 Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure
by Tatjana Pavlenko & Anuradha Roy - 11635-11656 Model-based clustering of Gaussian copulas for mixed data
by Matthieu Marbac & Christophe Biernacki & Vincent Vandewalle - 11657-11666 The shape of the hazard function: Does the generalized gamma have the last word?
by Matthew B. Matheson & Christopher Cox - 11667-11687 An additive subdistribution hazard model for competing risks data
by Wanxing Li & Xiaoming Xue & Yonghong Long - 11688-11711 On density and regression estimation with incomplete data
by Majid Mojirsheibani & Kevin Manley & William Pouliot - 11712-11720 An efficient randomized response model utilizing higher order moments ratios of scrambling variables
by Housila P. Singh & Swarangi M. Gorey - 11721-11744 Data sharpening on unknown manifold
by Masaki Kudo & Kanta Naito - 11745-11755 Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates
by Ehab F. Abd-Elfattah - 11756-11763 Hybrid tripartite randomized response technique
by Femi B. Adebola & Adedamola A. Adediran & Olusegun S. Ewemooje - 11764-11775 Comparing multiple process overall yields from multiple manufacturing lines
by Chen-Ju Lin & Yi-Ling Shen - 11776-11785 Fubini theorem for non additive measures in the framework of g-expectation
by Feng Hu & Zhaojun Zong & Helin Wu - 11786-11800 Asymptotics for Euclidean functionals of mixing processes
by Elia Liitiäinen - 11801-11812 Lr convergence for arrays of rowwise asymptotically almost negatively associated random variables
by Aiting Shen & Deping Shi - 11813-11825 A modified Hosmer–Lemeshow test for large data sets
by Wei Yu & Wangli Xu & Lixing Zhu - 11826-11842 Adaptive Lasso for generalized linear models with a diverging number of parameters
by Yan Cui & Xia Chen & Li Yan - 11843-11853 On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions
by Rongfang Yan & Yinping You & Xiaohu Li - 11854-11865 On the ridge regression estimator with sub-space restriction
by R. Fallah & M. Arashi & S. M. M. Tabatabaey - 11866-11879 Transmuted two-parameter Lindley distribution
by Sibel Acik Kemaloglu & Mehmet Yilmaz - 11880-11891 Conditional entropy, entropy density, and strong law of large numbers for generalized controlled tree-indexed Markov chains
by Weicai Peng - 11892-11917 Combined double sampling and variable sampling interval np chart
by Ming Ha Lee & Michael B. C. Khoo - 11918-11932 Cramér-type moderate deviations for intermediate trimmed means
by Nadezhda Gribkova - 11933-11947 Cross-entropy method for estimation of posterior expectation in Bayesian VAR models
by Nuša Mikuljan Šljivić
November 2017, Volume 46, Issue 22
- 10903-10913 Complete moment convergence of moving-average process generated by a class of random variables
by Yang Ding & Xuefei Tang & Hui Wang & Xuejun Wang - 10914-10925 On the generalized cumulative residual entropy weighted distributions
by Georgios Psarrakos & Polychronis Economou - 10926-10940 A kind of asymptotic properties of moving averages for Markov chains in Markovian environments
by Wang Zhong-Zhi - 10941-10952 Bartlett-corrected two-sample adjusted empirical likelihood via resampling
by Lei Wang - 10953-10972 Bayesian quantile regression for skew-normal linear mixed models
by A. Aghamohammadi & M. R. Meshkani - 10973-10990 On kernel density estimation based on different stratified sampling with optimal allocation
by Hani Samawi & Arpita Chatterjee & JingJing Yin & Haresh Rochani - 10991-11009 Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data
by Ahad Jamalizadeh & Reza Pourmousa & Mehdi Amiri & N. Balakrishnan - 11010-11025 Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix
by Xiu-Li Du & Jin-Guan Lin & Xiu-Qing Zhou - 11026-11046 Pricing power options with a generalized jump diffusion
by Juan Liao & Huisheng Shu & Chao Wei - 11047-11059 Dynamic version of weighted cumulative residual entropy
by M. Mirali & S. Baratpour - 11060-11076 A new count model generated from mixed Poisson transmuted exponential family with an application to health care data
by Deepesh Bhati & Pooja Kumawat & E. Gómez–Déniz - 11077-11090 Optimal design of exponentially weighted moving average– chart for the mean with estimated process parameters
by H. W. You & Michael B. C. Khoo & M. H. Lee & P. Castagliola & S. Saha - 11091-11098 Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization
