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Content
May 2016, Volume 45, Issue 10
- 3048-3058 Computing exact clustering posteriors with subset convolution
by Jukka Kohonen & Jukka Corander - 3059-3075 A local join counts methodology for spatial clustering in disease from relative risk models
by Peter Congdon - 3076-3094 Inference after truncated one-sided sequential test
by Yanhong Wu - 3095-3095 Erratum
by The Editors
May 2016, Volume 45, Issue 9
- 2485-2503 Using logistic regression for semiparametric comparison of population means and variances
by Shuwen Wan & Binrong Xu & Biao Zhang - 2504-2523 A robust R control chart based on a two-step estimator of the process dispersion
by Hamid Shahriari & Orod Ahmadi - 2524-2537 Reliabilities of a single-unit system with multi-phased missions
by Shijia Du & Cong Lin & Lirong Cui - 2538-2555 Systematically misclassified binary dependent variables
by Vidhura Tennekoon & Robert Rosenman - 2556-2575 The exponential Poisson logarithmic distribution
by José Augusto Fioruci & Bao Yiqi & Francisco Louzada & Vicente G. Cancho - 2576-2591 ML and Bayes estimation in a two-phase tandem queue with a second optional service and random feedback
by Mehrzad Ghorbani-Mandolakani & Mohammad Reza Salehi Rad - 2592-2611 A unified approach to multilevel sample selection models
by Emmanuel O. Ogundimu & Jane L. Hutton - 2612-2625 A general method of inference for two-parameter continuous distributions
by Sam Weerahandi & Jinadasa Gamage - 2626-2637 Complete convergence of the non-identically distributed pairwise NQD random sequences
by Xili Tan & Hang Wang & Yong Zhang - 2638-2653 Clustering large number of extragalactic spectra of galaxies and quasars through canopies
by Tuli De & Didier Fraix Burnet & Asis Kumar Chattopadhyay - 2654-2664 Patched approximations and their convergence
by Nattakarn Chaidee & Tippawan Santiwipanont & Songkiat Sumetkijakan - 2665-2678 Analysis of ordered probit model with surrogate response data and measurement error in covariates
by Surupa Roy - 2679-2698 Some estimation procedures using a linear model in successive sampling
by G. N. Singh & S. Prasad - 2699-2713 Comparison among non parametric prediction intervals of order statistics
by Elham Basiri & Jafar Ahmadi & Mohammad Z. Raqab - 2714-2729 Influential observation in complex normal data for problems in allometry
by A.D.C. Nascimento & G.J.A. Amaral & B.B. Achic & J.T.M. Cruz - 2730-2747 Parametric inference in a perturbed gamma degradation process
by Laurent Bordes & Christian Paroissin & Ali Salami - 2748-2769 Modeling of covariance structures of random effects and random errors in linear mixed models
by Yu Fei & Yating Pan & Yin Chen & Jianxin Pan - 2770-2783 Test for periodicity in restrictive EXPAR models
by M. Merzougui & H. Dridi & A. Chadli
April 2016, Volume 45, Issue 8
- 2159-2171 Some multivariate singular unified skew-normal distributions and their application
by Mehdi Amiri & Ahad Jamalizadeh & Mina Towhidi - 2172-2180 Construction of uniform designs for mixture experiments with complex constraints
by Yan Liu & Min-Qian Liu - 2181-2203 Some theoretical results concerning non parametric estimation by using a judgment poststratification sample
by Ali Dastbaravarde & Nasser Reza Arghami & Majid Sarmad - 2204-2227 Generalized linear failure rate power series distribution
by S. Shams Harandi & M. H. Alamatsaz - 2228-2255 Positive-rule stein-type almost unbiased ridge estimator in linear regression model
by Chaolin Liu & Hu Yang - 2256-2267 A generalized p-value approach to inference on the performance measures of an M/Ek/1 queueing system
by Qian Zhang & Xingzhong Xu & Shiyun Mi - 2268-2297 An extended Birnbaum–Saunders distribution: Theory, estimation, and applications
by Gauss M. Cordeiro & Maria Do Carmo S. Lima & Audrey H.M.A. Cysneiros & Marcelino A. R. Pascoa & Rodrigo R. Pescim & Edwin M. M. Ortega - 2298-2310 A non stochastic ridge regression estimator and comparison with the James-Stein estimator
by Luis Firinguetti & Hernán Rubio & Yogendra P. Chaubey - 2311-2322 A discrete distribution including the Poisson
by Emilio Gómez Déniz & José María Sarabia - 2323-2331 A unified class of compound lifetime distributions
