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December 2023, Volume 52, Issue 24
- 8636-8657 High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
by Gaoming Sun & Junshan Xie - 8658-8676 Sample size analysis for two-sample linear rank tests
by Monika Doll & Ingo Klein - 8677-8695 Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs
by Yuqin Sun & Yawen Wang & Yan Li & Wei Zhu - 8696-8711 On the linearly extended negative quadrant dependent random variables and its inequalities
by Yongming Li & Weicai Pang & Ziqing Feng & Naiyi Li - 8712-8724 Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors
by Shuili Zhang & Cong Qu & Tiantian Hou - 8725-8737 A generalized likelihood ratio test for linear hypothesis of k-sample means in high dimension
by Mingxiang Cao & Shiting Liang - 8738-8748 Comparing residual lifetimes and inactivity times of dependent random variables
by Ebrahim Amini-Seresht & Maryam Kelkinnama & Narayanaswamy Balakrishnan - 8749-8762 Consistency of the adaptive Bayesian estimator of reliability based on sequential experiments
by Jun Wang - 8763-8784 Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
by Li Wang & Qunying Wu - 8785-8793 A remark about a learning risk lower bound
by Man Fung Leung & Yiqi Lin & Nicolas Wicker - 8794-8813 Optimal preventive maintenance policies for products with multiple failure modes after geometric warranty expiry
by Peng Liu & Guanjun Wang - 8814-8827 Multivariate ELR control chart with estimated mean vector and covariance matrix
by Mohammad Reza Maleki & Ali Salmasnia & Sahand Yousefi - 8844-8864 Bayesian inference and prediction in an M/D/1 queueing system
by Saroja Kumar Singh & Sarat Kumar Acharya & Frederico R. B. Cruz & Roberto C. Quinino - 8865-8874 A multitest procedure for testing MTP2 for Gaussian distributions
by Konrad Furmańczyk - 8875-8883 On bivariate alpha logarithmic series distribution and its properties
by C. Satheesh Kumar & A. Riyaz - 8884-8893 Diffuse Kalman filtering with linear constraints on the state parameters
by Adrian Pizzinga & Marcelo Fernandes - 8894-8901 Further research on the modified ridge principal component estimator in linear model
by Hongmei Chen & Jibo Wu & B. M. Golam Kibria - 8902-8908 Existence result for the BSDE with superquadratic growth
by Yufeng Shi & Zhi Yang
December 2023, Volume 52, Issue 23
- 8241-8260 Comparisons of a multi-regional trial for four or five regions by fixed effect model and random effect model about allocating sample size rationally into individual regions for a multi-regional trial
by Feng-shou Ko - 8261-8279 On robust probabilistic principal component analysis using multivariate t-distributions
by Yiping Guo & Howard Bondell - 8280-8305 Penalized maximum likelihood estimator for finite multivariate skew normal mixtures
by Weisan Wu & Shaoting Li - 8306-8316 Local Walsh-average regression for single index varying coefficient models
by Jun Sun & Wanrong Liu & Jing Yang & Jianglin Fang - 8317-8350 Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
by Soumaya Allaoui & Salim Bouzebda & Jicheng Liu - 8351-8370 Estimating a parametric function involving several exponential populations
by Mohd Arshad & Omer Abdalghani - 8371-8387 On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application
by Son Cong Ta & Cuong Manh Tran & Dung Van Le & Chien Van Ta - 8388-8407 Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements
by Edward Kanuti Ngailo & Furaha Chuma - 8408-8424 Optimal time plan in accelerated degradation testing
by Helmi Shat & Rainer Schwabe - 8425-8453 Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series
by Ashok Chaurasia - 8454-8466 Comparison of difference based variance estimators for partially linear models