by Emre Dünder & Serpil Gümüştekin & Naci Murat & Mehmet Ali Cengiz - 11099-11109 Process capability index for bivariate exponentially distributed quality characteristics and its sampling properties
by Vidhika Tiwari & N. K. Singh - 11110-11122 Modification of GEE1 and linear mixed-effects models for heteroscedastic longitudinal Gaussian data
by Eiji Nakashima - 11123-11142 The successive raising estimator and its relation with the ridge estimator
by J. García & D. E. Ramirez - 11143-11162 Shared inverse Gaussian frailty models based on additive hazards
by David D. Hanagal & Arvind Pandey - 11163-11180 Affiliation networks with an increasing degree sequence
by Yong Zhang & Xiaodi Qian & Hong Qin & Ting Yan - 11181-11193 Two-sample tests for sparse high-dimensional binary data
by Amanda Plunkett & Junyong Park - 11194-11203 On the existence of maximum likelihood estimates for weighted logistic regression
by Guoping Zeng - 11204-11213 Sample size estimation for comparing rates of change in K-group repeated count outcomes
by Ying Lou & Jing Cao & Chul Ahn - 11214-11227 Bayesian estimation for first-order autoregressive model with explanatory variables
by Kai Yang & Dehui Wang - 11228-11242 Empirical likelihood for high-dimensional partially linear model with martingale difference errors
by Guo-Liang Fan & Zhi-Qiang Jiang & Jiang-Feng Wang - 11243-11260 A Mann–Whitney type effect measure of interaction for factorial designs
by Jan De Neve & Olivier Thas - 11261-11271 Progress on a conjecture regarding the triangular distribution
by Hien D. Nguyen & Geoffrey J. McLachlan - 11272-11288 A statistical approach to social network monitoring
by Ebrahim Mazrae Farahani & Reza Baradaran Kazemzadeh & Rassoul Noorossana & Ghazaleh Rahimian - 11289-11295 A note on a by-claim risk model: Asymptotic results
by Jinzhu Li - 11296-11314 On non parametric statistical inference for densities under long-range dependence
by Jan Beran & Nadja Schumm - 11315-11326 The performance of the adaptive optimal estimator under the extended balanced loss function
by Nimet Özbay & Selahattin Kaçıranlar - 11327-11340 Bayesian ratemaking under Dirichlet process mixtures
by J. Zhang & J. Huang & X. Wu - 11341-11357 Using plausible values in secondary analysis in large-scale assessments
by Inga Laukaityte & Marie Wiberg - 11358-11369 Particle swarm optimization based Liu-type estimator
by Deniz Inan & Erol Egrioglu & Busenur Sarica & Oykum Esra Askin & Mujgan Tez - 11370-11382 Estimation and testing procedures for the reliability functions of a general class of distributions
by Ajit Chaturvedi & Taruna Kumari - 11383-11403 Non parametric hazard estimation with dependent censoring using penalized likelihood and an assumed copula
by Jing Xu & Jun Ma & Tania Prvan - 11404-11423 The power series skew normal class of distributions
by Rasool Roozegar & Saralees Nadarajah
November 2017, Volume 46, Issue 21
- 10387-10393 Improved Ratio- and Product-Type Exponential Estimators for Population Mean in Case of Post-Stratification
by Rajesh Tailor & Ritesh Tailor & Sunil Chouhan - 10394-10415 Monitoring means and covariances of multivariate non linear time series with heavy tails
by Robert Garthoff & Wolfgang Schmid - 10416-10425 On the uniformly asymptotic normality of frequency polygons for ψ-mixing samples
by Yuzhuo Wen & Guo-dong Xing - 10426-10445 Outliers in incomplete multiresponse experiments
by Raju Kumar & Lal Mohan Bhar - 10446-10455 Detecting structural change with heteroskedasticity
by Mumtaz Ahmed & Gulfam Haider & Asad Zaman - 10456-10475 Designing of a mixed-chain sampling plan based on the process capability index with chain sampling as the attributes plan
by M. Usha & S. Balamurali - 10476-10480 A letter to the editor about “Machado, M.A.G. and Costa A.F.B. (2014), some comments regarding the synthetic chart. Communications in Statistics---Theory and Methods, 43(14), 2897–2906”
by S.C. Shongwe & M.A. Graham - 10481-10494 Application of decreasing integrated hazard in Rahim and Banerjee model on economic design of X‾$\bar{X}$-control charts for systems with increasing failure rate and early replacement
by M. A. Pasha & Y. Khadem & M. B. Moghadam - 10495-10506 A generalized approach to economic design of control charts: A discussion on implementing
by M. A. Pasha & M. B. Moghadam & Sh. Fani - 10507-10517 On a perturbed dual risk model with dependence between inter-gain times and gain sizes
