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June 2022, Volume 51, Issue 11
- 3556-3572 Simultaneous confidence band for the difference of regression functions of two samples
by Jiakun Jiang & Li Cai & Lijian Yang - 3573-3595 Complete moment convergence for m-END random variables with application to non-parametric regression models
by Nan Cheng & Xiaoqin Li & Minghui Wang & Xuejun Wang & Mengmei Xi - 3596-3611 Pliable lasso for the multinomial logistic regression
by Theophilus Quachie Asenso & Hai Zhang & Yong Liang - 3612-3628 Income modeling with the Weibull mixtures
by Shaiful Anuar Abu Bakar & Dharini Pathmanathan - 3629-3644 Some finite sample results for a system of seemingly unrelated regression equations
by Jinshan Liu & Qiang Xia - 3645-3668 Beta rank function: A smooth double-Pareto-like distribution
by Oscar Fontanelli & Pedro Miramontes & Ricardo Mansilla & Germinal Cocho & Wentian Li - 3669-3693 On best linear and Bayesian linear predictor in calibration
by Faqir Muhammad & Muhammad Riaz & Hassan Dawood & Hussain Dawood - 3694-3704 Stochastic monotonicity of a distribution family associated with matrix projections and its application
by Xiaomi Hu & Yufei Wang - 3705-3712 A new example for a proper scoring rule
by Mátyás Barczy - 3713-3738 Variable selection for longitudinal varying coefficient errors-in-variables models
by Mingtao Zhao & Yuzhao Gao & Yuehua Cui - 3739-3760 Extended analysis and computationally efficient results for the GI/Ma,b/1 queueing system
by S. K. Samanta & B. Bank - 3761-3786 Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
by Haojie Jing & Jiangyan Peng & Zhiquan Jiang & Qian Bao - 3787-3798 Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment
by Conghua Cheng - 3799-3805 On a property of a non–local moment prior
by Stephen G. Walker - 3806-3835 Normal distribution with plasticizing component
by Piotr Sulewski - 3836-3846 Comparison of diagnostic likelihood ratios of two binary tests with case-control clustered data
by Yougui Wu
May 2022, Volume 51, Issue 10
- 3077-3103 Statistical inference of Type-I progressively censored step-stress accelerated life test with dependent competing risks
by Xuchao Bai & Yimin Shi & Hon Keung Tony Ng - 3104-3119 New results on stochastic comparisons of finite mixtures for some families of distributions
by Hossein Nadeb & Hamzeh Torabi - 3120-3141 Robust tests of the equality of two high-dimensional covariance matrices
by Xuemin Zi & Hui Chen - 3142-3163 Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support
by David R. Bickel - 3164-3180 Higher order calibrated estimator in two-stage sampling
by Veronica I. Salinas & Stephen A. Sedory & Sarjinder Singh - 3181-3201 The queue GeoX/G/1/N+1 revisited
by Veena Goswami & M. L. Chaudhry - 3202-3215 Complete convergence theorem for negatively dependent random variables under sub-linear expectations
by Binxia Chen & Qunying Wu - 3216-3236 New shrinkage parameters for the inverse Gaussian Liu regression
by Khalid Naveed & Muhammad Amin & Saima Afzal & Muhammad Qasim - 3237-3252 Nonparametric smoothed quantile difference estimation for length-biased and right-censored data
by Jianhua Shi & Yutao Liu & Jinfeng Xu - 3253-3268 On stochastic comparisons of coherent systems with two different types of components
by Maryam Kelkinnama - 3269-3284 Optimum stratification for a generalized auxiliary variable proportional allocation under a superpopulation model
by Bhuwaneshwar Kumar Gupt & Md. Irphan Ahamed - 3285-3300 Assessment of local influence in spatial elliptical linear measurement error models
by Hadi Emami & Ali M. Mosammam - 3301-3311 Two-sample test based on empirical likelihood ratio under semi-competing risks data
