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Content
September 2021, Volume 50, Issue 20
- 4890-4899 An exponential family of median based estimators for mean estimation with simple random sampling scheme
by Usman Shahzad & Nadia H. Al-Noor & Muhammad Hanif & Irsa Sajjad - 4900-4911 Statistical monitoring for change detection of interactions between nodes in networks: With a case study in financial interactions network
by Hoorieh Najafi & Abbas Saghaei
August 2021, Volume 50, Issue 19
- 4401-4427 Some improved and alternative imputation methods for finite population mean in presence of missing information
by Garib Nath Singh & Awadhesh K. Pandey & Anup Kumar Sharma - 4428-4447 Simple and efficient adaptive two-sample tests for high-dimensional data
by Jun Li - 4448-4469 Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model
by Nobumichi Shutoh - 4470-4486 Nonparametric predictive inference for comparison of two diagnostic tests
by Manal H. Alabdulhadi & Tahani Coolen-Maturi & Frank P. A. Coolen - 4487-4509 Calibration estimation of population variance under stratified successive sampling in presence of random non response
by G. N. Singh & D. Bhattacharyya & A. Bandyopadhyay - 4510-4527 Efficiency balanced designs for bootstrap simulations
by Sudesh K. Srivastav & Apurv Srivastav - 4528-4547 Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm
by Jianan Hui & James M. Flegal & Alicia Johnson - 4548-4570 A modification in generalized classes of distributions: A new Topp–Leone class as an example
by Zeeshan Ali & Azeem Ali & Gamze Ozel - 4571-4586 Two-sample nonparametric prediction intervals based on random number of generalized order statistics
by H. M. Barakat & Magdy E. El-Adll & Amany E. Aly - 4587-4605 A robust EM clustering approach: ROBEM
by Yüksel Öner & Hasan Bulut - 4606-4616 Lower bound and construction of mixed-level locating arrays
by E. Chen & Zong-Feng Qi & Yu Tang - 4617-4638 Estimating the number of equal components for two high-dimensional mean vectors
by Wei Yu & Wangli Xu & Lixing Zhu - 4639-4648 Modeling atmospheric dispersion: Uncertainty management of release height after a nuclear accident
by A. S. Gargoum - 4649-4655 Multiple additive models
by Patrícia Antunes & Sandra S. Ferreira & Dário Ferreira & João T. Mexia
August 2021, Volume 50, Issue 18
- 4145-4166 Non identification of structural change in non stationary AR(1) models
by Tianxiao Pang & Terence Tai-Leung Chong & Danna Zhang - 4167-4179 A weighted quantile regression for nonlinear models with randomly censored data
by Hailin Feng & Qianqian Luo - 4180-4202 A novel method for joint modeling of survival data and count data for both simple randomized and cluster randomized data
by A. A. Sunethra & M. R. Sooriyarachchi - 4203-4215 Bayesian analysis of optional unrelated question randomized response models
by Ghulam Narjis & Javid Shabbir - 4216-4235 A new family of quantile functions and its applications
by Dileep Kumar Maladan & Paduthol Godan Sankaran - 4236-4254 Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model
by Alexander Ivanov & Yuriy Kozachenko & Kateryna Moskvychova - 4255-4270 Optimal preventive replacement policy for operating products with renewing free-replacement warranty
by Chin-Chih Chang - 4271-4292 Modification of the random differential transformation method and its applications to compartmental models
by Zafer Bekiryazici & Mehmet Merdan & Tulay Kesemen - 4293-4299 A criterion for the number of factors
by Ard H. J. den Reijer & Jan P. A. M. Jacobs & Pieter W. Otter - 4300-4307 Empirical likelihood ratio under infinite covariance matrix of the random vectors
by Conghua Cheng & Zhi Liu - 4308-4323 Convergence rates in the law of large numbers and new kinds of convergence of random variables
