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Content
October 2022, Volume 51, Issue 20
- 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 - 5112-5123 A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps
by Jianping Lyu & Yong Ma & Wei Sun - 5124-5145 Valuation of mortgage pass-through securities with partial prepayment risk
by Congjin Zhou & Guojing Wang & Liang Liu & Jie Guo - 5146-5161 A multiple regression imputation method with application to sensitivity analysis under intermittent missingness
by Rolando Uranga & Geert Molenberghs & Sira Allende - 5162-5186 On the robust regression for a censored response data in the single functional index model
by M’hamed Ezzahrioui & Elias Ould Saïd - 5187-5203 Classification by fiducial predictive density functions
by Yuqi Long & Xingzhong Xu - 5204-5225 High-dimensional dynamic systems identification with additional constraints
by Junlin Li - 5226-5240 On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization
by Shawn Carl Liebenberg & Joseph Ngatchou-Wandji & James Samuel Allison - 5241-5257 On a discrete interaction risk model with delayed claims and randomized dividends
by Juan Liu & Ya Huang & Xuyan Xiang & Jieming Zhou - 5258-5264 A note on the Helmert transformation
by Reza Farhadian & Brenton R. Clarke - 5265-5283 A framework for information synthesis into sentiment indicators using text mining methods
by Roberto Casarin & Jorge E. Camargo & German Molina & Enrique ter Horst - 5284-5297 An EM algorithm for analyzing right-censored survival data under the semiparametric proportional odds model
by Lu Wang & Lianming Wang - 5298-5309 On linear prediction for stationary random fields with nonsymmetrical half-plane past
by Ouerdia Arezki & Abdelghani Hamaz - 5310-5317 Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors
by Azadeh Kiapour - 5318-5329 On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution
by Xiaoxiao Hu & Xiaohu Li - 5330-5341 Bayesian inference with uncertain data of imprecise observations
by Kai Yao - 5342-5363 Least squares estimator for a class of subdiffusion processes
by Huiyan Zhao & Chongqi Zhang & Yu Guo & Sheng Lin - 5364-5368 A pioneering study on discrete cosine transform
by Hiroshi Yamada - 5369-5381 Nonlinear least squares estimation of the periodic EXPAR(1) model
by S. Becila & M. Merzougui
July 2022, Volume 51, Issue 14
- 4617-4637 Variable sampling interval EWMA chart for multivariate coefficient of variation
by Heba N. Ayyoub & Michael B. C. Khoo & Sajal Saha & Ming Ha Lee - 4638-4652 On the behavior of the high order stop-loss transform for convolutions with some applications
by Idir Arab & Milto Hadjikyriakou & Paulo Eduardo Oliveira - 4653-4666 Estimation of population variance in successive sampling in presence and absence of measurement error
by Pitambar Das & Garib Nath Singh & Arnab Bandyopadhyay - 4667-4691 Some new results on likelihood ratio ordering and aging properties of generalized order statistics
by Maryam Esna-Ashari & Mahdi Alimohammadi & Erhard Cramer - 4692-4711 Neyman-Scott process with skew-normal clusters
by Nader Najari & Mohammad Q. Vahidi Asl & Abdollah Jalilian - 4712-4738 Stochastic comparisons of parallel systems with generalized Kumaraswamy-G components
by Suchandan Kayal & Phalguni Nanda - 4739-4756 Post-selection inference of generalized linear models based on the lasso and the elastic net
by Xiang-yu Shi & Bo Liang & Qi Zhang - 4757-4780 Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon
by Yongxia Zhao & Hua Dong & Wei Zhong - 4781-4806 Usual stochastic and reversed hazard orders of parallel systems with independent heterogeneous components
by Ghobad Barmalzan & Sajad Kosari & Narayanaswamy Balakrishnan - 4807-4826 On a non-monotonic ageing class based on the failure rate average
