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Content
May 2017, Volume 46, Issue 9
- 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 - 3479-3488 Statistical inference for two exponential populations under joint progressive type-I censored scheme
by S. K. Ashour & O. E. Abo-Kasem - 3489-3500 On testing proportionality in the Cox regression model by Andersen's plot
by Changyong Feng & Hongyue Wang & Yun Zhang & Yu Han & Yuefeng Liang & Xin M. Tu - 3501-3519 On the use of multi-auxiliary variables to neutralize the effect of non response in two-occasion successive sampling
by G. N. Singh & M. Khetan & S. Maurya - 3520-3525 Note on reduction of dimensionality for second-order response surface design model
by N. Ch. Bhatra Charyulu & Sk. Ameen Saheb - 3526-3541 A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large
by Masashi Hyodo & Takahiro Nishiyama - 3542-3555 Ratio- and difference-type estimators for estimating finite population variance
by Amin Ghalamfarsa Mostofi & Mahmood Kharrati-Kopaei - 3556-3573 The double sampling S2 chart with estimated process variance
by Philippe Castagliola & Pedro Carlos Oprime & Michael B. C. Khoo - 3574-3585 Semiparametric test for multiple change-points based on empirical likelihood
by Shuxia Zhang & Gejun Bao & Boping Tian & Yijun Li - 3586-3598 The modulus of continuity theorem for G-Brownian motion
by Feng Hu - 3599-3613 Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model
by Pingyan Chen & Ningning Kong & Soo Hak Sung - 3614-3620 Generalized definition of the geometric mean of a non negative random variable
by Changyong Feng & Hongyue Wang & Yun Zhang & Yu Han & Yuefeng Liang & Xin M. Tu - 3621-3630 Empirical Bayes estimation in continuous one-parameter exponential families under associated samples
by Qingzhu Lei & Yongsong Qin
March 2017, Volume 46, Issue 6
- 2593-2606 Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences
by Qunying Wu - 2607-2629 A stratified randomized response model for sensitive characteristics using the negative hypergeometric distribution
by Tanveer A. Tarray & Housila P. Singh - 2630-2637 A new class of estimators of finite population mean in sample surveys
by Housila P. Singh & Surya Kant Pal & Ramkrishna S. Solanki - 2638-2654 An optional randomized response model for estimating a rare sensitive attribute using Poisson distribution
by Tanveer A. Tarray & Housila P. Singh - 2655-2666 Trade-off between cost and variance for a multi-objective compromise allocation in stratified random sampling
by Muhamamd Yousaf Shad & Ijaz Husain - 2667-2680 Assessing the impact of measurement error in modeling change in the absence of auxiliary data
by N. David Yanez & Ibrahim Aljasser & Mose Andre & Chengcheng Hu & Michal Juraska & Thomas Lumley - 2681-2685 The parametric hypothesis test of multiple uniform populations
by Xu Chen & Wang Qi - 2686-2695 Kiefer–Wolfowitz algorithm under quasi-associated random errors
by Idir Arab & Abdelnasser Dahmani - 2696-2707 Maximal inequalities and strong law of large numbers for sequences of m-asymptotically almost negatively associated random variables
by Trinh Hoai Nam & Tien-Chung Hu & Andrei Volodin - 2708-2723 Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths
by Santanu Dutta & Koushik Saha - 2724-2735 Construction of regular 2n41 designs with general minimum lower-order confounding
by Tian-Fang Zhang & Jian-Feng Yang & Zhi-Ming Li & Run-Chu Zhang - 2736-2750 On generalized geometric distributions and improved estimation of batting average in cricket
by Shubhabrata Das - 2751-2763 A study on imbalance support vector machine algorithms for sufficient dimension reduction
by Luke Smallman & Andreas Artemiou - 2764-2779 Spatial–temporal interpolation of non methane hydrocarbon levels in Kuwait
by S. A. Alawadhi & F. A. Alawadhi - 2780-2800 Bayesian inference for a common scale parameter of several Pareto populations
by Sumith Gunasekera - 2801-2815 Two non parametric methods for change-point detection in distribution
by Yan Zhou & Liya Fu & Baoxue Zhang - 2816-2822 On generalized dynamic cumulative past entropy measure
by S. Minimol - 2823-2836 Optimal and lead-in adaptive allocation for binary outcomes: A comparison of Bayesian methods
by Roy T. Sabo & Ghalib Bello - 2837-2850 An optimal age-replacement policy for a simple repairable system with delayed repair
by Yuan Lin Zhang & Guan Jun Wang - 2851-2856 Exact distribution of the convolution of negative binomial random variables
