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Content
March 2022, Volume 51, Issue 6
- 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 - 95-115 Unbiased estimator of correlation coefficient
by Veronika Jurková & Ivan Žežula & Daniel Klein & Ondrej Hutník - 116-134 Identifiability conditions for the linear regression model under right censoring
by Qiqing Yu & Junyi Dong - 135-149 Jointly type-II censored Lindley distributions
by Hare Krishna & Rajni Goel - 150-161 Some generalized strong limit theorems for Markov chains in bi-infinite random environments
by Zhiyan Shi & Cong Liu & Yan Fan & Dan Bao & Yang Chen - 162-178 Optimum sequential preventive maintenance first or last policies with imperfect maintenance for a system subject to shocks
by Yen-Luan Chen & Chin-Chih Chang - 179-196 On the comparison of several classical estimators of the extreme value index
by Ivanilda Cabral & Frederico Caeiro & M. Ivette Gomes - 197-211 A new control chart using GINI CPK
by Muhammad Aslam & G. Srinivasa Rao & Liaquat Ahmad & Chi-Hyuck Jun - 212-225 Rank-based estimation in varying coefficient partially functional linear regression models
by Wanrong Liu & Jun Sun & Jing Yang - 226-231 Min-infinite divisibility of the bivariate Marshall–Olkin copulas
by Natalia Shenkman - 232-248 Variable selection for partially varying coefficient model based on modal regression under high dimensional data
by Yafeng Xia & Lirong Zhang & Aiping Zhang - 249-266 Simultaneous tests of non inferiority and superiority in three-arm clinical studies with heterogeneous variance
by Junjiang Zhong & Miin-Jye Wen & Siu Hung Cheung & Wai-Yin Poon - 267-283 Empirical likelihood in varying-coefficient quantile regression with missing observations
by Bao-Hua Wang & Han-Ying Liang
June 2021, Volume 52, Issue 17
May 2021, Volume 52, Issue 17
September 2021, Volume 51, Issue 22
- 7691-7712 Efficiency evaluation with cross-efficiency in the presence of undesirable outputs in stochastic environment
by M. Khodadadipour & A. Hadi-Vencheh & M.H. Behzadi & M. Rostamy-malkhalifeh - 7713-7736 Additive regression splines with total variation and non negative garrote penalties
by Jae-Hwan Jhong & Kwan-Young Bak & Jae-Kyung Shin & Ja-Yong Koo - 7737-7750 Regression analysis of clustered interval-censored failure time data with cure fraction and informative cluster size
by Dian Yang & Nicholas Sun & Jianguo Sun - 7751-7766 Clustering and expected seat-share for district maps
by Kristopher Tapp - 7767-7782 Stochastic comparisons of finite mixture models with generalized Lehmann distributed components
by Mostafa Sattari & Ghobad Barmalzan & Narayanaswamy Balakrishnan - 7783-7800 Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator
by Ulrich Djemby Bivigou & Guy Martial Nkiet - 7801-7818 Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing
by Raza Sheikhrabori & Majid Aminnayeri - 7819-7829 Non parametric covariance model with circular condition and its application
by Xu Qin & Yu Q. Zhang - 7830-7845 Semiparametric copula-based regression modeling of semi-competing risks data
by Hong Zhu & Yu Lan & Jing Ning & Yu Shen - 7846-7855 Information generating function for order statistics and mixed reliability systems
by Omid Kharazmi & Narayanaswamy Balakrishnan - 7856-7870 Asymptotic properties of MLE’s of parameters of exponentiated exponential lifetime distributions
by James U. Gleaton & Ping Sa & Sami Hamid - 7871-7884 Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims
by Shijie Wang & Huan Qian & Huimin Sun & Bingzhen Geng - 7885-7896 Strong convergence for weighted sums of END random variables under the sub-linear expectations
by Fengxiang Feng & Haiwu Huang - 7897-7910 Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function
by Gege Hou & Ancha Xu & Fengjing Cai & You-Gan Wang - 7911-7928 On some general survival models with delayed failures
by Ji Hwan Cha & Maxim Finkelstein - 7929-7962 Estimation of the scale parameter of a family of distributions using a newly derived minimal sufficient statistic
by P. Yageen Thomas & V. Anjana - 7963-7979 On some characterization results of R˜-norm dynamic survival entropies
by Tanuj Kumar & Rakesh Kumar Bajaj - 7980-8011 Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause
by Ming Yan & Zheng Cao & Ting Wang & Shuhua Zhang - 8012-8026 Prediction intervals for GLMs, GAMs, and some survival regression models
by David J. Olive & Rasanji C. Rathnayake & Mulubrhan G. Haile - 8027-8052 Estimation of coefficient of quartile deviation in case of missing data
by G. N. Singh & M. Usman - 8053-8065 Robust variable selection via penalized MT-estimator in generalized linear models
by R. L. Salamwade & D. M. Sakate - 8066-8073 My musings on a pioneering work of Erich Lehmann and its rediscoveries on some families of distributions