by Dhrubasish Bhattacharyya & Shyamal Ghosh & Murari Mitra - 4827-4840 Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data
by Hong-Xia Xu & Guo-Liang Fan & Jiang-Feng Wang - 4841-4853 Asymptotic properties of lower exponential spacings under Type-II progressive censoring
by Alexandre Berred & Alexei Stepanov - 4854-4876 Multivariate q-Pólya and inverse q-Pólya distributions
by Charalambos A. Charalambides - 4877-4889 Bayesian inference in quantile functions
by N. Unnikrishnan Nair & P. G. Sankaran & M. Dileepkumar - 4890-4902 Software reliability modeling based on NHPP for error occurrence in each fault with periodic debugging schedule
by Sudipta Das & Damitri Kundu & Anup Dewanji - 4903-4920 Monitoring the process mean with an ATTRIVAR chart
by Antonio Fernando Branco Costa & Antonio Faria Neto - 4921-4939 Bayesian prior information fusion for power law process via evidence theory
by Jun-Ming Hu & Hong-Zhong Huang & Yan-Feng Li & Hui-Ying Gao - 4940-4956 Confidence intervals with maximal average power
by Christian Bartels & Johanna Mielke & Ekkehard Glimm - 4957-4972 On some counter examples of the bivariate and multivariate normal distributions: A brief survey
by Indranil Ghosh & G.G. Hamedani - 4973-4990 Empirical likelihood based inference for varying coefficient panel data models with fixed effect
by Wanbin Li & Liugen Xue & Peixin Zhao - 4991-5002 Tail behavior and extremes of the beta-normal distribution
by Yingying Jiang & Baokun Li
June 2022, Volume 51, Issue 13
- 4235-4251 A new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processes
by Ji Hwan Cha & F. G. Badía - 4252-4275 Reweighting estimators for the transformation models with length-biased sampling data and missing covariates
by Zhiping Qiu & Huijuan Ma & Jianhua Shi - 4276-4295 Stochastic comparisons and ageing properties of RLRT (ITRT) based on variance residual life
by Arijit Patra & Chanchal Kundu - 4296-4312 Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements
by Qian Zhao & Jiaqin Wei - 4313-4329 First-order integer-valued autoregressive process with Markov-switching coefficients
by Feilong Lu & Dehui Wang - 4330-4357 Stationary queue and server content distribution of a batch-size-dependent service queue with batch Markovian arrival process: BMAP/Gn(a,b)/1
by S. Pradhan & U. C. Gupta - 4358-4369 An extension of entropy power inequality for dependent random variables
by Fatemeh Asgari & Mohammad Hossein Alamatsaz - 4370-4394 A new Liu-type estimator in binary logistic regression models
by Esra Ertan & Kadri Ulaş Akay - 4395-4416 Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
by Fikri Akdeniz & Mahdi Roozbeh & Esra Akdeniz & Naushad Mamode Khan - 4417-4433 Optimal designing of multiple deferred (dependent) state repetitive group sampling plan for variables inspection
by P. Jeyadurga & S. Balamurali - 4434-4450 On construction of equireplicated constant block-sum designs
by Ravindra Khattree - 4451-4463 A robust high dimensional estimation of a finite mixture of the generalized linear model
by Azam Sabbaghi & Farzad Eskandari - 4464-4475 Two-component generalized bent-cable models
by Getachew A. Dagne - 4476-4486 A new method for multi-sample high-dimensional covariance matrices test based on permutation
by Wei Yu - 4487-4499 Does how long observing correlate with upper record value? Fukushima nuclear disaster’s radiation levels are illustrated
by Ramalingam Shanmugam - 4500-4508 Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators
by Janusz Gajda - 4509-4514 Some new resolvable group divisible designs
by Shyam Saurabh & Kishore Sinha - 4515-4536 Partial functional linear regression with autoregressive errors
by Piaoxuan Xiao & Guochang Wang - 4537-4558 A new class of symmetric distributions including the elliptically symmetric logistic
