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Content
June 2017, Volume 46, Issue 12
- 5707-5727 On weighted generalized entropy
by Suchismita Das - 5728-5737 On the reciprocity of connections in weighted and unweighted networks
by Johannes Ledolter & Franklin Dexter - 5738-5753 Latent variable model for mixed correlated power series and ordinal longitudinal responses with non ignorable missing values
by F. Razie & E. Bahrami Samani & M. Ganjali - 5754-5765 An optimal k of kth MA-ARIMA models under a class of ARIMA model
by Issam Dawoud & Selahattin Kaçiranlar - 5766-5778 The effects of measurement error on the MAX EWMAMS control chart
by S. Abedin Daryabari & S. Mohammad Hashemian & Ali Keyvandarian & Shekary A. Maryam - 5779-5794 Discussion on the common threshold of several exponential distributions with different rates
by S. H. Lin & R. S. Wang - 5795-5811 A Bayesian control chart for a common coefficient of variation
by R. van Zyl & A. J. van der Merwe - 5812-5826 Shared gamma frailty models based on reversed hazard rate for modeling Australian twin data
by David D. Hanagal & Susmita M. Bhambure - 5827-5839 Bayesian multiple change-point estimation for exponential distribution with truncated and censored data
by Chaobing He - 5840-5850 Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: A case study
by Megdouda Ourbih-Tari & Mahdia Azzal - 5851-5871 The use of temporally aggregated data on detecting a mean change of a time series process
by Bu Hyoung Lee & William W. S. Wei - 5872-5887 Objective Bayesian hypothesis testing in regression models with first-order autoregressive residuals
by Yongku Kim & Woo Dong Lee & Sang Gil Kang & Dal Ho Kim - 5888-5895 Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands
by Yanfang Zhang & Fengyang Cheng - 5896-5913 An extension on INAR models with discrete Laplace marginal distributions
by Miodrag S. Djordjević - 5914-5931 Synthetic double sampling s chart
by Ming Ha Lee & Michael B. C. Khoo - 5932-5940 On Esseen type inequalities for combinatorial random sums
by Andrei N. Frolov - 5941-5955 Non parametric sequential estimation of the probability density function by orthogonal series
by Karima Lagha & Smail Adjabi - 5956-5984 Tabulations for value at risk and expected shortfall
by Saralees Nadarajah & Stephen Chan & Emmanuel Afuecheta - 5985-5993 Optimal investment and consumption with unknown parameters
by Weijia Zhang & Po Yang - 5994-5999 On the limit distribution of a second-order semi-Markov chain in state and duration
by Guglielmo D’Amico & Filippo Petroni & Flavio Prattico - 6000-6016 Estimation of conditional mode with truncated, censored, and dependent data
by Jong-Il Baek & Si-Li Niu - 6017-6034 Estimation in a change-point non linear quantile model
by Gabriela Ciuperca - 6035-6053 Collaborative sliced inverse regression
by Alessandro Chiancone & Stéphane Girard & Jocelyn Chanussot - 6054-6073 A new exponentiated class of distributions: Properties and applications
by S. Rezaei & A. K. Marvasty & S. Nadarajah & M. Alizadeh - 6074-6084 Testing for serial correlation in linear model with validation data
by Feng Liu & Xiangyong Tan & Sitong Guo & Xinmei Kang - 6085-6097 Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions
by M. Akahira & N. Ohyauchi - 6098-6111 A new generalization of alpha-skew-normal distribution
by Maryam Sharafi & Zahra Sajjadnia & Javad Behboodian - 6112-6118 Some tests for the allometric extension model in regression
by James R. Schott - 6119-6129 “What If” analysis: Benefits of utilizing a “What If” analysis in excel
by Corey Peltier - 6130-6136 Orthogonal polynomials generated by random vectors
by Christopher S. Withers & Saralees Nadarajah - 6137-6150 Sparse Bayesian variable selection in multinomial probit regression model with application to high-dimensional data classification
by Yang Aijun & Jiang Xuejun & Xiang Liming & Lin Jinguan - 6151-6173 Reliability inference for a general lower-truncated family of distributions under records
by Liang Wang - 6174-6191 Reliability analysis of masked data in adaptive step-stress partially accelerated lifetime tests with progressive removal
by Bin Liu & Yimin Shi & Jing Cai & Ruibing Wang - 6192-6212 Asymptotic inference in poverty indices: an empirical processes approach
by Cheikh Tidiane Seck & Joseph Ngatchou-Wandji & Gane Samb Lô - 6213-6221 Generalized confounded row–column designs
by Anindita Datta & Seema Jaggi & Eldho Varghese & Cini Varghese - 6222-6227 Characterization of Lindley distribution by truncated moments
by M. Ahsanullah & M. E. Ghitany & D. K. Al-Mutairi
June 2017, Volume 46, Issue 11
- 5195-5202 Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model
by Thomas Parker - 5203-5222 A non parametric approach to monitor simple linear profiles in phases I and II
by Ali Sayyad & Seyed Taghi Akhavan Niaki & Behrouz Afshar-Najafi - 5223-5227 Comments on “Detecting Outliers in Gamma Distribution” by M. Jabbari Nooghabi et al. (2010)
by M. Magdalena Lucini & Alejandro C. Frery - 5228-5237 Optimal acceptance sampling policy considering Bayesian risks
by Saeed Adibfar & Mohammad Saber Fallah Nezhad & Roya Jafari - 5238-5251 Cross-validation: What is it and how is it used in regression?
