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Content
September 2017, Volume 46, Issue 18
- 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 - 6864-6873 Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model
by Yasin Asar & Murat Erişoğlu & Mohammad Arashi - 6874-6881 Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]
by Stanislaus S. Uyanto - 6882-6898 Detecting influential observations in Watson data
by C. M. Barros & G. J. A. Amaral & A. D. C. Nascimento & A. H. M. A. Cysneiros - 6899-6908 A profile Godambe information of power transformations for ARCH time series
by Sunah Chung & S.Y. Hwang - 6909-6915 Empirical likelihood ratio under infinite second moment
by Conghua Cheng & Yiming Liu & Zhi Liu - 6916-6935 Group runs revised m-of-k runs rule control chart
by Zhi Lin Chong & Michael B. C. Khoo & Ming Ha Lee & Chung-Ho Chen - 6936-6946 Parameter estimation of the censored δ-shock model on uniform interval
by Bai Jing Pan & Ma Ming & Yang Ya Wen - 6947-6958 Outlier detection in high-dimensional regression model
by Tao Wang & Zhonghua Li - 6959-6966 Application of an imputation method for variance estimation under pseudo-likelihood when missing data are NMAR
by Amy M. Kwon & Gong Tang - 6967-6979 A joint-adaptive np control chart with multiple dependent state sampling scheme
by Wenhui Zhou & Qiang Wan & Yanfang Zheng & Yong-wu Zhou - 6980-6993 Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring
by Jimoh Olawale Ajadi & Muhammad Riaz - 6994-7006 Inference for random coefficient INAR(k) with the occasional level shift random noise based on dual empirical likelihood
by Shuxia Zhang & Boping Tian - 7007-7019 Polynomial logistic distribution associated with a cubic polynomial
by Ümit Aksoy & Sofiya Ostrovska & Ahmet Yaşar Özban - 7020-7038 On extreme order statistics from heterogeneous beta distributions with applications
by Peng Zhao & Lei Wang & Yiying Zhang - 7039-7062 A new perspective in functional EIV linear model: Part I
by Ali Al-Sharadqah - 7063-7084 Dividend barrier and ruin problems for a risk model with delayed claims
by Jie-hua Xie & Wei Zou - 7085-7098 Weighted Renyi's entropy for lifetime distributions
by Mohammadreza Nourbakhsh & Gholamhoseein Yari - 7099-7113 Limit distributions of order statistics with random indices in a stationary Gaussian sequence
by H. M. Barakat & E. M. Nigm & E. O. Abo Zaid - 7114-7124 Gini index based goodness-of-fit test for the logistic distribution
by Hadi Alizadeh Noughabi - 7125-7133 The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss
by Ying-Ying Zhang - 7134-7146 Bounds for the expected value of the stochastic Divisia's price index
by Jacek Białek - 7147-7156 The bivariate alpha-skew-normal distribution
by Francisco Louzada & Anderson Ara & Guilherme Fernandes - 7157-7173 On estimation of the change points in multivariate regression models with structural changes
by Fuqi Chen & Sévérien Nkurunziza - 7174-7187 A dynamic hurdle model for zero-inflated count data
by Gregori Baetschmann & Rainer Winkelmann - 7188-7200 Non-parametric MANOVA approaches for non-normal multivariate outcomes with missing values
by Fanyin He & Sati Mazumdar & Gong Tang & Triptish Bhatia & Stewart J. Anderson & Mary Amanda Dew & Robert Krafty & Vishwajit Nimgaonkar & Smita Deshpande & Martica Hall & Charles F. Reynolds - 7201-7224 Effectual variance estimation strategy in two-occasion successive sampling in presence of random non response
by G. N. Singh & A. K. Sharma & A. Bandyopadhyay - 7225-7237 On generalized variance of product of powered components and multiple stable Tweedie models
by Johann Cuenin & Adrien Faivre & Célestin C. Kokonendji - 7238-7255 Inference for a simple step-stress model with progressively censored competing risks data from Weibull distribution
by Fen Liu & Yimin Shi - 7256-7265 Complete moment convergence of widely orthant dependent random variables
by Xi Liu & Yan Shen & Jie Yang & Yamei Lu
July 2017, Volume 46, Issue 13
- 6229-6239 Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression
by Xuejun Jiang & Tian Xia & Xueren Wang - 6240-6257 Bimodal Birnbaum–Saunders distribution with applications to non negative measurements
