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Content
January 2021, Volume 37, Issue 1
- 3-16 Virtual age, is it real? ‐ Discussing virtual age in reliability context
by Maxim Finkelstein & Ji Hwan Cha - 17-20 Discussion of “Virtual age, is it real?”
by Masaaki Kijima - 21-23 Discussion of “Virtual age, is it real?”
by Laurent Doyen & Olivier Gaudoin - 24-25 Discussion of “Virtual age, is it real?”
by Gustavo L. Gilardoni & Maria Luíza G. de Toledo - 26-29 Discussion of “Virtual age, is it real?”
by Richard Arnold & Stefanka Chukova & Yu Hayakawa - 30-31 Discussion of “Virtual age, is it real?”
by Min Xie & Mimi Zhang - 32-34 Comments on “Virtual age, is it real? (Discussing virtual age in reliability context)” by M. Finkelstein and J. H. Cha
by Yili Hong & William Q. Meeker - 35-36 Discussion of “Virtual age: Is it real?”
by Refik Soyer - 37-40 Discussion of “Virtual age, is it real?”
by Bo H. Lindqvist - 41-44 Discussion of virtual age, is it real?
by Lirong Cui - 45-52 Rejoinder to “Virtual age, is it real?”
by Maxim Finkelstein & Ji Hwan Cha - 53-73 Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data
by Luis Sánchez & Víctor Leiva & Manuel Galea & Helton Saulo - 74-83 Stress testing network reconstruction via graphical causal model
by Helder Rojas & David Dias - 84-97 A new distribution‐free adaptive sample size control chart for a finite production horizon and its application in monitoring fill volume of soft drink beverage bottles
by Mahfuza Khatun & Michael B.C. Khoo & Sajal Saha & Philippe Castagliola - 98-112 Options on constant proportion portfolio insurance with guaranteed minimum equity exposure
by Luca Di Persio & Immacolata Oliva & Kai Wallbaum - 113-138 Cost‐efficient monitoring of continuous‐time stochastic processes based on discrete observations
by Hidekazu Yoshioka & Yuta Yaegashi & Motoh Tsujimura & Yumi Yoshioka - 139-154 Comparison of control charts for Poisson count data in health‐care monitoring
by Michele Scagliarini & Nunzia Boccaforno & Marco Vandi
November 2020, Volume 36, Issue 6
- 977-979 Foreword: Special issue on statistics in quality and productivity
by Michael Baron & Emmanuel Yashchin - 980-1013 The value of summary statistics for anomaly detection in temporally evolving networks: A performance evaluation study
by Lata Kodali & Srijan Sengupta & Leanna House & William H. Woodall - 1014-1028 Topological data analysis in digital marketing
by Choudur Lakshminarayan & Mingzhang Yin - 1029-1036 Conjectures on optimal nested generalized group testing algorithm
by Yaakov Malinovsky - 1037-1059 Model robust profile monitoring for the generalized linear mixed model for Phase I analysis
by Keerthi Bandara & Abdel‐Salam G. Abdel‐Salam & Jeffrey B. Birch - 1060-1079 Modeling swine population dynamics at a finer temporal resolution
by Luca Sartore & Yijun Wei & Emilola Abayomi & Seth Riggins & Gavin Corral & Valbona Bejleri & Clifford Spiegelman - 1080-1091 A graphical diagnostic for heavy tailed data
by John P. Nolan - 1092-1093 In Honor of Dr. Benjamin Kedem's 75th Birthday
by Ta‐Hsin Li & Stephen D. Casey - 1094-1110 Estimation of residential radon concentration in Pennsylvania counties by data fusion
by Xuze Zhang & Saumyadipta Pyne & Benjamin Kedem - 1111-1130 From zero crossings to quantile‐frequency analysis of time series with an application to nondestructive evaluation
by Ta‐Hsin Li - 1131-1146 Periodic point processes: Theory and application
by Stephen D. Casey - 1147-1168 Interpoint distances: Applications, properties, and visualization
by Reza Modarres & Yu Song
September 2020, Volume 36, Issue 5
- 757-775 Multivariate generalized hyperbolic laws for modeling financial log‐returns: Empirical and theoretical considerations
by Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala - 776-776 Discussion of “Revisiting Multivariate generalized hyperbolic laws for modeling financial log returns by Fotopoulos, Paparas And Jandhyala”
by Rituparna Sen - 777-779 Discussion of “Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations”
by Vadim Sokolov - 780-782 Rejoinder to “Multivariate generalized hyperbolic laws for modeling financial log returns: Empirical and theoretical considerations”
by Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala - 783-794 Covariate‐dependent control limits for the detection of abnormal price changes in scanner data
by Youngrae Kim & Sangkyun Kim & Johan Lim & Sungim Lee & Won Son & Heejin Hwang - 795-808 Dynamics of energy technology diffusion under uncertainty
by Li Li & Junqi Liu & Lei Zhu - 809-824 A distribution‐based method to gauge market liquidity through scale invariance between investment horizons
by Sergio Bianchi & Augusto Pianese & Massimiliano Frezza - 825-835 Stochastic differential equations harvesting policies: Allee effects, logistic‐like growth and profit optimization
by Nuno M. Brites & Carlos A. Braumann - 836-856 The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications
by Marcos Escobar‐Anel & Zhenxian Gong - 857-876 Evaluation methods for portfolio management
by Keith K. F. Law & W. K. Li & Philip L. H. Yu - 877-890 Nonlinear time series classification using bispectrum‐based deep convolutional neural networks
by Paul A. Parker & Scott H. Holan & Nalini Ravishanker - 891-916 Construction of the tetration distribution based on the continuous iteration of the exponential‐minus‐one function
by Yann Dijoux - 917-931 Item response function in antagonistic situations
by Vladimir Turetsky & David M. Steinberg & Emil Bashkansky - 932-958 Cross‐estimation for decision selection
by Xinyue Gu & Bo Li - 959-973 Stratified two‐sample design: A review on nonparametric methods
by Eleonora Carrozzo & Rosa Arboretti & Riccardo Ceccato & Luigi Salmaso
July 2020, Volume 36, Issue 4
- 523-537 Machine learning applications in nonlife insurance
by Yves‐Laurent Grize & Wolfram Fischer & Christian Lützelschwab - 538-540 Discussion of “Machine learning applications in non‐life insurance”
by David Banks - 541-544 Discussion of “Machine learning applications in nonlife insurance”
by Tahir Ekin - 545-547 Machine learning applications in non‐life insurance
by Yves‐Laurent Grize & Wolfram Fischer & Christian Lützelschwab - 548-569 Modeling and analysis of system reliability using phase‐type distribution closure properties
by Abdullah Alkaff & Mochamad Nur Qomarudin - 570-585 Birnbaum‐Saunders autoregressive conditional range model applied to stock index data
by Jeremias Leão & Erico Lopes & Themis Leão & Diego C. Nascimento - 586-603 Optimization of maintenance policy under warranty length‐based demand with consideration of both manufacturer and buyer satisfaction
by Ali Salmasnia & Maryam Baratian - 604-627 General framework for testing Poisson‐Voronoi assumption for real microstructures
by Martina Vittorietti & Piet J. J. Kok & Jilt Sietsma & Wei Li & Geurt Jongbloed - 628-640 Bayesian optimal life‐testing plan under the balanced two sample type‐II progressive censoring scheme
by Shuvashree Mondal & Ritwik Bhattacharya & Biswabrata Pradhan & Debasis Kundu - 641-659 Generalized discrete autoregressive moving‐average models
by Tobias A. Möller & Christian H. Weiß - 660-678 Bayesian estimation and prediction for the transformed Wiener degradation process
by Massimiliano Giorgio & Fabio Postiglione & Gianpaolo Pulcini - 679-695 Leaders and followers in mutual funds: A dynamic Bayesian approach
by Laura Andreu & José L. Sarto & Pilar Gargallo & Manuel Salvador - 696-715 Wilcoxon‐type rank‐sum statistics for selecting the best population: Some advances