by Guoyi Zhang & Yan Lu - 8467-8477 The complete moment convergence for coordinatewise pairwise negatively quadrant dependent random vectors in Hilbert space
by Mi-Hwa Ko - 8478-8500 On semiparametric inference for periodically modulated density functions
by Jan Beran - 8501-8514 Reliability of Poisson censored δ-shock model
by Ming Ma & Ailing Shi & Miaomiao Wang - 8515-8537 Efficient estimation method for generalized ARFIMA models
by S. S. Pandher & S. Hossain & K. Budsaba & A. Volodin - 8538-8554 A robust scalar-on-function logistic regression for classification
by Muge Mutis & Ufuk Beyaztas & Gulhayat Golbasi Simsek & Han Lin Shang - 8555-8565 Entropy maximization for the busy period of a single server queue
by Messaoud Bounkhel & Lotfi Tadj & Ramdane Hedjar - 8566-8583 Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes
by Ehyter M. Martín-González & Ekaterina T. Kolkovska - 8584-8606 Integrated QSS-RS plans based on the process yield index for lot acceptance determination
by Atefe Banihashemi & Mohammad Saber Fallah Nezhad & Amirhossein Amiri & Michael B. C. Khoo - 8607-8610 A list of new partially balanced designs
by Shyam Saurabh & Kishore Sinha
November 2023, Volume 52, Issue 22
- 7797-7818 Complete consistency for the weighted least squares estimators in semiparametric regression models
by Yutan Lv & Yunbao Yao & Jun Zhou & Xiaoqin Li & Ruiqi Yang & Xuejun Wang - 7819-7839 An optimal construction of yield-based EWMA repetitive multivariate sampling plan
by Robab Afshari & Adel Ahmadi Nadi - 7840-7860 Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
by Ryo Nasuda & Koki Shimizu & Hiroki Hashiguchi - 7861-7885 The Generalized Multiple CO-inertia Analysis (GMCOA)
by Gabriel Kissita & Christian D’Aquin Nzouzi Kibangou & Léonard Niéré & Guy Martial Nkiet - 7886-7914 A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances
by Mohammed M. Gharaibeh & Haiyan Wang - 7915-7943 Maximum likelihood estimation for quantile autoregression models with Markovian switching
by Ye Tao & Juliang Yin - 7944-7965 Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
by Allal Jelloul & Nabil Azouagh & Said El Melhaoui - 7966-7983 Incorporating grouping information into Bayesian Gaussian graphical model selection
by Wei Dai & Taizhong Hu & Baisuo Jin & Xiaoping Shi - 7984-8001 Value added in hierarchical linear mixed models with error in variables
by Mayo Luz Polo González & Ernesto Javier San Martín Gutiérrez - 8002-8017 Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
by Zhangting Chen & Bingjie Wang & Dongya Cheng & Jigao Yan - 8018-8037 Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations
by H. Maatouk - 8038-8052 Asymptotics in the Thurstone model with an increasing items
by Wang Yuyun & Luo Jing & Xu Zhimeng & Lewei Zhou - 8053-8068 Mixture discrete reversed hazard rate and its main properties
by Hyunju Lee - 8069-8095 A joint monitoring of the process mean and variance with a TEWMA-Max control chart
by Kashinath Chatterjee & Christos Koukouvinos & Angeliki Lappa - 8096-8113 Normalizing transformation of Dempster type statistic in high-dimensional settings
by Masashi Hyodo & Hiroki Watanabe & Shigekazu Nakagawa & Tomoyuki Nakagawa - 8114-8135 Statistical inference of Lomax distribution based on adaptive progressive Type-II hybrid censored competing risks data
by Xinyan Qin & Wenhao Gui - 8136-8151 Monitoring largest extreme observations using Frechet distribution based on weighted variance method
by Muhammad Taqi Shah & Muhammad Azam & Muhammad Hanif & Muhammad Aslam & Uzma Sherazi - 8152-8168 Consistency of semi-parametric maximum likelihood estimator under identifiability conditions for the linear regression model with type I right censoring data
