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Content
October 2017, Volume 46, Issue 20
- 10359-10372 A new class of distribution having decreasing, increasing, and bathtub-shaped failure rate
by S. K. Maurya & A. Kaushik & S. K. Singh & U. Singh - 10373-10386 Complete moment convergence and Lr convergence for asymptotically almost negatively associated random variables
by Mengmei Xi & Xufei Tang & Junjie Lin & Ming Wang & Xuejun Wang
October 2017, Volume 46, Issue 19
- 9355-9363 Remarks on the L1 distance in statistical data analysis
by Robert J. Budzyński & Witold Kondracki - 9364-9376 Adaptive-Cox model averaging for right-censored data
by Yu-Mei Chang & Pao-Sheng Shen & Chun-Shu Chen - 9377-9387 A note on mixingale limit theorems and stable convergence in law
by Shin S. Ikeda - 9388-9396 A note on the finite-dimensional Dirichlet prior
by Xia Yemao & Gou Jianwei - 9397-9406 Estimating the Pólya process
by Yarong Feng & Xing Chen & Liyi Jia & Xiruo Song & Hosam M. Mahmoud - 9407-9414 Chebyshev's inequality for Hilbert-space valued random elements with estimated mean and covariance
by B. L. S. Prakasa Rao - 9415-9424 The generalizations of strong law of large numbers for asymptotic even–odd Markov chains indexed by a homogeneous tree
by Ying Tang & Weiguo Yang - 9425-9440 Asymptotic posterior distributions for balanced nested multi-way models with a large number of main effect levels
by Chun-Lung Su - 9441-9449 Generalized confidence intervals compatible with the Min test for simultaneous comparisons of one subpopulation to several other subpopulations
by Julia N. Soulakova - 9450-9458 On estimating uniform distribution via linear Bayes method
by Lichun Wang & Haocheng Wang - 9459-9475 Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model
by Danping Li & Ximin Rong & Hui Zhao - 9476-9493 Three-group ROC predictive analysis for ordinal outcomes
by Tahani Coolen-Maturi - 9494-9506 Erlang–Lindley distribution
by M. M. E. Abd El-Monsef & W. A. Hassanein & N. M. Kilany - 9507-9517 Credit risk assessment with Bayesian model averaging
by Silvia Figini & Paolo Giudici - 9518-9540 Concomitant record ranked set sampling
by Jerin Paul & P. Yageen Thomas - 9541-9556 Linear wavelet estimation of the derivatives of a regression function based on biased data
by Yogendra P. Chaubey & Christophe Chesneau & Fabien Navarro - 9557-9565 Efficient estimation of population mean of sensitive variable in presence of scrambled responses
by Housila P. Singh & Swarangi M. Gorey - 9566-9590 Correcting double outward box distributed residuals by WCEV
by Reşit Çelik - 9591-9613 Estimation and prediction for a Burr type-III distribution with progressive censoring
by Devendra Pratap Singh & Yogesh Mani Tripathi & Manoj Kumar Rastogi & Nikhil Dabral - 9614-9624 Extended scaled prediction variance optimality for modified central composite design
by Jin H. Oh & Sung H. Park & Soon S. Kwon - 9625-9628 Multivariate Chebyshev inequality in generalized measure space based on Choquet integral
by Hamzeh Agahi - 9629-9635 An efficient new randomized response model
by Housila P. Singh & Swarangi M. Gorey - 9636-9650 A new confidence interval in measurement error model with the reliability ratio known
by Liang Yan & Xingzhong Xu - 9651-9661 Gap-based inverse sampling
by Bardia Panahbehagh & Jennifer Brown - 9662-9678 Multipower variation from generalized difference for fractional integral processes with jumps
by Guangying Liu & Lixin Zhang & Xinian Fang - 9679-9690 Simultaneous inference for treatment regimes
by Lu Wang & Yong Lin & John T. Chen - 9691-9702 Nearly optimal covariate designs—Part I
by Ganesh Dutta & Bikas Kumar Sinha - 9703-9725 Nearly optimal covariate designs—Part II
