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December 2015, Volume 44, Issue 24
- 5146-5160 Multivariate Excess Wealth Ordering of Generalized Order Statistics
by Hongmei Xie & Weiwei Zhuang & Keshe Ni & Wenyu Liu - 5161-5188 Semiparametric Proportional Mean Residual Life Model With Censoring Indicators Missing at Random
by Xiaolin Chen & Qihua Wang - 5189-5203 Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions
by Yinfeng Wang & Yanlin Tang & Xinsheng Zhang - 5204-5212 On Augmented Franses Tests for Seasonal Unit Roots
by Tomás del Barrio Castro & Andreu Sansó Rossello - 5213-5224 Bhattacharyya-Type Information Inequality for the Bayes Risk
by Shintaro Hashimoto & Ken-Ichi Koike - 5225-5239 Combination-Based Permutation Tests: Equipower Property and Power Behavior in Presence of Correlation
by Luigi Salmaso - 5240-5253 Compositional Performance Evaluation with Importance Measures
by Xibin Zhao & Shubin Si & Hongyan Dui & Zhiqiang Cai & Junbo Wang & Xiaoyu Song - 5254-5266 Generalized Concept of Relative Risk and Wider Applications of the Proportional Hazards Model and the Kaplan–Meier Estimator
by Bojuan Barbara Zhao - 5267-5284 Sequential Monitoring Variance Changes in Location Model
by Peiyan Qi & Zheng Tian & Xifa Duan - 5285-5305 Proportional Rate Model with Incomplete Covariate and Complete Auxiliary Information
by Zhibin Xu & Luqin Liu & Yanyan Liu - 5306-5328 Stress-Strength Reliability of a Two-Parameter Bathtub-shaped Lifetime Distribution Based on Progressively Censored Samples
by Shirin Shoaee & Esmaile Khorram
December 2015, Volume 44, Issue 23
- 4893-4911 Reference Priors for Poisson Processes Involving Nuisance Parameters
by Dieter Grientschnig - 4912-4926 Geiger Counter-Type Pólya–Eggenberger Distributions
by Kanwar Sen & Manju L. Agarwal & Sonali Bhattacharya - 4927-4939 A New Test for New Better Than Used in Expectation Lifetimes
by Edgardo Lorenzo & Ganesh Malla & Hari Mukerjee - 4940-4952 On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test
by Hammou El Barmi & Lahcen El Bermi - 4953-4961 Burr-XII Distribution Parametric Estimation and Estimation of Reliability of Multicomponent Stress-Strength
by G. Srinivasa Rao & Muhammad Aslam & Debasis Kundu - 4962-4982 Statistical Analysis in Constant-stress Accelerated Life Tests for Generalized Exponential Distribution with Progressive Type-I Hybrid Censoring
by Guangyu Zheng & Yimin Shi - 4983-5004 The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes
by Y. Maleki & S. Rezakhah - 5005-5022 Convolution of Binomial and Negative Binomial Variables
by Tomoaki Imoto - 5023-5036 Inferential Issues on CUBE Models with Covariates
by Domenico Piccolo - 5037-5048 A Dynamic Latent Model for Poverty Measurement
by Michele Costa & Luca De Angelis - 5049-5070 Two-Sided Generalized Exponential Distribution
by Mustafa Ç. Korkmaz & Ali İ. Genç - 5071-5090 A Bayesian Hierarchical Model for Multiple Comparisons in Mixed Models
by Qie Li & Junfeng Shang - 5091-5108 Comparison of Shared Frailty Models for Kidney Infection Data under Exponential Power Baseline Distribution
by David D. Hanagal & Alok D. Dabade
November 2015, Volume 44, Issue 22
- 4663-4678 Distributions of Runs Revisited
by Yong Kong - 4679-4695 Inference from the Exponentiated Weibull Model with Applications to Real Data
by Hafiz M. R. Khan & Anshul Saxena & Sankalp Das & Elizabeth Ross - 4696-4708 Laws of the Iterated Logarithm and a Moderate Deviation of MLE for the Proportional Hazards Model with Incomplete Information