by Junyi Dong - 8169-8183 Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions
by Haichao Yu & Yong Zhang - 8184-8206 Complete convergence for maximum of weighted sums of WNOD random variables and its application
by Jinyu Zhou & Jigao Yan & Dongya Cheng - 8207-8222 Heteroscedastic two-way ANOVA under constraints
by Malwane M. A. Ananda & Osman Dag & Samaradasa Weerahandi - 8223-8240 A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
by Han Li & Haoyu Wang & Kai Yang & Jie Sun & Yan Liu
November 2023, Volume 52, Issue 21
- 7543-7554 Bi-additive models for extremes
by Patrícia Antunes & Sandra S. Ferreira & Dário Ferreira & João T. Mexia - 7555-7563 A feasible Spline-kernel estimate for short cross-sectional dependence panel data models
by Jian Wu & Huang Wei - 7564-7575 On the estimation of hazard rate in mixed populations with its application
by Zahra Mansourvar & Majid Asadi - 7576-7585 On the complete consistency of the kernel estimator of spot volatility
by Guo-dong Xing & Shanchao Yang - 7586-7600 Strong consistency of kernel method for sliced average variance estimation
by Emmanuel De Dieu Nkou - 7601-7617 Grey-based approach for estimating Weibull model and its application
by Xiaomei Liu & Naiming Xie - 7618-7631 Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model
by Bowen Liu & Malwane M. A. Ananda - 7632-7646 Uncertain regression model with moving average time series errors
by Dan Chen - 7647-7659 Robust estimation of panel data regression models and applications
by Ai-bing Ji & Bo-wen Wei & Lan-ying Xu - 7660-7668 A new blocks estimator for the extremal index
by Helena Ferreira & Marta Ferreira - 7669-7683 Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations
by Rong Hu & Qunying Wu - 7684-7698 Properties of BLUEs in full versus small linear models
by Stephen J. Haslett & Augustyn Markiewicz & Simo Puntanen - 7699-7708 A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas
by Selim Orhun Susam & Burcu Hudaverdi - 7709-7717 Bayesian bivariate bent-cable model for longitudinal data
by Getachew A. Dagne - 7718-7730 Take a look at the hierarchical Bayesian estimation of parameters from several different angles
by Ming Han - 7731-7743 Generalizing R2 for deming regressions
by Michael Bossé & Eric Marland & Gregory Rhoads & Jose Almer Sanqui & Zack BeMent - 7744-7751 On μ– statistical uniform convergence and Dini’s theorem
by Mustafa Gülfırat - 7752-7779 On the local linear estimation of a generalized regression function with spatial functional data
by Allal Saadaoui & Fadila Benaissa & Abdelhak Chouaf - 7780-7787 Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations
by Sara-Imane Zemoul & Youcef Berkoun - 7788-7796 On the distribution of Gini’s rank association index
by Yiwei Zong & Ffion Loring & William F. Scott
October 2023, Volume 52, Issue 20
- 7131-7145 Functional autoregressive process with seasonality
by Fatna Bensaber & Tahar Mourid - 7146-7164 Adversarial risk analysis for auctions using non-strategic play and level-k thinking: A general case of n bidders with regret
by Muhammad Ejaz & Chaitanya Joshi & Stephen Joe - 7165-7183 Semi-blinded design in clinical trials
by Shu-Mei Wan & Narayanaswamy Balakrishnan & Monica Mayeni Manurung & Kwang-Hwa Chang & Chien-Hua Wu - 7184-7205 Sparse Laplacian shrinkage for nonparametric transformation survival model
by Xiao Zhang & Yiming Liu - 7206-7222 A new fractional modified exponential curve model and its applications
by Kai Zuo & Hang Zuo - 7223-7251 Bayesian analysis in single-index quantile regression with missing observation
by Chang-Sheng Liu & Han-Ying Liang - 7252-7270 Reparameterized extended Maxwell regression: Properties, estimation and application