by Narayanaswamy Balakrishnan
November 2021, Volume 50, Issue 24
- 5679-5691 Asymptotic properties of the spacings of kth records from discrete distributions
by Krzysztof Jasiński - 5692-5720 Projection under pairwise distance control
by Hiba Alawieh & Nicolas Wicker & Christophe Biernacki - 5721-5737 Representation of filtration-consistent nonlinear expectation by g-expectation in general framework
by Xuejun Shi & Ronglin Ji & Qun Feng - 5738-5758 Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance
by Nima Shariati - 5759-5778 Reliability function of k-out-of-n system equipped with two cold standby components
by Achintya Roy & Nitin Gupta - 5779-5791 A note on the strong consistency of nonparametric estimation of Shannon entropy in length-biased sampling
by Farzaneh Oliazadeh & Anis Iranmanesh & Vahid Fakoor - 5792-5805 Equilibrium analysis of the fluid model with two types of parallel customers and breakdowns
by Jinping Liu & Xiuli Xu & Shuo Wang & Dequan Yue - 5806-5835 The new synthetic and runs-rules schemes to monitor the process mean of autocorrelated observations with measurement errors
by Sandile Charles Shongwe & Jean-Claude Malela-Majika & Philippe Castagliola - 5836-5872 The essential dependence for a group of random vectors
by Lingyue Zhang & Dawei Lu & Xiaoguang Wang - 5873-5898 q-Multinomial and negative q-multinomial distributions
by Charalambos A. Charalambides - 5899-5917 The Erlang(n) risk model with two-sided jumps and a constant dividend barrier
by Lili Zhang - 5918-5928 Limit behaviors for ratios of order statistics from exponential distributions
by Shoufang Xu & Changlin Mei - 5929-5940 Improvement of the Ushakov bound
by Kensho Kobayashi & Hidekazu Tanaka - 5941-5954 Semi-functional partial linear spatial autoregressive model
by Yunxia Li & Caiyun Ying - 5955-5973 Coordinate optimization for generalized fused Lasso
by M. Ohishi & K. Fukui & K. Okamura & Y. Itoh & H. Yanagihara - 5974-5996 Semiparametric Bayesian networks for continuous data
by Seloua Boukabour & Afif Masmoudi - 5997-6013 Mixture representations of noncentral distributions
by Ludwig Baringhaus & Rudolf Grübel - 6014-6023 Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations
by Chao Wei - 6024-6048 On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
by Irina Blazhievska & Vladimir Zaiats - 6049-6066 Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient
by Mohamed Marzougue & Mohamed El Otmani - 6067-6080 A nonparametric CUSUM control chart for multiple stream processes based on a modified extended median test
by Austin R. Brown & Jay R. Schaffer - 6081-6098 Estimation and variable selection for mixture of joint mean and variance models
by Liucang Wu & Shuangshuang Li & Ye Tao - 6099-6121 Bivariate exponentiated half logistic distribution: Properties and application
by Refah Mohammed Alotaibi & Hoda Ragab Rezk & Indranil Ghosh & Sanku Dey - 6122-6136 The pricing of compound option under variance gamma process by FFT
by Cuixiang Li & Huili Liu & Mengna Wang & Wenhan Li - 6137-6150 Conditional and unconditional tests for the extended Stuart-Maxwell design
by J. C. W. Rayner & D. J. Best - 6151-6166 A study on the generalized ratio-type estimator based on the multiple regression estimator
by Jungtaek Oh & Hee-Jin Hwang & Key-Il Shin - 6167-6194 A new boosting-based software reliability growth model
by Lev V. Utkin & Frank P. A. Coolen - 6195-6210 Analysis of the condition number in the raise regression
by A. F. Roldán López de Hierro & C. García & R. Salmerón - 6211-6230 A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
by Jan G. De Gooijer & Hugo Reichardt - 6231-6255 Maximum likelihood estimation of the DDRCINAR(p) model
by Xiufang Liu & Dehui Wang & Dianliang Deng & Jianhua Cheng & Feilong Lu - 6256-6263 The conditional average entropies
by O. A. Kittaneh - 6264-6272 Equivalent properties for the bifurcating Markov chains indexed by a binary tree
by Zhiyan Shi & Weiguo Yang & Ying Tang - 6273-6285 Almost sure asymptotic properties of central order statistics from stationary processes
by Aneta Augustynowicz
December 2021, Volume 50, Issue 23
- 5429-5452 Study of semiparametric copula models via divergences with bivariate censored data
by Mohamed Boukeloua - 5453-5474 A Bayesian approach to degradation modeling and reliability assessment of rolling element bearing
by G. Prakash - 5475-5487 A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains
by Meng-di Zhao & Zhi-yan Shi & Wei-guo Yang & Bei Wang - 5488-5498 Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers
by Sajjad Piradl & Ali Shadrokh - 5499-5516 Gaussian copula joint models to analysis mixed correlated longitudinal count and continuous responses
by Fateme Rezaee & Ehsan Bahrami Samani & Mojtaba Ganjali - 5517-5529 Non symmetric Rosenblatt process over a compact