by Kristi Morin & John L. Davis - 5252-5264 Ignorability conditions for frequentist non parametric analysis of conditional distributions with incomplete data
by Shaun Bender & Daniel F. Heitjan - 5265-5272 Some limit theorems of delayed sums for rowwise conditionally independent stochastic arrays
by Z.-Z. Wang - 5273-5291 On some generalized ageing orderings
by Asok K. Nanda & Nil Kamal Hazra & D. K. Al-Mutairi & M. E. Ghitany - 5292-5310 An FFT approach for option pricing under a regime-switching stochastic interest rate model
by Kun Fan & Yang Shen & Tak Kuen Siu & Rongming Wang - 5311-5326 The Lamé class of Lorenz curves
by José María Sarabia & Vanesa Jordá & Carmen Trueba - 5327-5341 Partially adaptive quantile estimators
by David J. Mauler & James B. McDonald & Logan C. Tatham - 5342-5356 Robust estimation for partially linear single-index model
by Zean Li & Weihua Zhao & Riquan Zhang & Jicai Liu - 5357-5367 On the efficiency of ratio estimator over the regression estimator
by Etebong P. Clement & Ekaette I. Enang - 5368-5383 Equivalence of predictors under real and over-parameterized linear models
by Shengjun Gan & Yuqin Sun & Yongge Tian - 5384-5393 Some properties of discrete bathtub-shaped distributions
by N. Unnikrishnan Nair & P. G. Sankaran & Nidhi P. Ramesh - 5394-5418 Transmuted Weibull distribution: Properties and estimation
by Muhammad Shuaib Khan & Robert King & Irene Lena Hudson - 5419-5442 Weibull lagged effect step-stress model with competing risks
by Joleen Beltrami - 5443-5452 Precise large deviations for φ-mixing and UND random variables with long-tailed distributions
by Dawei Lu & Xiaomeng Qi - 5453-5465 A bivariate generalized geometric distribution with applications
by E. Gómez–Déniz & M. E. Ghitany & Ramesh C. Gupta - 5466-5486 Search of good rotation patterns using exponential method of estimation in two-occasion successive sampling
by Housila P. Singh & Surya K. Pal - 5487-5500 A test of separate hypotheses for comparing linear mixed models with non nested fixed effects
by Ché L. Smith & Lloyd J. Edwards - 5501-5516 Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
by Yuh-Jenn Wu & Wei-Quan Fang - 5517-5530 Scan statistics for detecting a local change in variance for two-dimensional normal data
by Bo Zhao & Joseph Glaz - 5531-5543 Bayes prediction of Poisson regression superpopulation mean with a non gamma prior
by Priyanka Aggarwal & Ashok K. Bansal - 5544-5555 The discrepancy of P-values and posterior probability: Two-sided hypothesis of variance of normal distribution with unknown mean
by Rahim Chinipardaz & Behzad Falahifard & Mohammad Reza Akhoond - 5556-5578 Stratified Gaussian graphical models
by Henrik Nyman & Johan Pensar & Jukka Corander - 5579-5594 Parametric bootstrap inferences for panel data models
by Liwen Xu & Maozai Tian - 5595-5611 Progressively Type-II censored conditionally N-ordered statistics from a unified elliptically contoured copula
by Mohsen Rezapour - 5612-5632 A study of generalized normal distributions
by Wen-Jang Huang & Nan-Cheng Su - 5633-5642 Consistency of the Tikhonov’s regularization in an ill-posed problem with α-mixing random data
by Nabila Aiane & Abdelnasser Dahmani - 5643-5655 On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator
by Christophe Chesneau & Fabien Navarro - 5656-5671 Estimating quantiles of several normal populations with a common mean
by Manas Ranjan Tripathy & Somesh Kumar & Adarsha Kumar Jena - 5672-5684 Exploring the distribution for the estimator of Rosenthal's ‘fail-safe’ number of unpublished studies in meta-analysis
by Konstantinos C. Fragkos & Michail Tsagris & Christos C. Frangos - 5685-5705 The generalized odd half-Cauchy family of distributions: Properties and applications
by Gauss M. Cordeiro & Morad Alizadeh & Thiago G. Ramires & Edwin M. M. Ortega
May 2017, Volume 46, Issue 10