by Zhong Li & Kristina P. Sendova & Chen Yang - 10518-10536 Biparametric zero-modified power series distributions: Bayesian analysis under a reference prior approach
by Katiane S. Conceição & Vera Tomazella & Marinho G. Andrade & Francisco Louzada - 10537-10548 Strong consistency of non parametric kernel regression estimator for strong mixing samples
by Xiutao Yang & Shanchao Yang & Xin Yang - 10549-10563 Pairwise comparisons of treatments with ordinal responses in a two-way setting
by Tong-Yu Lu & Yueqiong Lin & Junjiang Zhong - 10564-10581 Bayesian mixture model averaging for identifying the different gene expressions of chickpea (Cicer arietinum) plant tissue
by Ani Budi Astuti & Nur Iriawan & Irhamah & Heri Kuswanto - 10582-10593 An alternative measure of ordinal association as a value-validity correction of the Goodman–Kruskal gamma
by Tarald O. Kvålseth - 10594-10606 Chernoff distance for doubly truncated distributions
by Chanchal Kundu - 10607-10616 Standard errors for the Laspeyres index number with autocorrelated error models
by Arfa Maqsood & S. M. Aqil Burney - 10617-10639 The modified Fréchet distribution and its properties
by Claudio J. Tablada & Gauss M. Cordeiro - 10640-10656 Non-parametric tests for the tail equivalence via empirical likelihood
by Yuexiang Jiang & Haoze Sun & Yi Zhang & Huaigang Long - 10657-10671 Additive hazards regression of current status data with auxiliary covariates
by Yanqin Feng & Yuan Dong & Yang Li - 10672-10684 A new test for single against competing risks models in duration analysis
by Cao Chao & Masahito Kobayashi - 10685-10691 Orthogonal main-effect plans in row–column designs for two-level factorial experiments
by P. C. Wang - 10692-10701 Complete convergence for weighted sums of mixingale sequences and statistical applications
by Lin Zhang & Yu Miao & Jianyong Mu & Jie Xu - 10702-10704 Corrigendum to: “Covariance matrix formula for generalized linear models with unknown dispersion” by G. M. Cordeiro, L. P. Barroso, and D. A. Botter [Communications in Statistics—Theory and Methods (2006) 35(1), 113–120]
by Tiago M. Magalhães & Denise A. Botter & Mônica C. Sandoval - 10704-10717 The effect of dependence on distribution of the functions of random variables
by Ali Dolati & Rasool Roozegar & Najmeh Ahmadi & Zohreh Shishebor - 10718-10732 The performance of model averaged tail area confidence intervals
by Paul Kabaila & A. H. Welsh & Rheanna Mainzer - 10733-10757 Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer
by Jieming Zhou & Xiangqun Yang & Ya Huang - 10758-10767 On estimation of population mean based on two measurements
by Saralees Nadarajah & Rui Li & Rasool Roozegar & Ali Dolati - 10768-10787 A mixture model for dimension reduction
by Jean-Luc Dortet-Bernadet & Laurent Gardes - 10788-10799 Confidence distributions applied to propagating uncertainty to inference based on estimating the local false discovery rate: A fiducial continuum from confidence sets to empirical Bayes set estimates as the number of comparisons increases
by David R. Bickel - 10800-10822 The exponentiated transmuted-G family of distributions: Theory and applications
by Faton Merovci & Morad Alizadeh & Haitham M. Yousof & G. G. Hamedani - 10823-10834 An evaluation of common methods for dichotomization of continuous variables to discriminate disease status
by S. L. Prince Nelson & V. Ramakrishnan & P. J. Nietert & D. L. Kamen & P. S. Ramos & B. J. Wolf - 10835-10850 Small area estimation under a multivariate linear model for repeated measures data
by Innocent Ngaruye & Joseph Nzabanita & Dietrich von Rosen & Martin Singull - 10851-10863 Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
by Shijie Wang & Yiyu Hu & Jijiao He & Xuejun Wang - 10864-10878 Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions
by Qian Yu & Guangjun Shen & Mingxiang Cao - 10879-10896 Parameter estimation for mixtures of skew Laplace normal distributions and application in mixture regression modeling
by Fatma Zehra Doğru & Olcay Arslan - 10897-10902 The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression
by Hiroshi Yamada
October 2017, Volume 46, Issue 20
- 9869-9880 Orderings for series and parallel systems comprising heterogeneous exponentiated Weibull-geometric components
by Ghobad Barmalzan & Amir T. Payandeh Najafabadi & Narayanaswamy Balakrishnan - 9881-9891 The strong laws of large numbers for weighted sums of extended negatively dependent random variables
by Guohui Zhang