by Xu Chen & Chang Guisong - 2857-2869 On weighted cumulative residual entropy
by M. Mirali & S. Baratpour & V. Fakoor - 2870-2881 An adept-stratified Kuk's randomized response model using Neyman allocation
by Tanveer A. Tarray & Housila P. Singh - 2882-2892 Likelihood estimation for exchangeable multinomial data
by Dale Bowman & E. Olusegun George - 2893-2909 Topp–Leone generated family of distributions: Properties and applications
by Sadegh Rezaei & Behnam Bahrami Sadr & Morad Alizadeh & Saralees Nadarajah - 2910-2920 On generalized exponential chain ratio estimators under stratified two-phase random sampling
by Javid Shabbir & Sat Gupta - 2921-2941 Sharp bounds on the expectations of L-statistics expressed in the Gini mean difference units
by Paweł Marcin Kozyra & Tomasz Rychlik - 2942-2954 Cumulative correspondence analysis using orthogonal polynomials
by Antonello D'Ambra - 2955-2966 SkSP-R sampling plan based on process capability index
by Jaffer Hussain & S. Balamurali & Muhammad Aslam & Chi-Hyuck Jun - 2967-2981 Robust variable selection for generalized linear models with a diverging number of parameters
by Chaohui Guo & Hu Yang & Jing Lv - 2982-2989 Quasi-minimax estimation in the partial linear model
by Jibo Wu - 2990-3005 On E∏i=0kTr{Wmi}${\mathbb {E}}\left[\prod _{i=0}^k \operatorname{Tr}\lbrace W^{m_i}\rbrace\right]$, where W∼Wp(I,n)$W\sim \mathcal {W}_p(I,n)$
by Jolanta Pielaszkiewicz & Dietrich Von Rosen & Martin Singull - 3006-3024 Non linear parametric mode regression
by Salah Khardani & Anne Françoise Yao - 3025-3033 Modeling of maximum precipitation using maximal generalized extreme value distribution
by Farnoosh Ashoori & Malihe Ebrahimpour & Abolghasem Bozorgnia - 3034-3053 Optimal designs of multivariate synthetic |S| control chart based on median run length
by Ming Ha Lee & Michael B. C. Khoo - 3054-3069 Properties of the elasticity of a continuous random variable. A special look at its behavior and speed of change
by Ernesto J. Veres-Ferrer & Jose M. Pavía - 3070-3079 On the estimation of a sensitive quantitative mean using blank cards
by Fatima Batool & Javid Shabbir & Zawar Hussain - 3080-3098 A general long-term aging model with different underlying activation mechanisms: Modeling, Bayesian estimation, and case influence diagnostics
by Adriano K. Suzuki & Gladys D. C. Barriga & Francisco Louzada & Vicente G. Cancho - 3099-3110 Testing equality of two intercepts for the parallel regression model with non sample prior information
by Budi Pratikno & Shahjahan Khan
March 2017, Volume 46, Issue 5
- 2079-2090 Inference on the Kumaraswamy distribution
by Bing Xing Wang & Xiu Kun Wang & Keming Yu - 2091-2102 Slashed generalized exponential distribution
by Juan M. Astorga & Héctor W. Gómez & Heleno Bolfarine - 2103-2122 Bayes inference using half-logistic generated Weibull model based on type-II censoring
by Essam K. AL-Hussaini & Alaa H. Abdel-Hamid - 2123-2131 Variance-balanced row–column designs involving diallel crosses incorporating specific combining abilities for comparing test lines with a control line
by Eldho Varghese & Cini Varghese - 2132-2138 On the E-optimality of blocked main effects plans in blocks of different sizes
by Mike Jacroux & Bonni Kealy-Dichone - 2139-2150 On dynamic weighted survival entropy of order α
by G. Rajesh & E. I. Abdul-Sathar & S. Nair Rohini - 2151-2160 Likelihood inference for correlated binary data without any information about the joint distributions
by Tsung-Shan Tsou & Wei-Cheng Hsiao - 2161-2180 Optimal financing and dividend policy with Markovian switching regimes
by Huiming Zhu & Chao Deng & Yingchun Deng & Ya Huang - 2181-2192 Estimation of finite population mean in simple random sampling and stratified random sampling using two auxiliary variables
by Siraj Muneer & Javid Shabbir & Alamgir Khalil - 2193-2201 A generalized class of form-invariant bivariate weighted distributions
by S. M. R. Alavi - 2202-2211 An optimization model for economic design of sampling plans based on conforming run length considering outgoing quality
by Mohammad Saber FallahNezhad & Ahmad Ahmadi Yazdi - 2212-2231 An eigenproblem approach to optimal equal-precision sample allocation in subpopulations
by Jacek Wesołowski & Robert Wieczorkowski - 2232-2248 On fiducial generators
by Edilberto Nájera & Federico O’Reilly - 2249-2269 Efficient use of multi-auxiliary information in search of good rotation patterns in successive sampling
