Printed from https://ideas.repec.org/s/taf/lstaxx6.html
Content
April 2023, Volume 52, Issue 7
- 2309-2337 Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance
by Liyuan Wang & Zhiping Chen & Peng Yang - 2338-2355 Uniform k-Tuple Partially Rank-Ordered Set Sampling
by Marvin Javier & Kaushik Ghosh - 2356-2364 A modified one stage multiple comparison procedure of exponential location parameters with the control under heteroscedasticity
by Shu-Fei Wu - 2365-2378 Simultaneous test for linear model via projection
by Hui Chen & Xuemin Zi - 2379-2401 The effect of parameters estimation on the performance of variables control charts under repetitive sampling
by Vasileios Alevizakos & Kashinath Chatterjee & Christos Koukouvinos & Angeliki Lappa - 2402-2416 A monotonicity property of weighted log-rank tests
by Tahani Coolen-Maturi & Frank P. A. Coolen
March 2023, Volume 52, Issue 6
- 1653-1667 Singular matrix variate Birnbaum-Saunders distribution under elliptical models
by José A. Díaz-García & Francisco J. Caro-Lopera - 1668-1675 Nonexistence of robust designs against presence of more than one outlier in a restricted class
by Ganesh Dutta & Nripes Kumar Mandal & Premadhis Das - 1676-1691 Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models
by Peixin Zhao & Haogeng Gan & Suli Cheng & Xiaoshuang Zhou - 1692-1701 On optimality and construction of two-treatment circular cross-over designs
by Vasilis Chasiotis - 1702-1727 A network Lasso model for regression
by Meihong Su & Wenjian Wang - 1728-1743 Minimal sample size in balanced ANOVA models of crossed, nested, and mixed classifications
by Bernhard Spangl & Norbert Kaiblinger & Peter Ruckdeschel & Dieter Rasch - 1744-1766 Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates
by Yuye Zou & Chengxin Wu & Guoliang Fan & Riquan Zhang - 1767-1796 Some efficient classes of estimators under stratified sampling
by Shashi Bhushan & Anoop Kumar & Saurabh Singh - 1797-1832 Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow
by Hao Ge & Xingyi Li & Xun Li & Zhongfei Li - 1833-1853 Diagnostic tools for a multivariate negative binomial model for fitting correlated data with overdispersion
by Lizandra C. Fabio & Cristian Villegas & Jalmar M. F. Carrasco & Mário de Castro - 1854-1869 Risk-based premium evaluation with jump diffusion process for PBGC
by Lin Xie & Wei Wang & Zhixin Yang & Nan Zhang - 1870-1887 On the analytical properties of category encodings in logistic regression
by Guoping Zeng - 1888-1904 Multivariate wavelet density estimation for strong mixing stratified size-biased sample
by Junke Kou & Kaili Cui - 1905-1922 Comparison of likelihood-based predictors of future Pareto and Lomax record values in terms of Pitman closeness
by Grigoriy Volovskiy & Udo Kamps - 1923-1936 Construction of resolvable incomplete block designs for estimating main effects with full efficiency
by Pratheesh P. Gopinath & Rajender Parsad & B. N. Mandal - 1937-1945 Sequential estimation of quantiles from delayed observations
by Agnieszka Stępień-Baran - 1946-1962 A survey of resolvable solutions of partially balanced designs
by Shyam Saurabh & Kishore Sinha & Mithilesh Kumar Singh - 1963-1980 A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics
by Fatemeh Gharari & Masoud Ganji - 1981-2009 Estimation of parameters of logistic regression with covariates missing separately or simultaneously
by Phuoc-Loc Tran & Truong-Nhat Le & Shen-Ming Lee & Chin-Shang Li - 2010-2029 Improved imputation methods for missing data in two-occasion successive sampling
by Garib Nath Singh & Ashok Kumar Jaiswal & Awadhesh K. Pandey
March 2023, Volume 52, Issue 5
- 1333-1347 Detecting sparse heterogeneous mixtures in a two-sample problem