by Jin-Jian Hsieh & Jyun-Peng Li - 3312-3333 Numerical pricing of exchange option with stock liquidity under Bayesian statistical method
by Rui Gao & Yaqiong Li & Yanfei Bai - 3334-3354 On improved class of difference type estimators for population median in survey sampling
by Javid Shabbir & Sat Gupta & Ghulam Narjis - 3355-3381 Generalized method of moment for case-cohort under additive hazards model
by Wenpeng Shang - 3382-3407 Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling
by Suchismita Goswami - 3408-3418 On the almost sure limit theorem for the joint version of maxima and minima of non-stationary random fields
by Zacarias Panga & Luísa Pereira - 3419-3433 A revisit to Bennett’s goodness-of-fit statistic for comparing two predictive values
by Yougui Wu - 3434-3437 A note on the construction of Latin square type designs
by Shyam Saurabh & Mithilesh Kumar Singh - 3438-3445 A bivariate zero-inflated Poisson control chart: Comments and corrections on earlier results
by Edwin R. van den Heuvel & Stephan A. W. van Driel & Zhuozhao Zhan - 3446-3458 Complete moment convergence of moving-average processes under END assumptions
by Xiaoming Qu - 3459-3461 A report on the paper “Sungsu Kim. 2019. The probable error in the hypothesis test of normal means using a small sample. Communications in Statistics - Theory and Methods. DOI: 10.1080/03610926.2019.1703135.”
by Kalimuthu Krishnamoorthy & Arvind K. Shah
March 2022, Volume 51, Issue 9
- 2689-2709 Estimation of population proportion using concomitant based ranked set sampling
by Azhar Mehmood Abbasi & Muhammad Yousaf Shad - 2710-2724 A measure of orthogonality for the central composite designs
by Emmanuel Uchenna Ohaegbulem & Polycarp Emeka Chigbu - 2725-2747 Localized mixture models for prediction with application
by Najla M. Qarmalah - 2748-2764 Optimal allocation of two redundancies in a n-component series system with proportional hazard rates lifetimes
by Jianbin Chen & Xiaoying Lai & Mengmeng Wang & Peng Zhao - 2765-2782 Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process
by B. Gail Ivanoff & Neville C. Weber - 2783-2802 Confidence-credible intervals
by Ivair R. Silva & Dionatan W. R. Oliveira - 2803-2837 One-sided precedence monitoring schemes for unknown shift sizes using generalized 2-of-(h+1) and w-of-w improved runs-rules
by Jean-Claude Malela-Majika & Sandile C. Shongwe & Philippe Castagliola - 2838-2857 Empirical likelihood for panel data models with spatial errors
by Yinghua Li & Yuan Li & Yongsong Qin - 2858-2869 Developed cosine similarity measure on belief function theory: An application in medical diagnosis
by Fereshteh Khalaj & Mehran Khalaj - 2870-2886 The mean, variance, and bias of the OLS based estimator of the extremum of a quadratic regression model for small samples
by Andreas Karlsson Rosenblad - 2887-2907 Optimal design of one-sided exponential EWMA charts based on median run length and expected median run length
by YuLong Qiao & JinSheng Sun & Philippe Castagliola & XueLong Hu - 2908-2918 First-passage problems for diffusion processes with state-dependent jumps
by Mario Lefebvre - 2919-2935 Maintenance strategy of multicomponent system based on structure updating and group importance measure
by Yijie Chen & Hailin Feng - 2936-2952 Local asymptotic normality for a periodically time varying long memory parameter
by Amine Amimour & Karima Belaide - 2953-2961 A new extension of the FGM copula with an application in reliability
by Rasha Ebaid & Walid Elbadawy & Essam Ahmed & Abdalla Abdelghaly - 2962-2993 Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system
by Yanqiao Zheng & Xiaobing Zhao & Xiaoqi Zhang - 2994-3007 Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations
by Dawei Lu & Yao Meng - 3008-3017 Strong laws of large numbers for WAPND Banach-valued random elements
by Mehdi Jafari & Hamid Reza Nili Sani & Abolghasem Bozorgnia - 3018-3042 In defense of LASSO
by Chi Tim Ng & Woojoo Lee & Youngjo Lee - 3043-3064 Reliability and sensitivity analysis of a repairable k-out-of-n:G system with two failure modes and retrial feature
by Linmin Hu & Sijia Liu & Rui Peng & Zhaocai Liu - 3065-3076 Welch’s ANOVA: Heteroskedastic skew-t error terms
by N. Celik
April 2022, Volume 51, Issue 8
- 2303-2329 Optimal designs for collapsed homogeneous linear model
by Xuebo Sun & Yingnan Guan - 2330-2342 Generalized moments of the distance between Poisson process events
by Adolfo M. D. da Silva & C. E. G. Otiniano - 2343-2356 Weighted step-down confidence procedures with applications to gene expression data
by Yang Yu & John T. Chen & Arthur B. Yeh - 2357-2367 How to construct a nomogram for hypertension using complex sampling data from Korean adults
by Min-Ho Kim & Jea-Young Lee - 2368-2384 Kernel-based estimation of P(X
by Rola Musleh & Amal Helu & Hani Samawi - 2385-2413 High-dimensional asymptotic results for EPMCs of W- and Z- rules
by Takayuki Yamada & Tetsuro Sakurai & Yasunori Fujikoshi - 2414-2437 Integrated nested Laplace approximation method for hierarchical Bayesian inference of spatial model with application to functional magnetic resonance imaging data
by Parisa Naseri & Hamid Alavi Majd & Seyyed Mohammad Tabatabaei - 2438-2460 Auxiliary information based joint monitoring control chart using generalized likelihood ratio test statistic
by Muhammad Noor-ul-Amin & Waqas Kazmi - 2461-2476 Computational analysis and optimization of randomized control of N-policy for an M/G/1/K queue with starting failures
by Dong-Yuh Yang - 2477-2495 On bivariate Kumaraswamy-distorted copulas
by Ranadeera Gamage Madhuka Samanthi & Jungsywan Sepanski - 2496-2518 Consistent estimation of the number of regimes in Markov-switching autoregressive models
by Jingxue Fu & Lan Wu - 2519-2533 Estimation and inference for mixture of partially linear additive models
by Yi Zhang & Weiquan Pan - 2534-2551 On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics
by Mohamed Said Mohamed - 2552-2564 Diagnostic techniques for the inverse Gaussian regression model
by Muhammad Amin & Muhammad Aman Ullah & Muhammad Qasim - 2565-2579 Construction of optimal supersaturated designs via generalized Hadamard matrices
by Min Li & Min-Qian Liu & Fasheng Sun & Dong Zhang - 2580-2589 Average sampling theorem for the homogeneous random fields in a reproducing kernel subspace of mixed Lebesgue space
by Suping Wang & Zhanjie Song - 2590-2609 Inactivity stochastic precedence order
by Amit Kumar Misra & Vaishali Gupta & Ruby Chanchal - 2610-2639 On optimal classes of estimators under ranked set sampling
by Shashi Bhushan & Anoop Kumar - 2640-2658 Improved strategy to collect sensitive data by using negative binomial and negative hypergeometric distribution as randomization devices
by Niharika Yennum & Stephen A. Sedory & Sarjinder Singh - 2659-2675 A simple and improved score confidence interval for a single proportion
by Yingshu Cao & Ying Xu & Ming T. Tan & Pingyan Chen & Chongyang Duan - 2676-2687 Large deviations for empirical measures of generalized random graphs
by Qun Liu & Zhishan Dong
April 2022, Volume 51, Issue 7
- 1919-1935 On similarity of the sample projection depth contours and its application
by Yefang Yuan & Xiaohui Liu & Yuting Chen & Yuxin Dong & Yuzi Liu - 1936-1953 New parametrization of stochastic volatility models
by Ibrahim Sadok & Afif Masmoudi - 1954-1974 On estimation and influence measures for the Negative Binomial regression model based on Q-function