by Yurong Chen & Luqin Liu - 4709-4720 Computation of Spatial Gini Coefficients
by Sucharita Ghosh - 4721-4733 Nested Latin Hypercube Designs with Sliced Structures
by Hao Chen & Min-Qian Liu - 4734-4741 Asymptotic Theory of Taguchi’s Natural Estimators of the Signal to Noise Ratio for Dynamic Robust Parameter Design
by Koji Tsukuda & Yasushi Nagata - 4742-4756 r-d Class Estimator Under Misspecification
by Gülesen Üstündaĝ Şiray - 4757-4771 Exact Average Run Lengths for Monitoring Poisson Counts
by M. A. A. Cox - 4772-4782 Inverse Circular–Linear/Linear–Circular Regression
by Sungsu Kim & Ashis SenGupta - 4783-4795 An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data
by Wenhao Gui - 4796-4811 Estimation of the Parameter of the Selected Binomial Population
by Riyadh R. Al-Mosawi & P. Vellaisamy - 4812-4825 The Wild Bootstrap for Multilevel Models
by Lucia Modugno & Simone Giannerini - 4826-4847 Adaptive Order Determination for Constructing Time Series Forecasting Models
by Yongli Zhang & Sergio Koreisha - 4848-4865 Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance
by Tianxiao Pang & Danna Zhang - 4866-4879 Binomial Mixture Modeling of University Credits
by Leonardo Grilli & Carla Rampichini & Roberta Varriale - 4880-4892 Some Elementary Theory of Permutation Tests
by Fortunato Pesarin
November 2015, Volume 44, Issue 21
- 4441-4453 Tucker3 Model for Compositional Data
by Michele Gallo - 4454-4475 Statistical Monitoring of Autocorrelated Simple Linear Profiles Based on Principal Components Analysis
by Seyed Taghi Akhavan Niaki & Majid Khedmati & Mir Emad Soleymanian - 4476-4490 Testing Linear Regression Models in Non Regular Case
by Zaher Mohdeb & Abdelkader Mokkadem - 4491-4506 On Wavelet Estimation of the Derivatives of a Density Based on Biased Data
by Yogendra P. Chaubey & Esmaeil Shirazi - 4507-4520 Multiple Comparisons with Control Under Stochastic Ordering: Controlling FDR
by Jianwei Gou & Jinde Wang - 4521-4539 Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response
by Hu Yang & Xiaochao Xia - 4540-4551 Analysis of the Covariance Structure in Manufactured Parts
by Suela Ruffa & Grazia Vicario & Giovanni Pistone - 4552-4567 On the Bivariate Skellam Distribution
by Jan Bulla & Christophe Chesneau & Maher Kachour - 4568-4585 Smoothing a Time Series by Segments of the Data Range
by Victor M. Guerrero & Eliud Silva - 4586-4599 Obtaining a Trapezoidal Distribution
by Jim Lawrence & Raghu Kacker & Rüdiger Kessel - 4600-4613 D-minimax Second-order Designs Over Hypercubes for Extrapolation and Restricted Interpolation Regions
by S. Huda & R. M’Hallah - 4614-4621 An Investigation of Agreement Between the Item Difficulty Coefficient Calculated in Accordance With Classical Test Theory and Item Response Theory With Bland–Altman Method
by Tülin Acar - 4622-4630 A Note on Wald's Type Chi-squared Tests of Fit
by Vassilly Voinov - 4631-4640 Estimation of Multiple Linear Regression Model with Twice-Censored Data
by Pao-Sheng Shen - 4641-4650 Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
by Enkelejd Hashorva & Zhichao Weng - 4651-4661 Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models
by Ahmed El Ghini
October 2015, Volume 44, Issue 20
- 4217-4240 The Exponentiated G Poisson Model
by Antonio E. Gomes & Cibele Q. Da-Silva & Gauss M. Cordeiro - 4241-4262 An Improved Class of Estimators for the General Population Parameters Using Auxiliary Information
by Ramkrishna S. Solanki & Housila P. Singh - 4263-4277 On the Mixture Proportional Mean Residual Life Model