by Josemar Rodrigues & Gauss M. Cordeiro & Mário de Castro & Saralees Nadarajah - 2332-2341 New Sigmoid-like function better than Fisher z transformation
by Zheng-Ling Yang & Yan-Wen Song & Zhi-Feng Duan & Teng Wang & Jun Zhang - 2342-2353 Reliability characteristics of Farlie–Gumbel–Morgenstern family of bivariate distributions
by Ramesh C. Gupta - 2354-2367 A Bayesian random effects model for analyzing mixed negative binomial and continuous longitudinal responses
by E. Bahrami Samani & M. Ganjali - 2368-2377 Resampling method to estimate intra-cluster correlation for clustered binary data
by Hrishikesh Chakraborty & Pranab K. Sen - 2378-2391 Estimation for exponential distribution based on competing risk middle censored data
by Liang Wang - 2392-2401 On maximum variance of kth records
by Krzysztof Jasiński - 2402-2412 Convergence properties for weighted sums of NSD random variables
by Aiting Shen & Xinghui Wang & Huayan Zhu - 2413-2425 Incomplete block designs for asymmetric parallel line assays
by Shashi Shekhar & Lalmohan Bhar - 2426-2437 Final outcome probabilities for SIR epidemic model
by Hamid El Maroufy & Driss Kiouach & Taib Ziad - 2438-2449 Irreconcilability of P-value and Bayesian measure in two-sided hypothesis: Pareto distribution with the presence of nuisance parameter
by Rahim Chinipardaz & Khadijeh Mehri - 2450-2464 Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution
by Ioannis A. Koutrouvelis - 2465-2483 Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
by David E. Giles & Hui Feng & Ryan T. Godwin
April 2016, Volume 45, Issue 7
- 1853-1862 On kernel density and mode estimates for associated and censored data
by Yacine Ferrani & Elias Ould Saïd & Abdelkader Tatachak - 1863-1875 Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors
by Khardani Salah & Thiam Baba - 1876-1886 Goodness of fit tests for Nakagami distribution based on smooth tests
by Deniz Özonur & Fikri Gökpınar & Esra Gökpınar & Hülya Bayrak - 1887-1901 Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution
by Ryan T. Godwin - 1902-1909 Estimation of missing data in analysis of covariance: A least-squares approach
by Chibueze E. Ogbonnaya & Emeka C. Uzochukwu - 1910-1922 Estimation of the covariance matrix with two-step monotone missing data
by Masashi Hyodo & Nobumichi Shutoh & Takashi Seo & Tatjana Pavlenko - 1923-1938 Reliability modeling of systems with two dependent degrading components based on gamma processes
by Zhengqiang Pan & Quan Sun & Jing Feng - 1939-1952 Asymptotics of improved generalized moment estimators for spatial autoregressive error models
by Carsten Drinkuth & Matthias Arnold - 1953-1968 A taxonomy of mixing and outcome distributions based on conjugacy and bridging
by Michael G. Kenward & Geert Molenberghs - 1969-1988 A semi-parametric cox’s regression model for zero-inflated left-censored time to event data
by Roel Braekers & Yves Grouwels - 1989-2004 Lasso with convex loss: Model selection consistency and estimation
by Wojciech Rejchel - 2005-2022 The McDonald half-logistic distribution: Theory and practice
by José Oliveira & Jéssica Santos & Cleber Xavier & Daniele Trindade & Gauss M. Cordeiro - 2023-2044 A Marshall–Olkin family of heavy-tailed distributions which includes the lognormal one
by V. J. García & E. Gómez-Déniz & F. J. Vázquez-Polo - 2045-2055 The strong law of large numbers and the Shannon-McMillan theorem for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree
by Zhiyan Shi & Weiguo Yang - 2056-2070 An improved estimation in stratified random sampling
by Ramkrishna S. Solanki & Housila P. Singh - 2071-2088 Gamma shared frailty model based on reversed hazard rate
by David D. Hanagal & Arvind Pandey - 2089-2104 Domains of attraction of asymptotic distributions of extreme generalized order statistics
by Anja B. Schmiedt - 2105-2117 Some remarks on the traditional way of circular and diagonal circular systematic sampling schemes
by Zaheen Khan & Javid Shabbir - 2118-2129 Large deviations for sum of UEND and φ-mixing random variables with heavy tails
by Dawei Lu & Lixin Song & Tao Zhang - 2130-2136 On the quantile past lifetime of the components of the parallel systems
by M. Shafaei Noughabi & S. Izadkhah - 2137-2142 On the distribution of some ordered variables