by Luisa Rivas & Manuel Galea - 1975-1992 D-optimal design for logistic model based on more precise approximation
by Mina Hooshangifar & Hooshang Talebi & Davood Poursina - 1993-2008 System signatures: A review and bibliometric analysis
by Sameen Naqvi & Ping Shing Chan & Deepa Bhatt Mishra - 2009-2033 Theoretical developments in response surface designs: an informative review and further thoughts
by M. Hemavathi & Shashi Shekhar & Eldho Varghese & Seema Jaggi & Bikas Sinha & Nripes Kumar Mandal - 2034-2056 Spurious multivariate regressions under fractionally integrated processes
by Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Katarzyna Łasak & Ricardo Ramírez-Vargas - 2057-2072 Suppression and enhancement in multiple linear regression: A viewpoint from the perspective of a semipartial correlation coefficient
by Szu-Yuan Hsu & Jeng-Tung Chiang - 2073-2081 Poisson approximation for locally dependent CDO
by Nat Yonghint & Kritsana Neammanee & Nattakarn Chaidee - 2082-2115 Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition
by Hassiba Benseradj & Zohra Guessoum - 2116-2138 Semi-recursive kernel conditional density estimators under random censorship and dependent data
by Ali Laksaci & Salah Khardani & Sihem Semmar - 2139-2153 Applications of an extended geometric Brownian motion degradation model
by Yu-Sheng Hsu & Pei-Chun Chen & Ming-Yung Lee & Cheng-Hsun Wu - 2154-2182 Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis
by Saba Qureshi & Fiza Qureshi & Arjumand Bano Soomro & Fida Hussain Chandio & Sobia Shafaq Shah & Ijaz Ur Rehman - 2183-2208 A class of claim distributions: Properties, characterizations and applications to insurance claim data
by Zubair Ahmad & Eisa Mahmoudi & Gholamhossien Hamedani - 2209-2230 Stochastic comparisons of series and parallel systems with dependent Burr type XII components
by Ghobad Barmalzan & Seyed masih Ayat & Narayanaswamy Balakrishnan - 2231-2241 Construction and existence of constant block sum PBIB designs
by Namisha Bansal & Davinder Kumar Garg - 2242-2258 Bayesian cluster analysis for registration and clustering homogeneous subgroups in multidimensional functional data
by Anis Fradi & Chafik Samir - 2259-2280 A statistical approach for social network change detection: an ERGM based framework
by S. Golshid Sharifnia & Abbas Saghaei - 2281-2302 Mean-variance asset-liability management with inside information
by Xingchun Peng & Fenge Chen
March 2022, Volume 51, Issue 6
- 1531-1548 Linear approximate Bayes estimator for regression parameter with an inequality constraint
by Jie Jiang & Lichun Wang & Liqun Wang - 1549-1568 Gibbs sampler and coordinate ascent variational inference: A set-theoretical review
by Se Yoon Lee - 1569-1587 Perfect simulation of steady-state Markov chain on mixed state space
by Az-eddine Zakrad & Abdelaziz Nasroallah - 1588-1604 Modified Poisson estimators for grouped and right-censored counts
by Chendi Wang - 1605-1621 The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
by Bahareh Yavarizadeh & S. Ejaz Ahmed - 1622-1636 Minimizing ruin probability under the Sparre Anderson model
by Linlin Tian & Lihua Bai - 1637-1652 Bayesian influence diagnostics using normalized functional Bregman divergence
by Ian M. Danilevicz & Ricardo S. Ehlers - 1653-1673 The fixed effects PCA model in a common principal component environment
by Toni Duras - 1674-1692 Efficient empirical Bayes estimates for risk parameters of Pareto distributions
by Yongmei Du & Zhouping Li & Xiaosong Chen - 1693-1705 Distributions of successions of arbitrary multisets
by Yong Kong - 1706-1723 Non parametric PROS quality control chart for monitoring the process mean