by Ze-Chun Hu & Wei Sun - 4324-4334 An enhanced random forest with canonical partial least squares for classification
by Chuan-Quan Li & You-Wu Lin & Qing-Song Xu - 4335-4351 A study of stress-strength reliability using a generalization of power transformed half-logistic distribution
by Thomas Xavier & Joby K. Jose - 4352-4366 Comparisons of series and parallel systems with heterogeneous exponentiated geometric components
by Ghobad Barmalzan & Somayeh Shahraki Dehsukhteh - 4367-4385 Empirical likelihood and GMM for spatial models
by Yongsong Qin - 4386-4399 A study on the effect of the loss function on Bayesian estimation and posterior risk of binomial distribution
by Ming Han
August 2021, Volume 50, Issue 17
- 3889-3902 Recurrence relations for moments of order statistics from half logistic-truncated exponential distribution
by Ahtasham Gul & Muhammad Mohsin - 3903-3912 Median-of-means approach for repeated measures data
by Yangchun Zhang & Pengfei Liu - 3913-3927 Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
by Mezhoud Kenza Assia - 3928-3941 On estimating the Bernoulli regression function using Bernstein polynomials
by P. K. Babilua & E. A. Nadaraya - 3942-3953 The regression curve estimation by using mixed smoothing spline and kernel (MsS-K) model
by Rahmat Hidayat & I. Nyoman Budiantara & Bambang W. Otok & Vita Ratnasari - 3954-3971 A bivariate test for location based on simplicial depth
by Timothy J. Killeen & Thomas P. Hettmansperger - 3972-3987 Bayesian bent line quantile regression model
by Yi Li & Zongyi Hu - 3988-3999 A multi-step procedure to determine the number of factors in large approximate factor models
by Ronghua Luo & Jiakun Jiang & Wei Lan & Chengliang Yan & Yue Ding - 4000-4021 Subgroup analysis with a nonparametric unimodal symmetric error distribution
by Ao Yuan & Yizhao Zhou & Ming T. Tan - 4022-4038 Regression analysis of case II interval-censored data with auxiliary covariates
by Yurong Chen & Ji Luo & Jie Feng - 4039-4049 Posterior moments and quantiles for the normal location model with Laplace prior
by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi - 4050-4065 Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function
by Mingxiang Cao & Junyong Park & Guangjun Shen - 4066-4080 Bayesian regression analysis of stutter in DNA mixtures
by Reza Alaeddini & Mo Yang & Borek Puza - 4081-4095 Limit theorems for linear processes generated by ρ-mixing sequence
by Zhiqiang Tang & Yong Zhang - 4096-4118 Bayesian estimation of ruin probability based on NHPP claim arrivals and Inverse-Gaussian distributed claim aggregates
by M. S. Aminzadeh & Min Deng - 4119-4133 Optimal minimal balanced crossover designs in first and second carryover effects
by Jigneshkumar Gondaliya - 4134-4143 Least-squares estimation for uncertain moving average model
by Xiangfeng Yang & Yaodong Ni
August 2021, Volume 50, Issue 16
- 3747-3748 Special issue on Statistical Models and Methods in Reliability for the 11th international conference on mathematical methods in reliability (MMR 2019)
by Isha Dewan & Hon Keung Tony Ng & Christian Paroissin - 3749-3768 Penalized Cox regression with a five-parameter spline model
by Jia-Han Shih & Takeshi Emura - 3769-3789 Variational Bayesian analysis for Wiener degradation model with random effects
by Shirong Zhou & Ancha Xu & Yongqiang Lian & Yincai Tang - 3790-3808 Statistical inference for the lifetime performance index of products with Pareto distribution on basis of general progressive type II censored sample
by Yue Zhang & Wenhao Gui - 3809-3833 Statistical inference for component lifetime distribution from coherent system lifetimes under a proportional reversed hazard model
by Adeleh Fallah & Akbar Asgharzadeh & Hon Keung Tony Ng - 3834-3850 Testing for change in mean for associated random variables
