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May 2015, Volume 44, Issue 10
- 2092-2103 Optimal Block Designs With Interference Effects From Neighboring Units Under a Non Additive Model
by Arpan Bhowmik & Seema Jaggi & Cini Varghese & Eldho Varghese - 2104-2106 On Linear Operations on Stationary and Non Stationary Random Processes
by Elias Masry - 2107-2135 An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage
by Lai Wei & Dongliang Wang & Alan D. Hutson - 2136-2150 Inference for a Hidden Truncated (Both-Sided) Bivariate Pareto (II) Distribution
by Indranil Ghosh & Saralees Nadarajah - 2151-2175 On Variance-Stabilizing Multivariate Non Parametric Regression Estimation
by Kiheiji Nishida & Yuichiro Kanazawa - 2176-2179 A Note on a Commonly Used Ridge Regression Monte Carlo Design
by H. E.T. Holgersson - 2180-2206 Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models
by Jinlong Huang & Chunjuan Qiu & Xianyi Wu
May 2015, Volume 44, Issue 9
- 1763-1778 Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain
by Dawei Lu & Lixin Song - 1779-1785 Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation
by Huihui Sun & Jinguan Lin - 1786-1796 A Selection Procedure for Selecting the Least Increasing Failure Rate Average Distribution
by Suresh Kumar Sharma & Kanchan Jain & Neetu Singla - 1797-1805 A Measure of Discrimination Between two Double Truncated Distributions
by Omar Abd Al-Rahman Ibrahim Kittaneh - 1806-1818 Non Autonomous Semilinear Stochastic Evolution Equations
by Xi-Liang Fan - 1819-1841 A General Model of Random Variation
by Haim Shore - 1842-1853 Influence Measures in Quantile Regression Models
by Bruno R. Santos & Silvia N. Elian - 1854-1868 Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors
by Zheng-Yan Lin & Ran Wang - 1869-1885 On Parametrization of Multivariate Skew-Normal Distribution
by Meelis Käärik & Anne Selart & Ene Käärik - 1886-1895 Fitting Distributions with the Polyhazard Model with Dependence
by Rodrigo Tsai & Luiz K. Hotta - 1896-1910 Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels
by Muhammad Hanif - 1911-1938 Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks
by Dong Han & Fugee Tsung & Xianghui Ning - 1939-1957 Adaptive Procedures for the Wilcoxon–Mann–Whitney Test: Seven Decades of Advances
by Li Hao & Daniel Houser - 1958-1966 On Second Order Admissibilities in Two-Parameter Logistic Regression Model
by Hidekazu Tanaka & Chie Obayashi & Yoshiji Takagi - 1967-1980 A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors
by Qiang Xia & Rubing Liang & Jinshan Liu
April 2015, Volume 44, Issue 8
- 1537-1551 Regression Analysis of Left-truncated and Case I Interval-censored Data with the Additive Hazards Model
by Peijie Wang & Xingwei Tong & Shishun Zhao & Jianguo Sun - 1552-1570 Nonparametric Mixtures Based on Skew-normal Distributions: An Application to Density Estimation
by Caroline C. Vieira & Rosangela H. Loschi & Denise Duarte - 1571-1579 Inversion Theorem Based Kernel Density Estimation for the Ordinary Least Squares Estimator of a Regression Coefficient
by Dongliang Wang & Alan D. Hutson - 1580-1591 Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes
by Sévérien Nkurunziza & Abdulkadir Hussein - 1592-1601 An Alternative Cluster Detection Test in Spatial Scan Statistics
by A. R. Soltani & S. M. Aboukhamseen - 1602-1614 Mixtures of Linear Regression with Measurement Errors
by Weixin Yao & Weixing Song - 1615-1620 On Strong Convergence
by Alexei Stepanov - 1621-1639 A Test of Non Null Hypothesis for Linear Trends in Proportions
by Guolong Zhao - 1640-1652 On a Selection Weibull Distribution
by Mohammadreza Nourbakhsh & Yaser Mehrali & Ahad Jamalizadeh & Gholamhoseein Yari - 1653-1668 Some Results on Dynamic Generalized Survival Entropy
by M. Abbasnejad & G. R. Mohtashami Borzadaran - 1669-1690 Best Linear Classification Rule for Multivariate Interval Screened Data
by Hea-jung Kim - 1691-1705 A New Discrete Distribution Related to Generalized Gamma Distribution and Its Properties