by Rong Huang - 1348-1355 Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution
by Zarai Mohamed - 1356-1368 Optimal preventive replacement policies for a system with discrete scheduled times
by Yen-Luan Chen - 1369-1384 Robustness of orthogonal uniform composite designs against missing data
by Brenda Mbouamba Yankam & Abimibola Victoria Oladugba - 1385-1399 Double smoothing local linear estimation in nonlinear time series
by K. D. Prasangika & Wan Tang & Zeng Yao & Guoxin Zuo - 1400-1416 Determination of warranty length for one-shot devices with Rayleigh lifetime distribution
by Shuo-Jye Wu & Syuan-Rong Huang & Jie-Huei Wang - 1417-1430 On use of randomized response technique for estimating sensitive subpopulation total
by Shakeel Ahmed & Javid Shabbir - 1431-1456 Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate
by Shengjie Yue & Chaoqun Ma & Xinwei Zhao & Chao Deng - 1457-1471 Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator
by Qingqing Kang & Guo-dong Xing & Shanchao Yang & Zhiyong Chen - 1472-1489 Optimal investment mean-field and N-player games with memory effect and relative performance competition
by Xuhui Wang & Lei Hu - 1490-1506 Option pricing under a Markov-modulated Merton jump-diffusion dividend
by Yuanchuang Shan & Haoran Yi & Xuekang Zhang & Huisheng Shu - 1507-1511 An insight into control charts using EWMA
by Muhammad Aslam - 1512-1532 An ordered approach on cumulative extropy measures for information analysis
by Jitto Jose & E. I. Abdul Sathar - 1533-1547 Colored Tobit Kalman filter
by Kostas Loumponias - 1548-1563 A proposal of new disnormality indexes
by Giovanni Girone & Antonella Massari & Francesco Campobasso & Angela Maria D’Uggento & Claudia Marin & Fabio Manca - 1564-1579 Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions
by Jianhua Lin & Xiaohu Li - 1580-1590 A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
by Buatikan Mirezi & Selahattin Kaçıranlar & Nimet Özbay - 1591-1613 The Modified-Half-Normal distribution: Properties and an efficient sampling scheme
by Jingchao Sun & Maiying Kong & Subhadip Pal - 1614-1633 Scalable and efficient inference via CPE
by Qin Yu & Yang Li & Yumeng Wang & Yachong Yang & Zemin Zheng - 1634-1651 Optimal calibrated weights while minimizing a variance function
by Shameem Alam & Sarjinder Singh & Javid Shabbir
February 2023, Volume 52, Issue 4
- 973-987 On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains
by Virtue U. Ekhosuehi - 988-1011 Exact convergence rate of the local limit theorem for a branching random walk in a time-dependent random environment on d-dimensional integer lattice
by Zhiqiang Gao & Xiaoyan Zhang - 1012-1038 Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
by Weihua Zhao & Xiaoyu Zhang & Kam Chuen Yuen & Rui Li & Heng Lian - 1039-1057 Availability and reliability analysis of a retrial system with warm standbys and second optional repair service
by Shan Gao - 1058-1075 Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data
by Bahareh Feizi & Ahmad Pourdarvish - 1076-1100 Joining strategies of noncooperative and cooperative in a single server retrial queue with N-policy and multiple server vacations
by Zhen Wang & Liwei Liu & Yiqiang Q. Zhao & Linhong Li & Wei Xu - 1101-1117 Contributions to the class of beta-generated distributions
by I. J. H. Visagie & D. J. de Waal & S. L. Makgai & A. Bekker - 1118-1135 Nonconcave penalized M-estimation for the least absolute relative errors model
by Ruiya Fan & Shuguang Zhang & Yaohua Wu - 1136-1154 On the extremes of the max-INAR(1) process for time series of counts
by Manuel G. Scotto & Sónia Gouveia - 1155-1177 Memory type ratio and product estimators under ranked-based sampling schemes