by Mansi Garg & Isha Dewan - 3851-3874 Goodness-of-fit test for Rayleigh distribution based on progressively type-II censored sample
by Junru Ren & Wenhao Gui - 3875-3888 Copula models for one-shot device testing data with correlated failure modes
by M. H. Ling & P. S. Chan & H. K. T. Ng & N. Balakrishnan
July 2021, Volume 50, Issue 15
- 3491-3504 Uniform row augmented designs with multi-level
by Jiaqi Liu & Zujun Ou & Hongyi Li - 3505-3521 Robust equivariant non parametric regression estimators for functional ergodic data
by Ibrahim M. Almanjahie & Mohammed Kadi Attouch & Zoulikha Kaid & Hayat Louhab - 3522-3546 A dividend optimization problem with constraint of survival probability in a Markovian environment model
by Jiyang Tan & Senlin Yuan - 3547-3555 Optimal partial triallel cross designs through diallel cross designs
by Mahendra Kumar Sharma & Mekonnen Tadesse - 3556-3563 Integer partitions probability distributions
by Andrew V. Sills - 3564-3572 Statistical inference of Gwet’s AC1 coefficient for multiple raters and binary outcomes
by Tetsuji Ohyama - 3573-3585 The strong law of large numbers and Shannon-McMillan theorem for Markov chains indexed by an infinite tree with uniformly bounded degree in random environment
by Chengjun Ding & Zhiyan Shi & Weiguo Yang - 3586-3614 Analytical and computational studies of the BMAP/G(a,Y)/1 queue
by B. Bank & S. K. Samanta - 3615-3631 On the modified skew-normal-Cauchy distribution: properties, inference and applications
by Javier E. Contreras-Reyes & Fereshte Kahrari & Daniel Devia Cortés - 3632-3644 Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation
by Siham Kebaili & Megdouda Ourbih-Tari & Abdelouhab Aloui & Sofia Guebli - 3645-3660 Detecting long-range dependence with truncated ratios of periodogram ordinates
by Erhard Reschenhofer & Manveer Kaur Mangat - 3661-3676 Empirical likelihood for moving average models
by Yinghua Li & Yongsong Qin - 3677-3694 Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition
by Yanhong Chen & Yijun Hu - 3695-3712 Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
by Muneya Matsui - 3713-3730 Some new generators to obtain efficient circular weakly balanced repeated measurements designs
by Sajid Hussain & Jigneshkumar Gondaliya & Rashid Ahmed & Rida Jabeen - 3731-3745 Improved score tests for exponential family nonlinear models
by Alexsandro B. Cavalcanti & Denise A. Botter & Lúcia P. Barroso & Manoel Santos-Neto & Gauss M. Cordeiro
July 2021, Volume 50, Issue 14
- 3235-3248 Solution of an M/G/1 queueing model with k sequential heterogeneous service steps and vacations using the Tauberian property
by Ali Mohammadi & Mohammad Reza Salehi Rad - 3249-3261 A BSDE approach for bond pricing under interest rate models with self-exciting jumps
by Zhongyang Sun & Xin Zhang & Ya-Nan Li - 3262-3275 Generalized estimator for the estimation of clustered population mean in adaptive cluster sampling
by Muhammad Nouman Qureshi & Muhammad Hanif - 3276-3285 On λ-convergence and λ-boundedness of mth order
by Sinan Ercan & Çiğdem Asma Bektaş - 3286-3300 Local linear estimation of the conditional quantile for censored data and functional regressors
by Sara Leulmi - 3301-3318 A note on the progressive overlap of two alternative Bayesian intervals
by Fulvio De Santis & Stefania Gubbiotti - 3319-3337 Probabilistic evaluation of quantile estimators
by Matti Pajari & Maria Tikanmäki & Lasse Makkonen - 3338-3351 Some Hermite–Hadamard type integral inequalities for multidimensional general preinvex stochastic processes
by Nurgul Okur & Rovshan Aliyev - 3352-3357 Extended stochastic Laspeyres price index model with autocorrelated errors
by Arfa Maqsood & S. M. Aqil Burney - 3358-3370 Testing exponentiality against a trend change in mean time to failure in age replacement