by Ganesh Dutta & Bikas Kumar Sinha - 9726-9742 An absolutely continuous bivariate Topp–Leone distribution: A useful model on a bounded domain
by Ali İ. Genç - 9743-9762 Generalized empirical likelihood inference in partially linear model for longitudinal data with missing response variables and error-prone covariates
by Juanfang Liu & Liugen Xue & Ruiqin Tian - 9763-9776 Frailty models power variance function with cure fraction and latent risk factors negative binomial
by Vinicius Fernando Calsavara & Agatha Sacramento Rodrigues & Vera Lúcia Damasceno Tomazella & Mário de Castro - 9777-9786 An extension of Horvitz–Thompson estimator used in adaptive cluster sampling to continuous universe
by Tomasz Ba̧k - 9787-9794 Lower bounds for expected sample size of sequential procedures for the multinomial selection problems
by Iskander Kareev - 9795-9806 Testing serial correlation in partially linear models with validation data
by Feng Liu & Xiangyong Tan & Sitong Guo & Xinmei Kang - 9807-9816 Bayesian prediction for two-stage sequential analysis in clinical trials
by Hayet Merabet & Ahlam Labdaoui & Pierre Druilhet - 9817-9833 Multivariate discrete reversed hazard rates
by P. G. Sankaran & Nidhi P. Ramesh & N. Unnikrishnan Nair - 9834-9841 A general approximation to quantiles
by Chang Yu & Daniel Zelterman - 9842-9858 General standby allocation in series and parallel systems
by Nil Kamal Hazra & Asok K. Nanda - 9859-9868 Bayesian shrinkage estimation based on Rayleigh type-II censored data
by M. Naghizadeh Qomi
September 2017, Volume 46, Issue 18
- 8821-8835 The true maximum-likelihood estimators for the generalized Gaussian distribution with p = 3, 4, 5
by Rui Li & Saralees Nadarajah - 8836-8851 Diagnostics for quasi-likelihood nonlinear models
by Tian Xia & Xuejun Jiang & Xueren Wang - 8852-8864 A note on asymptotic distributions in directed exponential random graph models with bi-degree sequences
by Jing Luo & Hong Qin & Ting Yan & Laala Zeyneb - 8865-8880 A new two-parameter lifetime distribution with decreasing, increasing or upside-down bathtub-shaped failure rate
by Ayman M. Abd-Elrahman - 8881-8896 Asymptotic random extremal ratio and product based on generalized order statistics and its dual
by M. A. Alawady & A. M. Elsawah & Jianwei Hu & Hong Qin - 8897-8912 Construction of bivariate and multivariate weighted distributions via conditioning
by Barry C. Arnold & Indranil Ghosh & Ayman Alzaatreh - 8913-8924 Schematic saturated orthogonal arrays obtained by using the contractive replacement method
by Shanqi Pang & Rong Yan & Sen Li - 8925-8942 Disequilibrium multi-dividing ontology learning algorithm
by Jianzhang Wu & Xiao Yu & Wei Gao - 8943-8951 Conditional moving linear regression: Modeling the recruitment process for ALLHAT
by Dejian Lai & Qiang Zhang & Jose-Miguel Yamal & Paula T. Einhorn & Barry R. Davis - 8952-8972 Estimation under Cox proportional hazards model with covariates missing not at random
by Lisha Guo & X. Joan Hu & Yanyan Liu - 8973-8986 Optional randomized response technique in two-phase sampling
by Raghunath Arnab & J. O. Olaomi - 8987-8998 Economic design of non parametric sign control chart
by S. H. Patil & D. T. Shirke - 8999-9006 Expected and unexpected values of individual Mahalanobis distances
by D. Dai & T. Holgersson & P. Karlsson - 9007-9025 Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model
by Emilio Gómez–Déniz & Jorge V. Pérez–Rodríguez - 9026-9041 Exact likelihood inference for two populations from two-parameter exponential distributions under joint Type-II censoring
by Yahia Abdel-Aty - 9042-9052 Interval estimation in discriminant analysis for large dimension
