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Content
October 2016, Volume 45, Issue 19
- 5709-5729 The generalized inverse Lindley distribution: A new inverse statistical model for the study of upside-down bathtub data
by Vikas Kumar Sharma & Sanjay Kumar Singh & Umesh Singh & Faton Merovci - 5730-5744 A spatial scan statistic for survival data based on generalized life distribution
by Vijaya Bhatt & Neeraj Tiwari - 5745-5750 Admissibility of a variance estimator in finite population sampling under Warner's randomized response plan with multiple responses
by S. Sengupta - 5751-5761 On asymptotic behavior of Nadaraya–Watson regression estimator
by Jiexiang Li - 5762-5786 Generalized linear regression models incorporating original outcome distributions
by Marcelo de Paula & Carlos Alberto Ribeiro Diniz - 5787-5801 On estimation of stress–strength parameter using record values from proportional hazard rate models
by M. Basirat & S. Baratpour & Jafar Ahmadi - 5802-5817 Least absolute relative error estimation for functional quadratic multiplicative model
by Tao Zhang & Qingzhao Zhang & Naixiong Li - 5818-5825 Closed-form likelihood estimation for one type of affine point processes
by Suxin Wang & Shiyu Song & Yongjin Wang - 5826-5834 ML and UMVU estimation in the M/D/1 queuing system
by V. Srinivas & B. K. Kale - 5835-5847 Bridging the gap: A likelihood function approach for the analysis of ranking data
by Mayer Alvo - 5848-5856 On the exponential inequalities for widely orthant-dependent random variables
by Tingting Liu & Xuejun Wang & Xinghui Wang & Shuhe Hu - 5857-5870 On generalized exponential transformations for proportions
by Waqas Ahmed Malik & Hans-Peter Piepho - 5871-5871 Erratum
by The Editors
September 2016, Volume 45, Issue 18
- 5251-5262 Exponential inequalities in linear calibration problem
by Zerouati Halima & Dahmani Abdelnasser - 5263-5278 Characterization of discrete scale invariant Markov sequences
by N. Modarresi & S. Rezakhah - 5279-5298 The discretely observed immigration-death process: Likelihood inference and spatiotemporal applications
by Ottmar Cronie & Jun Yu - 5299-5317 Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas
by A. K. Pathak & P. Vellaisamy - 5318-5330 Restricted estimation and testing of hypothesis in linear measurement errors models
by Wenxue Li & Tingting Li & Hu Yang - 5331-5340 Influence diagnostics in constrained general linear models
by Hadi Emami & Mostafa Emami - 5341-5354 Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims
by Xijun Liu & Qingwu Gao - 5355-5362 PROMETHEE IV through kernel density estimation
by Pedro Henrique Melo Albuquerque & Mariana Rosa Montenegro - 5363-5379 Robust designs for experiments with blocks
by Rena K. Mann & Roderick Edwards & Julie Zhou - 5380-5391 Robustness of the shrinkage estimator for the relative potency in the combination of multivariate bioassays
by Ding-Geng (Din) Chen - 5392-5411 Two new estimators of entropy for testing normality
by Akram Kohansal & Saeid Rezakhah - 5412-5426 A two-stage design for multivariate estimation of proportions
by Fatima Batool & Javid Shabbir - 5427-5442 On zero-distorted generalized geometric distribution
by D. V. S. Sastry & Deepesh Bhati & R. N. Rattihalli & E. Gómez-Déniz - 5443-5460 Searching effective rotation patterns for population median using exponential type estimators in two-occasion rotation sampling
by Kumari Priyanka & Richa Mittal - 5461-5477 On a bivariate Kumaraswamy type exponential distribution
by S. M. Mirhosseini & A. Dolati & M. Amini - 5478-5494 A generalized polynomial-logistic distribution and applications
by Vasileios M. Koutras & Konstantinos Drakos - 5495-5516 An extension of the gamma distribution
by Rodrigo R. Pescim & Saralees Nadarajah - 5517-5532 Non uniform bound on a combinatorial central limit theorem
by W. Simcharoen & K. Neammanee - 5533-5549 Robust variable selection and parametric component identification in varying coefficient models
by Hu Yang & Jing Lv & Chaohui Guo - 5550-5559 Equivariant estimation for the parameters of location-scale multivariate exponential models and its application in reliability analysis