by Fahimeh Boroomandi & Mahmood Kharrati-Kopaei - 1724-1744 Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components
by Rongfang Yan & Junrui Wang - 1745-1764 Optimal investment of DC pension plan with two VaR constraints
by Shunqing Zhu & Yinghui Dong & Sang Wu - 1765-1777 Covariance matrix of maximum likelihood estimators in censored exponential regression models
by Artur J. Lemonte - 1778-1790 A Bayesian approach to factor screening in life tests
by I-Tang Yu - 1791-1810 A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations
by Lesedi Mabitsela & Calisto Guambe & Rodwell Kufakunesu - 1811-1835 Economic and economic-statistical designs of variable sample size and sampling interval coefficient of variation chart
by YiYing Chew & Michael B. C. Khoo & Khai Wah Khaw & Wai Chung Yeong - 1836-1856 A two-stage unrelated question randomized response model for estimating the rare sensitive parameter under Poisson distribution
by Ghulam Narjis & Javid Shabbir - 1857-1875 A new robust model-free feature screening method for ultra-high dimensional right censored data
by Yi Liu & Xiaolin Chen - 1876-1894 Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
by Zili Liu & Zikang Xiong - 1895-1910 Fisher–Rao geometry and Jeffreys prior for Pareto distribution
by Mingming Li & Huafei Sun & Linyu Peng - 1911-1918 A note on the shape of sample size functions of optimal adaptive two-stage designs
by Maximilian Pilz & Samuel Kilian & Meinhard Kieser
March 2022, Volume 51, Issue 5
- 1133-1154 Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model
by Jinru Wang & Wenhui Shi & Xiaochen Zeng - 1155-1178 Optimal designs of collapsed Scheffé model
by Xuebo Sun & Yingnan Guan - 1179-1196 Large-sample tests for comparing Likert-type scale data
by Tuhinshubhra Bhattacharya & Arindam Sengupta - 1197-1216 Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
by Zhouting Zhan & Qunying Wu - 1217-1231 A hybrid transformation approach for common scaling on various type Likert scales in Bayesian structural equation modeling
by Naci Murat - 1232-1251 Elementary price indices under the GBM price model
by Jacek Białek - 1252-1269 Phase I and phase II analysis of linear profile monitoring using robust estimators
by H. R. Moheghi & R. Noorossana & O. Ahmadi - 1270-1289 On a scale-scale plot for comparing multivariate distributions
by Pritha Guha & Biman Chakraborty - 1290-1305 On laws exhibiting universal ordering under stochastic restart
by Matija Vidmar - 1306-1317 Efficient fused learning for distributed imbalanced data
by Jie Zhou & Guohao Shen & Xuan Chen & Yuanyuan Lin - 1318-1329 A new hybrid approach to panel data change point detection
by Karim Atashgar & Naser Rafiee & Mahdi Karbasian - 1330-1348 One-tailed asymptotic inferences for the relative risk: A comparison of 63 inference methods
by Antonio Martín Andrés & Maria Álvarez Hernández & Inmaculada Herranz Tejedor - 1349-1366 Data sharpening method in regression confidence band
by Xuyang He & Yuexiang Jiang - 1367-1378 A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic
by Qiang Zhao & Jiajuan Liang - 1379-1402 Truncated skewed type III generalized logistic distribution: risk measurement applications
by Panayiotis Theodossiou - 1403-1412 Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model
by Jibo Wu - 1413-1425 Unbiased variable importance for random forests
by Markus Loecher - 1426-1443 Multi-objective optimization design of accelerated degradation test based on Wiener process
by Xiaoping Liu & Bin Guo & Lijian Xia & Xiao Tian & Lijie Zhang - 1444-1460 Progressively Type-II censored competing risks data from the linear exponential distribution
by Katherine F. Davies & William Volterman - 1461-1487 Asymptotic theory for a stochastic unit root model