by Takayuki Yamada & Tetsuto Himeno & Tetsuro Sakurai - 9053-9062 Limiting behavior of random Stieltjes partial sum: adjusted method of moments estimators
by Ahmad Reza Soltani & Kamel Abdollahnezhad - 9063-9074 A new extension strategy on three-level factorials under wrap-around L2-discrepancy
by Tingxun Gou & Hong Qin & Kashinath Chatterjee - 9075-9085 Some novel results on pairwise quasi-asymptotical independence with applications to risk theory
by Shijie Wang & Cen Chen & Xuejun Wang - 9086-9091 Moment convergence rates for the uniform empirical process and the uniform sample quantile process
by Youyou Chen & Tailong Li - 9092-9100 Testing homogeneity in semiparametric mixture case–control models
by Chong-Zhi Di & Kwun Chuen Gary Chan & Cheng Zheng & Kung-Yee Liang - 9101-9125 Recursive kernel density estimators under missing data
by Yousri Slaoui - 9126-9136 Vine copula constructions of higher-dimensional dependent reliability systems
by Xujie Jia & Jingyuan Shen & Liying Wang & Zhongping Li - 9137-9149 Discrete random vectors generated by Taylor expansions
by Christopher S. Withers & Saralees Nadarajah - 9150-9165 Network inference and community detection, based on covariance matrices, correlations, and test statistics from arbitrary distributions
by Thomas E. Bartlett - 9166-9184 Extended exponential distribution based on order statistics
by Devendra Kumar & Sanku Dey & Saralees Nadarajah - 9185-9193 Minimax estimators for the lower-bounded scale parameter of a location-scale family of distributions
by Yogesh Mani Tripathi & Somesh Kumar & C. Petropoulos - 9194-9217 Covariance and variance evaluations of two estimators for drug–placebo difference in a trial with sequential parallel design
by Yanning Liu - 9218-9229 Hill's estimator under weak dependence
by Karima Boualam & Youcef Berkoun - 9230-9246 Comparison of spatial interpolation methods in the first order stationary multiplicative spatial autoregressive models
by M. M. Saber & A. R. Nematollahi - 9247-9264 Lp distance for kernel density estimator in length-biased data
by Vahid Fakoor & Raheleh Zamini - 9265-9273 Single-stage sampling procedure of the t best populations under heteroscedasticity
by Miin-Jye Wen & Li-Ching Huang & Junjiang Zhong - 9274-9283 A weighted stochastic restricted ridge estimator in partially linear model
by Jibo Wu & Yasin Asar - 9284-9302 On perturbations of Stein operator
by A. N. Kumar & N. S. Upadhye - 9303-9323 A fresh approach for intercession of nonresponse in multivariate longitudinal designs
by Kumari Priyanka & Richa Mittal - 9324-9334 Statistical test based on intuitionistic fuzzy hypotheses
by Gholamreza Hesamian & Mohamad Ghasem Akbari - 9335-9354 Some alternative bivariate Kumaraswamy models
by Barry C. Arnold & Indranil Ghosh
September 2017, Volume 46, Issue 17
- 8307-8317 Linearly admissible estimators of the common mean parameter under balanced loss function
by Mingxiang Cao & Xingzhong Xu - 8318-8327 Construction of nearly uniform designs on irregular regions
by Zong-Feng Qi & Jian-Feng Yang & Yan Liu & Min-Qian Liu - 8328-8342 Closed-form evaluation of integrals involving the gamma function
by Richard Labib & Simon de Montigny - 8343-8354 Characterization results based on dynamic Tsallis cumulative residual entropy
by Vikas Kumar - 8355-8368 Weak convergence to a class of multiple stochastic integrals
by Xichao Sun & Litan Yan - 8369-8386 Non parametric multiple comparisons of non nested rival models
by Abdolreza Sayyareh - 8387-8400 Extrapolation techniques in U-statistic variance estimation
by Qing Wang - 8401-8418 Change detection in the mean of a white Gaussian process by the backward standardized sum
