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Content
February 2016, Volume 45, Issue 3
- 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 - 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