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Content
August 2023, Volume 52, Issue 15
- 5133-5144 On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model
by Indranil Ghosh - 5145-5154 Estimating time-varying treatment switching effect using accelerated failure time model with application to vascular access for hemodialysis
by Fang-I Chu & Yuedong Wang - 5155-5172 Identification of survival relevant genes with measurement error in gene expression incorporated
by Juan Xiong & Wenqing He - 5173-5186 A model of discrete random walk with history-dependent transition probabilities
by Petr Volf & Tomáš Kouřim - 5187-5194 Almost sure central limit theorem for non-stationary Markov chains
by Hui Yan & Lifeng Xu & Shaoyi Zhang - 5195-5212 Retention of impatient customers in a multi-server Markovian queueing system with optional service and working vacations
by P. Vijaya Laxmi & E. Girija Bhavani & Andwilile Abrahamu George - 5213-5245 Two-time-scale nonparametric recursive regression estimator for independent functional data
by Yousri Slaoui - 5246-5259 Confidence bands for hazard rate function based on a debiased estimation
by Guangcai Mao & Jing Zhang - 5260-5273 Cumulative and relative cumulative residual information generating measures and associated properties
by Omid Kharazmi & Narayanaswamy Balakrishnan - 5274-5293 A network Poisson model for weighted directed networks with covariates
by Meng Xu & Qiuping Wang - 5294-5331 Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks
by Sheng Li - 5332-5348 Distributed testing on mutual independence of massive multivariate data
by Yongxin Kuang & Junshan Xie - 5349-5363 Robustness of definitive screening composite designs to missing observations
by Abimbola V. Oladugba & Ogechukwu C. Nwanonobi - 5364-5378 λ− Wijsman statistical convergence on time scales
by Emrah Yilmaz & Tuba Gulsen & Yavuz Altin & Hikmet Koyunbakan - 5379-5386 Neyman–Pearson lemma for Bayes factors
by Andrew Fowlie - 5387-5406 Tampered random variable modeling for multiple step-stress life test
by Farha Sultana & Anup Dewanji - 5407-5426 Measurement error in linear regression models with fat tails and skewed errors
by Mahmoud Torabi & Malay Ghosh & Jiyoun Myung & Mark Steel - 5427-5450 Testing conditional heteroscedasticity with systematic sampling of time series
by Paulo Teles - 5451-5469 Minimization of ruin probability with joint strategies of investment and reinsurance
by Han Yu & Yu Zhang & Xikui Wang - 5470-5482 A new approach to regression analysis of linear transformation model with interval-censored data
by Lin Luo & Hui Zhao - 5483-5501 Subdata selection based on orthogonal array for big data
by Min Ren & Sheng-Li Zhao - 5502-5526 M/M/1 queue with bi-level network process and bi-level vacation policy with balking
by Anshul Kumar & Madhu Jain - 5527-5533 Conservative sample size for multiple regression models
by Matthew J. McIntosh
July 2023, Volume 52, Issue 14
- 1-1 RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model
by Thulasyammal R. Pillai & Mahendran Shitan - 4765-4772 Variance Bounds for Functions of Unimodal Random Variable
by Guoqing Liu & Wenbo V. Li - 4773-4791 On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
by Zangin Zeebari & Ghazi Shukur - 4792-4798 An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality
by Steven G. From - 4799-4814 A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs
by Yi Cheng & Runchu Zhang - 4815-4834 Asymptotics for penalized spline estimators in quantile regression
by Takuma Yoshida - 4835-4851 Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds
by Guillermo Henry & Daniela Rodriguezs - 4852-4861 Modified see variable selection for linear instrumental variable regression models
by Peixin Zhao & Liugen Xue - 4862-4893 Two-stage stratified partial randomized response strategies
by Housila P. Singh & Tanveer A. Tarray - 4894-4903 Estimating upper confidence bounds for positive ratios of normal random variables
by Lin Xie & Rui Xiong & Kevin Blot & Jean-Marc Dessirier - 4904-4933 Behavioral mean-risk portfolio selection in continuous time via quantile
by Junna Bi & Danping Li - 4934-4959 A new class of distributions on the whole real line based on the continuous iteration approach