by Majid Rezaei & Behzad Gholizadeh - 4278-4306 Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims
by Fenglong Guo & Dingcheng Wang - 4307-4332 Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality
by Walid Horrigue & Elias Ould Saïd - 4333-4353 Distributions and Process Capability Control Charts for CPU and CPL Using Subgroup Information
by Moutushi Chatterjee & Ashis Kumar Chakraborty - 4354-4379 A Quantile Regression Model for Time-Series Data in the Presence of Additive Components
by Yebin Cheng & Dawit Zerom - 4380-4395 The Lehmann Model with Time-dependent Covariates
by Qiqing Yu & George Y. C. Wong & Michael P. Osborne & Yuting Hsu & Xiaosong Ai - 4396-4407 Fisher Information Matrix for the Generalized Feller-Pareto Distribution
by Mahmoud Riad Mahmoud & Amani Shaheen Abd El-Ghafour - 4408-4440 New Folded Models for the Log-Transformed Norwegian Fire Claim Data
by S. Nadarajah & S. A. A. Bakar
October 2015, Volume 44, Issue 19
- 3997-3997 Preface
by Syed N. U. A. Kirmani & Ram C. Tripathi - 3998-4006 Orthogonal Spacings
by Barry C. Arnold & Jose A. Villasenor - 4007-4048 Likelihood Inference for Flexible Cure Rate Models with Gamma Lifetimes
by N. Balakrishnan & Suvra Pal - 4049-4064 An Extension of Chen’s Family of Survival Distributions with Bathtub Shape or Increasing Hazard Rate Function
by Yogendra P. Chaubey & Rui Zhang - 4065-4076 Testing an Exponential Delay Time Model Against an Intensity Proportional Repair Alert Model
by J. Y. Dauxois & S. Jomhoori - 4077-4095 A New Weibull-Pareto Distribution
by Mohammad A. Aljarrah & Felix Famoye & Carl Lee - 4096-4113 Inferences on Stress-Strength Reliability from Weighted Lindley Distributions
by D. K. Al-Mutairi & M. E. Ghitany & Debasis Kundu - 4114-4131 Properties of Reliability Functions of Discrete Distributions
by Pushpa L. Gupta - 4132-4143 On Stochastic Comparisons of Largest Order Statistics in the Scale Model
by Subhash C. Kochar & Nuria Torrado - 4144-4171 Selecting The Exponential Population Having The Larger Guarantee Time With Unequal Sample Sizes
by Mohd. Arshad & Neeraj Misra - 4172-4184 Fisher Information in Censored Samples from the Marshall-Olkin Bivariate Exponential Distribution
by H. N. Nagaraja & Qinying He - 4185-4202 Odds Function and Odds Rate for Discrete Lifetime Distributions
by N. Unnikrishnan Nair & P. G. Sankaran - 4203-4216 Count Distribution for Generalized Weibull Duration with Applications
by S. H. Ong & Atanu Biswas & S. Peiris & Y. C. Low
September 2015, Volume 44, Issue 18
- 3769-3781 Evaluation of Response Surface Designs in Presence of Errors in Factor Levels
by Juntao Fang & Zhen He & Linxi Song - 3782-3795 Conditional Choquet Expectation
by Hongxia Wang - 3796-3811 On Fitting Transformation Model to Survey Data
by Pao-Sheng Shen - 3812-3824 Asymptotic Properties of Random Weighted Empirical Distribution Function
by Gaoge Hu & Shesheng Gao & Yongmin Zhong & Chengfan Gu - 3825-3840 Convergence of Sample Eigenvectors of Spiked Population Model
by Xue Ding - 3841-3856 A New GWMA Control Chart for Monitoring Process Mean and Variability
by Chi-Jui Huang - 3857-3864 Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
by Sean C. Kerman & James B. McDonald - 3865-3884 On ℓ-overlapping Runs of Ones of Length k in Sequences of Independent Binary Random Variables
by Frosso S. Makri & Zaharias M. Psillakis - 3885-3902 Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory
by Qingwu Gao & Na Jin - 3903-3920 Local Linear Estimation of Second-order Jump-diffusion Model