by Fábio Prataviera & Roberto Vila & Vicente G. Cancho & Edwin M. M. Ortega & Gauss M. Cordeiro - 7271-7288 Uncertain significance test for regression coefficients with application to regional economic analysis
by Tingqing Ye & Baoding Liu - 7289-7302 A generalization to zero-inflated hyper-Poisson distribution: Properties and applications
by C. Satheesh Kumar & Rakhi Ramachandran - 7303-7322 Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models
by Ayman A. Amin - 7323-7333 Bayesian empirical likelihood of linear regression model with current status data
by Binxia Liu & Hui Zhao & Chunjie Wang - 7334-7349 A study on the g and h control charts
by Chanseok Park & Min Wang - 7350-7369 Extensions of fractional cumulative residual entropy with applications
by Farid Foroghi & Saeid Tahmasebi & Mahmoud Afshari & Fazlollah Lak - 7370-7384 On distributions of covariance structures
by A. M. Mathai & Nicy Sebastian - 7385-7404 A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location
by Sh. Nasrollahzadeh & M. Bameni Moghadam & R. Farnoosh - 7405-7441 Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study
by M. Revan Özkale & Hüsniye Altuner - 7442-7454 Distribution of weighted Lancaster’s statistic for combining independent or dependent P-values, with applications to human genetic studies
by Chia-Ding Hou & Ti-Sung Yang - 7455-7464 Simple change point model in heteroscedastic extremes
by Aline Mefleh - 7465-7478 A sequential modeling approach for predicting clinical outcomes with repeated measures
by Konstantin Shestopaloff & Mayilee Canizares & J. Denise Power - 7479-7501 Estimation for finite mixture of mode regression models using skew-normal distribution
by Xin Zeng & Xingyun Cao & Liucang Wu - 7502-7531 Efficient Bayes estimators of sensitive proportion with simple and mixture priors using direct and indirect responses
by Nida Khan & Said Farooq Shah & Syed Muhammad Asim - 7532-7542 Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process
by A. Hajrajabi & P. Nabati
October 2023, Volume 52, Issue 19
- 6695-6715 Likelihood ratio and dispersive orders of parallel and series systems consisting of dependent multiple-outlier components
by Ghobad Barmalzan & Sajad Kosari & Ali Akbar Hosseinzadeh & Narayanaswamy Balakrishnan - 6716-6733 Lower bounds of the average mixture discrepancy for row augmented designs with mixed four- and five-level
by Jiaqi Liu & Kang Wang & Di Yuan & Jianjun Li - 6734-6750 Concentration inequalities using approximate zero bias couplings with applications to Hoeffding’s statistic under the Ewens distribution
by Nathakhun Wiroonsri - 6751-6766 Optimal reinsurance and investment problem with the minimum capital deposit constraint
by Linlin Tian & Guoqing Li & You Lv - 6767-6777 About the use of the overlap coefficient in the binary classification context
by Pablo Martínez-Camblor - 6778-6793 Orderings for series and parallel systems comprising heterogeneous new extended Weibull components
by Mostafa Sattari & Abdin Haidari & Ghobad Barmalzan - 6794-6805 Confidence intervals for a Poisson parameter with background
by Hezhi Lu & Hua Jin & Yuan Li & Zhining Wang - 6806-6819 Robust factor models for high-dimensional time series and their forecasting
by Xiaodong Bai & Li Zheng - 6820-6839 Perturbation analysis for dynamic poverty indexes
by Guglielmo D’Amico & Riccardo De Blasis & Fulvio Gismondi - 6840-6856 Spectral analysis for GARCH processes through a bilinear representation
by Karima Kimouche & Abdelouahab Bibi - 6857-6877 A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models
by Ana Cantarinha & Elsa Moreira & Manuela Oliveira & Susete Marques & João T. Mexia - 6878-6895 Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims
by Xinmei Shen & Meng Yuan & Dawei Lu - 6896-6915 Nonparametric empirical Bayes estimation based on generalized Laguerre series
by Rida Benhaddou & Matthew A. Connell - 6916-6935 On a length-biased Birnbaum-Saunders regression model applied to meteorological data
by Kessys L. P. Oliveira & Bruno S. Castro & Helton Saulo & Roberto Vila - 6936-6959 Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model
by Arindam Panja & Pradip Kundu & Biswabrata Pradhan - 6960-6971 Sketched approximation of regularized canonical correlation analysis
by Jiamin Liu & Wangli Xu & Hongmei Lin & Heng Lian - 6972-6990 Regression to the mean: Estimation and adjustment under the bivariate normal distribution
by Manzoor Khan & Jake Olivier - 6991-7008 A generalization of Rényi entropy for basic probability assignment
by Ran Yu & Yong Deng - 7009-7021 On polynomials associated with Cauchy–Stieltjes kernel families
by Raouf Fakhfakh - 7022-7040 Orderings of fail-safe systems with components having Marshall-Olkin-Harris lifetime distributions
by Ghobad Barmalzan & Abbas Akrami & Ali Akbar Hosseinzadeh & Narayanaswamy Balakrishnan - 7041-7056 Complete moment convergence for moving average process based on m-WOD random variables
by Rui Wang & Aiting Shen - 7057-7068 Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts
by Muhammad Rajab & Rashid Ahmed & Farrukh Shehzad & Muhammad Daniyal - 7069-7093 Asymptotic normality of the regression mode in the nonparametric random design model for censored data
by Salim Bouzebda & Salah Khardani & Yousri Slaoui - 7094-7114 Optimal portfolio and reinsurance with two differential risky assets
by Haoran Yi & Xuekang Zhang & Yuanchuang Shan & Huisheng Shu - 7115-7129 The bilinear mean residual quantile function
by I. C. Aswin & P. G. Sankaran & S. M. Sunoj
September 2023, Volume 52, Issue 18
- 1-1 Correction to: Ghosh, I.K., & Hamedani, G.G. (2018). The Gamma–Kumaraswamy distribution: an alternative to Gamma distribution. Communications in Statistics-Theory and Methods, 47, 2056–2072
by Reza Azimi & Mahdy Esmailian - 1-1 Correction to: Pararai, M., Warahena-Liyanage, G., and Oluyede, B. (2017). Exponentiated power Lindley Poisson distribution: Properties and applications. Communications in Statistics – Theory and Methods, 46, 4726–4755
by Reza Azimi & Mahdy Esmailian - 6311-6340 The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
by Zhen Yang & Yihui Luan & Jiming Jiang - 6341-6354 Integral transformation of a copula function
by Božidar V. Popović & Miroslav M. Ristić & Konstantinos Zografos - 6355-6380 High-dimensional linear mixed model selection by partial correlation
by Audry Alabiso & Junfeng Shang - 6381-6406 Kernel regression estimation for LTRC and associated data
by Siham Bey & Zohra Guessoum & Abdelkader Tatachak - 6407-6419 Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation
by Shuang Guo & Yong Zhang - 6420-6443 A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach
by Zijun Guo & Mengxing Chen & Yali Fan & Yan Song - 6444-6455 A test for the Behrens–Fisher problem based on the method of variance estimates recovery
by Chao Chen & Yilin Li & Keqing Liang & Jinlin Du - 6456-6474 Estimation of generalized threshold autoregressive models
by Rongmao Zhang & Qimeng Liu & Jianhua Shi - 6475-6486 Using an inequality constraint to increase the power of the homogeneity tests for a two-sample problem with a mixture structure
by Guanfu Liu & Rongji Mu & Yang Liu & Zhimei Sheng - 6487-6503 Influence of environmental factors on stress-strength systems with replaceable components
by Zohreh Pakdaman & Mahdi Doostparast - 6504-6524 Pricing and hedging for correlation options with regime switching and common jump risk