by Subrata Chakraborty - 1706-1734 Two Extended Burr Models: Theory and Practice
by Antonio E. Gomes & Cibele Q. da-Silva & Gauss M. Cordeiro - 1735-1744 Missing Values in Linear Regression: Imputations Using An Error-Contaminated Linear Predictor
by Sibnarayan Guria & Sugata Sen Roy - 1745-1759 Approximate and Fiducial Confidence Intervals for the Difference Between Two Binomial Proportions
by K. Krishnamoorthy & Dan Zhang - 1760-1760 Erratum
by The Editors - 1761-1761 Erratum
by The Editors - 1762-1762 Corrigendum
by The Editors
April 2015, Volume 44, Issue 7
- 1319-1337 Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process
by Stylianos Georgiadis & Nikolaos Limnios - 1338-1350 Comparison of Frailty Models for Acute Leukemia Data under Gompertz Baseline Distribution
by David D. Hanagal & Richa Sharma - 1351-1380 Analysis of Bivariate Survival Data using Shared Inverse Gaussian Frailty Model
by David D. Hanagal & Richa Sharma - 1381-1386 A Note on Rank Correlation Inequalities with Missing Data
by Ted Speevak & Takis Papaioannou - 1387-1398 Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality
by M. Rauf Ahmad & Dietrich Von Rosen - 1399-1410 Approximation to Multifractional Riemann-Liouville Brownian Sheet
by Hongshuai Dai - 1411-1425 A Lasso-type Robust Variable Selection for Time-Course Microarray Data
by Ji Young Kim - 1426-1435 Generalized Inverse Gamma Distribution and its Application in Reliability
by M. E. Mead - 1436-1449 Efficient Penalized Estimation for Linear Regression Model
by Guangyu Mao - 1450-1465 Some Classes of Estimators for Median Estimation in Survey Sampling
by Ramkrishna S. Solanki & Housila P. Singh - 1466-1482 Adaptive Crossover Design for Normal Responses
by Uttam Bandyopadhyay & Shirsendu Mukherjee - 1483-1496 Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
by Jiang Hui & Yu Lei - 1497-1507 Some Results About Standardization for a Non Confounder in Estimators of (log) Relative Risk
by Xueli Wang & Xiao-Hua Zhou - 1508-1522 Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation
by Hongxia Wang & Jinguan Lin & Jinde Wang - 1523-1536 Quantile Regression with Left-Truncated and Right-Censored Data in a Reproducing Kernel Hilbert Space
by Jinho Park
March 2015, Volume 44, Issue 6
- 1097-1110 Detection and Estimation of Jump Points in Non parametric Regression Function with AR(1) Noise
by Dan Wang & Pengjiang Guo - 1111-1129 A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations
by Shibin Zhang & Zhengyan Lin & Xinsheng Zhang - 1130-1142 Moving Block Bootstrap for Analyzing Longitudinal Data
by Hyunsu Ju - 1143-1157 Exponentiated Geometric Distribution: Another Generalization of Geometric Distribution
by Subrata Chakraborty & Rameshwar D. Gupta - 1158-1181 A Superstructure of Process Capability Indices for Circular Specification Region
by Moutushi Chatterjee & Ashis Kumar Chakraborty - 1182-1195 Effective Rotation Patterns Under Non Response in Two-Occasion Successive Sampling
by G. N. Singh & D. Majhi & S. Prasad & F. Homa - 1196-1209 An Improved Procedure of Estimating the Finite Population Mean Using Auxiliary Information in the Presence of Random Non Response
by Rajesh Tailor & Balkishan Sharma & Housila P. Singh - 1210-1221 Interval Estimation of the Stress-Strength Reliability with Independent Normal Random Variables
by Pierre Nguimkeu & Marie Rekkas & Augustine Wong - 1222-1240 Asymmetrical Orthogonal Arrays With Run Size 100
by Chun Luo & Yingshan Zhang & Sihui He - 1241-1254 Trace of the Variance-Covariance Matrix in Natural Exponential Families
by Taher Ben Arab & Afif Masmoudi & Mourad Zribi - 1255-1269 Combined Variable Sample Size, Sampling Interval, and Double Sampling (CVSSIDS) Adaptive Control Charts
by Rassoul Noorossana & Maryam Shekary A & Ali Deheshvar - 1270-1280 A New Robust Regression Method Based on Particle Swarm Optimization