- 4671-4685 An integral formula for the distribution of self-normalized Gaussian random samples
by Juan Kalemkerian - 4686-4699 Slashed generalized Rayleigh distribution
by Yuri A. Iriarte & F. Vilca & Héctor Varela & Héctor W. Gómez - 4700-4712 Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains
by Yasaman Maleki - 4713-4725 A non parametric CUSUM control chart based on the Mann–Whitney statistic
by Dabuxilatu Wang & Liang Zhang & Qiang Xiong - 4726-4755 Exponentiated power Lindley–Poisson distribution: Properties and applications
by Mavis Pararai & Gayan Warahena-Liyanage & Broderick O. Oluyede - 4756-4773 Inference for Weibull distribution under adaptive Type-I progressive hybrid censored competing risks data
by S. K. Ashour & M. Nassar - 4774-4790 A formulation of the concept of probability based on the use of experimental devices
by Russell J. Bowater - 4791-4808 A simple method for deriving the confidence regions for the penalized Cox’s model via the minimand perturbation
by Chen-Yen Lin & Susan Halabi - 4809-4823 Theory and methods for partitioned Gini coefficients computed on post-stratified data
by Chaitra H. Nagaraja - 4824-4842 Wavelet-based estimation of regression function with strong mixing errors under fixed design
by Linyuan Li & Yimin Xiao - 4843-4854 Signed-rank analysis of a partial linear model with B-splines estimated monotone non parametric function
by Eddy Kwessi & Brice M. Nguelifack - 4855-4869 On estimation of peakedness-ordered distributions
by Hammou El Barmi & Rongning Wu - 4870-4887 Bayesian estimation and prediction based on generalized Type-I hybrid censored sample
by A. R. Shafay - 4888-4914 An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors
by Xingwu Zhou & Martin Solberger - 4915-4931 Extremum sieve estimation in k-out-of-n systems
by Tatiana Komarova - 4932-4942 Calibration approach estimation of the mean in stratified sampling and stratified double sampling
by Nidhi & B. V. S. Sisodia & Subedar Singh & Sanjay K. Singh - 4943-4956 Objective Bayesian inference for the ratio of the scale parameters of two Weibull distributions
by Woo Dong Lee & Sang Gil Kang & Yongku Kim - 4957-4960 Comment on a generalized stochastic restricted ridge regression estimator
by Selahattin Kaçiranlar & Issam Dawoud - 4961-4976 A new robust Kalman filter for filtering the microstructure noise
by Yun-Cheng Tsai & Yuh-Dauh Lyuu - 4977-5000 Exponentially weighted moving average charts for correlated multivariate Poisson processes
by Sherzod B. Akhundjanov & Francis G. Pascual - 5001-5021 Generalized inverse Lindley distribution with application to Danish fire insurance data
by A. Asgharzadeh & S. Nadarajah & F. Sharafi - 5022-5034 A weighted Harrell–Davis distance test with applications to censored data
by Dongliang Wang & Alan D. Hutson - 5035-5055 On the estimation of parameters, survival functions, and hazard rates based on fuzzy life time data
by Muhammad Shafiq & Reinhard Viertl - 5056-5071 On the maxima of heterogeneous gamma variables
by Yiying Zhang & Peng Zhao - 5072-5092 Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
by Jiyang Tan & Yuhui Ma & Hanjun Zhang & Ziqiang Li & Xiangqun Yang - 5093-5108 The strong consistency of M-estimates in linear models with extended negatively dependent errors
by Xinghui Wang & Shuhe Hu - 5109-5132 Effects of drift and noise on the optimal sliding window size for data stream regression models
by Katharina Tschumitschew & Frank Klawonn - 5133-5146 A Bayesian semiparametric model for non negative semicontinuous data
by Emanuela Dreassi & Emilia Rocco - 5147-5179 Randomized quantile regression estimation for heteroskedastic non parametric model
by Wei Xiong & Maozai Tian & Man-Lai Tang - 5180-5193 Monotone support vector quantile regression
by Jooyong Shim & Kyungha Seok & Changha Hwang
May 2017, Volume 46, Issue 9
- 4151-4162 Dimension reduction boosting