by Xiaonan Su & Miao Han & Yu Xing & Wei Wang - 6525-6541 Ordering properties of the smallest order statistic from Weibull-G random variables
by Shovan Chowdhury & Amarjit Kundu & Surja Kanta Mishra - 6542-6560 Constructing minimum aberration split-plot designs via complementary designs when the subplot factors are more important
by Hui-Ping Dang & Sheng-Li Zhao & Qian-Qian Zhao - 6561-6572 Graphical evaluation of prediction capability when the number of noise variable increases in robust parameter design
by Jin H. Oh - 6573-6596 Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function
by Negin Mahlooji & Nader Nematollahi - 6597-6615 Harris skewed normal distribution
by Noriah Al-Kandari & Emad-Eldin A. A. Aly & Lakdere Benkherouf - 6616-6639 Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data
by Xu Tengteng & Riquan Zhang - 6640-6657 Inference for sparse linear regression based on the leave-one-covariate-out solution path
by Xiangyang Cao & Karl Gregory & Dewei Wang - 6658-6683 Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
by Jianrong Rong & Yan Liu & Yongsong Qin - 6684-6694 Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity
by Linhai Wei & Yijun Hu
September 2023, Volume 52, Issue 17
- 5923-5941 A matrix based computational method of the Gini index
by Eleni Ketzaki & Nikolaos Farmakis - 5942-5951 A new measure for assessment of clustering based on kernel density estimation
by Soumita Modak - 5952-5965 Likelihood ratio test for change in persistence
by Anton Skrobotov - 5966-5988 An inventory system with replacement and refurbishment of failed items
by N. Saranya & A. Shophia Lawrence & B. Sivakumar - 5989-6007 Robust ridge estimator in censored semiparametric linear models
by Hadi Emami & Korosh Arzideh - 6008-6017 A generalized difference-based mixed two-parameter estimator in partially linear model
by Jibo Wu & B. M. Golam Kibria - 6018-6036 Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments
by Yuan-Quan Wang & Ying-Ying Zhang & Jia-Lei Liu - 6037-6062 Large and moderate deviations for a discrete-time marked Hawkes process
by Haixu Wang - 6063-6077 A new INAR model based on Poisson-BE2 innovations
by Jiayue Zhang & Fukang Zhu & Naushad Mamode Khan - 6078-6087 On the first passage time of the parabolic boundary by the Markov random walk
by Rovshan Telman Aliyev & Fada Rahimov & Aynura Farhadova - 6088-6102 Multiplicative bias correction for inverse gamma and beta prime kernel density estimators
by Lynda Harfouche & Yasmina Ziane & Nabil Zougab & Smail Adjabi - 6103-6110 Multivariate Behrens-Fisher problem using means of auxiliary variables
by Jianqi Yu & Kalimuthu Krishnamoorthy & Bin Wang - 6111-6125 L2 consistency of the kernel quantile estimator
by É. Youndjé - 6126-6135 On the Hartman–Wintner law of the iterated logarithm under sublinear expectation
by Xiaofan Guo & Shan Li & Xinpeng Li - 6136-6146 On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces
by Mi-Hwa Ko - 6147-6160 Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data
by Yuichiro Saeki & Takashi Seo & Hiroto Hyakutake - 6161-6178 Bi-seasonal discrete time risk model with income rate two
by Alina Alencenovič & Andrius Grigutis - 6179-6206 A new robust parameter estimation approach for multinomial categorical response data with outliers and mismeasured covariates
by Yunfeng Zhao & Jing Guan - 6207-6231 Analysis of a retrial queueing system with priority service and modified multiple vacations
by Jia Xu & Liwei Liu & Kan Wu - 6232-6240 The variable selection methods and algorithms in the multiple linear model
by Gongding Wei & Mingyuan Yu - 6241-6265 Ruin-related problems in the dual risk model under two different randomized observations
