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October 2024, Volume 53, Issue 20
- 7216-7243 Estimation of zero-inflated bivariate Poisson regression with missing covariates
by Konan Jean Geoffroy Kouakou & Ouagnina Hili & Jean-François Dupuy - 7244-7261 Autocorrelated unreplicated linear functional relationship model for multivariate time series data
by Yun Fah Chang & Sing Yan Looi & Wei Yeing Pan & Shin Zhu Sim - 7262-7280 Hyper Markov law in undirected graphical models with its applications
by Xiong Kang & Brian Yi Sun - 7281-7297 On generalized f-statistics
by Quentin Barthélemy - 7298-7310 Short proof of posterior robustness: An illustration of basic ideas in a simple case
by Yasuyuki Hamura - 7311-7325 A note on switching eigenvalues under small perturbations
by Marina Masioti & Connie S. N. Li-Wai-Suen & Luke A. Prendergast & Amanda Shaker - 7326-7331 A note on statistical analysis of Cpk for autocorrelated data in the presence of random measurement errors
by Kuntal Bera & M.Z. Anis - 7332-7351 Statistical properties of co-quantiles and their applications to momentum spillovers
by Oh Kang Kwon & Stephen Satchell - 7352-7369 Moments of inverse Weibull-geometric distribution based on progressive type-II right censored order statistics
by Areej M. AL-Zaydi & Bander Al-Zahrani - 7370-7383 Lr convergence for arrays of rowwise m-extended negatively dependent random variables
by Zi-jian Wang & Yi Wu & Yue Du & Xue-jun Wang - 7384-7404 Complete f-moment convergence for randomly weighted sums of extended negatively dependent random variables
by Meimei Ge & Yongfeng Wu & Xin Deng - 7405-7416 Fraction of design space plots for evaluating orthogonal composite designs
by Abimibola Victoria Oladugba & Brenda Mbouamba Yankam & Uchenna Charity Onwuamaeze - 7417-7435 Penalized Mallow’s model averaging
by Yifan Liu - 7436-7452 A Parzen–Rosenblatt type density estimator for circular data: exact and asymptotic optimal bandwidths
by Carlos Tenreiro - 7453-7476 Statistical inference of multi-state transition model for longitudinal data with measurement error and heterogeneity
by Jiajie Qin & Jing Guan - 7477-7489 An innovation mortality prediction model with cohort effect
by Hongmin Xiao & Miaomiao Zhao & Xiang Li & Aiqin Bai
October 2024, Volume 53, Issue 19
- 6717-6731 Two-stage shrunken least squares estimator and its superiority
by Quanhong Song & Lichun Wang & Liqun Wang - 6732-6761 Analysis of a GIX/M/1 queue with two-stage vacation policy using shift operator method
by Yufei Liu & Qingqing Ye & Junnai Yan - 6762-6776 How to use randomized response survey data at hand by a specific procedure to judge its efficiency versus a possible rival
by Arijit Chaudhuri & Dipika Patra - 6777-6784 Partially balanced bipartite block designs
by Vinayaka & Rajender Parsad & B. N. Mandal & Sukanta Dash & Vinaykumar L. N. & Mukesh Kumar & D. R. Singh - 6785-6798 Non parametric multivariate distribution estimation under right censoring
by Adil Nafii & Taoufik Bouezmarni & Mhamed Mesfioui - 6799-6831 Jackknife model averaging for additive expectile prediction
by Xianwen Sun & Lixin Zhang - 6832-6851 A generalized Burr mixture autoregressive models for modeling non linear time series
by Victor Jian Ming Low & Wooi Chen Khoo & Hooi Ling Khoo - 6852-6868 A new uncertainty measure via belief Rényi entropy in Dempster-Shafer theory and its application to decision making
by Zhe Liu & Yu Cao & Xiangli Yang & Lusi Liu - 6869-6890 Robust estimators of functional single index models for longitudinal data
by Yang Sun & Xiangzhong Fang - 6891-6917 Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
by Ling Peng - 6918-6943 A new bivariate distribution with uniform marginals