by Yann Dijoux - 4960-4980 Statistical inference of varying-coefficient partial functional spatial autoregressive model
by Yuping Hu & Yilun Wang & Liying Zhang & Liugen Xue - 4993-5009 Control chart for exponential individual samples with adaptive sampling interval method based on economic statistical design: an extension of costa and Rahim’s model
by Masoud Tavakoli & Ali Akbar Heydari - 4998-5009 Testing uniformity based on negative cumulative extropy
by Hadi Alizadeh Noughabi - 5010-5025 Medical diagnostics accuracy measures and cut-point selection: an innovative approach based on relative net benefit
by Hani Samawi & Ding-Geng Chen & Ferdous Ahmed & Jing Kersey - 5026-5047 Reinsurance contract design with heterogeneous beliefs and learning
by Duni Hu & Hailong Wang - 5048-5059 Approximation of probability density functions via location-scale finite mixtures in Lebesgue spaces
by TrungTin Nguyen & Faicel Chamroukhi & Hien D. Nguyen & Geoffrey J. McLachlan - 5060-5067 A note on the Bayes factor for small interval hypotheses
by Rudy Ligtvoet - 5068-5081 The Itô integral and near-martingales in Riesz spaces
by Mahin Sadat Divandar & Ghadir Sadeghi - 5082-5112 Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring
by Siqi Chen & Wenhao Gui - 5113-5113 Correction notice to “Heine process as a q-analog of the Poisson process-waiting and interarrival times”
by Andreas Kyriakoussis & Malvina Vamvakari - 5114-5114 Retraction: Some Properties of the Generalised Autoregressive Moving Average (GARMA(1, 2; δ, 1)) Model
by The Editors
July 2023, Volume 52, Issue 13
- 4379-4399 Case-cohort and inference for the proportional hazards model with covariate adjustment
by Yingli Pan & Zhan Liu & Guangyu Song & Sha Wei - 4400-4413 A generalisation of geometric distribution
by R. N. Rattihalli & S. R. Rattihalli - 4414-4428 On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations
by A. S. Mirniam & A. R. Nematollahi - 4429-4443 Calibrating fractional Vasicek model
by Yuecai Han & Nan Li - 4444-4460 Linear shrinkage estimation of high-dimensional means
by Yuki Ikeda & Ryumei Nakada & Tatsuya Kubokawa & Muni S. Srivastava - 4461-4467 On the bias of the score function of finite mixture models
by R. Labouriau - 4468-4483 UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals
by Miaomiao Yu & Jianfang Tang & Yinghui Tang - 4484-4490 On infinitely divisible multivariate gamma distributions
by Stephen G. Walker - 4491-4513 Inference in a class of directed random graph models with an increasing number of parameters
by Yifan Fan - 4514-4533 Reliability evaluation of a system with active redundancy strategy and load-sharing time-dependent failure rate components using Markov process
by Mani Sharifi & Pedram Pourkarim Guilani & Arash Zaretalab & Abdolreza Abhari - 4534-4552 Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications
by Sirinapa Aryuyuen - 4553-4577 Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns
by Zhiquan Jiang & Jiangyan Peng & Lei Zou - 4578-4589 Test size calculation by comparing three binomial proportions
by José Juan Castro-Alva & Félix Almendra-Arao & Hortensia Josefina Reyes-Cervantes & Francisco Solano Tajonar-Sanabria - 4590-4604 A robust Hotelling test statistic for one sample case in high dimensional data
by Hasan Bulut - 4605-4621 Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
by Yuncai Yu & Zhicheng Chen - 4622-4635 Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model
by Jibo Wu - 4636-4658 A Bayesian small area model with order restrictions for contingency tables
by Xinyu Chen & Balgobin Nandram - 4659-4674 Non parametric estimations of the conditional density and mode when the regressor and the response are curves
by Ali Laksaci & Zoulikha Kaid & Mohamed Alahiane & Idir Ouassou & Mustapha Rachdi - 4675-4691 Tests for symmetry based on the integrated empirical process
by Carl J. L. van Heerden & Charl Pretorius - 4692-4718 A flexible bivariate distribution for count data expressing data dispersion
by Kimberly S. Weems & Kimberly F. Sellers & Tong Li - 4719-4728 Estimation of the drift of Riemann-Liouville fractional Brownian motion
by Farah Fatima-Ezzahra - 4729-4740 An asymptotic result of conditional logistic regression estimator
by Zhulin He & Yuyuan Ouyang - 4741-4763 Estimation on functional partially linear single index measurement error model