by Yingchun Deng & Kang Hu & Ya Huang & Hui Ou & Jieming Zhou - 6266-6274 Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times
by Ke-Ang Fu & Jiangfeng Wang - 6275-6286 Estimating 2-D GARCH models by quasi-maximum of likelihood
by Soumia Kharfouchi & Wafa Mili - 6287-6309 Compound Poisson shared frailty models based on additive hazards
by David D. Hanagal
August 2023, Volume 52, Issue 16
- 1-1 Correction to: Aljarrah, M.A., Famoye, F. and Lee, C. (2015). A New Weibull-Pareto distribution. Communications in Statistics - Theory and Methods, 44:19, 4077-4095
by The Editors - 1-1 Correction to the paper “A new extension of the FGM copula with an application in reliability” by Rasha Ebaid, Walid Elbadawy, Essam Ahmed & Abdalla Abdelghaly
by Haroon M. Barakat & Metwally A. Alawady & M. A. Abd Elgawad - 1-1 Correction to: Gomes, A.E., da-Silva, C., Cordeiro, G.M. (2015). The exponentiated G Poisson model. Communications in Statistics - Theory and Methods, 44:20, 4217-4240
by Reza Azimi & Mahdy Esmailian - 5535-5567 A review of compositional data analysis and recent advances
by Abdulaziz Alenazi - 5568-5586 On approximating the shape of one-dimensional posterior marginals using the low discrepancy points
by Chaitanya Joshi & Paul T. Brown & Stephen Joe - 5587-5605 Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs
by Jamshaidul Hassan & Khadija Noreen & H. M. Kashif Rasheed & Mahmood ul Hassan & Rashid Ahmed - 5606-5639 Ordering results of the smallest order statistics from independent heterogeneous new modified generalized linear failure rate random variables
by Molod Abdolahi & Gholam Ali Parham & Rahim Chinipardaz - 5640-5649 Inferences for uncertain nonparametric regression by least absolute deviations
by Jianhua Ding & Hongyu Zhang & Zhiqiang Zhang - 5650-5676 Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
by Xinying Li & Shengjun Fan - 5677-5702 q-Factorial moments of bivariate discrete q-distributions
by Charalambos A. Charalambides - 5703-5715 A note on asymptotic distributions in a directed network model with degree heterogeneity and homophily
by Jing Luo & Xiaohui Ma & Lewei Zhou - 5716-5726 A characterization of multivariate independence using copulas
by José M. González-Barrios & Eduardo Gutiérrez-Peña & Juan D. Nieves & Raúl Rueda - 5727-5741 Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
by Wei Liu & Yong Zhang - 5742-5751 Modified likelihood ratio tests for extreme value distributions
by Hyunseok Seung & Sangun Park - 5752-5766 An improved variable parameter mean square error control chart
by Pei-Le Chen - 5767-5798 A note on semiparametric efficient generalization of causal effects from randomized trials to target populations
by Fan Li & Hwanhee Hong & Elizabeth A. Stuart - 5799-5813 Estimation of the slope parameter in a linear regression model under a bounded loss function
by Z. Mahdizadeh & M. Naghizadeh Qomi & Shahjahan Khan - 5814-5835 Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors
by Jinyu Li - 5836-5847 Renyi extropy
by Jiali Liu & Fuyuan Xiao - 5848-5865 On cumulative residual (past) extropy of extreme order statistics
by Chanchal Kundu - 5866-5876 High-dimensional inference robust to outliers with ℓ1-norm penalization
by Jad Beyhum - 5877-5899 Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
by Tuomas Sivula & Måns Magnusson & Aki Vehtari - 5900-5909 Nomogram for sample size calculation in assessing validity of a new method based on a regression line
by Hyunsook Hong & Seokyoung Hahn & Ho Kim & Yunhee Choi - 5910-5921 A posterior convergence rate theorem for general Markov chains
by Yang Xing
August 2023, Volume 52, Issue 15
- 5115-5132 Ridge-GME estimation in linear mixed models
by Fariba Janamiri & Abdolrahman Rasekh & Alireza Chaji & Babak Babadi