by Asok K. Nanda & Shovan Chowdhury & Sanjib Gayen & Subarna Bhattacharjee - 6944-6956 Concentration inequalities of MLE and robust MLE
by Xiaowei Yang & Xinqiao Liu & Haoyu Wei - 6957-6976 An extended Markov-switching model approach to latent heterogeneity in departmentalized manpower systems
by Everestus O. Ossai & Uchenna C. Nduka & Mbanefo S. Madukaife & Akaninyene U. Udom & Samson O. Ugwu - 6977-6996 A study on utilization of a cold standby component to enhance the mean residual life function of a coherent system
by Achintya Roy & Nitin Gupta - 6997-7012 Calibration estimation of subpopulation total for direct and indirect situations
by Ashutosh Ashutosh & Usman Shahzad & Nadia H. Al Noor - 7013-7030 New bounds on entropies based on order statistics and Gini’s mean difference
by Xuehua Yin - 7031-7053 A combined adaptive double sampling and variable sampling interval control chart for monitoring three-level products
by M. S. Mehdi Katebi & Abdur Rahim - 7054-7068 A calibration-based approach on estimation of mean of a stratified population in the presence of non response
by Manoj K. Chaudhary & Basant K. Ray & Gautam K. Vishwakarma & Cem Kadilar - 7069-7086 Exponentially quantile regression-ratio-type estimators for robust mean estimation
by Memoona Khalid & Hina Khana & Javid Shabbir - 7087-7101 New heteroscedasticity-adjusted ridge estimators in linear regression model
by Irum Sajjad Dar & Sohail Chand - 7102-7118 Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations
by Xiaocong Chen & Qunying Wu
September 2024, Volume 53, Issue 18
- 6339-6361 On the maxima of non stationary random fields subject to missing observations
by Shengchao Zheng & Zhongquan Tan - 6362-6379 On the effect of items measuring different factors across individuals on item inter-correlations
by André Beauducel & Norbert Hilger - 6380-6393 Exact sampling distribution of the general case sample correlation matrix
by Nicy Sebastian & T. Princy - 6394-6416 The use of the Karhunen Loève expansion in the design of computer experiments
by Noha Youssef - 6417-6426 A note on the exponentiation approximation of the birthday paradox
by Kaiji Motegi & Sejun Woo - 6427-6448 Testing symmetry of model errors for non linear multiplicative distortion measurement error models
by Jun Zhang & Zhenghui Feng & Yue Zhou - 6449-6461 Adjusted empirical likelihood for probability density functions under strong mixing samples
by Jie Tang & Yongsong Qin - 6462-6476 Estimation of a clustering model for non Gaussian functional data
by Xu Tengteng & Xiuzhen Zhang & Riquan Zhang - 6477-6496 Differentially private estimation in a class of bipartite graph models
by Lu Pan & Jianwei Hu - 6497-6512 Wavelet estimation of norms for a probability density with negatively dependent biased data
by Junlian Xu & Lu Hao - 6513-6526 Bernstein copula characteristic function
by Tarik Bahraoui - 6527-6543 A new frailty-based GEE approach of the informatively case K interval-censored failure time data
by Bo Zhao & Shuying Wang & Chunjie Wang - 6544-6560 Reproducible learning for accelerated failure time models via deep knockoffs
by Jinzhao Yu & Daoji Li & Lin Luo & Hui Zhao - 6561-6579 Quantile-based PLS-SEM with bag of little bootstraps
by Hao Cheng - 6580-6599 Zero-inflated logit probit model: a novel model for binary data
by Kim-Hung Pho - 6600-6613 Bayesian analysis of mixture models with Yeo-Johnson transformation
by Jingheng Cai & Xiaoli Xu - 6614-6648 Estimating powers of the scale parameters under order restriction for two shifted exponential populations with a common location
by Pravash Jena & Manas Ranjan Tripathy - 6649-6670 A modified uncertain maximum likelihood estimation with applications in uncertain statistics