by Irfan Aslam & Muhammad Noor-ul-Amin & Muhammad Hanif & Prayas Sharma - 1178-1189 The numerical reconcilability of Bayesian measure and p-value in interval hypotheses is not possible in general
by Parisa Zolfaghari & Rahim Chinipardaz & Jafar Esmaily - 1190-1201 Consistency of the P–C estimator in non parametric regression model based on m-END errors
by Shuili Zhang & Tiantian Hou & Cong Qu - 1202-1216 Optimal preventive replacement last policy for a successive random works system with random lead time
by Chin-Chih Chang - 1217-1236 An IM-based efficient test for non inferiority of the odds ratio between two independent binomial proportions
by Zhining Wang & Hua Jin & Hezhi Lu - 1237-1250 On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
by Jiamin Shao & Zhongquan Tan - 1251-1272 Statistical inference of a partitioned linear random-effects model
by Ming Liu & Yongge Tian & Ruixia Yuan - 1273-1286 Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
by Dawei Lu & Yao Meng - 1287-1299 Penalized quantile regression for spatial panel data with fixed effects
by Yuanqing Zhang & Jiayuan Jiang & Yaqin Feng - 1300-1317 Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
by Xianbin Chen & Juliang Yin - 1318-1331 Estimation of finite population distribution function of sensitive variable
by Sanghamitra Pal & Purnima Shaw
February 2023, Volume 52, Issue 3
- 515-522 Quantum mutual entropy in terms of local quantum Bernoulli noises
by Qi Han & Yanan Han & Yaxin Kou & Ziqiang Lu - 523-542 Estimation of the Pareto and related distributions – A reference-intrinsic approach
by James Sharpe & Miguel A. Juárez - 543-566 Optimal dividend strategy for the dual model with surplus-dependent expense
by Shanshan Liu & Zhaoyang Liu & Guoxin Liu - 567-582 Robust Bayesian estimator in a normal model with uncertain hierarchical priors
by Guikai Hu & Xinhai Xiao - 583-601 Limit theorems for a class of integral functionals driven by fractional Brownian motion
by Xiaoyu Xia & Litan Yan - 602-622 On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions
by Sherzod M. Mirakhmedov - 623-642 A study on weighted dynamic survival and failure extropies
by E. I. Abdul Sathar & R. Dhanya Nair - 643-669 Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model
by Amarjit Kundu & Shovan Chowdhury & Narayanaswamy Balakrishnan - 670-683 Generalized linear models for ordered categorical data
by Sture Holm - 684-692 Dalenius and Vitale randomized response technique for complex survey designs
by Raghunath Arnab - 693-701 A class of small deviation theorems for Markov chains in bi-infinite random environment
by Chengjun Ding & Cong Liu & Qingpei Zang & Yannan Niu - 702-713 An issue about the efficacy for the time-to-event outcome based on accelerated failure time model with interaction of unrecognized heterogeneity and main effect
by Feng-shou Ko - 714-729 Strongly almost convergence in sequences of complex uncertain variables
by Jagannath Nath & Binod Chandra Tripathy & Piyali Debnath & Baby Bhattacharya - 730-750 Generalized weighted survival and failure entropies and their dynamic versions
by Siddhartha Chakraborty & Biswabrata Pradhan - 751-762 Tsallis eXtropy
by Yige Xue & Yong Deng - 763-787 Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis
by David R. Bickel - 788-805 Some new results on redundancy allocation in series systems
by Yinzhao Wei & Sanyang Liu & Xiaoliang Ling - 806-829 Smoothed average variance estimation for dimension reduction with functional data
by Mètolidji Moquilas Raymond Affossogbe & Guy Martial Nkiet & Carlos Ogouyandjou - 830-850 Goodness-of-fit test based on information criterion for interval censored data
by Fatemeh Omidi & Vahid Fakoor & Arezou Habibirad - 851-863 Cumulative residual entropy of equilibrium distribution of order n
