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Content
January 2023, Volume 52, Issue 1
- 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 - 6947-6962 Strong law of large numbers for functionals of random fields with unboundedly increasing covariances
by Illia Donhauzer & Andriy Olenko & Andrei Volodin - 6963-6977 On the asymptotic distribution of Matusita's overlapping measure
by M. T. Alodat & Moh’d Al Fayez & Omer Eidous - 6978-6989 A useful variance decomposition for destructive Waring regression cure model with an application to HIV data
by Jonathan K. J. Vasquez & Josemar Rodrigues & N. Balakrishnan - 6990-7005 Generalized multiple dependent state sampling plans for coefficient of variation
by Gadde Srinivasa Rao & Muhammad Aslam & Rehan Ahmad Khan Sherwani & Muhammad Ahmed Shehzad & Chi-Hyuck Jun - 7006-7020 Dual response surface optimization using a process “capability” index
by Michael Bendersky & Noam Barak & Yisrael Parmet - 7021-7037 A repairable multi-state system with a general α-series process and an order-replacement policy
by Kai Zuo & Mei Xiao - 7038-7055 Estimation and prediction based on record statistics in the presence of an outlier
by Bahareh Khatib Astaneh & Jafar Ahmadi - 7056-7072 Strong consistency of the nonparametric local linear regression estimation under censorship model
by Feriel Bouhadjera & Elias Ould Saïd & Mohamed Riad Remita - 7073-7087 Identifiability and estimation of two-sample data with nonignorable missing response
by Lei Wang - 7088-7100 Statistical convergence of complex uncertain triple sequence
by Birojit Das & Binod Chandra Tripathy & Piyali Debnath & Baby Bhattacharya - 7101-7119 Change point estimation in regression model with response missing at random
by Hong-Bing Zhou & Han-Ying Liang - 7120-7135 On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables
by Liwang Ding & Ping Chen - 7136-7147 Almost sure central limit theorems for the maxima of Gaussian functions
by Wenyi Song & Jiamin Shao & Zhongquan Tan - 7148-7171 A stratified estimation of a sensitive attribute by using negative binomial and negative hypergeometric distribution as randomization devices
by Gi-Sung Lee & Ki-Hak Hong & Chang-Kyoon Son - 7172-7192 Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency
by M. Benallou & M. K. Attouch & T. Benchikh & O. Fetitah - 7193-7207 Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series
by Rida Benhaddou - 7208-7224 Model selection for time series with nonlinear trend
by R. Alraddadi & Q. Shao - 7225-7242 Effects of missing observations on predictive capability of augmented Box-Behnken designs
by Fareeha Rashid & Atif Akbar & Hafiz Muhammad Arshad - 7243-7263 Joint modeling of longitudinal count and time-to-event data with excess zero using accelerated failure time model: an application with CD4 cell counts
by Mojtaba Zeinali Najafabadi & Ehsan Bahrami Samani & Mojtaba Ganjali - 7264-7283 Functional data clustering using principal curve methods
by Ruhao Wu & Bo Wang & Aiping Xu - 7284-7296 Testing equality of the regression coefficients in panel data models
by Asghar Esmaeli-Ayan & Ahad Malekzadeh & Farshin Hormozinejad - 7297-7304 Generalized convolution product of an infinitely divisible distribution and a Bernoulli distribution
by Ben Salah Nahla
October 2022, Volume 51, Issue 19
- 6535-6558 Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk
by Yongtao Zhang & Hui Zhao & Ximin Rong & Kai Han - 6559-6572 Moderating probability distributions for unrepresented uncertainty: Application to sentiment analysis via deep learning
by David R. Bickel - 6573-6584 Some classes of circular balanced RMDs and their conversion into circular strongly and nearly strongly balanced RMDs
by Zahid Bashir & Rashid Ahmed & Jigneshkumar Gondaliya & Kashif Rasheed - 6585-6600 Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks
by Lei Qiao & Dong Han - 6601-6625 Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology
by Oscar Björnham & Niklas Brännström & Leif Persson - 6626-6652 A stratified three-stage randomized response model for estimation of rare sensitive parameter under Poisson approximation
by Garib Nath Singh & Chandraketu Singh - 6653-6666 The issue about sample size for survival analysis considering the interaction of unrecognized heterogeneity and treatment
by Feng-shou Ko - 6667-6682 Comparison of Bayesian nonparametric density estimation methods
by Adel Bedoui & Ori Rosen - 6683-6700 Inference on volatility curve at high frequencies via functional data analysis
by Fan Wu & Guan-jun Wang & Xin-bing Kong - 6701-6718 A nonparametric estimation for infectious diseases with latent period
by Wensheng Wang & Hui Zhou & Anwei Zhu - 6719-6740 Hermite-Hadamard type integral inequalities for multidimensional general h-harmonic preinvex stochastic processes
by Nidhi Sharma & Rohan Mishra & Abdelouahed Hamdi - 6741-6759 Likelihood ratio ordering for parallel systems with exponential components
by Jiantian Wang & Bin Cheng - 6760-6765 Objective Bayesian approach to the Jeffreys-Lindley paradox
by Andrew Fowlie - 6766-6776 On (λ,f)-statistical boundedness of order α
by Fatih Temizsu & Mikail Et & Muhammed Çinar & Hacer Şengül Kandemir - 6777-6791 Estimating the scale parameter of an exponential distribution under progressive type II censoring
by Yogesh Mani Tripathi & Constantinos Petropoulos & Amulya Kumar Mahto - 6792-6817 ELS algorithm for estimating open source software reliability with masked data considering both fault detection and correction processes
by Jianfeng Yang & Ming Zhao & Jing Chen - 6818-6833 Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
by Olena Dehtiar & Yuliya Mishura & Kostiantyn Ralchenko - 6834-6862 Unified and non-recursive formulas for moments of the normal distribution with stripe truncation
by Haruhiko Ogasawara - 6863-6882 Effect of measurement error on joint monitoring of process mean and coefficient of variation
by Afshan Riaz & Muhammad Noor-ul-Amin & Eralp Dogu - 6883-6908 On the bias and variance of odds ratio, relative risk and false discovery proportion
by Guodong Pang & Demissie Alemayehu & Victor de la Peña & Michael J. Klass - 6909-6918 Insensitivity of Nadaraya–Watson estimators to design correlation
by Yuliana Linke & Igor Borisov
September 2022, Volume 51, Issue 18
- 6151-6165 A satisficing policy of the secretary problem: theory and simulation
by Xinlin Wu & Haixiong Li - 6166-6181 Stability of sampling proposals for reducible diffusions over large time intervals
by David Suda - 6182-6196 Assessing the accuracy of individual link with varying block sizes and cutoff values using MaCSim approach
by Shovanur Haque & Kerrie Mengersen - 6197-6217 Bayesian inference for merged panel autoregressive model
by Jitendra Kumar & Varun Agiwal - 6218-6226 On a Feller–Jajte strong law of large numbers
by Fakhreddine Boukhari - 6227-6249 Convergence of trinomial formula for European option pricing
by Yuttana Ratibenyakool & Kritsana Neammanee - 6250-6267 On weighted extropies
by Narayanaswamy Balakrishnan & Francesco Buono & Maria Longobardi - 6268-6295 Optimal insurance design under Vajda condition and exclusion clauses
by Yanhong Chen & Yijun Hu - 6296-6318 A new generalized regression estimator and variance estimation for unequal probability sampling without replacement for missing data
by Nuanpan Lawson & Pachitjanut Siripanich - 6319-6333 A double-sequential sampling scheme
by Jun Hu - 6334-6366 Statistical inference for the partially linear single-index model of panel data with serially correlated error structure
by Gui Linlin & Liu Yang - 6367-6384 Portfolio optimization based on generalized information theoretic measures
by Luckshay Batra & H. C. Taneja - 6385-6395 Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
