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Content
January 2022, Volume 51, Issue 1
- 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 - 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