by N. Unnikrishnan Nair & S. M. Sunoj & Rajesh G. - 864-885 A rank-based test for monotone trends in k-sample multivariate problems
by Taddesse Kassahun & Eshetu Wencheko & Arne C. Bathke - 886-895 Rate of convergence of the asymptotic normality of sample quantiles from a finite population
by Hitoshi Motoyama - 896-917 A class of location invariant estimators for heavy tailed distributions
by Lvyun Zhang & Shouquan Chen - 918-938 Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals
by Josemar Rodrigues & Yury R. Benites & Vicente G. Cancho & N. Balakrishnan & Adriano K. Suzuki - 939-955 Estimation and selection for spatial confounding regression models
by Hong-Ding Yang & Yung-Huei Chiou & Chun-Shu Chen - 956-971 Testing independence between discrete random variables
by Adriano Z. Zambom & Qing Wang
January 2023, Volume 52, Issue 2
- 1-11 Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics
by Haiqing Chen & Xu Zhao & Leilei Zhu & Weihu Cheng & Lu Xu - 273-282 A testing procedure in clinical trials with multiple binary endpoints
by Takuma Ishihara & Kouji Yamamoto - 283-293 Robust Bayesian approach to logistic regression modeling in small sample size utilizing a weakly informative student’s t prior distribution
by Kenneth Chukwuemeka Asanya & Mohamed Kharrat & Akaninyene Udo Udom & Emmanuel Torsen - 294-308 A refinement of the binomial distribution using the quantum binomial theorem
by Andrew V. Sills - 309-334 Bayesian estimation and prediction for certain type of mixtures
by Aziz LMoudden & Éric Marchand - 335-345 Cyclic structural causal model with unobserved confounder effect
by Mario Nagase & Yutaka Kano - 346-363 Statistical inference in EV linear model
by Chunxiu Zhang & Ping Yu & Xiaofeng Wang - 364-377 Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests
by Sanjay Kumar & Nand Kumar - 378-397 Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem
by Xuejun Shi - 398-408 KBER: A kernel bandwidth estimate using the Ricci curvature
by Abdelrahman Eid & Nicolas Wicker - 409-428 K-combined random fields: Basic properties and stochastic orderings
by Boming Chen & Fangfang Wang & Chunsheng Ma - 429-444 A method to estimate intra-cluster correlation for clustered categorical data
by Hrishikesh Chakraborty & Nicole Solomon & Kevin J Anstrom - 446-462 Integrating the EM algorithm with particle filter for image restoration with exponential dispersion noise
by Ibrahim Sadok & Afif Masmoudi & Mourad Zribi - 463-478 The extended two-type parameter estimator in linear regression model
by Amir Zeinal - 479-498 Robust estimation of Pareto-type tail index through an exponential regression model
by Richard Minkah & Tertius de Wet & Abhik Ghosh - 499-515 A mixture autoregressive model based on Student’s t–distribution
by Mika Meitz & Daniel Preve & Pentti Saikkonen
January 2023, Volume 52, Issue 1
- 1-18 Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
by Guangjun Shen & Zheng Tang & Jun Wang - 19-38 Uncertain logistic and Box-Cox regression analysis with maximum likelihood estimation
by Liang Fang & Yiping Hong & Zaiying Zhou & Wenhui Chen - 39-45 Discriminant analysis with mixed non normal variables
by George Chinanu Mbaeyi & Chijioke Joel Nweke - 46-64 Power for balanced linear mixed models with complex missing data processes
by Kevin P. Josey & Brandy M. Ringham & Anna E. Barón & Margaret Schenkman & Katherine A. Sauder & Keith E. Muller & Dana Dabelea & Deborah H. Glueck - 65-79 High-dimensional statistical inference via DATE
by Zemin Zheng & Lei Liu & Yang Li & Ni Zhao - 80-93 The skewness and kurtosis of the product of two normally distributed random variables