by Neveka M. Olmos & Guillermo Martínez-Flórez & Heleno Bolfarine - 6258-6263 On balanced incomplete Latin square designs
by B. N. Mandal & Sukanta Dash - 6264-6279 Bayesian inference and prediction of the Pareto distribution based on ordered ranked set sampling
by Mostafa M. Mohie El-Din & Mohamed S. Kotb & Ehab F. Abd-Elfattah & Haidy A. Newer - 6280-6292 Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data
by Mei Yao & Jiang-Feng Wang & Lu Lin - 6293-6302 Extending the Barnard’s test to non-inferiority
by Félix Almendra-Arao & David Sotres-Ramos & Magin Zuñiga-Estrada - 6303-6322 Consistent variable selection via the optimal discovery procedure in multiple testing
by Li Wang & Xingzhong Xu - 6323-6335 Two-sample high-dimensional empirical likelihood
by Jianglin Fang & Wanrong Liu & Xuewen Lu - 6336-6357 Prediction of the residual failure processes based on the process history
by Ji Hwan Cha & F. G. Badía - 6358-6381 Vine copula models with GLM and sparsity
by Dezhao Han & Ken Seng Tan & Chengguo Weng - 6382-6400 The mean general residual lifetime of (n − k + 1)-out-of-n systems with exchangeable components
by E. Salehi & S. S. Hashemi-Bosra - 6401-6411 Optimal designs for additive mixture model with heteroscedastic errors
by Fei Yan & Chongqi Zhang & Heng Peng - 6412-6432 Generalized elliptical distributions
by M. Arashi & S. Nadarajah - 6433-6445 Stochastic properties of the mixed accelerated hazard models
by Ping Li & Xiaoliang Ling & Weiyong Ding - 6446-6462 The raise estimator estimation, inference, and properties
by Roman Salmeron & Catalina Garcia & Jose Garcia & Maria del Mar Lopez - 6463-6477 Heteroskedasticity–robust tests with minimum size distortion
by Patrick Richard - 6478-6490 Model-based study of families of exponential-type estimators in presence of non response
by Ajeet Kumar Singh & Priyanka Singh & V. K. Singh - 6491-6496 A probabilistic approach to Wallis’ formula
by Zhengyuan Wei & Juan Li & Xiaoyang Zheng - 6497-6511 Analysis of incomplete data in the presence of dependent competing risks from Marshall–Olkin bivariate Weibull distribution under progressive hybrid censoring
by Jing Cai & Yimin Shi & Bin Liu - 6512-6527 On sufficient conditions for the comparison of some quantile-based measures
by Félix Belzunce & Carolina Martínez-Riquelme - 6528-6542 Mixture of extreme-value distributions: identifiability and estimation
by C. E. G. Otiniano & C. R. Gonçalves & C. C. Y. Dorea - 6543-6557 A new method for generating distributions with an application to exponential distribution
by Abbas Mahdavi & Debasis Kundu - 6558-6578 Penalized composite quantile estimation for censored regression model with a diverging number of parameters
by Huilan Liu & Hu Yang - 6579-6589 Classes of estimators for population mean using auxiliary variable in stratified population in the presence of non response
by B. B. Khare & P. S. Jha - 6590-6604 A bivariate first-order signed integer-valued autoregressive process
by Jan Bulla & Christophe Chesneau & Maher Kachour - 6605-6623 Marginal distribution of Markov-switching VAR processes
by Gabriele Fiorentini & Christophe Planas & Alessandro Rossi - 6624-6634 Designing optimal double-sampling plan based on process capability index
by Mohammad Saber Fallah Nezhad & Sina Seifi - 6635-6644 Estimation and test of conditional Kendall's Tau under bivariate left-truncation data
by Jin-Jian Hsieh & Zih-Jyun Li - 6645-6667 A modified Liu-type estimator with an intercept term under mixture experiments
by Ai-Chun Chen & Takeshi Emura - 6668-6683 Test for the mean matrix in a Growth Curve model for high dimensions
by Muni S. Srivastava & Martin Singull - 6684-6693 Fitting finite mixture models using iterative Monte Carlo classification
by Jing Xu & Jun Ma - 6694-6703 On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data
by Nabila Aiane & Abdelnasser Dahmani - 6704-6726 Trend estimation of multivariate time series with controlled smoothness
by Victor M. Guerrero & Alejandro Islas-Camargo & L. Leticia Ramirez-Ramirez - 6727-6736 Statistical inference for α-series process with gamma distribution
by Mahmut Kara & Halil Aydoğdu & Birdal Şenoğlu - 6737-6741 A note on exact calculation of the non central hypergeometric distribution
by Bruce Barrett