by Housila P. Singh & Manoj K. Srivastava & Namita Srivastava - 2270-2276 The beta skew-generalized normal distribution
by Leili Hassani Oskouei & Parisa Hasanalipour & Hossein Jabbari Khamnei & Kavoos Khorshidian - 2277-2289 Analysis of Gamma and Weibull lifetime data under a general censoring scheme and in the presence of covariates
by Nathan Bennett & Srikanth K. Iyer & S. Rao Jammalamadaka - 2290-2298 Block designs robust against the presence of positional effects
by N. K. Mandal - 2299-2314 Designing of variables quick switching sampling system by considering process loss functions
by S. Balamurali & M. Usha - 2315-2331 On the skewness of extreme order statistics from heterogeneous samples
by Weiyong Ding & Jiaxin Yang & Xiaoliang Ling - 2332-2342 Asymptotics of goodness-of-fit tests based on minimum p-value statistics
by Veronika Gontscharuk & Helmut Finner - 2343-2353 A class of k-sample distribution-free tests for location against ordered alternatives
by Anil Gaur - 2354-2363 Precise large deviations of aggregate claim amount in a dependent renewal risk model
by Xijun Liu & Changjun Yu & Qingwu Gao - 2364-2369 Measures of non orthogonality in block designs
by Nripes Kumar Mandal - 2370-2374 On the comparison of Warner's and unrelated question randomized response plans for estimating sensitive finite population proportions
by S. Sengupta - 2375-2395 Non parametric regression estimations over Lp risk based on biased data
by Junke Kou & Youming Liu - 2396-2410 Wavelet estimation for derivative of a density in a GARCH-type model
by B.L.S. Prakasa Rao - 2411-2434 Influence measures in blocked designs of experiments with correlated errors
by Lalmohan Bhar & Sankalpa Ojha - 2435-2446 First hitting probabilities for semi-Markov chains and estimation
by Stylianos Georgiadis - 2447-2453 Shrinkage estimation of proportion via logit penalty
by Yoonsuh Jung - 2454-2493 Additive regression model for stationary and ergodic continuous time processes
by Salim Bouzebda & Sultana Didi - 2494-2505 Almost everywhere convergence for sequences of pairwise NQD random variables
by Weiguo Yang & Daying Zhu & Rong Gao - 2506-2518 The augmentation of existing data for improving the path of steepest ascent
by M. Kiani - 2519-2541 Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
by Dingjun Yao & Rongming Wang & Lin Xu - 2542-2558 Extensions of D-optimal minimal designs for symmetric mixture models
by Yanyan Li & Damaraju Raghavarao & Inna Chervoneva - 2559-2570 Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model
by Ke-Ang Fu & Jie Li - 2571-2579 On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S)
by Rovshan Aliyev - 2580-2591 Adjusted empirical likelihood for value at risk and expected shortfall
by Zhen Yan & Junjian Zhang
February 2017, Volume 46, Issue 4
- 1547-1550 Simple constructions for minimal neighbor and GN2 designs in linear blocks
by M. A. Ollis - 1551-1559 Limit theorems for dependent Bernoulli variables with statistical inference
by Yang Zhang & Lixin Zhang - 1560-1572 Estimation of reliability of multicomponent stress–strength for a Kumaraswamy distribution
by Sanku Dey & Josmar Mazucheli & M. Z. Anis - 1573-1593 Robust estimation of complicated profiles using wavelets
by Hamid Shahriari & Orod Ahmadi - 1594-1605 Generating correlated random vector involving discrete variables
by Qing Xiao - 1606-1620 The E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter
by Ming Han - 1621-1635 A new look on optimal foldover plans in terms of uniformity criteria
by A. M. Elsawah & Hong Qin - 1636-1649 Model selection using union-intersection principle for non nested models
by Hamid Lorestani & Abdolreza Sayyareh - 1650-1660 Stochastic heat equation and martingale differences
by Zhi Wang - 1661-1667 The small sample properties of the restricted principal component regression estimator in linear regression model
by Jibo Wu - 1668-1678 On the restricted almost unbiased two-parameter estimator in linear regression model
by Hua Huang & Jibo Wu & Wende Yi - 1679-1693 Joint influence of measurement error and non response on estimation of population mean
by Muhammad Azeem & Muhammad Hanif - 1694-1708 On discrete-time stable multiple Markov processes
by M. Taghipour & A. R. Nematollahi - 1709-1719 Uniform strong consistency of histogram density estimation for dependent process
by Xin Yang - 1720-1730 Exact expressions for the weights used in least-squares regression estimation for the log-logistic and Weibull distribution
by J. Martin van Zyl