by Lingjie Du & Tianxiao Pang - 1488-1513 On discrete Gibbs measure approximation to runs
by A. N. Kumar & N. S. Upadhye - 1514-1521 Log transformations: What not to expect when you’re expecting
by William C. Bridges & Neil J. Calkin & Catherine M. Kenyon & Matthew J. Saltzman - 1522-1530 Strong deviation theorems for delayed sums of the nonnegative continuous random variables
by Fengkai Dong & Huilin Huang
January 2022, Volume 51, Issue 4
- 919-942 On bounded range distribution of a Wiener process
by Abd El-Moneim A. Teamah & Mohamed Abd Allah El-Hadidy & Maraw M. El-Ghoul
February 2022, Volume 51, Issue 4
- 853-862 Tail bounds for sum of gamma variables and related inferences
by Li Wang & Ting Ma - 943-952 Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models
by Yangchun Zhang & Jiaqi Chen & Bosen Cui & Boping Tian - 953-973 Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
by Xinrong Tang & Peixin Zhao & Yiping Yang & Weiming Yang - 974-993 Covariate-adjusted Gaussian graphical model estimation with false discovery rate control
by Yunlong Zhu - 994-1010 An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
by Shuwen Hu & Jianwen Xu - 1011-1028 An optimal projection test for zero multiple correlation coefficient in high-dimensional normal data
by D. Najarzadeh - 1029-1053 Expected utility maximization for an insurer with investment and risk control under inside information
by Xingchun Peng - 1054-1066 Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss
by Gang Liu & Hong Yin - 1067-1084 Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
by Yanting Xiao & Fuxiao Li - 1085-1109 An unreliable single server retrial queue with collisions and transmission errors
by Lamia Lakaour & Djamil Aissani & Karima Adel-Aissanou & Kamel Barkaoui & Sofiane Ziani - 1110-1132 Gaussian copula based composite quantile regression in semivarying models with longitudinal data
by Kangning Wang & Haotian Jin & Xiaofei Sun
February 2022, Volume 51, Issue 3
- 569-580 Some results on the construction of sliced orthogonal arrays of parallel-flats type
by Shin-Fu Tsai - 581-598 Improved frequency table’s measures of skewness and kurtosis with application to weather data
by M. B. Mohammed & M. B. Adam & N. Ali & H. S. Zulkafli - 599-609 Asymptotic comparison of some Bayesian information bounds
by Ken-ichi Koike - 610-623 Moments of the logit-normal distribution
by John B. Holmes & Matthew R. Schofield - 624-635 On the dependency of the components in complex systems
by Saeed Zalzadeh - 636-648 Bayesian confidence intervals with more power to estimate the minimum effect and determine the sign
by Haibing Zhao - 649-668 Multivariate shortfall risk statistics with scenario analysis
by Xianfu Zeng & Haiyan Song & Yanhong Chen & Yijun Hu - 669-684 The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples
by Zhengliang Lu & Shengnan Ding & Fei Zhang & Rui Wang & Xuejun Wang - 685-700 Performance comparison of generalized confidence interval and modified sampling distribution approaches for assessing one-sided capability indices with gauge measurement errors
by Dwi Yuli Rakhmawati & Kwang-Jae Kim & Sumiati - 701-723 Asymptoic efficiency of M.L.E. using prior survey in multinomial distributions
by Sheena Yo - 724-743 A test of harmful multicollinearity: A generalized ridge regression approach
by Shapour Mohammadi - 744-766 Multiple hypothesis testing for Poisson processes with variable change–point intensity
by Lin Yang - 767-788 New stochastic comparisons based on tail value at risk measures
by Félix Belzunce & Alba M. Franco-Pereira & Julio Mulero - 789-810 Asymptotic in undirected random graph models with a noisy degree sequence