by Sungwhan Cho & Jin Jiang - 8419-8429 Inequalities for sums of squares of reranked differences involving ties and missing data
by Ted Speevak - 8430-8434 A small but practically useful modification to the Hodrick–Prescott filtering: A note
by Hiroshi Yamada - 8435-8449 Use of scrambled response model in estimating the finite population mean in presence of non response when coefficient of variation is known
by Shakeel Ahmed & Javid Shabbir & Sat Gupta - 8450-8467 Two-stage cluster sampling with hybrid ranked set sampling in the secondary sampling frame
by Abdul Haq - 8468-8478 Inequalities involving expectations of selected functions in reliability theory to characterize distributions
by Chanchal Kundu & Amit Ghosh - 8479-8492 The likelihood ratio test for high-dimensional linear regression model
by Junshan Xie & Nannan Xiao - 8493-8496 On the independence of linear and quadratic forms in normal variates
by Jin Zhang - 8497-8509 Construction of some mixed two- and four-level regular designs with GMC criterion
by Tian-Fang Zhang & Zhi-Ming Li & Jian-Feng Yang & Run-Chu Zhang - 8510-8520 Testing Wagner's Law in India: A cointegration and causality analysis
by Kirandeep Kaur & Umme Afifa - 8521-8543 Estimation and hypothesis testing in multivariate linear regression models under non normality
by M. Qamarul Islam - 8544-8556 Optimal design of synthetic np control chart based on median run length
by Ming Ha Lee & Michael B. C. Khoo - 8557-8574 The kernel regression estimation for randomly censored functional stationary ergodic data
by Nengxiang Ling & Yang Liu - 8575-8587 Inference on the ratio of two coefficients of variation of two lognormal distributions
by Jun-mo Nam & Deukwoo Kwon - 8588-8602 Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model
by Takeshi Kurosawa & Kohei Noguchi & Fumiaki Honda - 8603-8617 A variable selection method for detecting abnormality based on the T2 test
by N. Shinozaki & T. Iida - 8618-8627 Empirical likelihood for compound Poisson processes under infinite second moment
by Conghua Cheng & Zhi Liu & Yi Wan - 8628-8630 Examples of doubly stochastic measures supported on the graphs of two functions
by Holly Carley - 8631-8646 Elasticity function of a discrete random variable and its properties
by Ernesto J. Veres-Ferrer & Jose M. Pavía - 8647-8665 Performance analysis of queue with two-stage vacation policy
by Qingqing Ye & Liwei Liu - 8666-8689 Stationary distributions of the R[X]/R/1 cross-correlated queue
by Gopinath Panda & A. D. Banik & M. L. Chaudhry - 8690-8705 Estimation and testing for semiparametric mixtures of partially linear models
by Xing Wu & Tian Liu - 8706-8722 Weighted quantile average estimation for general linear models with missing covariates
by Jing Sun - 8723-8736 Stochastic differential equation systems for an SIS epidemic model with vaccination and immigration
by Rahman Farnoosh & Mahmood Parsamanesh - 8737-8747 On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution
by J. Vasantha Kumari & R. Vasudeva & S. Ravi - 8748-8759 Limiting distribution of the number of clumps of palindromes in DNA
by Drago Špoljarić & Ivo Ugrina - 8760-8777 On the Bayesian inference of Kumaraswamy distributions based on censored samples
by Indranil Ghosh & Saralees Nadarajah - 8778-8790 The exponentiated reduced Kies distribution: Properties and applications
by C. Satheesh Kumar & S. H. S. Dharmaja - 8791-8807 Invariant properties of logistic regression model in credit scoring under monotonic transformations
by Guoping Zeng - 8808-8819 The strong laws of large numbers for countable non homogeneous hidden Markov models
by Guoqing Yang & Weiguo Yang & Xiaotai Wu
August 2017, Volume 46, Issue 16
- 7787-7797 On the asymptotic approximation of inverse moment for non negative random variables