by Yingyu Chen & Lixin Zhang - 3921-3941 Bounded Area Tests For Comparing The Dynamics Between ARMA Processes
by Ferebee Tunno - 3942-3966 From Conditional Independence to Conditionally Negative Association: Some Preliminary Results
by Demei Yuan & Shunjing Li - 3967-3977 Zenga Distribution and Inequality Ordering
by Francesco Porro - 3978-3996 Independence in Contingency Tables Using Simplicial Geometry
by Juan José Egozcue & Vera Pawlowsky-Glahn & Matthias Templ & Karel Hron
September 2015, Volume 44, Issue 17
- 3541-3548 Preliminary Test Regression Estimator When two Prior Values of Population Mean (μx) of an Auxiliary Variable (x) are Available
by D. Shukla & B. V. S. Sisodia - 3549-3575 Limit Theory for the QMLE of the GQARCH (1,1) Model
by Stelios Arvanitis & Alexandros Louka - 3576-3598 A Recursive Algorithm For the Single and Product Moments of Order Statistics From the Exponential-geometric Distribution and Some Estimation Methods
by N. Balakrishnan & Xiaojun Zhu & Bander Al-Zahrani - 3599-3627 Modeling Interval Time Series with Space–Time Processes
by Paulo Teles & Paula Brito - 3628-3638 On Blest’s Measure of Kurtosis Adjusted for Skewness
by J. F. Rosco & Arthur Pewsey & M. C. Jones - 3639-3652 The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms
by Wensheng Wang & Ka-Ho Wu & Kyo-Shin Hwang - 3653-3657 A Note on Equality and Inequality of Some Factor Score Predictors
by André Beauducel - 3658-3667 Unbiased Estimation for the General Half-Normal Distribution
by A. G. Nogales & P. Pérez - 3668-3679 Testing of Suspected Observations in an Exponential Sample With Unknown Origin
by Nirpeksh Kumar - 3680-3702 Estimation of a Cumulative Distribution Function Under Interval Censoring “case 1” Via Warped Wavelets
by Christophe Chesneau & Thomas Willer - 3703-3722 Point and Interval Estimations of Marginal Risk Difference by Logistic Model
by Xiaoqin Wang & Yin Jin & Li Yin - 3723-3737 Single Attribute Control Charts for a Markovian-Dependent Process
by Adnaik S. B. & Gadre M. P. & Rattihalli R. N. - 3738-3753 Subjective Bayesian Analysis of the Elliptical Model
by J. Van Niekerk & A. Bekker & M. Arashi & J.J.J. Roux - 3754-3767 Fiducial and Posterior Sampling
by Gunnar Taraldsen & Bo H. Lindqvist
August 2015, Volume 44, Issue 16
- 3321-3339 Interpreting the Principal Component Analysis of Multivariate Density Functions
by Rachid Boumaza & Smail Yousfi & Sabine Demotes-Mainard - 3340-3349 Randomized Response Techniques Using Maximum Likelihood Estimator
by Raghunath Arnab & D. K. Shangodoyin - 3350-3362 A New Design on Attributes Single Sampling Plans
by Fangyu Liu & Lirong Cui - 3363-3374 A Note on the Comparison of the Stein Estimator and the James-Stein Estimator
by Shi-Shun Zhao & Jian Tao & Ning-Zhong Shi & Nan Lin - 3375-3386 Bounds on Sample Variation Measures Based on Majorization
by Tarald O. Kvålseth - 3387-3402 The Transmuted Log-Logistic Distribution: Modeling, Inference, and an Application to a Polled Tabapua Race Time up to First Calving Data
by Daniele Cristina Tita Granzotto & Francisco Louzada - 3403-3427 Calibrated Estimators of Population Mean for a Mail Survey Design
by Lee Dykes & Sarjinder Singh & Stephen A. sedory & Vincent Louis - 3428-3445 Gaussian Process Models for Non Parametric Functional Regression with Functional Responses
by Xingyu Tang & Zhaoping Hong & Yuao Hu & Heng Lian - 3446-3463 Kernel-Based Profile Estimation for Ordinary Differential Equations with Partially Measured State Variables