by Yang Liu & Baoding Liu - 6671-6694 Efficient non parametric spectral density estimation with censored observations
by Sam Efromovich & Jiaju Wu - 6695-6716 A first-order Stein characterization for absolutely continuous bivariate distributions
by Lester Charles A. Umali & Richard B. Eden & Timothy Robin Y. Teng
September 2024, Volume 53, Issue 17
- 5989-6011 Cumulative α-Jensen–Shannon measure of divergence: Properties and applications
by H. Riyahi & M. Baratnia & M. Doostparast - 6012-6029 Hamming distances of tight orthogonal arrays
by Shanqi Pang & Mengqian Chen & Xiao Zhang - 6030-6037 Convergence of parameter estimation of a Gaussian mixture model minimizing the Gini index of dissimilarity
by Adriana Laura López Lobato & Martha Lorena Avendaño Garrido - 6038-6054 Estimating transition intensity rate on interval-censored data using semi-parametric with EM algorithm approach
by Chen Qian & Deo Kumar Srivastava & Jianmin Pan & Melissa M. Hudson & Shesh N. Rai - 6055-6075 Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations
by Xue Ding & Yong Zhang - 6076-6101 Further results on laws of large numbers for the array of random variables under sub-linear expectation
by Feng Hu & Yanan Fu & Miaomiao Gao & Zhaojun Zong - 6102-6115 A new method of testing mutual independence
by Xiangyu Guo & Fukang Zhu - 6116-6136 Consistent ridge estimation for replicated ultrastructural measurement error models
by Gülesen Üstündağ Şiray - 6137-6151 A novel sample variance formula and Sv-plot3 for testing hypotheses
by Uditha Amarananda Wijesuriya - 6152-6159 Nonparametric estimation of trend for SDEs driven by a Gaussian process
by B.L.S. Prakasa Rao - 6160-6176 Some asymptotic inferential aspects of the Kumaraswamy distribution
by Hérica P. A. Carneiro & Mônica C. Sandoval & Denise A. Botter & Tiago M. Magalhães - 6177-6196 Whittle likelihood estimation in INAR(1) process
by Xiaoqiang Zeng - 6197-6205 Estimating parameters of the gamma distribution easily and efficiently
by Zhou Junmei & Li Liqin - 6206-6223 Construction of asymmetric orthogonal arrays of high strength via generator matrix
by Tian-Fang Zhang & Yingxing Duan & Jian-Feng Yang - 6224-6239 Diagnostics for partially linear measurement error models
by Hadi Emami - 6240-6251 On interval estimation methods for the location parameter of the Weibull distribution: An application to alloy material fatigue failure data
by Xiaoyu Yang & Liyang Xie & Jiaxin Song & Bingfeng Zhao & Yuan Li - 6252-6265 Negation of a probability distribution: An information theoretic analysis
by Manpreet Kaur & Amit Srivastava - 6266-6284 Confidence intervals in general regression models that utilize uncertain prior information
by Paul Kabaila & Nishika Ranathunga - 6285-6298 Exponential method of estimation in sampling theory under robust quantile regression methods
by Vinay Kumar Yadav & Shakti Prasad - 6299-6314 Smoothed empirical likelihood for optimal cut point analysis
by Rong Liu & Chunjie Wang & Yujing Yao & Zhezhen Jin - 6315-6337 Some properties of q-Gaussian distributions
by Ben Mrad Oumaima & Afif Masmoudi & Yousri Slaoui
August 2024, Volume 53, Issue 16
- 5673-5686 A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model
by Salah Khardani - 5687-5705 On the Conway-Maxwell-Poisson point process
by Ian Flint & Yan Wang & Aihua Xia - 5706-5720 Applying machine learning techniques in survival analysis to the private pension system in Turkey
by Güven Şimşek & Duru Karasoy - 5721-5743 Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis
by Cigdem Kosar Tas & Hüseyin Guler - 5744-5760 Group sequential hypothesis tests with variable group sizes: Optimal design and performance evaluation
by Andrey Novikov - 5761-5772 Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers
by Mike Tsionas - 5773-5784 Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
by Jinzhu Li - 5785-5792 How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7
by Ned Kock & Augustine Tarkom - 5793-5813 An optimal screening policy for heterogeneous items with minimal repairs
by Xiaoliang Ling & Meng Wang & Yinzhao Wei - 5814-5827 Decomposition of measure from symmetry for analyzing collapsed ordinal square contingency tables
by Satoru Shinoda & Kouji Yamamoto & Sadao Tomizawa - 5828-5839 Design of Hotelling T2 control chart using various covariance structures
by Hafiza Nida & Muhammad Kashif & Muhammad Imran Khan & Liaquat Ahmad & Muhammad Aslam - 5840-5852 Non parametric estimation of transition density for second-order diffusion processes
by Yue Li & Yunyan Wang & Mingtian Tang - 5853-5870 Solvability of one kind of forward-backward stochastic difference equations
by Shaolin Ji & Haodong Liu - 5871-5889 Real natural exponential families and generalized orthogonality
by Raouf Fakhfakh & Marwa Hamza - 5890-5909 Dynamic cumulative residual entropy generating function and its properties
by S. Smitha & Sudheesh K. Kattumannil & E.P. Sreedevi - 5910-5923 Computation of VaR for portfolios in intensity models
by Shiyu Song & Ying Lu - 5924-5934 Extended Glivenko—Cantelli theorem for simple random sampling without replacement from a finite population
by Hitoshi Motoyama - 5935-5953 Weighted least squares: A robust method of estimation for sinusoidal model
by Debasis Kundu - 5954-5971 Optimal confounding measures for two-level regular designs
by Peng Can & Zhi-Ming Li & Li Zhi - 5972-5988 A novel residual subsampling method for skew-normal mode regression model with massive data
by Zhe Jiang & Yan Wu & Min Wang & Liucang Wu
August 2024, Volume 53, Issue 15
- 5299-5310 Hermite-Hadamard and Fejér-type inequalities for generalized η-convex stochastic processes
by Jaya Bisht & Rohan Mishra & A. Hamdi - 5311-5330 Robust estimation strategy for handling outliers
by G. N. Singh & D. Bhattacharyya & A. Bandyopadhyay - 5331-5352 Objective Bayesian analysis of Marshall-Olkin bivariate Weibull distribution with partial information
by M. S. Panwar & Vikas Barnwal - 5353-5363 Performance evaluation of novel logarithmic estimators under correlated measurement errors
by Shashi Bhushan & Anoop Kumar & Shivam Shukla - 5364-5377 Adaptive cluster sampling based on balanced sampling plan excluding contiguous units
by Neeraj Tiwari & Jharna Banerjie & Girish Chandra & Shailja Bhari - 5378-5404 Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations
by Xiaocong Chen & Qunying Wu - 5405-5420 A new approach for semi-parametric regression analysis of bivariate interval-censored outcomes from case-cohort studies
by Yichen Lou & Peijie Wang & Jianguo Sun - 5421-5438 Two-sample test based on maximum variance discrepancy
by N. Makigusa - 5439-5459 Process incapability index for autocorrelated data in the presence of measurement errors
by Kuntal Bera & M. Z. Anis - 5460-5485 Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family
by Yanhong Wu - 5486-5506 The asymptotic behaviors for autoregression quantile estimates
by Xin Li & Mingzhi Mao & Gang Huang - 5507-5523 EM estimation for the mixed Pareto regression model for claim severities
by Girish Aradhye & George Tzougas & Deepesh Bhati - 5524-5552 Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance
by Jing Li & Linmin Hu & Yuyu Wang & Jia Kang - 5553-5573 On some non parametric estimators of the quantile density function for a stationary associated process
by Yogendra P. Chaubey & Isha Dewan & Jun Li - 5574-5592 Dispersion indices based on Kerridge inaccuracy measure and Kullback-Leibler divergence