by Saralees Nadarajah & Stephen Chan & Emmanuel Afuecheta - 2143-2157 Identifiability of masking probabilities in competing risks models with emphasis on Weibull models
by Ye Liang & Dongchu Sun
March 2016, Volume 45, Issue 6
- 1577-1579 Theory and practice of stochastic models and data analysis
by Guglielmo D’Amico & Raimondo Manca & Sally McClean - 1580-1606 Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis
by Takeaki Kariya & Yoshiro Yamamura & Zhu Wang - 1607-1631 Stochastic approximation methods for American type options
by Dmitrii Silvestrov & Yanxiong Li - 1632-1642 Scan statistics for monitoring data modeled by a negative binomial distribution
by Jie Chen & Joseph Glaz - 1643-1669 A non linear mixed effects model of plant growth and estimation via stochastic variants of the EM algorithm
by Charlotte Baey & Samis Trevezas & Paul-Henry Cournède - 1670-1681 The use of flexible quantile-based measures in risk assessment
by Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino - 1682-1692 The health state curve and the health state life table: Life expectancy and healthy life expectancy estimates
by Christos H. Skiadas & Charilaos Skiadas - 1693-1709 Performance and robustness evaluation in sequential hypotheses testing
by Alexey Kharin - 1710-1722 Intergenerational educational mobility in Greece: Transitions and social distances
by M. Symeonaki & G. Stamatopoulou & C. Michalopoulou - 1723-1732 Multiple mortality modeling in Poisson Lee–Carter framework
by Valeria D'Amato & Steven Haberman & Gabriella Piscopo & Maria Russolillo & Lorenzo Trapani - 1733-1746 Comparisons of multistate models with discrete-time pure-birth process for recurrent events and uncertain parameters
by Eva-Maria Ortega & José Alonso & Encarnacion Ortega-Quiles - 1747-1777 Testing homogeneity of the multinomial proportions
by Jie Chen & Joseph Glaz & Cristina P. Sison - 1778-1793 Asymptotic behavior of the processes describing some insurance models
by Ekaterina Bulinskaya & Alexander Gromov - 1794-1804 Multistage non homogeneous Markov chain modeling of the non homogeneous genetic algorithm and convergence results
by André G. C. Pereira & Viviane S. M. Campos - 1805-1818 Balancing desirability and promotion steadiness in partially stochastic manpower planning systems
by Komarudin & Tim De Feyter & Marie-Anne Guerry & Greet Vanden Berghe - 1819-1830 The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality
by Mariangela Zenga & Adele H. Marshall & Franca Crippa & Hannah Mitchell - 1831-1852 Optimal sample size allocation for multi-level stress testing with exponential regression under type-I censoring
by Ping Shing Chan & Narayanaswamy Balakrishnan & Hon Yiu So & Hon Keung Tony Ng
March 2016, Volume 45, Issue 5
- 1199-1214 Inverse probability weighted estimators for single-index models with missing covariates
by Tingting Li & Hu Yang - 1215-1223 On the convergence rate for arrays of row-wise NOD random variables
by Zhiyong Chen & Tingting Liu & Jimin Ling & Xuejun Wang - 1224-1240 The sampling distribution of the W estimator of the number of valid signatures on a petition
by Mark E. Eakin & Mary M. Whiteside - 1241-1259 Some mixing properties of conditionally independent processes
by Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps - 1260-1269 Performance measures for asymmetric power loss functions
by Toshihiko Kawamura & Hitoshi Motoyama - 1270-1277 Bootstrap test of hypothesis for the multi-state models in survival analysis
by Prabhanjan N. Tattar - 1278-1310 Some uniform consistency results in the partially linear additive model components estimation
by Salim Bouzebda & Khalid Chokri & Djamal Louani - 1311-1328 Matrix variate Macdonald distribution
by Daya K. Nagar & Alejandro Roldán-Correa & Arjun K. Gupta - 1329-1344 Sup–Hellinger consistency for local density regression
by Fei Xiang & Stephen G. Walker - 1345-1369 Semiparametric quasi-likelihood estimation with missing data
by Francesco Bravo & David T. Jacho-Chávez - 1370-1387 A model with long-term survivors: negative binomial Birnbaum-Saunders
by Gauss M. Cordeiro & Vicente G. Cancho & Edwin M. M. Ortega & Gladys D. C. Barriga - 1388-1402 Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