by Ozge Cagcag & Ufuk Yolcu & Erol Egrioglu - 1281-1292 Singular Ridge Regression With Stochastic Constraints
by M. Arashi & M. Janfada & M. Norouzirad - 1293-1317 Maximal Invariant and Weakly Equivariant Estimators
by M. Shams & M. Emadi & N. R. Arghami
March 2015, Volume 44, Issue 5
- 885-899 On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing
by Yogendra P. Chaubey & Esmaeil Shirazi - 900-913 Asymptotic Distributions of the Generalized Range, Midrange, Extremal Quotient, and Extremal Product, with a Comparison Study
by H. M. Barakat & E. M. Nigm & A. M. Elsawah - 914-932 Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix
by Kai Yu & Xin Dang & Yixin Chen - 933-941 Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models
by Alireza Ghodsi & Mahendran Shitan - 942-952 Modified Synthetic Control Chart for One-Step Markov-Dependent Processes
by Adnaik Sachin Bajirao & Gadre Mukund Parasharam - 953-971 Bayesian Analysis of the Censored Regression Model with an AEPD Error Term
by Cheng Gao & Hiroki Tsurumi - 972-982 A Universal Prior Distribution for Bayesian Consistency of Non parametric Procedures
by Yang Xing - 983-995 Semiparametric Regression for Time Series of Counts
by Qin Wang & Rongning Wu - 996-1012 Semiparametric Hierarchical Composite Quantile Regression
by Yanliang Chen & Man-Lai Tang & Maozai Tian - 1013-1032 Improvement in Estimating the Population Median in Simple Random Sampling and Stratified Random Sampling Using Auxiliary Information
by Sibel Aladag & Hulya Cingi - 1033-1043 Robust Sparse Regression with High-Breakdown Value
by Weiyan Mu & Shifeng Xiong - 1044-1052 On Complete Convergence for the Hybrid Process
by Sergio Alvarez-Andrade - 1053-1064 Stochastically Curtailed Tests Under Fractional Brownian Motion
by Qiang Zhang & Dejian Lai & Barry R. Davis - 1065-1079 Additive Transformation Models for Multivariate Interval-Censored Data
by Pao-Sheng Shen - 1080-1095 Measuring and Estimating Treatment Effect on Count Outcome in Randomized Trial and Observational Studies
by Li Yin & Xiaoqin Wang
February 2015, Volume 44, Issue 4
- 657-670 Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections
by Liu Chang & Shouting Chen & Ailin Zhu - 671-682 Fractional Factorial Split-plot Designs with Two- and Four-level Factors Containing Clear Effects
by Jianxin Wang & Ye Yuan & Shengli Zhao - 683-697 On Prediction for Correlated Domains in Longitudinal Surveys
by Tomasz Żądło - 698-709 Benford’s Law for Mixtures
by Eugenio P. Balanzario - 710-725 Recurrent Events Analysis in the Presence of Terminal Event and Zero-recurrence Subjects
by Xiaobing Zhao & Jinglong Wang & Xian Zhou & Zhongyi Zhu - 726-749 A Non Parametric Exact Test Based on the Number of Records for an Early Detection of Emerging Events: Illustration in Epidemiology
by Zaher Khraibani & Christine Jacob & Christian Ducrot & Myriam Charras-Garrido & Carole Sala - 750-777 Operating Characteristics of a Subset Selection Procedure Applied to a Hybrid Randomized Response Model
by Gary C. McDonald & Feiyi Jia - 778-789 Integral Representation of Quaternion Elliptical Density and its Applications
by M. Arashi & A. Bekker & M. T. Loots & J. J. J. Roux - 790-797 An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
by C. Dong & B. Miao & C. Tan & D. Wei & Y. Wu - 798-809 Residual Kriging for Functional Spatial Prediction of Salinity Curves
by Adriana Reyes & Ramón Giraldo & Jorge Mateu - 810-822 Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate
by Xu Lin & Zhu Dongjin & Zhou Yanru - 823-836 Bayesian Identification of Seasonal Multivariate Autoregressive Processes
by Samir M. Shaarawy & Sherif S. Ali - 837-854 Spurious Regressions in Time Series with Long Memory
by Gaowen Wang & Nan-Wei Han - 855-871 Calibration Estimator of a Rare Sensitive Attribute with Poisson Distribution
by Chang-Kyoon Son & Jong-Min Kim - 872-883 Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates
by Chuan-Hua Wei & Xu-Jie Jia & Hong-Sheng Hu
February 2015, Volume 44, Issue 3