by Narayanaswamy Balakrishnan & Francesco Buono & Camilla Calì & Maria Longobardi - 5593-5611 D- and A-optimal designs for multi-response mixture experiments with qualitative factors
by Jiali Chen & Ling Ling & Chongqi Zhang - 5612-5628 Positive definite functions, stationary covariance functions, and Bochner’s theorem: Some results and a critical overview
by Donato Posa - 5629-5637 A Statistical Approach to Broken Stick Problems
by Rahul Mukerjee - 5638-5656 Robust estimation with exponential squared loss for partially linear panel data model with fixed effects
by Ping He & Yiping Yang & Peixin Zhao - 5657-5672 Revisit optimal reinsurance under a new distortion risk measure
by Zichao Xia & Wanwan Xia & Zhenfeng Zou
April 2024, Volume 53, Issue 14
- 4945-4974 Estimation and variable selection for single-index models with non ignorable missing data
by Yue Wang & Xiaohui Yuan & Chunjie Wang - 4975-4990 Pharmacokinetics with intravenous infusion of two-compartment model based on Liu process
by Zhe Liu & Rui Kang - 4991-5002 Robust consumption for individuals with pessimistic survival beliefs
by Xuejiao Chen & Peng Li & Ming Zhou & Bing Liu - 5003-5017 A new extension of the Burr XII distribution generated by odd log-logistic random variables
by Mara C. T. Santos & Rodrigo R. Pescim - 5018-5040 Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
by Chengcheng Jia & Qunying Wu - 5041-5056 Asymptotics of the general GEE estimator for high-dimensional longitudinal data
by Xianbin Chen & Juliang Yin - 5057-5075 A statistical study for some classes of first-order mixed generalized binomial autoregressive models
by Jie Zhang & Siyu Shao & Kai Yang & Xiaogang Dong - 5076-5091 Subcritical multitype Markov branching processes with immigration generated by Poisson random measures
by Maroussia Slavtchova-Bojkova & Ollivier Hyrien & Nikolay M. Yanev - 5092-5116 Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps
by Yanhong Chen & Liangliang Miao - 5117-5145 Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking
by Gulab Singh Bura & Himanshi Sharma - 5146-5167 Stochastic comparisons of series systems with heterogeneous Gompertz-G components
by Marzieh Shekari & Zohreh Pakdaman & Hossein Zamani - 5168-5185 The asymptotic distribution of a truncated sample mean for the extremely heavy-tailed distributions
by Fuquan Tang & Dong Han - 5186-5209 A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
by Andrews T. Anum & Michael Pokojovy - 5210-5217 An unbiased regression type estimator of proportion in randomized response sampling by using analysis of variance mechanism
by Daryan Naatjes & Stephen A. Sedory & Sarjinder Singh - 5218-5229 Three-level saturated orthogonal arrays with less β-wordlength pattern
by Jingke Zhang & Beibei Fan & Umer Daraz & Yu Tang - 5230-5247 Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
by Luigi Spezia - 5248-5264 Improved chi-square control charts with weak-run rules
by Spiros D. Dafnis & Theodoros Perdikis & Georgios K. Papadopoulos - 5265-5279 Poisson approximation for the expectation of call function with application in collateralized debt obligation
by N. Yonghint & K. Neammanee - 5280-5296 Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
by Jan W. H. Swanepoel - 5297-5297 Errata: Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis Bickel (2023)
by David R. Bickel
July 2024, Volume 53, Issue 13
- 4557-4575 Run orders in factorial designs: A literature review
by Romario A. Conto López & Alexander A. Correa Espinal & Olga C. Úsuga Manco - 4576-4601 New efficient estimators for the Weibull distribution
by Hyoung-Moon Kim & Yu-Hyeong Jang & Barry C. Arnold & Jun Zhao - 4602-4657 Asymptotic properties of conditional U-statistics using delta sequences