by Masoud Amiri & Jan Dhaene & Muhyiddin Izadi & Baha-Eldin Khaledi - 6396-6422 A constrained marginal zero-inflated binomial regression model
by Essoham Ali & Aliou Diop & Jean-François Dupuy - 6423-6434 Test for high dimensional partially linear models
by Xiangyong Tan - 6435-6446 Non parametric bias reduction of diffusion coefficient in integrated diffusion processes
by Mingtian Tang & Yunyan Wang & Qingqing Zhan - 6447-6460 Varentropy of order statistics and some stochastic comparisons
by S. Maadani & G. R. Mohtashami Borzadaran & A. H. Rezaei Roknabadi - 6461-6475 A single server queuing system with correlated reneging and feedback of served customers
by Bhavneet Singh Soodan & Rakesh Kumar - 6476-6501 A δ-shock model for reengineering of a repairable supply chain using quasi renewal process
by Y. Sarada & S. Sangeetha - 6502-6514 Modeling sums of exchangeable binary variables
by Ryan Elmore - 6515-6528 A Berry-Esseen theorem for sample quantiles under association
by Lahcen Douge - 6529-6534 Characterization of probability measures by linear functions of Q-independent random variables defined on a homogeneous Markov chain
by B. L. S. Prakasa Rao
September 2022, Volume 51, Issue 17
- 5763-5805 Assessing the effect of E-Bayesian inference for Poisson inverse exponential distribution parameters under different loss functions and its application
by Anurag Pathak & Manoj Kumar & Sanjay Kumar Singh & Umesh Singh - 5806-5825 Monitoring number of non-conforming items based on multiple dependent state repetitive sampling under truncated life tests
by Muhammad Aslam & S. Balamurali & P. Jeyadurga & Muhammad Ali Raza - 5826-5849 Kernel based method for the k-sample problem with functional data
by Armando S. K. Balogoun & Guy M. Nkiet & Carlos Ogouyandjou - 5850-5872 Some properties of the failure rate function for mixtures of Erlang distributions
by George Tzavelas & Christina Koutropoulou & Konstadinos Politis - 5873-5888 Asymptotic analysis of singular likelihood ratio of normal mixture by Bayesian learning theory for testing homogeneity
by Natsuki Kariya & Sumio Watanabe - 5889-5912 Deconvolution of ℙ(X
by Cao Xuan Phuong & Le Thi Hong Thuy - 5913-5936 Poisson-Gamma mixture processes and applications to premium calculation
by Shujin Wu - 5937-5956 A scalable approximate Bayesian inference for high-dimensional Gaussian processes
by Anis Fradi & Chafik Samir & François Bachoc - 5957-5970 Penalized Lq-likelihood estimators and variable selection in linear regression models
by Hongchang Hu & Zhen Zeng - 5971-5992 Penalized estimation in finite mixture of ultra-high dimensional regression models
by Shiyi Tang & Jiali Zheng - 5993-6007 Optimal investment strategy for a family with a random household expenditure under the CEV model
by Danping Li & Xiaotao Liu & Hailong Liu - 6008-6020 Bayesian non-homogeneous cumulative probability models for ordinal data from designed experiments
by I-Tang Yu - 6021-6031 Exact inference for the parameters of absolutely continuous trivariate exponential location–scale model
by Roshini George & S. Thobias - 6032-6048 Joint monitoring of mean and variance under double ranked set sampling using likelihood ratio test statistic
by Farah Arif & Muhammad Noor-ul-Amin & Muhammad Hanif - 6049-6063 On retrial queue with customer balking and feedback subject to server breakdowns
by Jau-Chuan Ke & Tzu-Hsin Liu & Siping Su & Zhe-George Zhang - 6064-6077 Adaptive test for periodicity in restrictive EXPAR(p) models
by A. Yousfi & M. Merzougui - 6078-6090 Projection pursuit emulation for many-input computer experiments
by Yunfei Wei & Daijun Chen & Shifeng Xiong - 6091-6108 Weighted extropies and past extropy of order statistics and k-record values
by Shilpa Bansal & Nitin Gupta - 6109-6126 Clustering condition-based maintenance for manufacturing systems with both perfect and imperfect maintenance actions