by Jie Zhou & Lu Han & Sanyang Liu - 3464-3485 Berry-Esseen Bounds for Random Index Non Linear Statistics via Stein's Method
by Mongkhon Tuntapthai & Nattakarn Chaidee & Kritsana Neammanee - 3486-3502 The Harris Extended Exponential Distribution
by Luis Gustavo Bastos Pinho & Gauss Moutinho Cordeiro & Juvêncio Santos Nobre - 3503-3522 Bias Adjustment Minimizing the Asymptotic Mean Square Error
by Haruhiko Ogasawara - 3523-3540 Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random
by Yanting Xiao & Zheng Tian & Wenyan Guo
August 2015, Volume 44, Issue 15
- 3107-3124 Two-dimensional Renewal Function Approximation
by Ehsan Moghimi Hadji & Nirmal Singh Kambo & Alagar Rangan - 3125-3145 Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers
by Alicia A. Johnson & Owen Burbank - 3146-3157 Further Results for a General Family of Bivariate Copulas
by S. Izadkhah & H. Ahmadzade & M. Amini - 3158-3172 Minimum Cost Linear Trend Free 2n-(n-k) Designs of Resolution IV
by Hisham Hilow - 3173-3191 Capturing the Spillover Effect With Multiplicative Error Models
by Edoardo Otranto - 3192-3217 Some Asymptotic Formulas for a Brownian Motion From the Maximum and Minimum Complicated Domains
by Dawei Lu - 3218-3233 Empirical Likelihood for Linear Models Under Linear Process Errors
by Yongsong Qin & Qingzhu Lei - 3234-3250 Effect of Violation of the Normal Assumption on MI and ML Estimators in the Analysis of Incomplete Data
by Shintaro Hojo & Michio Yamamoto & Yutaka Kano - 3251-3265 An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics
by Feng Yao & Carlos Martins-Filho - 3266-3277 Some Theoretical Comparisons of Negative Binomial and Zero-Inflated Poisson Distributions
by Changyong Feng & Hongyue Wang & Yu Han & Yinglin Xia & Naiji Lu & Xin M. Tu - 3278-3288 Reliability Evaluation for A Class of Multi-Unit Cold Standby Systems under Poisson Shocks
by Qingtai Wu & Jin Zhang & Jiashan Tang - 3289-3302 A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood
by Julien Worms & Rym Worms - 3303-3320 Ridge Autoregression Estimation: LS Method
by A. K. MD. Ehsanes Saleh & Amal F. Ghania
July 2015, Volume 44, Issue 14
- 2881-2897 Score Tests for Both Extra Zeros and Extra Ones in Binomial Mixed Regression Models
by Dianliang Deng & Yu Zhang - 2898-2910 Designs Robust against Violation of Normality Assumption in the Standard F-test
by A. Biswas & P. Das & N. K. Mandal - 2911-2923 Threshold Vector Arma Models
by Marcella Niglio & Cosimo Damiano Vitale - 2924-2932 A Note on the Use of Some Functions of Spacings in the Estimation of Common Scale Parameter of Several Symmetric Distributions
by R. S. Priya & P. Yageen Thomas - 2933-2944 The Consumer’s Risk and Costs in Zero-Acceptance Number Sampling
by K. Govindaraju & M. Bebbington - 2945-2956 Analysis of Frechet Distribution Using Reference Priors
by Kamran Abbas & Yincai Tang - 2957-2975 Asymptotically Efficient Estimation of a Bivariate Gaussian–Weibull Distribution and an Introduction to the Associated Pseudo-truncated Weibull
by Steve P. Verrill & James W. Evans & David E. Kretschmann & Cherilyn A. Hatfield - 2976-2983 Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate
by Xiaodong Bai & Lixin Song & Yuebao Wang - 2984-3000 Partially Calibrated Poststratified Weights for Handling Unit Non Response
by Mingue Park - 3001-3010 Confidence Intervals for Quantiles of a Two-parameter Exponential Distribution under Progressive Type-II Censoring
by N. Balakrishnan & A. J. Hayter & W. Liu & S. Kiatsupaibul - 3011-3021 A Modified Version of Logarithmic Series Distribution and Its Applications