by B. Chandrasekar & S. Amala Revathy
September 2016, Volume 45, Issue 17
- 4937-4968 Estimation of a change point in the variance function based on the χ2-distribution
by Jib Huh - 4969-4987 Modeling bivariate survival data using shared inverse Gaussian frailty model
by David D. Hanagal & Susmita M. Bhambure - 4988-5006 Lindley first-order autoregressive model with applications
by Hassan S. Bakouch & Božidar V. Popović - 5007-5016 Conditional probability and improper priors
by Gunnar Taraldsen & Bo Henry Lindqvist - 5017-5027 An efficient effective rotation pattern in successive sampling over two occasions
by Housila P. Singh & Surya K. Pal - 5028-5036 Construction of minimum aberration blocked two-level regular factorial designs
by Sheng-Li Zhao & Peng-Fei Li - 5037-5052 Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure
by Pierre Ribereau & Esterina Masiello & Philippe Naveau - 5053-5065 Confidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structure
by Dong Joon Park & Min Yoon - 5066-5076 Forecasting a point process with an ARIMA model
by Chih-Hsiang Ho - 5077-5097 Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions
by Han-Ying Liang & Deli Li & Tianxuan Miao - 5098-5111 Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
by P. H. Garthwaite & Y. Fan & S. A. Sisson - 5112-5122 The Yule–Walker equations as a weighted least-squares problem and the association with tapering
by Joan Parrish & Steven M. Crunk & Bee Leng Lee - 5123-5136 Optimal preventive policies for imperfect maintenance models with replacement first and last
by C. C. Chang - 5137-5153 Simultaneous tests for homogeneity of two zero-inflated (beta) populations
by Luna Sun & Alix I. Gitelman - 5154-5165 Quantile regression methods for censored gap time data
by Jung-Yu Cheng & Shinn-Jia Tzeng - 5166-5178 Matching pseudocounts for interval estimation of binomial and Poisson parameters
by H. Ogasawara - 5179-5192 Detection of outliers in mixed regressive-spatial autoregressive models
by Libin Jin & Xiaowen Dai & Anqi Shi & Lei Shi - 5193-5203 On the predictive performance of the almost unbiased Liu estimator
by Jibo Wu - 5204-5219 A new Lindley distribution with location parameter
by M. M. E. Abd El-Monsef - 5220-5223 An extension of the multivariate Chebyshev's inequality to a random vector with a singular covariance matrix
by Katarzyna Budny - 5224-5233 Tail dependence for skew Laplace distribution and skew Cauchy distribution
by Jiannan Ning & Wende Yi - 5234-5250 On entropy of a Pareto distribution in the presence of outliers
by M. Jabbari Nooghabi & E. Khaleghpanah Nooghabi
August 2016, Volume 45, Issue 16
- 4637-4662 An extension of Franklin's randomized response technique for multi-proportions
by M. Javed & S. S. Sidhu & Sarjinder Singh - 4663-4672 A changepoint statistic with uniform type I error probabilities
by Peter Rogerson & Peter Kedron - 4673-4691 An adaptive multivariate CUSUM control chart for signaling a range of location shifts
by Tianhua Wang & Shuguang Huang - 4692-4715 Exact calculation of minimum sample size for estimating a Poisson parameter
by Zhengjia Chen & Xinjia Chen - 4716-4728 An objective look at obtaining the plotting positions for QQ-plots
by Reza Hosseini & Akimichi Takemura - 4729-4744 The distribution of the maximum of a first-order moving average: The discrete casex
by Christopher S. Withers & Saralees Nadarajah - 4745-4759 A simultaneous control scheme for mean and fraction non conforming in small process variation
by Sang Joon Um & Jong Gurl Kim - 4760-4770 Asymptotic properties for the moment estimators in Rayleigh distribution with two parameters
by Hui Jiang & Xin Yun & Chen Xie - 4771-4787 A three-population constrained discrimination procedure
by David Patterson - 4788-4797 Minimax designs for 2k factorial experiments for generalized linear models
by Sofia Normark - 4798-4811 Chain-type ratio estimator in successive sampling using multi-auxiliary information
by Manoj Kumar Srivastava & Namita Srivastava - 4812-4823 On goodness-of-fit tests for Aalen's additive model based on left-truncated right-censored or doubly censored data