- 441-452 Optimal Simultaneous Confidence Bands in Multiple Linear Regression with Predictor Variables Constrained in an Ellipsoidal Region
by P. Ah-Kine & W. Liu - 453-467 Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models
by Hai-Bin Wang & Ping Wu - 468-475 Models Associated with Extended Exponential Smoothing
by Denis Bosq - 476-485 M-estimation for Moderate Deviations From a Unit Root
by Xin-Bing Kong - 486-496 Sample Size Determination and Rational Partition for A Multi- Regional Trial for Survival (Time-To-Event) Data with Unrecognized Heterogeneity that Interacts with Treatment
by Feng-Shou Ko - 497-511 A Multivariate Generalized Poisson Regression Model
by Felix Famoye - 512-519 On the Nonparametric Mean Residual Life Estimator in Length-biased Sampling
by V. Fakoor - 520-532 First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
by Fan Yang - 533-553 Estimation of Survival Function in Cox Regression Model Under Random Censoring From Both Sides
by A. A. Abdushukurov - 554-563 Some Skew-Symmetric Distributions Which Include the Bimodal Ones
by Dexter O. Cahoy - 564-572 Testing for Random Effects in Growth Curve Models
by Zaixing Li - 573-586 On an Extended Version of Skew Generalized Normal Distribution and Some of its Properties
by C. Satheesh Kumar & M. R. Anusree - 587-606 Testing Three-factor Interaction in Unreplicated Three-way Layouts
by S. M. Sadooghi-Alvandi & M. Kharrati-Kopaei - 607-616 An Appreciation of Balanced Loss Functions Via Regret Loss
by Tapan K. Nayak & Bimal Sinha - 617-626 On the Strong Consistency of Ridge Estimates
by João Lita Da Silva & João Tiago Mexia & Luís Pedro Ramos - 627-643 Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets
by Sobhan Shafiei & Mahdi Doostparast & Ahad Jamalizadeh - 644-655 Phase-I Design Scheme for -chart Based on Posterior Distribution
by Aamir Saghir
January 2015, Volume 44, Issue 2
- 217-240 Statistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise
by Huiming Peng & Shaoquan Yu & Jiawen Bian & Yujie Zhang & Hongwei Li - 241-260 Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data
by Wanbin Li & Liugen Xue - 261-274 On a Correlated Variance Ratio Distribution and Its Industrial Application
by M. Hafidz Omar & Anwar H. Joarder & Muhammad Riaz - 275-285 Sample Size Requirements and Study Duration for Testing Main Effects and Interactions in Completely Randomized Factorial Designs When Time to Event is the Outcome
by Barry Kurt Moser & Susan Halabi - 286-299 Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion
by Ryan Martin - 300-308 On Relative Reversed Hazard Rate Order
by Majid Rezaei & Behzad Gholizadeh & Salman Izadkhah - 309-328 Generalization of the Divisia Price and Quantity Indices in a Stochastic Model with Continuous Time
by Jacek Białek - 329-339 Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law
by Yujie Cai & Fuqing Gao & Shaochen Wang - 340-348 Visualizing Predicted and Observed Densities Jointly with Beanplot
by I. Juutilainen & S. Tamminen & J. Röning - 349-362 Improved Large-Sample Confidence Intervals for Ratios of Variance Components in Nonnormal Distributions
by Brent D. Burch - 363-375 Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data
by Kristofer Månsson & B. M. Golam Kibria & Ghazi Shukur - 376-389 Posterior Predictive Comparisons for the Two-sample Problem
by Paul Blomstedt & Jukka Corander - 390-405 Mixture Models and the Krätzel Integral Transform
by T. Princy - 406-427 Comparison of Prediction Capabilities of Partially Replicated Central Composite Designs in Cuboidal Region
by Eugene C. Ukaegbu & Polycarp E. Chigbu - 428-439 A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables
by Soo Hak Sung
January 2015, Volume 44, Issue 1
- 1-23 On the Construction of Preliminary Test Estimator Based on Record Values for the Burr XII Model
by R. Arabi Belaghi & M. Arashi & S. M. M. Tabatabaey - 24-47 Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring
by David D. Hanagal & Richa Sharma - 48-62 Local M-estimation for Conditional Variance in Heteroscedastic Regression Models
by Yunyan Wang & Mingtian Tang - 63-79 Variance Estimation from Complex Survey Designs: A Case Study of Household Income and Expenditure Survey Design 2002/03, Botswana
by Raghunath Arnab & T. Zewotir & D. North - 80-94 Modified Robust Second-Order Slope-Rotatable Designs
by Rabindra Nath Das & Partha Pal & Sung H. Park - 95-114 Confidence Regions and Approximate p-values for Classical and Non Symmetric Correspondence Analysis
by Eric J. Beh & Rosaria Lombardo - 115-124 On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions
by S. Ravi & A. S. Praveena - 125-134 Further Study on the Marcinkiewicz Strong Laws for Linear Statistics of ρ*-Mixing Sequences of Random Variables
by Haiwu Huang & Dingcheng Wang & Qunying Wu - 135-152 Comparing Score-Based Methods for Estimating Bayesian Networks Using the Kullback–Leibler Divergence
by Jessica Kasza & Patty Solomon - 153-158 Likelihood-based Inference in S-distributions
by Efthymios G. Tsionas - 159-170 A New Model for the Representation of the ISO 2859 Standard
by George Nenes & Yiannis Nikolaidis - 171-185 Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model
by Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv - 186-215 The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications
by Saralees Nadarajah & Gauss M. Cordeiro & Edwin M. M. Ortega
December 2014, Volume 43, Issue 24
- 5115-5129 Burn-in for Eliminating Weak Items in Heterogeneous Populations
by Ji Hwan Cha & Maxim Finkelstein - 5130-5155 Modified and Restricted r-k Class Estimators
by Gülesen Üstündağ Şiray - 5156-5174 Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
by B. Kodia & B. Garel - 5175-5194 On Bayes Linear Unbiased Estimator Under the Balanced Loss Function
by Hongbing Qiu & Ji Luo & Shurong Zheng - 5195-5210 A Simultaneous Confidence Band for Dense Longitudinal Regression
by Q. Song & R. Liu & Q. Shao & L. Yang - 5211-5225 A Branching Process with Immigration in Varying Environments
by Kosto V. Mitov & Edward Omey - 5226-5240 Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model
by Tatiane F. N. Melo & Silvia L. P. Ferrari - 5241-5248 Sample Size Determination for a Two-Sided Multiple Components Tolerance Interval
by Feng-Shou Ko - 5249-5262 Jackknifing the Ridge Regression Estimator: A Revisit
by Mansi Khurana & Yogendra P. Chaubey & Shalini Chandra - 5263-5275 On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous
by Cui-Xia Li & Jin-Yuan Chen & Zhi Liu & Bing-Yi Jing - 5276-5289 Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution
by Xin Liao & Zuoxiang Peng & Saralees Nadarajah - 5290-5304 A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix
by Shota Katayama & Yutaka Kano - 5305-5317 An Approximation Model of the Collective Risk Model with INAR(1) Claim Process
by Haifang Shi & Dehui Wang - 5318-5325 Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions
by Helena Ferreira
December 2014, Volume 43, Issue 23
- 4893-4907 Progressive Variance Control Charts for Monitoring Process Dispersion
by Raja Fawad Zafar & Nasir Abbas & Muhammad Riaz & Zawar Hussain - 4908-4924 The Design of and R Control Charts for Skew Normal Distributed Data
by Chung-I Li & Nan-Cheng Su & Pei-Fang Su & Yu Shyr - 4925-4935 An Approach to Determine Sample Size and to Allocate Sample Size for a Specific Region in a Multiregional Trial for Survival (Time-to-Event) Data under Accelerated Failure Time Model
by Feng-Shou Ko - 4936-4961 Skew Gaussian Process for Nonlinear Regression
by M. T. Alodat & E. Y. Al-Momani - 4962-4971 The Beta-Poisson Distribution in Wadley’s Problem
by Kerry L. Leask & Linda M. Haines - 4972-4987 On the Ratios of Pathway Random Variables
by Naiju M. Thomas - 4988-4997 Bayesian Analysis of Least Absolute Relative Error Regression
by Efthymios G. Tsionas - 4998-5011 A Conditional Approach for Regression Analysis of Longitudinal Data with Informative Observation Time and Non-negligible Observation Duration