by Muhyiddin Izadi & Sirous Fathi Manesh - 3371-3379 Latin square designs with neighbor effects-part II
by Sobita Sapam & Nripes Mandal & Bikas Sinha - 3380-3383 A simple proof of the characteristic function of Student’s t-distribution
by Robert E. Gaunt - 3384-3402 Oracally efficient estimation and testing for an ARCH model with trend
by Huan Gong - 3403-3420 A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics
by Arturo Garrido & Raquel Caro-Carretero & Jesús R. Jimenez-Octavio & Alberto Carnicero & Miguel Such - 3421-3435 Testing independence in high-dimensional multivariate normal data
by D. Najarzadeh - 3436-3452 MISE of wavelet estimators for regression derivatives with biased strong mixing data
by Junke Kou & Jia Chen & Huijun Guo - 3453-3476 A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
by Ryoya Oda & Yoshie Mima & Hirokazu Yanagihara & Yasunori Fujikoshi - 3477-3488 Generalized exponential type estimator for the mean of sensitive variable in the presence of non-sensitive auxiliary variable
by Zara Waseem & Hina Khan & Javid Shabbir - 3489-3489 Correction
by The Editors
July 2021, Volume 50, Issue 13
- 2979-2995 Extropy information of maximum and minimum ranked set sampling with unequal samples
by Guoxin Qiu & Abbas Eftekharian - 2996-3013 Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12)
by Yong Chen & Ying LI - 3014-3029 Stein’s Lemma for generalized skew-elliptical random vectors
by Chris Adcock & Zinoviy Landsman & Tomer Shushi - 3030-3050 Compound zero-truncated Poisson normal distribution and its applications
by Mohammad Z. Raqab & Debasis Kundu & Fahimah A. Al-Awadhi - 3051-3062 Almost sure local central limit theorem for the product of some partial sums with optimized weight
by Feng Xu & Binhui Wang & Yawen Hou - 3063-3093 Exponential intervened Poisson distribution
by K. Jayakumar & K. K. Sankaran - 3094-3105 Bayesian Conway–Maxwell–Poisson regression models for overdispersed and underdispersed counts
by A. Huang & A. S. I. Kim - 3106-3122 On uniform-negative binomial distribution including Gauss hypergeometric function and its application in count regression modeling
by Deepesh Bhati & Ishfaq S. Ahmed - 3123-3136 Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion
by Fenge Chen & Xingchun Peng - 3137-3158 Analysis of a population model with batch Markovian arrivals influenced by Markov arrival geometric catastrophes
by Nitin Kumar & U. C. Gupta - 3159-3178 Non parametric estimation of the conditional density function with right-censored and dependent data
by Xianzhu Xiong & Meijuan Ou - 3179-3197 A simple data-driven fallback procedure for multiple comparisons
by Jared Wolf & Hong Zhou - 3198-3213 Blockwise AICc and its consistency properties in model selection
by Guofeng Song & Lixun Zhu & Ai Gao & Lingzhu Kong - 3214-3233 Likelihood-based inference in censored exponential regression models
by Francisco M. C. Medeiros & Artur J. Lemonte
June 2021, Volume 50, Issue 12
- 2723-2731 Meta analysis of regression: a review and new approach with application to linear-circular regression model
by Sungsu Kim & Thelge Buddika Peiris - 2732-2746 Bayesian prediction of future observations from weighted exponential distribution constant-stress model based on Type-II hybrid censored data
by Abd EL-Baset A. Ahmad & Mohamad A. Fawzy & Hosam Ouda - 2747-2758 Memory type estimators of population mean using exponentially weighted moving averages for time scaled surveys
by Muhammad Noor-ul-Amin - 2759-2779 Asymptotic results in censored zero-inflated Poisson regression
by Van Trinh Nguyen & Jean-François Dupuy - 2780-2800 Construction of optimal reliability test plans for binary type multi-state strongly coherent systems
by Leena Kulkarni & Sanjeev Sabnis - 2801-2830 On estimating reliability function for the family of power series distribution