by Shuyu Meng & Zhensheng Huang & Jing Zhang & Zhiqiang Jiang
June 2023, Volume 52, Issue 12
- 4053-4071 Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s t distribution
by Feng-Chang Xie & Xian-Ju Li - 4072-4082 Saddle-point p-values and confidence intervals based on log-rank tests when dependent subunits of clustered survival data are randomized by random allocation design
by Haidy A. Newer - 4083-4102 Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric
by Tasos C. Christofides & Charalambos Charalambous - 4103-4113 Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals
by Kholoud S. Kamal & Abd El-Raheem M. Abd El-Raheem & Ehab F. Abd-Elfattah - 4114-4137 Spatial-nonparametric regression: an approach for monitoring image data
by Dariush Eslami & Hamidreza Izadbakhsh & Orod Ahmadi & Marzieh Zarinbal - 4138-4150 Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises
by Chao Wei - 4151-4164 Optimal reinsurance policy under a new distortion risk measure
by Dan Zhu & Chuancun Yin - 4165-4182 Statistical monitoring of image data using multi-channel functional principal component analysis
by Dariush Eslami & Hamidreza Izadbakhsh & Orod Ahmadi & Marzieh Zarinbal - 4183-4199 On binomial quantile and proportion bounds: With applications in engineering and informatics
by Michael Short - 4200-4215 Mixtures of higher-order fractional Brownian motions
by Mohamed El Omari - 4216-4228 A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model
by Thomas W. O’Gorman - 4229-4246 Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices
by Pedro Henrique Melo Albuquerque & João Gabriel de Moraes Souza & Herbert Kimura - 4247-4258 Classical and Bayesian inference procedures of a three unit cold standby system with dependent structure
by S. A. Thiagarajan & S. Thobias - 4259-4282 Stochastic comparisons of series and parallel systems with dependent log-logistic components
by Fariba Ghanbari & Ghobad Barmalzan & Reza Hashemi - 4283-4309 Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters
by Nitin Kumar & U. C. Gupta - 4310-4328 Some design considerations for cluster randomized trials with binary responses
by Arpan Singh & Meghendar Pal & Satya Prakash Singh - 4329-4343 Convergence results for stochastic convex feasibility problem using random Mann and simultaneous projection iterative algorithms in Hilbert space
by Akaninyene Udo Udom & Chijioke Joel Nweke - 4344-4355 The data sampling effect on financial distress prediction by single and ensemble learning techniques
by Kuen-Liang Sue & Chih-Fong Tsai & Andy Chiu - 4356-4368 Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
by Qunying Wu - 4369-4378 Relating the Friedman test adjusted for ties, the Cochran–Mantel–Haenszel mean score test and the ANOVA F test
by J. C. W. Rayner & Glen Livingston
June 2023, Volume 52, Issue 11
- 3581-3597 Measuring local sensitivity in Bayesian inference using a new class of metrics
by Tabassom Sedighi & Amin Hosseinian-Far & Alireza Daneshkhah - 3598-3611 Some limiting behavior of the maximum of the partial sum for asymptotically negatively associated random vectors in Hilbert space
by Mi-Hwa Ko - 3612-3632 A new biased estimator for the gamma regression model: Some applications in medical sciences
by Muhammad Nauman Akram & Muhammad Amin & Muhammad Qasim - 3633-3651 Design and construction of a quick-switching sampling system with a third-generation capability index
by Zih-Huei Wang & Chien-Wei Wu & Jhen-Jia Jhu - 3652-3660 Markov's inequality: Sharpness, renewal theory, finite samples, reliability theory
by Mark Brown & Joel E. Cohen - 3661-3684 Hypothesis testing for populations of networks
by Li Chen & Jie Zhou & Lizhen Lin - 3685-3708 On the method of moments approach applied to a (generalized) gamma population
by Hadi Abbaszadehpeivasti & J. B. G. Frenk - 3709-3729 Relative error prediction: Strong uniform consistency for censoring time series model
by Feriel Bouhadjera & Ould Saïd Elias & Remita Mohamed Riad - 3730-3750 Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
by Tania Roa & Soledad Torres & Ciprian Tudor - 3751-3766 Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples
by Rendao Ye & Bingni Fang & Zhongchi Wang & Kun Luo & Wenting Ge - 3767-3794 Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter
by Yasuyuki Hamura - 3795-3815 Bayesian modeling and forecasting of vector autoregressive moving average processes
by Samir M. Shaarawy - 3816-3824 Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
by B. L. S. Prakasa Rao - 3825-3847 Belief eXtropy: Measure uncertainty from negation
by Qianli Zhou & Yong Deng - 3848-3878 Time-varying additive model with autoregressive errors for locally stationary time series
by Jiyanglin Li & Tao Li - 3879-3894 A new process capability index for simple linear profile
by Zainab Abbasi Ganji & Bahram Sadeghpour Gildeh - 3895-3909 Modeling periodically inspected k/r-out-of-n system
by Himani Pant & S. B. Singh - 3910-3926 Detecting influential data in multivariate survival models
by Tsirizani M. Kaombe & Samuel O. M. Manda - 3927-3938 Restricted estimation of distributed lag model from a Bayesian point of view
by Selma Toker & Nimet Özbay - 3939-3959 Fault classification via energy based features of two-dimensional image data
by Munwon Lim & Brani Vidakovic & Suk Joo Bae - 3960-3981 Mean field approximations to a queueing system with threshold-based workload control scheme
by Qihui Bu & Liwei Liu & Yiqiang Q. Zhao - 3982-4000 Failure rate-based models for systems subject to random shocks
by Guanjun Wang & Peng Liu & Lijuan Shen - 4001-4020 A continuous-time network evolution model describing 3-interactions
by István Fazekas & Attila Barta & Csaba Noszály & Bettina Porvázsnyik - 4021-4052 State space splitting of a finite markov process and some discussions on related counting processes
by Lirong Cui & He Yi & Narayanaswamy Balakrishnan
May 2023, Volume 52, Issue 10
- 3193-3208 Robust posterior inference for Youden’s index cutoff
by Nicholas Syring - 3209-3218 Systematic deviation in mean of log bayes factor: Implication and application
by Vishal Midya & Jiangang Liao - 3219-3228 A note on the two-stage multiple comparison procedures with the average for exponential location parameters under heteroscedasticity
by Shu-Fei Wu - 3229-3240 Maximum likelihood estimation of spatial lag models in the presence of the error-prone variables
by Anil Eralp & Sahika Gokmen & Rukiye Dagalp - 3241-3261 Robust polychoric correlation
by Johan Lyhagen & Petra Ornstein - 3262-3289 Identifying the support of rectangular signals in Gaussian noise
by Jiyao Kou - 3290-3313 Limiting behavior of the gap between the largest two representative points of statistical distributions
by Long-Hao Xu & Kai-Tai Fang & Jianxin Pan - 3314-3332 Modified ridge-type estimator for the inverse Gaussian regression model
by Muhammad Nauman Akram & Muhammad Amin & Muhammad Aman Ullah & Saima Afzal - 3333-3349 The effect of autocorrelation on the diagnostic procedures
by Feng Xu & Xiongying Li - 3350-3353 Supplementary notes on the minimax and orthogonal least squares line fitting procedures
by Richard William Farebrother - 3354-3360 A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables
by Martín Egozcue & Luis Fuentes García - 3361-3381 Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
by Xingcai Zhou & Hao Shen & Beibei Ni & Yingzhi Xu - 3382-3413 Transient and steady-state analysis of hybrid arrivals of single and batch customers queueing systems with switch-off period
by B. Krishna Kumar & R. Sankar & R. Navaneetha Krishnan & R. Rukmani & Alexander Rumnyantsev - 3414-3428 A randomization tool for obtaining efficient estimators through focus group discussion in sensitive surveys
by Qamruz Zaman & Muhammad Ijaz & Tolga Zaman - 3429-3451 Minimax randomized response methods for protecting respondent’s privacy
by Jichong Chai & Tapan K. Nayak - 3452-3477 Parameter estimation for a discrete time model driven by fractional Poisson process
by Héctor Araya & Natalia Bahamonde & Tania Roa & Soledad Torres - 3478-3491 Associate an optimal normal distribution with a finite numerical discrete data set via extended spline functions
by Ray-Ming Chen - 3492-3510 Stochastic comparisons on extreme order statistics from observations associated by FGM copula
by Boyang Wang & Rui Fang - 3511-3525 The confidence interval of q-Gaussian distributions
by Ben Salah Nahla & Masmoudi Afif - 3526-3540 The dual risk model under a mixed ratcheting and periodic dividend strategy