by Chuancun Yin & Yeshunying Wang & Xiuyan Sha - 4559-4588 Run sum control chart for monitoring the ratio of population means of a bivariate normal distribution
by Sani Salihu Abubakar & Michael B. C. Khoo & Sajal Saha & Wei Lin Teoh - 4589-4601 Anisotropic functional deconvolution for the irregular design: A minimax study
by Rida Benhaddou - 4602-4616 GEE-based Bell model for longitudinal count outcomes
by Hatice Tul Kubra Akdur
May 2022, Volume 51, Issue 12
- 3847-3863 Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables
by Bing Meng & Dingcheng Wang & Qunying Wu - 3864-3885 Estimation in single-index varying-coefficient panel data model
by Tonghui Wang & Liming Wang & Xian Zhou - 3886-3933 Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
by Salim Bouzebda & Sultana Didi - 3934-3959 Stage life testing with random stage changing times
by Benjamin Laumen & Erhard Cramer - 3960-3984 Hybrid exponentially weighted moving average control chart using Bayesian approach
by Surria Noor & Muhammad Noor-ul-Amin & Muhammad Mohsin & Azaz Ahmed - 3985-4005 Auxiliary information based maximum EWMA and DEWMA charts with variable sampling intervals for process mean and variance
by Abdul Haq & Shareen Akhtar - 4006-4028 Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
by Daniel Gaigall - 4029-4041 Prediction under an adaptive progressive type-II censoring scheme for Burr Type-XII distribution
by Saieed F. Ateya & M. M. Amein & Heba S. Mohammed - 4042-4054 Exponential convergence rates for the kernel bivariate distribution function estimator under NSD assumption with application to hydrology data
by A. Kheyri & M. Amini & H. Jabbari & A. Bozorgnia & A. Volodin - 4055-4071 Bayesian estimation of ridge parameter under different loss functions
by Muhammad Amin & Muhammad Nauman Akram & Qasim Ramzan - 4072-4096 Hierarchical mixture-of-experts models for count variables with excessive zeros
by Myung Hyun Park & Joseph H. T. Kim - 4097-4118 Discrete convolution statistic for hypothesis testing
by Giulio Prevedello & Ken R. Duffy - 4119-4132 The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims
by Fengyang Cheng & Hui Xu - 4133-4150 The shape of partial correlation matrices
by Richard Artner & Paul P. Wellingerhof & Ginette Lafit & Tim Loossens & Wolf Vanpaemel & Francis Tuerlinckx - 4151-4161 Cumulative residual entropy applied to testing uniformity
by Hadi Alizadeh Noughabi - 4162-4178 Errors due to departure from independence in exponential series system
by Asok K. Nanda & Sanjib Gayen & Shovan Chowdhury - 4179-4195 Fiducial confidence intervals for proportions in finite populations: One- and two-sample problems
by Shanshan Lv & K. Krishnamoorthy - 4196-4209 The k nearest neighbors smoothing of the relative-error regression with functional regressor
by Ibrahim M. Almanjahie & Khlood A. Aissiri & Ali Laksaci & Zouaoui Chikr Elmezouar - 4210-4220 Quantum entropy in terms of local quantum Bernoulli noises and related properties
by Qi Han & Zhihe Chen & Ziqiang Lu - 4221-4234 Improved test for the scale parameter of the power-law process with incomplete failure data
by J. Chumnaul & M. Sepehrifar
June 2022, Volume 51, Issue 11
- 3463-3479 Asymptotics in a probit model for directed networks
by Qian Wang & Qiuping Wang & Jing Luo - 3480-3507 The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution
by Julio C. S. Vasconcelos & Gauss M. Cordeiro & Edwin M. M. Ortega & Marco A. M. Biaggioni - 3508-3520 An improved general class of estimators for finite population mean in simple random sampling
by Javid Shabbir & Sat Gupta & Saadia Masood - 3521-3541 Variance reduction approach for the volatility over a finite-time horizon
by Yuping Song & Zheng Sun & Qicheng Zhao & Youyou Chen - 3542-3555 Holt–Winters model with grey generating operator and its application
by Lianyi Liu & Lifeng Wu