by Héctor Araya & Johanna Garzón & Tania Roa - 5530-5553 Minimum probability function of crossing the upper regulatory threshold for asset-liability management
by De-Lei Sheng & Danping Li & Peilong Shen - 5554-5560 Estimation of population column proportions of 1’s in survey type designs
by Sungsu Kim - 5561-5573 Mosaic normality test
by José A. Sánchez-Espigares & Pere Grima & Lluís Marco-Almagro - 5574-5584 Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring
by K. Dib & T. Bouezmarni & M. Belalia & A. Kitouni - 5585-5606 Applications of asymptotic inference in segmented line regression
by Jeankyung Kim & Hyune-Ju Kim - 5607-5616 Sample size estimation for comparing rates of change in K-group repeated binary measurements studies
by Jijia Wang & Song Zhang & Chul Ahn - 5617-5633 Correlated positive stable frailty models
by David D. Hanagal - 5634-5651 Ruin probabilities for the phase-type dual model perturbed by diffusion
by Yu Chen & Yujie Liao & Qi Zhang & Weiping Zhang - 5652-5677 A Bayesian-Frequentists approach for detecting outliers in a one-way variance components model
by Abraham J. van der Merwe & Piet C. N Groenewald & Morné R. Sjölander & Johan H. Meyer
November 2021, Volume 50, Issue 22
- 5171-5188 Split sample skewness
by Iftikhar Hussain Adil & Abdul Wahid & Edmund H. Mantell - 5189-5214 Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients
by Fateh Merahi & Abdelouahab Bibi - 5215-5227 Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering
by Dariush Jamali & Mehdi Amiri & Ahad Jamalizadeh - 5228-5247 Testing linear hypotheses in logistic regression analysis with complex sample survey data based on phi-divergence measures
by E. Castilla & N. Martín & L. Pardo - 5248-5261 Estimation in quantile regression models with jump discontinuities
by Yuejin Zhou & Chi Ma & Dequan Li & Fengyang He - 5262-5284 Modeling and analysis of data with confounding covariates and crossing of the hazard functions
by Vilijandas Bagdonavičius & Mohamed Ali Hafdi & Rūta Levulienė - 5285-5313 Multi-sample progressive Type-I censoring of exponentially distributed lifetimes
by Erhard Cramer & Julian Górny & Benjamin Laumen - 5314-5357 Analysis of a model of batch arrival single server queue with random vacation policy
by Choudhury Gautam & Kalita Priyanka & Selvamuthu Dharmaraja - 5358-5379 Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula
by Ghobad Barmalzan & Narayanaswamy Balakrishnan & Seyed Masih Ayat & Abbas Akrami - 5380-5398 A note on undirected random graph models parameterized by the strengths of vertices
by Qiuping Wang - 5399-5410 Generalized FWER control procedures for testing multiple hypotheses
by Haibing Zhao - 5411-5421 Classical and Bayes estimation in the M|D|1 queueing system
by P. Chandrasekhar & V. S. Vaidyanathan & T. M. Durairajan & V. S. S. Yadavalli - 5422-5428 A note on admissibility of linear estimators in random models with a special structure
by Ewa Synówka-Bejenka & Stefan Zontek
September 2021, Volume 50, Issue 20
- 4657-4684 Nonparametric predictive inference for American option pricing based on the binomial tree model
by Ting He & Frank P. A. Coolen & Tahani Coolen-Maturi - 4685-4691 Ratio-type estimators for improving mean estimation using Poisson regression method
by Haydar Koç - 4692-4702 Some strong deviation theorems for arrays of arbitrarily dependent stochastic sequence
by Fang-qing Ding & Jing Song & Zhong-zhi Wang - 4703-4717 Flexible multivariate regression density estimation
by Tung Dao & Minh-Ngoc Tran - 4718-4732 The Jacobians of matrix transformation about singular random matrices and its applications
by Fei Li - 4733-4742 Weighted general cumulative entropy and a goodness of fit for normality
by Sangun Park - 4743-4762 Test dense subgraphs in sparse uniform hypergraph
by Mingao Yuan & Yehong Nan - 4763-4777 A note on optimal sampling strategy for structural variant detection using optical mapping
by Weiwei Li & Jan Hannig & Corbin D. Jones - 4778-4786 Construction of contingency tables by maximum entropy in the mean
by Henryk Gzyl - 4787-4808 Testing for poolability of the space-time autoregressive moving-average model
by Andrew J. Gehman & William W. S. Wei - 4809-4821 A new method of valuing American options based on Brownian models
by Yue Liu & Aijun Yang & Jinguan Lin & Jingjing Yao - 4822-4843 On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion
by Enai Taveira da Cunha & Marcelo Bourguignon & Klaus L. P. Vasconcellos - 4844-4866 Generalized expected value of continuous random variables and its applications
by Su Chen - 4867-4878 Optimal two treatment circular repeated measurements designs up to four periods
by Vasilis Chasiotis & Stratis Kounias - 4879-4889 A frequentist’s resolution of the exchange paradox
by Seonghun Cho & Johan Lim