by C. Satheesh Kumar & A. Riyaz - 3022-3041 On a Risk Model With Delayed Claims Under Stochastic Interest Rates
by Jie-Hua Xie & Jian-Wei Gao & Wei Zou - 3042-3055 Bonferroni-type Plug-in Procedure Controlling Generalized Familywise Error Rate
by Li Wang & Xingzhong Xu - 3056-3072 Two Conditionally Specified Mixed Binomial Distributions
by A. J. Sáez-Castillo & A. M. Martínez-Rodríguez - 3073-3086 Multivariate Weibull and Pareto Distributions in Hilbert Space
by Hsiaw-Chan Yeh - 3087-3098 On Discrete Gamma Distribution
by A. M. Abouammoh & Najla S. Alhazzani - 3099-3106 On General Continuous Triangular and Two-sided Power Distributions
by Silvio S. Zocchi & Célestin C. Kokonendji
July 2015, Volume 44, Issue 13
- 2655-2673 A Note on the Factor Values of Three Common Shewhart Variables Control Charts
by Henry H. Bi - 2674-2688 An Improved Test for Continuous Local Martingales
by David A. Rolls & Owen D. Jones - 2689-2704 Statistical Monitoring of Nominal Logistic Profiles in Phase II
by R. Noorossana & S. T. A. Niaki & H. Izadbakhsh - 2705-2719 A Compressive Sensing Based Analysis of Anomalies in Generalized Linear Models
by Brian Moore & Balasubramaniam Natarajan - 2720-2737 Moments for Some Kumaraswamy Generalized Distributions
by Gauss M. Cordeiro & Rejane dos S. B. Bager - 2738-2752 The Generalized Pascal Triangle and the Matrix Variate Jensen-Logistic Distribution
by Francisco J. Caro-Lopera & Graciela González-Farías & N. Balakrishnan - 2753-2763 Characterizing Discrete Life Distributions by Properties of Reversed Variance Residual life
by Deemat C. Mathew & M. I. Beg - 2764-2773 Minimum Aberration Regular Two-Level Designs in the Presence of Dispersion Factors
by Ya-Chun Hsiao & Chen-Tuo Liao & Li-Yu D. Liu - 2774-2787 Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models
by M. Arashi & A. K. MD. Ehsanes Saleh & Daya K. Nagar & S. M. M. Tabatabaey - 2788-2797 A Tutorial of Survival Modeling to Capture Covariate Effect
by Ying Zhang & Jagbir Singh & Ramalingam Shanmugam - 2798-2808 Estimation of Finite Population Mean in Stratified Random Sampling with Two Auxiliary Variables under Double Sampling Design
by Sat Gupta & Javid Shabbir - 2809-2826 Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
by Jiang Du & Gaorong Li & Heng Peng - 2827-2841 Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise
by Yun-Cheng Tsai & Yuh-Dauh Lyuu - 2842-2861 Generalized Analysis-of-variance-type Test for the Single-index Quantile Model
by Rong Jiang & Zhan-Gong Zhou & Wei-Min Qian - 2862-2880 Lack-of-fit Tests Based On Partial Sums of Residuals
by Ronald Christensen & Yong Lin
June 2015, Volume 44, Issue 12
- 2431-2451 The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial
by Guannan Wang & Zhizhong Wang & Ye Tian - 2452-2472 SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models
by Mingqiu Wang & Lixin Song & Guo-liang Tian - 2473-2506 On the Use of Semi-folding in Regular Blocked Two-level Factorial Designs
by Yibing Oliver Chen & Mike Jacroux - 2507-2516 A Note On Regions of Given Probability of the Extended Skew-normal Distribution
by Antonio Canale - 2517-2529 Distribution of the Number of Observations Greater Than the ith Dependent Progressively Type-II Censored Order Statistic and Its Use in Goodness-of-fit Testing
by M. Rezapour & M. H. Alamatsaz & N. Balakrishnan - 2530-2545 Application of Concomitants of Order Statistics of Independent Non Identically Distributed Random Variables in Estimation