by Zhan-Jie Song & Fu-Yun Sun - 3541-3556 Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
by Qian Yu & Qiangqiang Chang & Guangjun Shen - 3557-3573 New approaches to parameter estimation with statistical censoring by means of the CEV algorithm: Characterization of its properties for high-performance normal processes
by Javier Neira Rueda & Andres Carrión García - 3574-3580 Autoregressive inverse Gaussian process and the stochastic volatility modeling
by P Sujith & N. Balakrishna
May 2023, Volume 52, Issue 9
- 2799-2818 On Birnbaum type joint importance measures for multistate reliability systems
by V. M. Chacko - 2819-2835 Robust second-order rotatable invariably designs for some lifetime distributions
by Jinseog Kim & Gaurab Bhattacharyya & Sabyasachi Mukherjee & Rabindra Nath Das - 2836-2851 Maximum likelihood estimation of two-sample population proportions under constraint on their difference
by Shubhabrata Das - 2852-2859 A new look at the correlation coefficient: Correlation as the difference-sum ratio of SSEs
by Adriano Pareto - 2860-2881 Extreme quantile regression for tail single-index varying-coefficient models
by Yingjie Wang & Xinsheng Liu - 2882-2916 The quadruple moving average control chart for monitoring the process mean
by Vasileios Alevizakos & Kashinath Chatterjee & Christos Koukouvinos - 2917-2930 An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method
by Bin Zhu & Yongzhen Pei & Changguo Li - 2931-2945 Convergence of asymptotically almost negatively associated random variables with random coefficients
by Bing Meng & Dingcheng Wang & Qunying Wu - 2946-2965 Bayesian inference for quantile autoregressive model with explanatory variables
by Kai Yang & Bo Peng & Xiaogang Dong - 2966-2982 Parameter estimation for power function-lognormal composite distribution
by Chao Wang - 2983-2997 Reliability and expectation bounds based on Hardy’s inequality
by F. Goodarzi & M. Amini - 2998-3011 Ordering results on extremes of inverse Kumaraswamy random samples
by Suchandan Kayal & Amarjit Kundu - 3012-3046 Stationary joint distribution of a discrete-time group-arrival and batch-size-dependent service queue with single and multiple vacation
by N. Nandy & S. Pradhan - 3047-3069 Semiparametric tests for equality of two independent variances
by Kai Peng & Cheng Peng - 3070-3097 Estimation in a general semiparametric hazards regression model with missing covariates
by Jin Jin & Liuquan Sun - 3098-3107 On strong deviation theorems concerning array of dependent random sequence
by Ping Hu & Mengru Chen & Shu Chen & Zhong-zhi Wang - 3108-3123 Inertia and rank approach in transformed linear mixed models for comparison of BLUPs
by Nesrin Güler & Melek Eriş Büyükkaya - 3124-3131 Some results on increments of l∞-valued random fields
by A. Bahram & B. Almohaimeed - 3132-3148 Parameter estimation for Vasicek model driven by a general Gaussian noise
by Yong Chen & Ying Li & Xingzhi Pei - 3149-3164 Testing for the equivalence of several sets of time series and its multiple comparison procedure
by Yukio Yanagisawa - 3165-3173 Actual error rates in linear discrimination of spatial Gaussian data in terms of semivariograms
by Kestutis Ducinskas & Lina Dreiziene - 3174-3177 The price of the Bermudan option: A simple, explicit formula
by Moawia Alghalith - 3178-3192 Residual lifetime prediction for sequential k-out-of-n systems with dependent component lifetimes
by M. Baratnia & A. H. Rezaei Roknabadi
April 2023, Volume 52, Issue 8
- 2417-2433 Forecasting short-term mortality trends using Bernstein polynomials
by Yuh-Jenn Wu & Li-Syuan Hong & Li-Hsueh Cheng & Li-Chu Chien - 2434-2447 Schematic saturated orthogonal arrays obtained by using the expansive replacement method
by Shanqi Pang & Rong Yan & Xiao Zhang & Jinhui Shen - 2448-2460 On a couple of unresolved group testing conjectures
by Ugnė Čižikovienė & Viktor Skorniakov - 2461-2481 Reliability analysis for uncertain competing failure degradation system with a change point
by Yanqing Wen & Baoliang Liu & Zhiqiang Zhang & Shugui Kang & Qingan Qiu & Haiyan Shi - 2482-2492 A new standardized mortality ratio method for hospital quality evaluation
by Qing Peng & Xin Lai & Liu Liu & Jing Chen - 2493-2513 IPLSL and IPLSQ: Two types of imputation PLS algorithms for hierarchical latent variable model