by Jing Luo & Tour Liu & Jing Wu & Sailan Waleed Ahmed Ali - 811-825 Complete moment convergence for the widely orthant dependent linear processes with random coefficients
by Dawei Lu & Lina Wang - 826-839 A.s. convergence rate for a supercritical branching processes with immigration in a random environment
by Yingqiu Li & Xulan Huang - 840-851 Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy
by Jin Lee
January 2022, Volume 51, Issue 2
- 285-300 Weighted directed networks with a differentially private bi-degree sequence
by Qiuping Wang & Xiao Zhang & Jing Luo & Yang Ouyang & Qian Wang - 301-312 The Maxwell paired comparison model under Bayesian paradigm using informative priors
by Tanveer Kifayat & Muhammad Aslam & Salman Arif Cheema - 313-327 Monitoring customer complaints using the repetitive sampling
by Ali Hussein AL-Marshadi & Muhammad Aslam & Abdullah Hamoud Alharbey & Nasrullah Khan & Liaquat Ahmad - 328-339 A flexible additive-multiplicative transformation mean model for recurrent event data
by Yanbin Du & Yuan Lv - 340-355 R-optimal designs for multi-response regression models with multi-factors
by Pengqi Liu & Lucy L. Gao & Julie Zhou - 356-367 On test for checking hypothesis on expectation and covariance function of stochastic process
by Tetiana O. Ianevych & Yuriy V. Kozachenko & Viktor B. Troshki - 368-386 Estimation of stress-strength reliability using discrete phase type distribution
by Joby K. Jose & Drisya M. & Manoharan M. - 387-403 The determination of biosimilarity margin and the assessment of biosimilarity for an (m+1)-arm parallel design
by Junhui Park & Seung-Ho Kang - 404-413 A simulation-based tree method for building linear models with interactions
by Jin Wang & Javier Cabrera & Kwok Leung Tsui - 414-426 A four-parameter negative binomial-Lindley distribution for modeling over and underdispersed count data with excess zeros
by Razik Ridzuan Mohd Tajuddin & Noriszura Ismail & Kamarulzaman Ibrahim & Shaiful Anuar Abu Bakar - 427-447 Adaptive nonparametric regression on finite support
by Balasubramaniam Natarajan & Weixing Song - 448-473 On asymptotics of discretized functionals of long-range dependent functional data
by Tareq Alodat & Andriy Olenko - 474-485 Multicollinearity in measurement error models
by Sahika Gokmen & Rukiye Dagalp & Serdar Kilickaplan - 486-500 Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
by Luca Bagnato & Antonio Punzo & Maria Grazia Zoia - 501-518 Confidence interval estimation of the Youden index and corresponding cut-point for a combination of biomarkers under normality
by Kristopher Attwood & Lili Tian - 519-536 Tail variance for Generalized Skew-Elliptical distributions
by Esmat Jamshidi Eini & Hamid Khaloozadeh - 537-551 Nonparametric K-means algorithm with applications in economic and functional data
by Zhangmei Feng & Jiamin Zhang - 552-568 Prediction in Riemannian metrics derived from divergence functions
by Henryk Gzyl
January 2022, Volume 51, Issue 1
- 1-25 An estimation of a sensitive attribute using adjusted Kuk’s randomization device with stratified unequal probability sampling
by Gi-Sung Lee & Chang-Kyoon Son - 26-28 An overlooked Lomax-exponential connection
by Zhixin Lun & Ravindra Khattree - 29-50 A new approach to precise interval estimation for the parameters of the hypergeometric distribution
by Mark F. Schilling & Alyssa Stanley - 51-67 On monotonically proceeding structures and stepwise increasing transition matrices of Markov chains
by Marie-Anne Guerry & Philippe Carette - 68-81 Estimation of the additive hazards model with linear inequality restrictions based on current status data
by Yanqin Feng & Jianguo Sun & Lingli Sun - 82-94 The geometric mean?
by Richard M. Vogel