by Junlong Zhao & Xiuli Zhao - 4163-4180 Bivariate extension of (dynamic) cumulative past entropy
by Amarjit Kundu & Chanchal Kundu - 4181-4194 Third and fourth moments of vector autoregressions with regime switching
by Maddalena Cavicchioli - 4195-4214 The odd log-logistic generalized half-normal lifetime distribution: Properties and applications
by Gauss M. Cordeiro & Morad Alizadeh & Rodrigo R. Pescim & Edwin M. M. Ortega - 4215-4225 Two-sided empirical Bayes test for location parameter in the gamma distribution
by Min Yuan & Laisheng Wei - 4226-4239 Multivariate Bayesian U-type asymmetric designs for non parametric response surface prediction under correlated errors
by Narayanaswamy Balakrishnan & Hong Qin & Kashinath Chatterjee - 4240-4249 Optimum mixture designs in some constrained experimental regions
by Nripes Kumar Mandal & Manisha Pal - 4250-4263 Bayesian variable selection with spherically symmetric priors
by Michiel B. De Kock & Hans C. Eggers - 4264-4274 Gamma-Maxwell distribution
by Yuri A. Iriarte & Juan M. Astorga & Heleno Bolfarine & Héctor W. Gómez - 4275-4284 Generalized minimum aberration mixed-level orthogonal arrays: A general approach based on sequential integer quadratically constrained quadratic programming
by Roberto Fontana - 4285-4295 The relationship between the mean, median, and mode with grouped data
by Shimin Zheng & Eunice Mogusu & Sreenivas P. Veeranki & Megan Quinn & Yan Cao - 4296-4310 A new generalization of the Weibull-geometric distribution with bathtub failure rate
by Vahid Nekoukhou & Hamid Bidram - 4311-4326 Semiparametric estimation of the single-index varying-coefficient model
by Yang Zhao & Liugen Xue & Sanying Feng - 4327-4352 A measure of general functional dependence between two continuous variables
by Nuo Xu & Xuan Huang & Samuel Huang - 4353-4368 On hypothesis tests for disk-type intensities of spatial poisson processes
by Christian Farinetto - 4369-4387 Non parametric learning approach to estimate conditional quantiles in the dependent functional data case
by Yousri Henchiri - 4388-4402 Applying a Markov chain for the stock pricing of a novel forecasting model
by Jui-Chieh Huang & Wen-Tso Huang & Pei-Tzu Chu & Wen-Yi Lee & Hsin-Ping Pai & Chih-Chen Chuang & Ya-Wen Wu - 4403-4424 Efficient estimation of conditional covariance matrices for dimension reduction
by Sébastien Da Veiga & Jean-Michel Loubes & Maikol Solís - 4425-4436 A new estimator of finite population mean based on the dual use of the auxiliary information
by Abdul Haq & Manzoor Khan & Zawar Hussain - 4437-4448 Conditional heteroscedasticity test for Poisson autoregressive model
by Zhiwen Zhao & Dehui Wang & Cuixin Peng - 4449-4463 Profile maximal likelihood estimation for non linear mixed models with longitudinal data
by Zaixing Li - 4464-4483 Bimatrix variate gamma-beta distributions
by D. K. Nagar & M. Arashi & S. Nadarajah - 4484-4493 Optimal generalized case–cohort sampling design under the additive hazard model
by Yongxiu Cao & Jichang Yu - 4494-4509 Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions
by Mariem Tounsi & Raoudha Zine - 4510-4519 Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions
by Qiu Dehua & Chen Pingyan - 4520-4538 Fitting polynomial trend to time series by the method of Buys-Ballot estimators
by U. C. Nduka & S. I. Iwueze & E. C. Nwogu - 4539-4544 Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables
by Rasool Roozegar - 4545-4555 Bayesian expectile regression with asymmetric normal distribution
by Ji-Ji Xing & Xi-Yuan Qian - 4556-4578 Approximation of the Rosenblatt process by semimartingales
by Litan Yan & Yumiao Li & Di Wu - 4579-4598 A general non-central hypergeometric distribution
by Simon Loertscher & Ellen V. Muir & Peter G. Taylor - 4599-4619 Bayesian analysis for confirmatory factor model with finite-dimensional Dirichlet prior mixing