by Antonio Seijas-Macias & Amílcar Oliveira & Teresa A. Oliveira - 94-103 A note on randomized response technique for multiple sensitive attribute from complex surveys
by Raghunath Arnab - 104-120 On estimation of the PDF and the CDF of the one-parameter polynomial exponential family of distributions
by Indrani Mukherjee & Sudhansu S. Maiti & Vijay Vir Singh - 121-140 On comparison of two parallel systems having Log–Lindley distributed components
by Shovan Chowdhury & Amarjit Kundu & Surja Kanta Mishra - 141-155 An improved banded estimation for large covariance matrix
by Wenyu Yang & Xiaoning Kang - 156-169 Reliability of a system under a new mixed shock model
by Ali Doostmoradi & Mohammad Reza Akhoond & Mohammad Reza Zadkarami - 170-182 Stochastic comparisons of parallel systems with starting devices
by Ghobad Barmalzan & Sajad Kosari & Narayanaswamy Balakrishnan - 183-195 Stochastic comparisons of parallel systems with heterogeneous exponentiated half logistic-F components
by Marzieh Shekari & Zohreh Pakdaman & Hossein Zamani - 196-207 A new limit result in change point analysis
by Shrief Prince Atya & Abdalla Abdel-Ghaly & Rasha Ebaid - 208-226 Consistent model checking procedures for parametric regressions with missing response
by Yang Sun - 227-262 On ageing intensity function of some Weibull models
by Rajib Lochan Giri & Asok K. Nanda & Mahua Dasgupta & Satya Kr. Misra & Subarna Bhattacharjee
November 2022, Volume 53, Issue 8
- 2977-3004 Asymptotic properties of asymmetric kernel estimators for non-negative and censored data
by Sarah Ghettab & Zohra Guessoum
August 2022, Volume 53, Issue 6
- 1906-1941 Enhanced CUSUM and dual CUSUM mean charts
by Abdul Haq & Ehsana Anum Syed - 2043-2066 Evaluation and optimal designing of a two-level skip-lot sampling plan for resubmitted lots
by N. Murugeswari & P. Jeyadurga & S. Balamurali
August 2022, Volume 53, Issue 5
- 1700-1715 Compromised imputation based mean estimators using robust quantile regression
by Malik Muhammad Anas & Zhensheng Huang & Usman Shahzad & Tolga Zaman & Shabnam Shahzadi
May 2022, Volume 53, Issue 1
- 396-418 Goodness-of-fit graphical assessment for a broad family of unimodal distributions
by Pere Grima & José A. Sánchez-Espigares & Pedro Delicado
April 2022, Volume 53, Issue 1
- 419-445 A new bivariate autoregressive model driven by logistic regression
by Zheqi Wang & Dehui Wang & Jianhua Cheng
May 2022, Volume 52, Issue 24
- 8828-8843 D-optimal designs for mixture experiments with various correlation structures
by Chang Li & Chongqi Zhang
December 2022, Volume 51, Issue 24
- 8459-8475 Recursive kernel regression estimation under α – mixing data
by Yousri Slaoui - 8476-8498 Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors
by Mohadeseh Alsadat Farzammehr & Mohsen Mohammadzadeh & Mohammad Reza Zadkarami & Geoffrey J. McLachlan - 8499-8516 Comparing the extremes order statistics between two random variables sequences using transmuted distributions
by Luigi-Ionut Catana & Vasile Preda - 8517-8531 Zero-one inflated negative binomial - beta exponential distribution for count data with many zeros and ones
by Chanakarn Jornsatian & Winai Bodhisuwan - 8532-8552 Estimating proportions by group retesting with unequal group sizes at each stage
by Yusang Hu & S. D. Walter & Graham Hepworth - 8553-8578 On the Liu estimator in the beta and Kumaraswamy regression models: A comparative study
by Shima Pirmohammadi & Hamid Bidram - 8579-8597 Reliability model for dual constant-stress accelerated life test with Weibull distribution under Type-I censoring scheme
by Xuefeng Feng & Jiayin Tang & Qitao Tan & Zekai Yin - 8598-8616 Direct construction of three-level designs with less β-aberration
by Liangwei Qi & Yu Tang - 8617-8624 Summability approximation theorems of double random variables