by Veena T.G & P. Yageen Thomas - 2546-2563 Uniform AR(1) Processes and Maxima on Partial Samples
by Pavle Mladenović & Lenka Živadinović - 2564-2570 Existence Conditions for Balanced Fractional 2m Factorial Designs of Resolution 2l + 1 Derived from Simple Arrays
by Y. Hyodo & H. Yumiba & M. Kuwada - 2571-2585 Some Effective Rotation Patterns in Estimation of Population Mean in Two-Occasion Successive Sampling
by G. N. Singh & D. Majhi & S. Maurya & A. K. Sharma - 2586-2599 Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model
by Zhi-Wen Zhao & De-Hui Wang & Cui-Xin Peng & Mei-Li Zhang - 2600-2619 Improving The Efficiency of The Case-Crossover Design
by Tonya Lauriski-Karriker & William Navidi - 2620-2629 A Statistical Issue About a Phase III Multi-regional Trial for the Survival Data under Accelerated Failure Time Model with Unrecognized Heterogeneity
by Feng-Shou Ko - 2630-2643 Inferences on the Coefficients of Variation in a Multivariate Normal Population
by Ali Akbar Jafari - 2644-2653 Hierarchical Bayesian Models for the Estimation of Correlated Effects in Multilevel Data: A Simulation Study to Assess Model Performance
by Giulia Roli & Paola Monari
June 2015, Volume 44, Issue 11
- 2207-2221 Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model
by Huahui Yan & Huisheng Shu & Xiu Kan - 2222-2242 Dependent Right Censorship in the MOMW Distribution
by Nasser Davarzani & Ahmad Parsian & Ralf Peeters - 2243-2266 Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data
by Kangning Wang & Lu Lin - 2267-2290 Leverages and Influential Observations in a Regression Model with Autocorrelated Errors
by M. Revan Özkale & Tuğba Söküt Açar - 2291-2309 The Methods for Approximation of Principal Points for Binary Distributions on the Basis of Submodularity
by Haruka Yamashita & Hideo Suzuki - 2310-2329 Bounds on Normal Approximations for the number of Descents and Inversions
by Wichairat Chuntee & Kritsana Neammanee - 2330-2350 Asymptotic Expansions for i.i.d. Sums Via Lower-order Convolutions
by Kenneth S. Berenhaut & James W. Chernesky, Jr. & Ross P. Hilton - 2351-2370 Likelihood Ratio Tests for Interval Hypotheses with Applications
by Junyong Park & Bimal Sinha & Arvind Shah & Dihua Xu & Jianxin Lin - 2371-2384 Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion
by Miao Zhang & Gaofeng Zong - 2385-2397 Exponential Inequalities in Stochastic Inverse Problems Using an Iterative Method
by Abdelnasser Dahmani & Karima Belaide - 2398-2415 On Some Families of Estimators of Variance of Post-Stratified Sample Mean Using Two Auxiliary Variables
by Saadia Masood & Javid Shabbir - 2416-2429 Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators
by Annamaria Bianchi & Nicola Salvati
May 2015, Volume 44, Issue 10
- 1981-1993 Evaluation of the Predictive Performance of the Liu Estimator
by Fela Özbey & Selahattin Kaçiranlar - 1994-2009 The General Segmented Distribution
by Michael Vander Wielen & Ryan Vander Wielen - 2010-2023 Improved Ordering Results for Fail-Safe Systems with Exponential Components
by N. Balakrishnan & Abedin Haidari & Ghobad Barmalzan - 2024-2036 A Simple Corrected Score for Logistic Regression with Errors-in-Covariates
by Jian Chen & John J. Hanfelt & Yijian Huang - 2037-2058 The Poisson Generalized Linear Failure Rate Model
by Gauss M. Cordeiro & Edwin Ortega & Artur Lemonte - 2059-2078 Autoregressive Order Identification for VAR Models with Non Constant Variance
by Hamdi Raïssi - 2079-2091 Discrete Beta-Exponential Distribution
by V. Nekoukhou & M. H. Alamatsaz & H. Bidram & A. H. Aghajani