by Xia Yemao & Pan Maolin - 4620-4630 Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation
by Hui-Hui Sun - 4631-4641 Kernel estimations for multivariate density functional with bootstrap
by Dewang Li - 4642-4659 Robust adaptive Lasso for variable selection
by Qi Zheng & Colin Gallagher & K. B. Kulasekera - 4660-4669 On a multivariate generalization of the covariance
by Walter Díaz & Carles M. Cuadras
April 2017, Volume 46, Issue 8
- 3631-3640 Income inequality versus utility inequality
by Hang Keun Ryu & Daniel J. Slottje - 3641-3648 On the bivariate weighted exponential distribution based on the generalized exponential distribution
by Abbas Mahdavi & Malek Fathizadeh & Ahad Jamalizadeh - 3649-3666 Entropy-based goodness-of-fit tests for the Pareto I distribution
by Bahareh Afhami & Mohsen Madadi - 3667-3675 An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields
by Qunying Wu - 3676-3689 Tests for compound periodicities and estimating a non linear function
by Yukio Yanagisawa - 3690-3697 A note on the minimum size of an orthogonal array
by Jay H. Beder & Margaret Ann McComack - 3698-3717 Non parametric hypothesis tests for comparing reliability functions
by Chathuri L. Jayasinghe & Panlop Zeephongsekul - 3718-3727 Testing the effect of treatment on survival time with an immediate intermediate event
by Johan Lim & Sungim Lee - 3728-3737 Balanced treatment incomplete block designs through integer programming
by B. N. Mandal & V. K. Gupta & Rajender Parsad - 3738-3753 Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
by M. Rauf Ahmad - 3754-3771 Modeling Australian twin data using shared positive stable frailty models based on reversed hazard rate
by David D. Hanagal & Susmita M. Bhambure - 3772-3781 Design of sampling plan using auxiliary information
by Muhammad Aslam & Saqlain Latif Satti & Mitwali Abd-el Moemen & Chi-Hyuck Jun - 3782-3800 M-estimation for functional linear regression
by Tang Qingguo - 3801-3828 Theoretical L-moments and TL-moments using combinatorial identities and finite operators
by Christophe Dutang - 3829-3837 The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
by M. Arashi & Saralees Nadarajah & Fikri Akdeniz - 3838-3847 Modeling censored data using modified lambda family
by Haritha N. Haridas - 3848-3863 Quantile regression for interval censored data
by Xiuqing Zhou & Yanqin Feng & Xiuli Du - 3864-3877 Approximation of homogeneous random field from local averages
by Shuo Zhang & Zhan-Jie Song & Ying Li - 3878-3890 Confidence bands for the logistic and probit regression models over intervals
by Lucy Kerns - 3891-3900 Unit root test for short panels with serially correlated errors
by Kazuhiko Hayakawa - 3901-3914 Estimation of the location parameter and the average worth of the selected subset of two parameter exponential populations under LINEX loss function
by N. Nematollahi & A. Pagheh - 3915-3933 Statistical methods for continuous outcomes in partially clustered designs
by Hong Li & Donald Hedeker - 3934-3948 Some new results on allocation of coverage limits and deductibles to mutually independent risks
by Chen Li & Xiaohu Li - 3949-3956 Equal-tailed and shortest Bayesian tolerance intervals based on exponential k-records
by A. Kiapour & M. Naghizadeh Qomi - 3957-3984 A class of exponential-type ratio estimators of a general parameter
by Housila P. Singh & Surya K. Pal - 3985-4003 Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains
by Zbigniew S. Szewczak - 4004-4015 Approximated non parametric confidence regions for the ratio of two percentiles
by Li-Fei Huang - 4016-4030 Least-squares logistic curves with initial conditions exist
by Yves Nievergelt - 4031-4050 Evaluation of the predictive performance of the r-k and r-d class estimators
by Issam Dawoud & Selahattin Kaçıranlar - 4051-4064 Covariate selection for accelerated failure time data