by Wenzhi Yang & Shuhe Hu & Xuejun Wang - 7798-7819 A nominal association matrix with feature selection for categorical data
by Wenxue Huang & Yong Shi & Xiaogang Wang - 7820-7826 Recurrence relations for single and product moments of generalized order statistics from Marshall–Olkin extended Pareto distributions
by Nayabuddin & Haseeb Athar - 7827-7836 A note on the two-sample mean problem based on jackknife empirical likelihood
by Xinqi Wu & Sanguo Zhang & Qingzhao Zhang - 7837-7854 Joint detection for functional polynomial regression with autoregressive errors
by Tao Zhang & Pengjie Dai & Qingzhao Zhang - 7855-7871 An extension of Banerjee and Rahim model in economic and economic statistical designs for multivariate quality characteristics under Burr XII distribution
by A. A. Heydari & M. B. Moghadam & F. Eskandari - 7872-7886 On the survival time of a repairable duplex system sustained by a cold standby unit subjected to a priority rule
by E. J. Vanderperre & S. S. Makhanov - 7887-7901 Selecting the normal population with the smallest variance: A restricted subset selection rule
by Elena M. Buzaianu & Pinyuen Chen & S. Panchapakesan - 7902-7915 Estimation equations for multivariate linear models with Kronecker structured covariance matrices
by Anna Szczepańska-Álvarez & Chengcheng Hao & Yuli Liang & Dietrich von Rosen - 7916-7933 An extension of the generalized linear failure rate distribution
by M. R. Kazemi & A. A. Jafari & S. Tahmasebi - 7934-7941 The definition of tree-indexed Markov chains in random environment and their existence
by Zhiyan Shi & Weiguo Yang - 7942-7968 LAN property for an ergodic Ornstein–Uhlenbeck process with Poisson jumps
by Ngoc Khue Tran - 7969-7975 Multiple non linear regression model for the maximum number of migratory bird types during migration years
by Mohammed Mohammed El Genidy - 7976-7997 Role of concomitants of order statistics in determining parent bivariate distributions
by T. G. Veena & P. Yageen Thomas - 7998-8015 Performance measures of M/G/1 retrial queues with recurrent customers, breakdowns, and general delays
by Hafida Saggou & Tassadit Lachemot & Megdouda Ourbih-Tari - 8016-8026 A generalized version of Banerjee and Rahim model in economic and economic statistical designs of multivariate control charts under generalized exponential shock model
by Saeedreza Rafie & Masoud Ghaderi Moghadam & M. B. Moghadam - 8027-8045 On a multivariate Lindley distribution
by Mhamed Mesfioui & Abdulrahman M. Abouammoh - 8046-8058 A geometric process repair model for a cold standby repairable system with imperfect delay repair and priority in use
by Yuan Lin Zhang & Guan Jun Wang - 8059-8068 A note on generating correlated matched-pair binary data through conditional linear family
by Ming Zhou & Zhao Yang - 8069-8085 New classes of discrete bivariate distributions with application to football data
by Xiao Jiang & Jeffrey Chu & Saralees Nadarajah - 8086-8100 Bayesian inference on multiply sequential order statistics from heterogeneous exponential populations with GLR test for homogeneity
by Majid Hashempour & Mahdi Doostparast - 8101-8112 Improved estimation methods for unrelated question randomized response techniques
by Shen-Ming Lee & Ter-Chao Peng & Jean de Dieu Tapsoba & Shu-Hui Hsieh - 8113-8133 Estimation of population coefficient of variation in simple and stratified random sampling under two-phase sampling scheme when using two auxiliary variables
by Javid Shabbir & Sat Gupta - 8134-8154 Estimation of a parametric function associated with the lognormal distribution
by Jiangtao Gou & Ajit C. Tamhane - 8155-8165 Mixture designs with orthogonal blocks