by Rabia Savaş & Richard F. Patterson - 8625-8633 Exact solutions of the two-side exit time problems for the Vasicek model
by Jingmin He & Fangling Wu - 8634-8643 The Kolmogrov–Feller type weak law of large numbers for APND random variables
by H. R. Nili-Sani & M. Jafari - 8644-8656 Semi-parametric estimation of multinomial choice model with unobserved heterogeneity
by Changbiao Liu - 8657-8670 Dispersion and variability orders of mixture exponential distributions and their sample spacings, and some associated characterizations
by Ghobad Barmalzan & Ali Akbar Hosseinzadeh & Narayanaswamy Balakrishnan - 8671-8683 Strong law of large numbers under moment restrictions in sublinear expectation spaces
by Weihuan Huang & Panyu Wu - 8684-8693 Kernel estimation of entropy function under length-biased sampling
by G. Rajesh & S. M. Sunoj & Richu Rajesh - 8694-8704 Universal approximation on the hypersphere
by Tin Lok James Ng & Kwok-Kun Kwong - 8705-8727 Optimal excess-of-loss reinsurance and investment with stochastic factor process
by Xiaoyu Kong & Yuhua Lü - 8728-8740 The optimal wavelet estimation for biased density
by Junlian Xu - 8741-8753 Estimation of stigmatized population total: A new additive quantitative randomized response model
by Zawar Hussain & Sidra Shakeel & Salman A. Cheema - 8754-8775 A robustness evaluation of Bayesian tests for longitudinal data
by Lukas Arnroth & Rauf Ahmad - 8776-8785 Uncertain threshold autoregressive model with imprecise observations
by Han Tang - 8786-8798 On deferred statistical boundedness of order α
by Mikail Et & Vinod K. Bhardwaj & Sandeep Gupta - 8799-8821 Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model
by Hao Chang & Xueyan Li & Xingjiang Chen - 8822-8839 Some useful classes of minimal weakly balanced neighbor designs in circular blocks of two different sizes
by Muhammad Rasheed & Khadija Noreen & Rashid Ahmed & M. H. Tahir & Farrukh Jamal
October 2022, Volume 51, Issue 23
- 8075-8092 The Cox-Aalen model for doubly censored data
by Pao-sheng Shen - 8093-8109 Asymptotics for semi-strong augmented GARCH(1,1) model
by Oesook Lee & Jooyoung Kim - 8110-8129 The extended slash distribution of the sum of two independent logistic random variables
by Jose Maria del Castillo - 8130-8148 System reliability of the functions using Pareto-Rayleigh distribution
by Shakila Bashir & Ahmad Mahmood Qureshi & Noor Waseem - 8149-8172 Statistical inference for bathtub-shaped distribution based on generalized progressive hybrid censored data
by Shuhan Liu & Wenhao Gui - 8173-8185 Multi server queuing system with crashes and alternative repair strategies
by Mamatha Elliriki & C. S. Reddy & Krishna Anand & S. Saritha - 8186-8204 Standardized lifetime-capability and warranty-return-rate-based suppliers qualification and selection with accelerated Weibull-life type II testing data
by Ming-Hung Shu & Chien-Wei Wu & Bi-Min Hsu & To-Cheng Wang - 8205-8224 Scalable inference for high-dimensional precision matrix
by Zemin Zheng & Yue Wang & Yugang Yu & Yang Li - 8225-8245 Estimation of the drift of a Gaussian process under balanced loss function
by Jabrane Moustaaid & Idir Ouassou - 8246-8263 A note on regression kink model
by Yi Li & Zongyi Hu & Jiaqi Liu & Jingjing Deng - 8264-8282 Testing the fit of relational models
by Anna Klimova & Tamás Rudas - 8283-8295 Model averages sharpened into Occam’s razors: Deep learning enhanced by Rényi entropy
by David R. Bickel - 8296-8309 Pricing double-barrier option with processes depending on various states of the economy
by Tianqi Zhang & Bingqing Li - 8310-8327 An intermediate muth distribution with increasing failure rate
by Pedro Jodrá & Mohd Arshad - 8328-8348 Distributed estimation and its fast algorithm for change-point in location models