by Ujjwal Das & Nader Ebrahimi - 4065-4087 Estimating the causal effects in randomized trials for survival data with a cure fraction and non compliance
by Xiang Gao & Ming Zheng - 4088-4102 Heine process as a q-analog of the Poisson process—waiting and interarrival times
by Andreas Kyriakoussis & Malvina Vamvakari - 4103-4118 A strong convergence to the tempered fractional Brownian motion
by Guangjun Shen & Liangwen Xia & Dongjin Zhu - 4119-4136 The generalized transmuted-G family of distributions
by Zohdy M. Nofal & Ahmed Z. Afify & Haitham M. Yousof & Gauss M. Cordeiro - 4137-4149 Double-smoothed drift estimation of jump-diffusion model
by Likai Zhou - 4150-4150 Erratum
by The Editors
April 2017, Volume 46, Issue 7
- 3111-3122 Jackknife empirical likelihood test for mean residual life functions
by Ying-Ju Chen & Wei Ning & Arjun K. Gupta - 3123-3134 MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution
by Haifeng Xu - 3135-3147 On weighted measure of inaccuracy for doubly truncated random variables
by Chanchal Kundu - 3148-3163 Inference for quantile measures of kurtosis, peakedness, and tail weight
by Robert G. Staudte - 3164-3173 Local convergency rate of MSE in density estimation using the second-order modulus of smoothness
by Mustafa Nadar & Elif Erçelik - 3174-3185 Recovery of functions from transformed moments: A unified approach
by Robert M. Mnatsakanov - 3186-3199 Successive comparisons between ordered normal means using isotonic regression estimators
by T. Imada - 3200-3216 Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
by Jafar Ahmadi & Elham Mirfarah & Ahmad Parsian - 3217-3234 Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family
by Morteza Amini & Nader Nematollahi - 3235-3243 Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
by Ke-Ang Fu & Xinmei Shen - 3244-3254 Some new lower bounds to various discrepancies on combined designs
by Zujun Ou & Hong Qin & Kashinath Chatterjee - 3255-3263 VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity
by Chien-Chia Liäm Huang & Yow-Jen Jou & Hsun-Jung Cho - 3264-3275 A new family of multivariate slash distributions
by Z. Ghayour Moradi & M. Arashi & O. Arslan & Anis Iranmanesh - 3276-3289 Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
by Junfeng Liu & Donglei Tang & Yuquan Cang - 3290-3296 Orthogonality of the mean and error distribution in generalized linear models
by Alan Huang & Paul J. Rathouz - 3297-3307 Empirical likelihood inference in partially linear single-index models with endogenous covariates
by Yiping Yang & Lifang Chen & Peixin Zhao - 3308-3320 Parametric bootstrap inferences for the growth curve models with intraclass correlation structure
by Liwen Xu - 3321-3341 Variable selection of linear programming discriminant estimator
by Dong Xia - 3342-3364 Orthogonal polynomials, repeated measures, and SPSS
by William F. Scott & Sheng Lu & Cheuk Ngai Lo - 3365-3392 Some asymptotic results for the integrated empirical process with applications to statistical tests
by Sergio Alvarez-Andrade & Salim Bouzebda & Aimé Lachal - 3393-3400 On the estimation of missing values in AR(1) model with exponential innovations
by A. Saadatmand & A. R. Nematollahi & S. M. Sadooghi-Alvandi - 3401-3410 Conditional residual lifetimes of coherent systems under double monitoring
by A. Parvardeh & N. Balakrishnan & Azam Arshadipour - 3411-3416 Efficient estimation of non parametric simultaneous equations models
by Y. Tu - 3417-3425 The determinacy of the regression factor score predictor based on continuous parameter estimates from categorical variables
by André Beauducel & Norbert Hilger - 3426-3437 Assessment of modeling longitudinal binary data based on graphical methods
by Kuo-Chin Lin & Yi-Ju Chen - 3438-3458 A weighted least-squares cross-validation bandwidth selector for kernel density estimation
by C. Tenreiro - 3459-3478 Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
by Shouquan Chen & Lingling Du