by Pao-Sheng Shen - 4824-4839 Dynamic mixing probability measures of mixtures
by Ji Hwan Cha & Jie Mi - 4840-4857 Use of multiauxiliary variables to cope with non response in estimation of current population mean in two-occasion successive sampling
by G. N. Singh & M. Khetan & S. Maurya - 4858-4873 Estimation using hybrid censored data from a generalized inverted exponential distribution
by Yogesh Mani Tripathi & Manoj Kumar Rastogi - 4874-4885 Residual Renyi entropy of k-record values
by P. S. Asha & Manoj Chacko - 4886-4895 Conditioning out rare events for exponential families has negligible effect on inference
by Christopher S. Withers & Saralees Nadarajah - 4896-4911 The conditional cumulative distribution function in single functional index model
by Ahmed Ait Saidi & Mecheri Kheira - 4912-4922 Weighted similarity tests for location-scale families of stable distributions
by Chang C. Y. Dorea & Luciene P. Lopes - 4923-4936 Inferential analysis for the reliability parameter based on the three-parameter Lindley distribution
by Mohammad Z. Raqab & D. K. Al-Mutairi
August 2016, Volume 45, Issue 15
- 4325-4331 Efficient family of estimators of median using two-phase sampling design
by H.S. Jhajj & Harpreet Kaur & Puneet Jhajj - 4332-4348 Markov switching component GARCH model: Stability and forecasting
by N. Alemohammad & S. Rezakhah & S. H. Alizadeh - 4349-4364 New sensitivity analysis subordinated to a contrast
by Jean-Claude Fort & Thierry Klein & Nabil Rachdi - 4365-4377 Hayter and Tsui's test with double sampling for the vector mean of multivariate normal population
by Sueli Aparecida Mingoti & Graziele Umbelina Alves Ferreira - 4378-4391 Computing the distribution of sequential Hölder norms of the Brownian motion
by Alfredas Račkauskas & Charles Suquet - 4392-4396 Optimal block designs for double cross experiments
by M. K. Sharma & Mekonnen Tadesse - 4397-4415 Inference in log-alpha-power and log-skew-normal multivariate models
by Guillermo Martínez-Flórez & Mario Pacheco & Ramón Giraldo - 4416-4432 An alternative approach for compatibility of two discrete conditional distributions
by Indranil Ghosh & Saralees Nadarajah - 4433-4444 A generalization of Jeffreys' rule for non regular models
by Francisco J. Ortega & Jesús Basulto - 4445-4453 Convergence for weighted sums of widely orthant dependent random variables
by DeHua Qiu & PingYan Chen - 4454-4470 Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
by Sévérien Nkurunziza & Marwan Al-Momani & Eric Yu Yin Lin - 4471-4485 Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
by Jianbo Li & Yuan Li & Zhensheng Huang & Riquan Zhang - 4486-4493 On the Kullback–Leibler information of hybrid censored data
by Sangun Park - 4494-4508 General results of complete convergence and complete moment convergence for weighted sums of some class of random variables
by Xuejun Wang & Shuhe Hu & Andrei Volodin - 4509-4516 Construction of peculiar diffusion process having Gaussian marginals
by Syeda Rabab Mudakkar - 4517-4527 Assessing local influence for elliptical linear models under equality constraints
by Hu Yang & Lian Yang - 4528-4536 Performance of unit-root tests for non linear unit-root and partial unit-root processes
by Lingxiang Zhang - 4537-4555 On the Marshall–Olkin extended distributions
by Fredy Castellares & Artur J. Lemonte - 4556-4568 On testing more IFRA ordering-II
by Muhyiddin Izadi & Baha-Eldin Khaledi & Chin-Diew Lai - 4569-4588 Second-order regular variation inherited from Laplace–Stieltjes transforms
by Tiantian Mao & Lei Hua - 4589-4599 Preservation of dependence concepts under bivariate weighted distributions
by S. Izadkhah & M. Amini & G. R. Mohtashami Borzadaran - 4600-4610 The optimal group size using inverse binomial group testing considering misclassification
by Wenjun Xiong - 4611-4627 Randomized response model versus mixture model in the crossover design for clinical trials
by Chien-Hua Wu - 4628-4636 Characterization based on generalized entropy of order statistics
by Suchandan Kayal
July 2016, Volume 45, Issue 14
- 4035-4047 On proportional mean past lifetimes model