by Ping Cao & Zhiming Xia - 8349-8370 Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression
by Takamitsu Kurita - 8371-8390 Parametric Lorenz curves based on the beta system of distributions
by Emilio Gómez–Déniz & José María Sarabia & Vanesa Jordá - 8391-8405 A non-uniform bound on binomial approximation with w-functions
by K. Teerapabolarn - 8406-8426 On non-parametric density estimation on linear and non-linear manifolds using generalized Radon transforms
by James Webber & Erika Hussey & Eric Miller & Shuchin Aeron - 8427-8445 Factorwise variance dispersion graphs
by John J. Borkowski & Wanida Limmun & Boonorm Chomtee - 8446-8457 Computing Birnbaum and Barlow-Proschan importance measures using system signature
by Femin Yalcin & Ceki Franko
November 2022, Volume 51, Issue 21
- 7305-7321 Further improvements on unrelated characteristic models in randomized response techniques
by Purnima Shaw & Arijit Chaudhuri - 7322-7339 A clustering method combining multiple range tests and K-means
by T. J. Devika & J. Ravichandran - 7340-7353 A pliant parametric detection model for line transect data sampling
by Hassan S. Bakouch & Christophe Chesneau & Rawda I. Abdullah - 7354-7389 Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models
by Naiqi Liu & Kunyang Song & Yuping Song & Xiaochen Wang - 7390-7412 Modified EWMA and DEWMA control charts for process monitoring
by Vasileios Alevizakos & Kashinath Chatterjee & Christos Koukouvinos - 7413-7432 Market price of risk estimation: Does distribution matter?
by Panayiotis Theodossiou & Christos Savva - 7433-7451 Pólya urn models in the presence of additional information
by Babak Jamshidi & Parisa Torkaman & Azad Sheikhi - 7452-7464 Uniform moment bounds for the standard estimators in the Cox proportional hazard model
by Cécile Durot & Eni Musta - 7465-7475 A note on the weak law of large numbers for weighted negatively superadditive dependent random variables
by Habib Naderi & Fakhreddine Boukhari & Przemysław Matuła - 7476-7495 Hypothesis testing for high-dimensional multivariate regression with false discovery rate control
by Yunlong Zhu - 7496-7527 Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer
by Danping Li & Ximin Rong & Yajie Wang & Hui Zhao - 7528-7546 Inference in a probit model for affiliation networks
by Qian Wang & Chen Zhao & Jing Luo - 7547-7560 Optimization and analysis of a tandem queueing system with parallel channel at second station
by Murat Sagir & Vedat Saglam - 7561-7574 A note on estimation of a shape parameter in a Pareto distribution
by Mashu Yabuno & Hidekazu Tanaka - 7575-7606 Asymptotic properties of LS estimator in nonlinear functional EV models
by Yu Miao & Yuhang Zhen - 7607-7630 Hybrid synthetic and group runs charts using alternating the charting statistic to monitor the mean vector of a multivariate process
by Gadre Mukund Parasharam & Nisha Padappa - 7631-7651 Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
by Georgios Psarrakos - 7652-7664 Complete moment convergence for the linear processes with random coefficients generated by a class of random variables
by Zhiqiang Tang & Yong Zhang - 7665-7682 Assessing the percent rotatability of the central composite designs
by Emmanuel Uchenna Ohaegbulem & Polycarp E. Chigbu - 7683-7690 Multiplicative controlled branching process with immigration
by Mukund Ramtirthkar & Mohan Kale
October 2022, Volume 51, Issue 20
- 6919-6934 Computing the effect of measurement errors on the use of auxiliary information under systematic sampling
by Neha Singh & Gajendra K. Vishwakarma - 6935-6946 On Gaver’s parallel system supervised by a safety unit: The global recovery time
by Edmond J. Vanderperre & Stanislav S. Makhanov