by Shakiba Bazeli & Mohammad Saber Fallahnezhad & Ahmad Sadegheih & Hasan Hosseini Nasab - 6127-6143 On improved accelerated sequential estimation of the mean of an inverse Gaussian distribution
by Neeraj Joshi & Sudeep R. Bapat - 6144-6149 A note on the properties of estimators in missing data analysis
by Tadayoshi Fushiki
August 2022, Volume 51, Issue 16
- 5383-5411 Adaptive MEWMA charts for univariate and multivariate simple linear profiles
by Abdul Haq - 5412-5427 A graphic and tabular variable deduction method in logistic regression
by Guoping Zeng - 5428-5445 Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model
by Jing Zhao & Shenghong Li - 5446-5454 Linear prediction of sums of sequential minima
by Valery Borisovich Nevzorov & Valeriia Savinova & Alexei Stepanov - 5455-5460 Strong laws of large numbers for pairwise PQD random variables: a necessary condition
by João Lita da Silva - 5461-5487 Asymmetric influence measure for high dimensional regression
by Amadou Barry & Nikhil Bhagwat & Bratislav Misic & Jean-Baptiste Poline & Celia M. T. Greenwood - 5488-5504 Concomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distribution
by M. A. Alawady & H. M. Barakat & Shengwu Xiong & M. A. Abd Elgawad - 5505-5533 Bayes analysis of abridged age specific fertility pattern using parametric models
by Rahul Kumar Mishra & Satyanshu K. Upadhyay - 5534-5548 Sample size and performance estimation for biomarker combinations based on pilot studies with small sample sizes
by Amani Al-Mekhlafi & Tobias Becker & Frank Klawonn - 5549-5565 Mean targeting estimation for integer-valued time series with application to change point test
by Minyoung Jo & Sangyeol Lee - 5566-5589 Bayesian singular value regularization via a cumulative shrinkage process
by Masahiro Tanaka - 5590-5606 The generalized Pearson family of distributions and explicit representation of the associated density functions
by Serge B. Provost & Hossein Zareamoghaddam & S. Ejaz Ahmed & Hyung-Tae Ha - 5607-5637 A distribution-free tracking interval for model selection: application in the strength of brittle materials
by Abdolreza Sayyareh & Saba Sayyareh - 5638-5652 The Poisson-stopped Hurwitz–Lerch zeta distribution
by Kian Wah Liew & Seng Huat Ong & Kian Kok Toh - 5653-5680 Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion
by Yijun Wang & Yingchun Deng & Ya Huang & Jieming Zhou & Xuyan Xiang - 5681-5691 How to analyze change in perception from paired Q-sorts
by Noori Akhtar-Danesh & Stephen C. Wingreen - 5692-5713 Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean
by Habiba Khatun & Manas Ranjan Tripathy & Nabendu Pal - 5714-5727 On seemingly unrelated regressions with uniform correlation error
by Tian He & Lichun Wang - 5728-5749 Optimal dividends and reinsurance with capital injection under thinning dependence
by Mi Chen & Ming Zhou & Haiyan Liu & Kam Chuen Yuen - 5750-5761 The alternative distribution of the non parametric extended median test CUSUM chart for multiple stream processes
by Austin R. Brown
June 2022, Volume 51, Issue 15
- 5003-5011 A note on the stochastic precedence order between component redundancy and system redundancy for k-out-of-n systems
by Mithu Rani Kuiti & Nil Kamal Hazra & Maxim Finkelstein - 5012-5024 On efficient median-based linear regression estimator for population mean
by Umar Kabir Abdullahi & Fidelis Ifeanyi Ugwuowo - 5025-5047 On negative cumulative extropy with applications
by Saeid Tahmasebi & Abdolsaeed Toomaj - 5048-5063 Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model
by Jing Li & Wenguang Yu & Chaolin Liu - 5064-5084 Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series
by Oh Kang Kwon - 5085-5111 Objective bayesian inference for quantile ratios in normal models
by Sang Gil Kang & Woo Dong Lee & Yongku Kim