by Majid Rezaei - 4048-4067 Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
by Hu Yang & Jing Lv & Chaohui Guo - 4068-4085 Semiparametric inference on partially linear single-index model
by Zhensheng Huang & Riquan Zhang & Yazhao Lv - 4086-4105 The generalized family of estimators of population mean using auxiliary information in double sampling
by Ramkrishna S. Solanki & Housila P. Singh - 4106-4116 A family of estimators of population variance in two-occasion rotation patterns
by Housila P. Singh & Jong M. Kim & Tanveer A. Tarray - 4117-4135 A COM-Poisson-type generalization of the negative binomial distribution
by S. Chakraborty & S. H. Ong - 4136-4155 Estimation of ratio of population means in two-occasion successive sampling
by A. Bandyopadhyay & G. N. Singh - 4156-4180 A Study on EWMA charts with runs rules—the Markov chain approach
by Michael B. C. Khoo & Philippe Castagliola & J. Y. Liew & W. L. Teoh & Petros E. Maravelakis - 4181-4193 A note on the implications of factorial invariance for common factor variable equivalence
by Michael Maraun & Moritz Heene - 4194-4214 The effect of parameter estimation on the performance of one-sided Shewhart control charts for zero-inflated processes
by Athanasios C. Rakitzis & Philippe Castagliola - 4215-4229 General laws of large numbers under sublinear expectations
by Feng Hu & Zengjing Chen - 4230-4236 Tail behavior of the generalized Maxwell distribution
by Jianwen Huang & Shouquan Chen - 4237-4248 Asymptotic approach for a renewal-reward process with a general interference of chance
by Rovshan Aliyev & Ozlem Ardic & Tahir Khaniyev - 4249-4267 Predictive estimation of population mean in two-phase sampling
by A. Bandyopadhyay & G.N. Singh - 4268-4284 Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
by Abdelouahab Bibi - 4285-4294 A new hybrid estimation method for the generalized pareto distribution
by Chunlin Wang & Gemai Chen - 4295-4306 Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion
by Qiang Zhang & Dejian Lai & Barry R. Davis - 4307-4324 Multiple-start balanced modified systematic sampling in the presence of linear trend
by L. R. Naidoo & D. North & T. Zewotir & R. Arnab
July 2016, Volume 45, Issue 13
- 3721-3733 Comparison of two sampling schemes for generating record-breaking data from the proportional hazard rate models
by Mahdi Salehi & Jafar Ahmadi & Sanku Dey - 3734-3750 On the probability of ruin in a continuous risk model with two types of delayed claims
by Jianwei Gao & Liyuan Wu & Huihui Liu - 3751-3760 A diagnostic of influential cases based on the information complexity criteria in generalized linear mixed models
by Junfeng Shang - 3761-3781 Gompertz-power series distributions
by A. A. Jafari & S. Tahmasebi - 3782-3806 Measures of uniformity in experimental designs: A selective overview
by E. Androulakis & K. Drosou & C. Koukouvinos & Y.-D. Zhou - 3807-3821 A functional coefficient GARCH-M model
by Xingfa Zhang & Heung Wong & Yuan Li - 3822-3837 Testing change in the variance with epidemic alternatives
by F. Graiche & D. Merabet & D. Hamadouche - 3838-3859 The exponentiated-log-logistic geometric distribution: Dual activation
by Natalie V. R. Mendoza & Edwin M. M. Ortega & Gauss M. Cordeiro - 3860-3873 A semi-Markov decision model for the optimal control of a simple immigration-birth-death process through the introduction of a predator
by E. G. Kyriakidis & T. D. Dimitrakos - 3874-3883 Sign test based on k-tuple general ranked set samples
by Tao Li & Narayanaswamy Balakrishnan - 3884-3903 Optimal investment, consumption, and life insurance in an incomplete market
by Xiaoqing Liang & Junyi Guo - 3904-3918 Reliability design for a MANET with cluster-head gateway routing protocol
by K. S. Meena & T. Vasanthi - 3919-3929 A statistically adaptive sampling policy to the Hotelling's T2 control chart: Markov chain approach
by Asghar Seif & Alireza Faraz & Erwin Saniga & Cédric Heuchenne - 3930-3938 An improved estimation procedure of population mean in two-occasion successive sampling
by G. N. Singh & A. K. Singh - 3939-3951 Estimation under non response when it occurs on both occasions in two-occasion successive sampling