by Mriganka Mouli Choudhury & Rahul Bhattacharya & Sudhansu S. Maiti - 2831-2847 Parametric and semiparametric copula-based models for the regression analysis of competing risks
by Alejandro R. Vásquez & Gabriel Escarela - 2848-2858 Diagnostic analysis of a circular-circular regression model using asymmetric or asymmetric bi-modal circular errors
by Sungsu Kim & Md Monjurul Islam Rifat - 2859-2876 A general shock model for modelling coupled lives and its application to life insurance
by Hyunju Lee - 2877-2899 Complete moment convergence for randomly weighted sums of END sequences and its applications
by Xiu Xu & Jigao Yan - 2900-2917 Weighted composite quantile regression with censoring indicators missing at random
by Jiang-Feng Wang & Wei-Jun Jiang & Fang-Yin Xu & Wu-Xin Fu - 2918-2929 Asymptotic distribution theory on pseudo semiparametric maximum likelihood estimator with covariates missing not at random
by Linghui Jin & Yanyan Liu & Lisha Guo - 2930-2937 Option pricing under the Heston model where the interest rate follows the Vasicek model
by Zhidong Guo - 2938-2946 A note on a generalization of a statistical matrix
by Reza Farhadian - 2947-2957 Construction of asymmetric orthogonal arrays of high strength by juxtaposition
by Jing Wang & Rong-Xian Yue & Shan-Qi Pang - 2958-2977 Investigating the performance of a family of exponential-type estimators in presence of measurement error
by Abhishek Kumar & Ajeet Kumar Singh & V. K. Singh
June 2021, Volume 50, Issue 11
- 2467-2480 The minimum Bayes factor hypothesis test for correlations and partial correlations
by Fang Chen & Keying Ye & Min Wang - 2481-2507 A penalized approach to mixed model selection via cross-validation
by Jingwei Xiong & Junfeng Shang - 2508-2530 Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution
by Lizet Viviana Romero Orjuela & Sergio Alejandro Calderón Villanueva - 2531-2545 Efficient block designs for incomplete factorial experiments for two factors with unequal block sizes
by Shyamsundar Parui & Rajender Parsad & B. N. Mandal - 2546-2568 Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
by Peng Yang & Zhiping Chen & Liyuan Wang - 2569-2585 On the mean time to failure of an age-replacement model in discrete time
by K. K. Sudheesh & G. Asha & K. M. Jagathnath Krishna - 2586-2591 A further remark on the alternative expectation formula
by Pingfan Song & Shaochen Wang - 2592-2598 Strong convergence of ρ˜-mixing random sequences
by Pingping Zhong & Yuesheng Song & Weiguo Yang - 2599-2618 Statistical inferences for varying coefficient partially non linear model with missing covariates
by Xiuli Wang & Peixin Zhao & Haiyan Du - 2619-2639 Two-piece power normal distribution
by Piotr Sulewski - 2640-2658 Semiparametric mean model with non linear time effect of the covariate for clustered recurrent events with terminal events
by Kang Fang Yuan - 2659-2673 Improved load forecasting model based on two-stage optimization of gray model with fractional order accumulation and Markov chain
by Fuxiang Liu & Wenzhang Guo & Ran Liu & Jun Liu - 2674-2695 A proposed mechanism for skewing symmetric distributions
by Moh'd T. Alodat & Mohammad Al-Rawwash - 2696-2709 Attainments of the Bayesian information bounds
by Ken-ichi Koike - 2710-2721 A modified information criterion for model selection
by Emre Dünder
May 2021, Volume 50, Issue 10
- 2211-2223 Efficient control charts for monitoring the process mean using different paired double ranked set sampling designs
by Muhammad Noor-ul-Amin & Muhammad Tayyab & Muhammad Hanif - 2224-2249 Empirical best linear unbiased predictors in multivariate nested-error regression models
by Tsubasa Ito & Tatsuya Kubokawa - 2250-2269 Risk models based on copulas for premiums and claim sizes
by Yao Kang & Dehui Wang & Jianhua Cheng - 2270-2280 df-statistical convergence in connection with a modulus in metric spaces