by Liang Zhu & Hui Zhao & Jianguo Sun & Stanley Pounds - 5012-5025 The Dantzig Discriminant Analysis with High Dimensional Data
by Yanli Zhang & Lei Huo & Lu Lin & Yunhui Zeng - 5026-5038 On a Bivariate Pólya-Aeppli Distribution
by Leda D. Minkova & N. Balakrishnan - 5039-5051 Estimation of Parameters of a Mixed Failure Time Distribution Which is a Mixture of Degenerate (Degenerate at Zero) and I. G. Distribution
by V. U. Dixit & S. P. Nabar - 5052-5071 A Sum of Squares Generally Weighted Moving Average Control Chart
by Chi-Jui Huang - 5072-5090 Bayes Factor Consistency for One-way Random Effects Model
by Min Wang & Xiaoqian Sun - 5091-5104 Pitman Closeness of kth Records Based on a Two-Sequence Case
by Huda A. El-Wahish & Mohammad Z. Raqab & Ahmad A. Zghoul - 5105-5113 Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples
by Guo-Dong Xing & Shan-Chao Yang & Yong-Ming Li - 5114-5114 Corrigendum
by The Editors
November 2014, Volume 43, Issue 22
- 4669-4678 Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes
by Huang Chu & Zhang Li-Xin - 4679-4706 Two-Term Edgeworth Expansions for the Classes of U- and V-statistics
by Fadlalla G. Elfadaly & Sanaa M. El Gayar - 4707-4722 Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
by Xing-Cai Zhou & Jin-Guan Lin - 4723-4748 Improved Shewhart-type Runs-rules Nonparametric Sign Charts
by P. Kritzinger & S. W. Human & S. Chakraborti - 4749-4765 Robust Estimation of Multi-response Surfaces Considering Correlation Structure
by Amir Moslemi & Mahdi Bashiri & Seyed Taghi Akhavan Niaki - 4766-4779 Separate Ratio Estimators for the Population Variance in Stratified Random Sampling
by Gamze Özel & Hülya Çingi & Merve Oğuz - 4780-4789 A Study for Missing Values in PINAR(1)T Processes
by Boting Jia & Dehui Wang & Haixiang Zhang - 4790-4805 Pseudo-Likelihood Methodology for Hierarchical Count Data
by George Kalema & Geert Molenberghs - 4806-4828 A Marginalized Combined Gamma Frailty and Normal Random-effects Model for Repeated, Overdispersed, Time-to-event Outcomes
by Achmad Efendi & Geert Molenberghs & Samuel Iddi - 4829-4844 Statistical Analysis of Parameter Estimation for 2-D Harmonics in Multiplicative and Additive Noise
by Huiming Peng & Jiawen Bian & Diwei Yang & Zhihui Liu & Hongwei Li - 4845-4855 Asymptotics of the Lp-Norms of Density Estimators in the Nonlinear Autoregressive Models
by Jie Li - 4856-4866 On Complete Convergence for Nonstationary ϕ-Mixing Random Variables
by Aiting Shen & Xinghui Wang & Jimin Ling - 4867-4880 Estimation of Bowley's Coefficient of Skewness in the Presence of Auxiliary Information
by Housila P. Singh & Ramkrishna S. Solanki & Sarjinder Singh - 4881-4892 Inference on P(Y
by A. Pak & N. B. Khoolenjani & A. A. Jafari
November 2014, Volume 43, Issue 21
- 4445-4470 Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method
by Nima Shariati & Hamid Shahriari & Rasoul Shafaei - 4471-4491 The Pearson Score Statistic for Multinomial-Poisson Models
by Joseph B. Lang - 4492-4502 Linear Signed Rank Test for Model Selection
by Abdolreza Sayyareh - 4503-4513 On Variance Upper Bounds for Unimodal Distributions
by R. Sharma & R. Bhandari - 4514-4518 Improved Asymptotics of a Decreasing Mean Residual Life Estimator
by Edgardo Lorenzo & Hari Mukerjee - 4519-4533 Reliability Evaluation of a Multi-state Network with Multiple Sinks under Individual Accuracy Rate Constraint
by Yi-Kuei Lin & Cheng-Fu Huang - 4534-4545 On the Optimality of Circular Block Designs Under a Mixed Interference Model
by Katarzyna Filipiak & Augustyn Markiewicz - 4546-4565 Properties of a One-Sided Likelihood Ratio Test as Applied to Pool Screening
by Hongjiang Gao & Inmaculada B. Aban & Charles R. Katholi - 4566-4581 Robust Variable Selection in Linear Mixed Models
by Yali Fan & Guoyou Qin & Zhong Yi Zhu - 4582-4588 The Minimum Density Power Divergence Estimation for the Lognormal Density
by Ro Jin Pak