by Salim Bouzebda & Amel Nezzal - 4658-4679 On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process
by Shenbagam R. & Sarada Y. - 4680-4695 Analyzing unreplicated two-level factorial designs by combining multiple tests
by Mahmood Kharrati-Kopaei & Zahra Shenavari - 4696-4716 Minimally replicated PBIB designs for multi-environmental trials
by L. N. Vinaykumar & Cini Varghese & Mohd Harun & Sayantani Karmakar - 4717-4729 The failure rate for the convolution of two distributions, one of which has bounded support
by George Tzavelas & Konstadinos Politis - 4730-4744 Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso
by Jyrki Möttönen & Tero Lähderanta & Janne Salonen & Mikko J. Sillanpää - 4745-4754 On the strong laws of large numbers for pairwise NQD random variables
by Jianan Shi & Zhenhong Yu & Yu Miao - 4755-4775 Some reliability aspects of record values using quantile functions
by I. C. Aswin & P. G. Sankaran & S. M. Sunoj - 4776-4789 HR and RHR orderings of extremes of dependent variables under Archimedean copula
by Ghobad Saadat Kia (Barmalzan) & Narayanaswamy Balakrishnan & Seyed Masih Ayat & Abbas Akrami - 4790-4804 Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations
by Chengcheng Jia & Qunying Wu - 4805-4818 Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise
by Junke Kou & Qinmei Huang & Hao Zhang - 4819-4840 A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators
by Majnu John & Sujit Vettam - 4841-4856 The parameter estimations for uncertain regression model with autoregressive time series errors
by Yuxin Shi & Yuhong Sheng - 4857-4879 Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model
by Oksana Chernova & Olena Dehtiar & Yuliya Mishura & Kostiantyn Ralchenko - 4880-4897 Reliability modeling of weighted-k-out-of-n: G system under multiple failure modes with dependent components
by Yan Li & Jiaqi Niu & Mengxue Xing & Jinzhi Chen - 4898-4917 Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
by Zahra Zandi & Hossein Bevrani & Reza Arabi Belaghi - 4918-4926 The local limit theorem for general weighted sums of Bernoulli random variables
by Punyapat Kammoo & Kritsana Neammanee & Kittipong Laipaporn - 4927-4943 Improved estimators of hazard rate from a selected exponential population
by Brijesh Kumar Jha & Ajaya Kumar Mahapatra & Suchandan Kayal
June 2024, Volume 53, Issue 12
- 4211-4234 Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model
by Hussam Ahmad & Mohammad Amini & Bahram Sadeghpour Gildeh & Adel Ahmadi Nadi - 4235-4251 Variable selection for high-dimensional incomplete data using horseshoe estimation with data augmentation
by Yunxi Zhang & Soeun Kim - 4252-4271 A new zero–inflated discrete Lindley regression model
by Caner Tanış & Haydar Koç & Ahmet Pekgör - 4272-4289 A model calibration procedure for count response
by Yang Sun & Xiangzhong Fang - 4290-4310 Bayesian inference in a sample selection model with multiple selection rules
by Alireza Rezaee & Mojtaba Ganjali & Ehsan Bahrami Samani - 4311-4333 An extended exponential hyper-Poisson distribution: Properties and applications
by C. Satheesh Kumar & A. S. Satheenthar - 4334-4353 Results and applications of a new inaccuracy measure based on cumulative Tsallis entropy
by David Chris Raju & S. M. Sunoj & G. Rajesh - 4354-4368 Sequential specification tests to choose a model: A change-point approach
by Adam C Sales - 4369-4394 Ultrahigh dimensional single index model estimation via refitted cross-validation
by Lixia Zhang & Xuguang Song - 4395-4406 Minimal circular efficient generalized strongly balanced repeated measurements designs
by Rashid Ahmed & M. H. Tahir & Rida Jabeen & H. M. Kashif Rasheed & Abid Khan - 4407-4427 Stochastic decomposition in a queueing-inventory system with batch demands, randomized order policy and multiple vacations