by Emine Kayan & Rifat Çolak - 2281-2305 Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution
by Najme Sharifipanah & Rahim Chinipardaz & Gholam Ali Parham & Reinaldo Boris Arellano-Valle - 2306-2321 The log-weighted exponential regression model: alternative to the beta regression model
by Emrah Altun - 2322-2353 Constrained optimal design of X¯ Control Chart for correlated data under Weibull Shock Model with multiple assignable causes
by M. Hossein Naderi & Asghar Seif & M. Bameni Moghadam - 2354-2359 The stochastic linear combination of Dirichlet distributions
by Hazhir Homei - 2360-2370 Mean, mode or median? The score mean
by Zdeněk Fabián - 2371-2381 Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
by Pengli Gao & Zhiming Xia - 2382-2397 Quantile regression for varying coefficient spatial error models
by Xiaowen Dai & Erqian Li & Maozai Tian - 2398-2418 An invariance principle of strong law of large numbers under nonadditive probabilities
by Xiaoyan Chen & Zengjing Chen & Liying Ren - 2419-2428 Dimension-free bounds for largest singular values of matrix Gaussian series
by Xianjie Gao & Chao Zhang & Hongwei Zhang - 2429-2450 Analysis of two components parallel repairable system with vacation
by Yan Ling Li & Gen Qi Xu - 2451-2465 A new correction approach for information criteria to detect outliers in regression modeling
by Emre Dünder
May 2021, Volume 50, Issue 9
- 1955-1977 Distribution regression model with a Reproducing Kernel Hilbert Space approach
by Bui Thi Thien Trang & Jean-Michel Loubes & Laurent Risser & Patricia Balaresque - 1978-2000 On transmuted generalized linear exponential distribution
by S. Ghosh & K. K. Kataria & P. Vellaisamy - 2001-2014 Optimum designs for parameter estimation in mixture experiments with group synergism
by Manisha Pal & Nripes Kumar Mandal - 2015-2038 Improved predictive estimation for mean using the Searls technique under ranked set sampling
by Abhishek Singh & Gajendra K. Vishwakarma - 2039-2047 Linear shrinkage estimation of the variance of a distribution with unknown mean
by Yuki Ikeda & Ryumei Nakada & Tatsuya Kubokawa & Muni S. Srivastava - 2048-2061 Optimal asset allocation for a DC plan with partial information under inflation and mortality risks
by Calisto Guambe & Rodwell Kufakunesu & Gusti van Zyl & Conrad Beyers - 2062-2079 Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
by Guowang Luo & Mixia Wu - 2080-2095 Modelling the aggregate loss for insurance claims with dependence
by Ning Wang & Linyi Qian & Nan Zhang & Zehui Liu - 2096-2105 An interpretation of the properties of the propensity score in the regression framework
by Fei Wan - 2106-2116 Some aspects of reversed hazard rate and past entropy
by N. Unnikrishnan Nair & S. M. Sunoj & Rajesh G. - 2117-2135 Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model
by Jie Guo & Xiaosong Qian & Guojing Wang - 2136-2160 Analysis of an unreliable single server batch arrival queue with two types of services under Bernoulli vacation policy
by Anjana Begum & Gautam Choudhury - 2161-2169 Tail probabilities of a random walk on an interval
by Ewa M. Kubicka & Grzegorz Kubicki & Małgorzata Kuchta & Michał Morayne - 2170-2187 Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
by Miao Han & Xuefeng Song & Wei Wang & Shengwu Zhou - 2188-2200 Efficient inferences for linear transformation models with doubly censored data
by Sangbum Choi & Xuelin Huang - 2201-2209 Posterior propriety of bivariate lomax distribution under objective priors
by Sang Gil Kang & Woo Dong Lee & Yongku Kim
April 2021, Volume 50, Issue 8
- 1699-1708 On generalized invariant statistical convergence of weight g
by Ekrem Savaş - 1709-1727 Does the generalized mean have the potential to control outliers?