by Hu Yang & Chaohui Guo & Jing Lv - 1403-1423 Transient analysis of a finite source discrete-time queueing system using homogeneous Markov system with state size capacities (HMS/c)
by George Vasiliadis - 1424-1434 On left-truncating and mixing Poisson distributions
by Jordi Valero & Marta Pérez-Casany & Josep Ginebra - 1435-1452 Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
by D. Najarzadeh & M. Khazaei & M. Ganjali - 1453-1458 Superiority of the r-k class estimator over some estimators in a misspecified linear model
by Jibo Wu - 1459-1465 A note on the estimates of multivariate Gaussian probability
by Dawei Lu - 1466-1476 Improved estimation of scale parameters of morgenstern type bivariate uniform distribution using ranked set sampling
by Housila P. Singh & Vishal Mehta - 1477-1486 Shrinkage estimation of P(Y
by Mehdi Jabbari Nooghabi - 1487-1500 Selection of bandwidth for kernel regression
by Jan Koláček & Ivanka Horová - 1501-1507 On an ad hoc test for order restricted multivariate normal means
by Xiaomi Hu - 1508-1526 Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
by Juan Fernández Sánchez & Wolfgang Trutschnig - 1527-1541 Bimodal skew-symmetric normal distribution
by M.Y. Hassan & M.Y. El-Bassiouni - 1542-1549 Finding the PDF of the hypoexponential random variable using the Kad matrix similar to the general Vandermonde matrix
by Khaled Smaili & Therrar Kadri & Seifedine Kadry - 1550-1563 Marshall–Olkin gamma–Weibull distribution with applications
by Abdus Saboor & Tibor K. Pogány - 1564-1574 Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm
by Jie Xu & Yu Miao & Jicheng Liu - 1575-1575 A note on exponentiated geometric distribution: Another generalization of geometric distribution
by V. Nekoukhou & M. H. Alamatsaz & H. Bidram
February 2016, Volume 45, Issue 4
- 837-849 A modified class of ratio estimators for population mean
by Sylvanus Itoro Etuk & Ekaette Inyang Enang & Emmanuel John Ekpenyong - 850-858 A cold standby repairable system with the repairman having multiple vacations and operational, repair, and vacation times following phase-type distributions
by Baoliang Liu & Lirong Cui & Yanqing Wen & Furi Guo - 859-871 Cyclic circular balanced and strongly balanced crossover designs through integer programming
by B. N. Mandal & Rajender Parsad & V. K. Gupta - 872-886 Optimal test for PAR(1) dependence against PSETAR(2,1,1) models with specified threshold
by M. Merzougui - 887-905 Estimation of entropy-type integral functionals
by David Källberg & Oleg Seleznjev - 906-921 Robust estimation in the additive hazards model
by Enrique E. Álvarez & Julieta Ferrario - 922-932 The adaptive calibration of testing p-values
by Guimei Zhao & Xingzhong Xu & Li Wang - 933-949 Testing stability in a spatial unilateral autoregressive model
by Sándor Baran & Gyula Pap & Kinga Sikolya - 950-966 Sufficient reduction methods for multivariate time-dependent health surveillance data
by S. Siripanthana & E. C. Stillman - 967-975 Combined estimating function for random coefficient models with correlated errors
by I. Mohamed & K. Khalid & M. S. Yahya - 976-999 The T-type estimate of a class of partially non linear models
by Lele Huang & Tao Hu & Hengjian Cui - 1000-1013 Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model
by Baoguo Pan & Min Chen - 1014-1030 Role of weights in improving the efficiency of Kim and Warde's mixed randomized response model
by Housila P. Singh & Tanveer A. Tarray - 1031-1046 Estimation in second order branching processes with application to swine flu data
by Akanksha S. Kashikar & S. R. Deshmukh - 1047-1062 An improved estimator of omission rate for census count: With particular reference to India
by Kiranmoy Chatterjee & Diganta Mukherjee - 1063-1069 Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
by Ming-Xiang Cao & Guang-Jun Shena - 1070-1080 Modified skew-slash distribution
by Jimmy Reyes & Héctor W. Gómez & Ignacio Vidal - 1081-1098 Further results on discrete mean past lifetime
by G. Asha & I. Elbatal & C. J. Rejeesh - 1099-1117 Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence
by Haibing Zhao & Rui Li - 1118-1136 Score function of distribution and revival of the moment method
by Zdeněk Fabián - 1137-1147 Inventory model for convertible item with deterioration