by G. N. Singh & M. Khetan & S. Maurya - 3952-3969 Bayesian estimation for non zero inflated modified power series distribution under linex and generalized entropy loss functions
by Małgorzata Murat - 3970-3992 Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
by Leila Golparvar & Ali Karimnezhad & Ahmad Parsian - 3993-4017 Berry–Esseen type bounds in heteroscedastic errors-in-variables model
by Jing-Jing Zhang & Han-Ying Liang - 4018-4034 Point estimation of lower quantiles based on two-sampling scheme
by H. Morabbi & M. Razmkhah & Jafar Ahmadi
June 2016, Volume 45, Issue 12
- 3411-3420 An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables
by Zhengyan Lin & Tian-Xiao Pang & Kyo-Shin Hwang - 3421-3440 Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices
by Rostyslav Bodnar & Taras Bodnar & Wolfgang Schmid - 3441-3457 A random weighting approach for posterior distributions
by Zai-Ying Zhou & Ying Yang - 3458-3463 A very simple proof of the multivariate Chebyshev's inequality
by Jorge Navarro - 3464-3472 Contribution of maximum entropy principle in the field of queueing theory
by Om Parkash & Mukesh - 3473-3488 Local linear double and asymmetric kernel estimation of conditional quantiles
by Muhammad Anas Knefati & Abderrahim Oulidi & Belkacem Abdous - 3489-3509 Asymptotic results in gamma kernel regression
by Jianhong Shi & Weixing Song - 3510-3523 Two-step calibration of design weights in survey sampling
by Sarjinder Singh & Stephen Andrew Sedory - 3524-3540 Splice plots for generalized linear models
by David Nelson & Siamak Noorbaloochi - 3541-3561 Improved best linear unbiased estimators for the simple linear regression model using double ranked set sampling schemes
by Abdul Haq & Jennifer Brown & Elena Moltchanova - 3562-3576 Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence
by Zhiyong Zhou & Zhengyan Lin - 3577-3595 Hedging of contingent claims written on non traded assets under Markov-modulated models
by Wei Wang & Linyi Qian & Wensheng Wang - 3596-3611 Using observed confidence levels to perform principal component analyses
by Alan M. Polansky & Santu Ghosh - 3612-3624 On the Bayes estimators of the parameters of size-biased generalized power series distributions
by Peer Bilal Ahmad - 3625-3636 Extreme value index estimator using maximum likelihood and moment estimation
by Jürg Hüsler & Deyuan Li & Mathias Raschke - 3637-3657 Analysis of a batch arrival queue with vacation policy and exceptional service
by Jau-Chuan Ke & Dong-Yuh Yang - 3658-3667 LAD-Lasso variable selection for doubly censored median regression models
by Xiuqing Zhou & Guoxiang Liu - 3668-3674 Sample size determination for quality control process using a multiple components tolerance interval
by Feng-Shou Ko - 3675-3691 Empirical Bayes estimation for the mean of the selected normal population when there are additional data
by Zohreh Mohammadi & Mina Towhidi - 3692-3705 Maxima of skew elliptical triangular arrays
by Enkelejd Hashorva & Chengxiu Ling - 3706-3720 Some results following from conditional characteristic functions
by Demei Yuan & Lan Lei
June 2016, Volume 45, Issue 11
- 3097-3113 Recursive kernel estimate of the conditional quantile for functional ergodic data
by Fatima Benziadi & Ali Laksaci & Fethallah Tebboune - 3114-3125 On the use of several auxiliary variables in estimation of current population mean in successive sampling
by G. N. Singh & F. Homa & S. Maurya - 3126-3137 A stratified Tracy and Osahan's two-stage randomized response model
by Housila P. Singh & Tanveer A. Tarray - 3138-3144 A note on a family of criteria for evaluating test statistics
by Gordon Anderson & Teng Wah Leo - 3145-3157 New estimators of distribution functions
by A. K. Md. Ehsanes Saleh & Amal Ghania - 3158-3167 Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance
by Ke-Ang Fu & Jie Li & Xiao-Rong Yang - 3168-3184 GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
by Baicheng Chen & Hua Liang & Yong Zhou - 3185-3195 Complete moment convergence of weighted sums for arrays of negatively dependent random variables and its applications