by Linhong Li & Liwei Liu & Wei Xu & Zhen Wang - 4428-4441 On general weighted extropy of ranked set sampling
by Nitin Gupta & Santosh Kumar Chaudhary - 4442-4449 ANVILS-VOCE: ANova-based Varying Inner-Loop Size estimation of Variance of Conditional Expectation
by Mohammed Shahid Abdulla & L. Ramprasath - 4450-4468 Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks
by Wenjie Dong & Yingjie Yang & Yingsai Cao & Jingru Zhang & Sifeng Liu - 4469-4486 Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process
by Xiaoyu Xing & Xiaofang Li - 4487-4497 When are there too many collisions? Variants of the birthday problem
by John E. Connett - 4498-4514 Higher-order expansions of sample range from general error distribution
by Yingyin Lu & Xin Liao & Jinhui Guo - 4515-4530 Optimal dividend and stopping problems for two-dimensional compound poisson risk model
by Jingwei Li & Guoxin Liu - 4531-4541 Strong asymptotic properties of kernel smoothing estimation for NA random variables with right censoring
by Jian-hua Shi & Jian-sen Xu & Jin-feng Xu - 4542-4555 The Inertial properties of EWMA control charts
by Poune Ghasemian & Rassoul Noorossana
June 2024, Volume 53, Issue 11
- 3851-3875 Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
by Tong Pu & Yiying Zhang & Chuancun Yin - 3876-3898 Flexible CDF-quantile distributions on the closed unit interval, with software and applications
by Michael Smithson & Yiyun Shou - 3899-3919 Doubly weighted mean score estimating functions with a partially observed effect modifier
by Meaghan S. Cuerden & Liqun Diao & Cecilia A. Cotton & Richard J. Cook - 3920-3939 Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process
by Yong Chen & Zhen Ding & Ying Li - 3940-3957 D-optimal designs for two-variable logistic regression model with restricted design space
by Yi Zhai & Chengci Wang & Hui-Yi Lin & Zhide Fang - 3958-3972 Boundary-free estimators of the mean residual life function for data on general interval
by Rizky Reza Fauzi & Yoshihiko Maesono - 3973-3991 Meta-analysis of exponential lifetime data from Type-I hybrid censored samples
by Kiran Prajapat & Shuvashree Mondal & Sharmishtha Mitra & Debasis Kundu - 3992-4011 Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout
by Lionel Establet Kemda & Michael Murray - 4012-4036 A bootstrap method for estimation in linear mixed models with heteroscedasticity
by Nelum S. S. M. Hapuhinna & Junfeng Shang - 4037-4061 Smoothed bootstrap for right-censored data
by Asamh Saleh M. Al Luhayb & Frank P. A. Coolen & Tahani Coolen-Maturi - 4062-4084 On the hazard rate of α-mixture of survival functions
by Omid Shojaee & Majid Asadi & Maxim Finkelstein - 4085-4106 Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
by Huaping Chen & Fukang Zhu & Xiufang Liu - 4107-4115 On the probability of (falsely) connecting two distinct components when learning a GGM
by Daniela De Canditiis & Marika Turdó - 4116-4126 Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
by Ke-Ang Fu & Yang Liu & Jiangfeng Wang - 4127-4146 Entropy of Random Permutation Set
by Luyuan Chen & Yong Deng - 4147-4152 Shrinkage efficiency bounds: An extension
by Giuseppe De Luca & Jan R. Magnus - 4153-4171 Minimum aberration 412n designs via secondary complementary sets
by Yuliang Zhou & Shengli Zhao & Qianqian Zhao - 4172-4193 Two-stage conditional density estimation based on Bernstein polynomials
by Mohamed Belalia & Guanjie Lyu - 4194-4206 Quantile cumulative distribution function and its applications
by Angel Mathew - 4207-4209 Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction
by Neven Grbac & Tihana Galinac Grbac