by Diwakar Shukla & Uttam Kumar Khedlekar - 1148-1155 Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
by Shigekazu Nakagawa & Hiroki Hashiguchi & Naoto Niki - 1156-1181 The uniform local asymptotics for a Lévy process and its overshoot and undershoot
by Zhaolei Cui & Yuebao Wang & Kaiyong Wang - 1182-1197 Run rules based phase II c and np charts when process parameters are unknown
by Shu Wu & Philippe Castagliola & Michael B. C. Khoo
February 2016, Volume 45, Issue 3
- 553-565 Estimation of finite population variance in successive sampling using multi-auxiliary variables
by Zahoor Ahmad & Ijaz Hussain & Muhammad Hanif - 566-576 Further research on the principal component two-parameter estimator in linear model
by Hu Yang & Jiewu Huang - 577-588 On bivariate transformation of scale distributions
by M.C. Jones - 589-596 Comparison of simultaneous confidence bands for univariate polynomial regression over an interval
by Shan Lin - 597-611 Online change detection of Markov chains with unknown post-change transition probabilities
by Jin-Guo Xian & Dong Han & Jian-Qi Yu - 612-620 A discrete probability problem in card shuffling
by M. Bhaskara Rao & Haimeng Zhang & Chunfeng Huang & Fu-Chih Cheng - 621-635 Bayesian estimation and prediction for the inverse weibull distribution under general progressive censoring
by Peng Xiuyun & Yan Zaizai - 636-654 A study of the Gamma-Pareto (IV) distribution and its applications
by Ayman Alzaatreh & Indranil Ghosh - 655-669 Identification of potential longitudinal biomarkers under the accelerated failure time model in multivariate survival data
by Feng-Shou Ko - 670-694 Determining the optimal allocation of testing resource for modular software system using dynamic programming
by M. G. M. Khan & N. Ahmad & L. S. Rafi - 695-711 Variable selection in finite mixture of semi-parametric regression models
by Ehsan Ormoz & Farzad Eskandari - 712-721 Properties of Lagrangian distributions
by Tomoaki Imoto - 722-738 Concomitants of multivariate order statistics from multivariate elliptical distributions
by Roohollah Roozegar & Ahad Jamalizadeh & Alireza Nematollahi - 739-756 Efficiency bounds for a generalization of ranked-set sampling
by Timothy G. Feeman & Jesse Frey - 757-771 A-optimal designs for heteroscedastic multifactor regression models
by Carmelo Rodríguez & Isabel Ortiz & Ignacio Martínez - 772-793 On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics
by Mohsen Khosravi & Víctor Leiva & Ahad Jamalizadeh & Emilio Porcu - 794-803 Moments and quadratic forms of matrix variate skew normal distributions
by Shimin Zheng & Jeff Knisley & Kesheng Wang - 804-812 Trigonometric regression estimation for observations with additive and multiplicative errors
by Waldemar Popiński - 813-835 Joint modeling of longitudinal data with a dependent terminal event
by Sui He & Ting Du & Liuquan Sun
January 2016, Volume 45, Issue 2
- 217-225 The quasi-stochastically constrained least squares method for ill linear regression
by Siming Li & Yao Sheng & Yong Li - 226-235 Some representation theorems in terms of mean residual lifetime and mean inactivity time of coherent systems
by Mahdi Tavangar - 236-251 A proposal for categorizing the severity of non uniform differential item functioning: The polytomous case
by Silvia Golia - 252-266 Consistency of multivariate density estimators using random bandwidths
by Santanu Dutta & Koushik Saha - 267-276 A modified ratio-cum-product estimator of finite population mean using ranked set sampling
by Nitu Mehta (Ranka) & V. L. Mandowara - 277-290 Non parametric derivative estimation with confidence bands
by Qiongxia Song - 291-306 Precise large deviation for the difference of two sums of random variables
by Dawei Lu & Lixin Song & Xiaohu Wang - 307-320 Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
by Anoop Chaturvedi & Arvind Shrivastava - 321-329 A Mann–Whitney scan statistic for continuous data
by Lionel Cucala - 330-339 Moderate deviations for the moment estimators in Rayleigh distribution with two parameters
by Hui Jiang & Qingshan Yang - 340-353 Ranking in the generalized Bradley–Terry models when the strong connection condition fails
by Ting Yan - 354-364 Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator
by Matteo Farné & Angela Montanari - 365-384 Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin
by Yongxia Zhao & Rongming Wang & Dingjun Yao - 385-399 Non parametric portmanteau tests for detecting non linearities in high dimensions
by Jan G. De Gooijer & Ao Yuan - 400-412 Large deviation for negatively dependent random variables under sublinear expectation
by Zengjing Chen & Xinwei Feng - 413-429 Estimating additive models with missing responses
by Graciela Boente & Alejandra M. Martínez - 430-443 Time-varying clustering of multivariate longitudinal observations
by Antonello Maruotti & Maurizio Vichi - 444-464 Balakrishnan skew logistic distribution
by A. Asgharzadeh & L. Esmaeili & S. Nadarajah - 465-478 Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution
by Jacob Schwartz & David E. Giles - 479-491 The LAD estimation of the change-point linear model with randomly censored data
by Linjun Tang & Zhangong Zhou & Changchun Wu - 492-505 A new discrete probability distribution with integer support on (−∞, ∞)
by Subrata Chakraborty & Dhrubajyoti Chakravarty - 506-519 Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
by Haifeng Xu - 520-528 Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition
by Samir Rahmani & Abdelnasser Dahmani - 529-539 Improved confidence intervals for the exponential mean via tail functions
by Borek Puza & Mo Yang - 540-551 Stochastic comparisons of series and parallel systems with independent heterogeneous lower-truncated Weibull components
by Longxiang Fang & Jie Ling & N. Balakrishnan
January 2016, Volume 45, Issue 1
- 1-8 A central limit theorem for weighted sums of associated random field
by Mi-Hwa Ko - 9-24 Inference based on progressively censored sample from Pareto population
by Lida Fallah & Leila Golparvar & Ahmad Parsian - 25-48 Best linear unbiased and invariant estimation in location-scale families based on double-ranked set sampling
by Abdul Haq & Jennifer Brown & Elena Moltchanova & Amer Ibrahim Al-Omari - 49-62 Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
by M. Faliva & V. Potì & M. G. Zoia - 63-70 Characterizations of the exponential distribution by Pascal compound
by Maria Iwińska & Magdalena Szymkowiak - 71-82 Admissible minimax estimators for the shape parameter of Topp–Leone distribution
by Husam Awni Bayoud - 83-97 Modified large sample confidence intervals for Poisson distributions: Ratio, weighted average, and product of means
by K. Krishnamoorthy & Jie Peng & Dan Zhang - 98-103 Convolution-invariant subclasses of generalized hyperbolic distributions
by Krzysztof Podgórski & Jonas Wallin - 104-122 On study of dynamic survival and cumulative past entropies
by Amarjit Kundu & Asok K. Nanda - 123-131 A note on an integer valued time series model with Poisson–negative binomial marginal distribution
by K. K. Jose & K. D. Mariyamma - 132-141 Consistency of non parametric estimators of the area under the ROC curve
by Michał Chrzanowski & Ryszard Magiera - 142-157 Improved versions of greenwood estimators under koziol-green model
by Jiantian Wang - 158-172 A generalized ratio-cum-product estimator for estimating the finite population mean in survey sampling
by Housila P. Singh & Ramkrishna S. Solanki & Alok K. Singh - 173-181 The modified exponential-geometric distribution
by F. Bordbar & A. R. Nematollahi - 182-193 Mean and sensitivity estimation of a sensitive variable through additive scrambling
by Zawar Hussain & Bander Al-Zahrani - 194-200 Equilibrium probabilities for a production-inventory system maintained by a control-limit policy
by E. G. Kyriakidis - 201-215 Diagnostic tests for the distribution of random effects in multivariate mixed effects models
by Simos G. Meintanis & James S. Allison & Leonard Santana
December 2015, Volume 44, Issue 24
- 5109-5119 Allocating Redundancies to k-out-of-n Systems with Independent and Heterogeneous Components
by Jinsen Zhuang & Xiaohu Li - 5120-5135 Empirical Analysis of Interval-Censored Failure Time Data with Linear Transformation Models
by Yanqin Feng & Ling Ma & Jianguo Sun - 5136-5145 Simultaneous Inferences on the Cumulative Distribution Function of a Normal Distribution
by A. J. Hayter & S. Kiatsupaibul & P. Napalai & W. Liu