by Yongfeng Wu & Andrei Volodin - 3196-3205 The Cornish-Fisher expansion for a class of statistics in first order autoregression
by Jorge M. Arevalillo - 3206-3222 Inference about parameters in Binomial-Poisson distribution with additional incomplete data
by Suisui Che & Kai Huang & Jie Mi - 3223-3235 Invariance principles and almost sure central limit theorem for the error variance estimator in linear models
by Yu Miao & Wei-Qiang Geng & Saralees Nadarajah - 3236-3248 Empirical likelihood inference for a semiparametric hazards regression model
by Wei Chen & Dehui Wang - 3249-3263 New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
by Vassilly Voinov & Natalie Pya & Rashid Makarov & Yevgeniy Voinov - 3264-3273 A note on successive comparisons between several ordered variances
by Parminder Singh - 3274-3282 On variances and covariances of a kind of extreme order statistics
by Jinliang Wang & Changshou Deng & Jiangfeng Li & Mingfa Zhou - 3283-3301 Online control by attributes in the presence of classification errors with variable inspection interval
by Lupércio F. Bessegato & Lucas S. Mota & Roberto C. Quinino - 3302-3309 Generalized ratio-cum-product type exponential estimator in stratified random sampling
by Hilal A. Lone & Rajesh Tailor & Housila P. Singh - 3310-3322 Simulation of Balakrishnan skew-normal order statistics
by Mahdi Teimouri & Saralees Nadarajah - 3323-3331 Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function
by J. Martin Van Zyl - 3332-3343 The two-step approach—a significant ANOVA F-test before Dunnett's comparisons against a control—is not recommended
by Ludwig A. Hothorn - 3344-3356 Applying fast initial response features on GWMA control charts for monitoring autocorrelation data
by Shin-Li Lu - 3357-3366 Unique decomposition of low-order time series
by Eugene Seneta & Simon Ku - 3367-3382 The McDonald Gumbel model
by Edleide de Brito & Giovana Oliveira Silva & Gauss M. Cordeiro & Clarice Garcia B. Demétrio - 3383-3396 A comparison study of effectiveness and robustness of robust economic designs of T2 chart using genetic algorithm
by Kamyar Chalaki & Abbas Saghaei & M.B. Moghadam - 3397-3409 A nonparametric coherent confidence procedure
by John Tuhao Chen
May 2016, Volume 45, Issue 10
- 2785-2800 A transitional Markov switching autoregressive model
by J. Cheng - 2801-2809 Precise large deviations for aggregate claims
by Yang Yang & Liwei Sha - 2810-2833 A low-end quantile estimator from a right-skewed distribution
by Hongjun Wang & Paul S. Horn - 2834-2841 Random walks and subfractional Brownian motion
by Hongshuai Dai - 2842-2856 Calibration approach for estimating population total with subsampling of non respondents under single- and two-phase sampling
by Rohan Kumar Raman & U.C. Sud & Hukum Chandra - 2857-2872 The Poisson-conjugate Lindley mixture distribution
by E. Gómez-Déniz & E. Calderín-Ojeda - 2873-2889 Paired double-ranked set sampling
by Abdul Haq & Jennifer Brown & Elena Moltchanova & Amer Ibrahim Al-Omari - 2890-2919 Bayesian inference for the offered optical network unit load
by Sumith Gunasekera - 2920-2937 Goodness-of-fit tests for the Gompertz distribution
by Adam Lenart & Trifon I. Missov - 2938-2957 Reliability evaluation of a Semi-Markov repairable system under alternative environments
by Liying Wang & Lirong Cui & Jie Zhang & Jing Peng - 2958-2974 New multivariate aging notions based on the corrected orthant and the standard construction
by J. M. Fernández-Ponce & F. Pellery & M. R. Rodríguez-Griñolo - 2975-2987 A proportional hazards model for the analysis of doubly censored competing risks data
by P. G. Sankaran & E. P. Sreedevi - 2988-2997 A simple method to obtain minimum aberration split-plot designs
by Chun-Yi Lin & P. C. Wang & Meijie Wang & Ming-Hao Wang - 2998-3010 The non parametric regression estimate with dependent measurement errors
by Litong Wang & Guobing Pan - 3011-3026 Performance evaluation of processes with asymmetric tolerances in the presence of gauge measurement errors
by Dwi Yuli Rakhmawati & Chien-Wei Wu & Chao-Lung Yang - 3027-3047 Composite quantile regression for varying-coefficient single-index models
by Yan Fan & Manlai Tang & Maozai Tian