by Premadhis Das & Bikas K. Sinha - 8166-8177 The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences
by Zhongde Luo & Shide Ou - 8178-8186 A martingale-based test for independence of time to failure and cause of failure for competing risks models
by P. G. Sankaran & Isha Dewan & E. P. Sreedevi - 8187-8198 A new robust and most powerful test in the presence of local misspecification
by Anil K. Bera & Gabriel Montes-Rojas & Walter Sosa-Escudero - 8199-8209 Ergodicity of generalized Ait-Sahalia-type interest rate model
by Xinghu Jin & Zhenzhong Zhang - 8210-8216 Karhunen–Loeve expansion for the additive detrended Brownian motion
by Xiaohui Ai - 8217-8229 A note on dependence modeling for Bernoulli variables
by Engin A. Sungur & Jessica M. Orth - 8230-8235 Predictive information and distance between past and future of a time series
by Umberto Triacca - 8236-8256 A new computational approach test for one-way ANOVA under heteroscedasticity
by Hakan Tahiri Mutlu & Fikri Gökpinar & Esra Gökpinar & Hasan Hüseyin Gül & Gamze Güven - 8257-8268 Generalized Kerridge’s inaccuracy measure for conditionally specified models
by S. Kayal & S. M. Sunoj - 8269-8277 Perturbation diagnostics of autocorrelation coefficients in non linear mixed-effects models with AR(1) errors based on M-estimation
by Huihui Sun - 8278-8294 Complete convergence and complete moment convergence for widely orthant-dependent random variables
by Yang Ding & Yi Wu & Songlin Ma & Xinran Tao & Xuejun Wang - 8295-8306 Large and moderate deviations for modified Engel series
by Jian Liu & Lei Shang
August 2017, Volume 46, Issue 15
- 7267-7288 Statistical inference of partially linear panel data regression models with fixed individual and time effects
by Tian Liu - 7289-7300 Bayesian credit ratings: A random forest alternative approach
by Imad Bou-Hamad - 7301-7312 On a Skew Bimodal Normal–Normal distribution fitted to the Old-Faithful geyser data
by Sayed Mohammad Reza Alavi & Mahtab Tarhani - 7313-7326 Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge
by Shoujiang Zhao & Ting Chen - 7327-7336 Densities and distribution functions of the ratio of two linear functions and the product of Gamma variates: A saddlepoint approach
by Ehab F. Abd-Elfattah - 7337-7354 Wavelet estimators for the derivatives of the density function from data contaminated with heteroscedastic measurement errors
by Jinru Wang & Qingqing Zhang & Junke Kou - 7355-7374 Truncated location-scale non linear regression models
by Carolina Costa Mota Paraíba & Carlos Alberto Ribeiro Diniz & Aline de Holanda Nunes Maia & Lineu Neiva Rodrigues - 7375-7389 Bivariate regression models based on compound Poisson distribution
by Abdulhamid A. Alzaid & Fatimah E. Almuhayfith & Maha A. Omair - 7390-7408 Efficient inference for parameters of unobservable periodic autoregressive time series
by Jingning Mei & Q. Shao & R. Liu - 7409-7426 An objective Bayesian estimation in a two-period crossover design
by Dandan Li & Siva Sivaganesan - 7427-7443 Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion
by Weiguo Liu & Jiaowan Luo - 7444-7459 Minimally changed run sequences in factorial experiments
by Arpan Bhowmik & Eldho Varghese & Seema Jaggi & Cini Varghese - 7460-7478 Planning the duration of a survival group sequential trial with a fixed follow-up time for all subjects
by Yanning Liu - 7479-7494 Simultaneous decomposition of the variance by sources and subgroups – new insights
by Y. Parmet & E. Schechtman - 7495-7502 Estimation of reliability in multicomponent stress–strength based on two parameter exponentiated Weibull Distribution
by G. Srinivasa Rao & Muhammad Aslam & Osama H. Arif - 7503-7510 Generalized Holm’s procedure for multiple hypotheses testing problems