by Soumalya Mukhopadhyay & Amlan Jyoti Das & Ayanendranath Basu & Aditya Chatterjee & Sabyasachi Bhattacharya - 1728-1744 Outlier detection and accommodation in meta-regression models
by Min Zhang & Yong Li & Jun Lu & Lei Shi - 1745-1755 A computational method to compare spectral densities of independent periodically correlated time series
by Zongda He & Zhonglian Ma - 1756-1773 A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior
by Reyhaneh Hosseini & Mahmoud Zarepour - 1774-1780 New posterior distributions for the incidence of inefficiency in DEA scores
by Mehmet Güray Ünsal & Daniel Friesner & Robert Rosenman - 1781-1806 Optimal investment problem between two insurers with value-added service
by Yajie Wang & Ximin Rong & Hui Zhao & Danping Li - 1807-1837 Goodness-of-fit test for multistable Lévy processes
by R. Le Guével - 1838-1855 Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
by Qingbo Wang & Guangjun Shen & Zhenlong Gao - 1856-1872 Lp (1
by Runyu Zhu & Dejian Tian - 1873-1883 On Bayes minimax estimators for a normal mean with an uncertain constraint†
by Éric Marchand & Theodoros Nicoleris - 1884-1896 Two sensitivity orders applied to the comparison of ROC curves
by Héctor M. Ramos & Jorge Ollero & Alfonso Suárez-Llorens - 1897-1910 Almost sure central limit theorem for the location and height of extreme order statistics and high values
by Luyun Ding & Zhongquan Tan - 1911-1924 Optimal prediction variance properties of some central composite designs in the hypercube
by Charity Uchenna Onwuamaeze - 1925-1935 A nonparametric procedure for changepoint detection in linear regression
by Jing Sun & Deepak Sakate & Sunil Mathur - 1936-1953 Conditional distance correlation sure independence screening for ultra-high dimensional survival data
by Shuiyun Lu & Xiaolin Chen & Hong Wang
April 2021, Volume 50, Issue 7
- 1532-1546 Estimation of the system reliability for generalized inverse Lindley distribution based on different sampling designs
by Fatma Gul Akgul & Keming Yu & Birdal Senoglu - 1547-1556 Data analysis in health and big data: A machine learning medical diagnosis model based on patients’ complaints
by Gökhan Silahtaroğlu & Nevin Yılmaztürk - 1557-1572 A novel flexible additive Weibull distribution with real-life applications
by Alamgir Khalil & Muhammad Ijaz & Kashif Ali & Wali Khan Mashwani & Muhammad Shafiq & Poom Kumam & Wiyada Kumam - 1573-1586 A credit default swap application by using quantile regression technique
by Yüksel Akay Ünvan - 1587-1598 The effects of “economic crisis” and “financial crisis” searches conducted in google on dollar/TL parity and a causality analysis
by Yüksel Akay Ünvan - 1599-1614 Impacts of Bitcoin on USA, Japan, China and Turkey stock market indexes: Causality analysis with value at risk method (VAR)
by Yüksel Akay Ünvan - 1615-1628 Market basket analysis with association rules
by Yüksel Akay Ünvan - 1629-1639 Model selection in linear regression using paired bootstrap
by Fazli Rabbi & Salahuddin Khan & Alamgir Khalil & Wali Khan Mashwani & Muhammad Shafiq & Pınar Göktaş & Yuksel.Akay Unvan - 1640-1655 New advanced outliers detection tests
by Alamgir Khalil & Salahuddin & Wali Khan Mashwani & Muhammad Shafiq & Saima Hassan & Wiyada Kumam - 1656-1670 Sparsely restricted penalized estimators
by Huseyin Guler & Ebru Ozgur Guler - 1685-1698 Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems
by Wali Khan Mashwani & Abdullah Khan & Atila Göktaş & Yuksel Akay Unvan & Ozgur Yaniay & Abdelouahed Hamdi
February 2021, Volume 50, Issue 7
- 1531-1531 Preface
by Atila Göktaş & Selahattin Kaçiranlar & Yilmaz Akdi
March 2021, Volume 50, Issue 6
- 1275-1294 Efficient multiple control variate method with applications to exotic option pricing
by Suhua Zhang & Chunxiang A & Yongzeng Lai - 1295-1313 On dynamic survival extropy
by E. I. Abdul Sathar & Dhanya Nair R.