by Hao Cheng - 2514-2537 Valuation of kth-to-default credit-linked notes with counterparty risk in a reduced-form model
by Kangquan Zhi & Xiaosong Qian & Ayu Xie - 2538-2561 A class of general pretest estimators for the univariate normal mean
by Jia-Han Shih & Yoshihiko Konno & Yuan-Tsung Chang & Takeshi Emura - 2562-2573 Shannon-McMillan theorem and strong law of large numbers for Markov chains indexed by generalized spherically symmetric trees
by Weicai Peng & Xinyue Xi - 2574-2596 Estimation of finite population distribution function in a complex survey sampling
by Abdul Haq & Mohsin Abbas & Manzoor Khan - 2597-2609 The distribution of the sum of independent and non identically generalized Lindley random variables
by Masato Kitani & Hidetoshi Murakami & Hiroki Hashiguchi - 2610-2624 An efficient family of robust-type estimators for the population variance in simple and stratified random sampling
by Tolga Zaman & Hasan Bulut - 2625-2645 Bootstrapping some GLM and survival regression variable selection estimators
by Rasanji C. Rathnayake & David J. Olive - 2646-2665 A product acceptance decision-making method based on process capability with considering gauge measurement errors
by Dwi Yuli Rakhmawati & Junghye Lee - 2666-2681 Objective Bayesian analysis of accelerated degradation models based on Wiener process with correlation
by Lei He - 2682-2701 Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
by Tetyana Kadankova & Nikolai Leonenko & Enrico Scalas - 2702-2717 The effect of gauge measurement errors on double sampling X¯ control chart
by Mohammad Reza Maleki & Bahareh Shamseddin & Hossein Eghbali & Aliasghar Bazdar - 2718-2734 An empirical estimate of quantile density function in presence of censoring
by Esmaeil Shirazi - 2735-2750 Development of a new modified hogg type adaptive scheme for multilevel models with diverse error distributions
by Sehar Saleem & Rehan Ahmad Khan Sherwani & Muhammad Amin - 2751-2765 Bias reduction and model selection in misspecified models
by Hidenori Okumura - 2766-2782 Sampling design for the lifetime performance index of exponential lifetime distribution under progressive type I interval censoring
by Shu-Fei Wu & Jyun-Jhe Jheng & Wei-Tsung Chang - 2783-2798 Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
by Abdullah Qayed & Dong Han
April 2023, Volume 52, Issue 7
- 2031-2042 Explicit free multiplicative law of large numbers
by Raouf Fakhfakh - 2043-2056 Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility
by Yong Ma & Li Chen & Jianping Lyu - 2057-2071 Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
by Huimin Sun & Bingzhen Geng & Shijie Wang - 2072-2098 Kernel conditional density and mode estimation for psi-weakly dependent observations
by Soumia Rih & Abdelkader Tatachak - 2099-2115 Monitoring social networks based on Zero-inflated Poisson regression model
by Narges Motalebi & Mohammad Saleh Owlia & Amirhossein Amiri & Mohammad Saber Fallahnezhad - 2116-2123 Identifying the distribution of linear combinations of gamma random variables via Stein’s method
by Dawei Lu & Jingcai Yang - 2124-2143 Objective priors for common correlation coefficient in bivariate normal populations
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 2144-2160 Some correlation tests for vectors of large dimension
by M. Rauf Ahmad & S. Ejaz Ahmed - 2161-2181 Spatial nonstationary hierarchical Bayes estimation of small area proportions
by Priyanka Anjoy & Hukum Chandra - 2182-2197 Consistency of the frequency polygon estimators of density mode for strongly mixing processes
by Ahmad Younso - 2198-2214 Optimal investment strategies for an insurer with liquid constraint
by Haili Yuan & Yijun Hu - 2215-2227 Bayes estimator of process capability index Cpk with a specified prior mean
by Shun Matsuura - 2228-2239 Empirical Bayes on a shoestring and other applications
by Mayer Alvo - 2240-2258 An improvement decision-making method by similarity and belief function theory
by Mehran Khalaj & Fereshteh Khalaj - 2259-2275 Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk
by Lei He & Shuling Tian - 2276-2290 The SPRT sign chart for process location
by Shashibhushan B. Mahadik & Dadasaheb G. Godase - 2291-2308 Adaptive bridge estimator for Cox model with a diverging number of parameters
by Xiangdong Liu & Mingyun Sun