by Huajiang Li & Yi Ma & Hong Zhou - 7511-7528 Local estimation for varying-coefficient models with longitudinal data
by Hongmei Lin & Riquan Zhang & Jianhong Shi - 7529-7545 Strong laws of large numbers for sub-linear expectation without independence
by Zengjing Chen & Cheng Hu & Gaofeng Zong - 7546-7561 Bayesian approach to epsilon-skew-normal family
by M. Maleki & A. R. Nematollahi - 7562-7579 Empirical likelihood confidence regions in the single-index model with growing dimensions
by Guangren Yang & Xia Cui & Sumin Hou - 7580-7592 Goodness-of-fit test under length-biased sampling
by S. M. A. Jahanshahi & A. Habibi Rad & V. Fakoor - 7593-7602 Series estimation of functional-coefficient partially linear regression model
by Kien C. Tran & Mike G. Tsionas - 7603-7611 On the complete convergence for martingale difference sequence
by Ying-Xia Chen & Shui-Li Zhang & Fu-Qiang Ma - 7612-7620 Role of stylized features in constructing better estimators
by L. Ramprasath - 7621-7629 Criticism of the predictive distribution
by Mathias Raschke - 7630-7641 Analytic connections between a double design and its original design in terms of different optimality criteria
by Zujun Ou & Hong Qin - 7642-7660 ANOVA models for Brownian motion
by Gordon Hazen & Daniel Apley & Neehar Parikh - 7661-7671 Multivariate semi-α-Laplace distributions
by Hsiaw-Chan Yeh - 7672-7691 On the sparse Bayesian learning of linear models
by Chia Chye Yee & Yves F. Atchadé - 7692-7702 Permutation tests for homogeneity based on some characterizations
by N. G. Ushakov & V. G. Ushakov - 7703-7716 Automatic structure discovery for varying-coefficient partially linear models
by Guangren Yang & Yanqing Sun & Xia Cui - 7717-7731 Bayesian composite quantile regression for linear mixed-effects models
by Yuzhu Tian & Heng Lian & Maozai Tian - 7732-7750 Improvement over variance estimation using auxiliary information in sample surveys
by Housila P. Singh & Surya K. Pal - 7751-7768 Bayesian inference on extreme value distribution using upper record values
by Jung In Seo & Yongku Kim - 7769-7785 Bivariate zero-inflated generalized Poisson regression model with flexible covariance
by Pouya Faroughi & Noriszura Ismail
July 2017, Volume 46, Issue 14
- 6743-6753 Sample size estimation for a two-group comparison of repeated count outcomes using GEE
by Ying Lou & Jing Cao & Song Zhang & Chul Ahn - 6754-6763 The statistical impact of inflation on interest rates
by A. E. Monsalve-Cobis & W. González-Manteiga & W. Stute - 6764-6773 Asymptotic normality for the estimator of non parametric regression model under ϕ-mixing errors
by Lulu Zheng & Yang Ding & Xuejun Wang - 6774-6781 Relative effect sizes for measures of risk
by Jake Olivier & Warren L. May & Melanie L. Bell - 6782-6790 Applications of quadrivariate exponential distribution to a three-unit warm standby system with dependent structure
by V. S. S. Yadavalli & V. S. Vaidyanathan & P. Chandrasekhar & S. Abbas - 6791-6802 Replacement policies for age and working numbers with random life cycle
by Xufeng Zhao & Satoshi Mizutani & Toshio Nakagawa - 6803-6807 Strong uniform consistency rates of kernel estimators of cumulative distribution functions
by Fuxia Cheng - 6808-6822 Economic design based on a multivariate Bayesian VSI chart with a dual control limit
by Xing Zhang & Jian Liu & Chao Tan - 6823-6830 A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains
by Zhiyan Shi & Jinli Ji & Weiguo Yang - 6831-6845 Retrospective change detection in categorical time series
by Edit Gombay & Fuxiao Li & Hao Yu - 6846-6863 Sample size increase during a survival trial when interim results are promising
by Yanning Liu & Pilar Lim