by Markos V. Koutras & Ioannis S. Triantafyllou - 716-729 Control charts based on randomized quantile residuals
by Kayoung Park & Dongmin Jung & Jong‐Min Kim - 730-753 Improved techniques for parametric and nonparametric evaluations of the first‐passage time for degradation processes
by Lochana K. Palayangoda & Hon Keung Tony Ng & Ronald W. Butler
May 2020, Volume 36, Issue 3
- 307-334 Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations
by Christina Erlwein‐Sayer & Stefanie Grimm & Peter Ruckdeschel & Jörn Sass & Tilman Sayer - 335-352 Robust asset allocation with conditional value at risk using the forward search
by Luigi Grossi & Fabrizio Laurini - 353-380 Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing
by Helder Rojas & David Dias - 381-396 A novel replacement policy for a linear deteriorating system using stochastic process with dependent components
by Aynura Poladova & Salih Tekin & Tahir Khaniyev - 397-416 The journey to engaged customer community: Evidential social CRM maturity model in Twitter
by Inbal Yahav & David G. Schwartz & Yaara Welcman - 417-431 Identifying high‐density regions of pests within an orchard
by Fei He & Daniel R. Jeske & Elizabeth Grafton‐Cardwell - 432-451 Allocations of cold standbys to series and parallel systems with dependent components
by Xiaoyu Zhang & Yiying Zhang & Rui Fang - 452-464 Modeling first bid in retail secondary market online auctions: A Bayesian approach
by Babak Zafari & Refik Soyer - 465-476 Has the iPhone cannibalized the iPad? An asymmetric competition model
by Mariangela Guidolin & Renato Guseo - 477-500 Control charts for monitoring ship operating conditions and CO2 emissions based on scalar‐on‐function regression
by Christian Capezza & Antonio Lepore & Alessandra Menafoglio & Biagio Palumbo & Simone Vantini - 501-520 Analysis of means approach in advanced designs
by Kalanka P. Jayalath & Hon Keung Tony Ng
March 2020, Volume 36, Issue 2
- 223-224 Foreword: Special issue on statistics in quality, industry, and technology
by Joanne Wendelberger & Emmanuel Yashchin - 225-236 Weak signal detection in SPC
by Gejza Dohnal - 237-250 Bayesian nonparametric estimation of first passage distributions in semi‐Markov processes
by Richard L. Warr & Travis B. Woodfield - 251-267 On designing experiments for a dynamic response modeled by regression splines
by Rong Pan & Moein Saleh - 268-282 Tolerance intervals for autoregressive models, with an application to hospital waiting lists
by Kedai Cheng & Derek S. Young - 283-304 On‐site surrogates for large‐scale calibration
by Jiangeng Huang & Robert B. Gramacy & Mickaël Binois & Mirko Libraschi
January 2020, Volume 36, Issue 1
- 3-5 Foreword
by Nicola Torelli & Grazia Vicario - 6-18 A review of data science in business and industry and a future view
by Grazia Vicario & Shirley Coleman - 19-19 A review of data science in business and industry and a future view by G. Vicario and S. Coleman
by Andrea Ahlemeyer‐Stubbe - 20-22 Discussion of “A review of data science in business and industry and a future view”
by A. John Bailer & Nicholas I. Fisher - 23-29 Discussion of “A review of data science in business and industry and a future view” by Grazia Vicario and Shirley Coleman
by Alberto Ferrer - 30-32 A review of data science in business and industry and a future view by G. Vicario and S. Coleman
by Ron S. Kenett - 33-35 Discussion of “A review of data science in business and industry and a future view,” by Grazia Vicario and Shirley Coleman
by Piercesare Secchi - 36-40 Thoughts on Data Science in business and industry
by David M. Steinberg & Eddie Aronovich - 41-42 Discussion of “A review of data science in business and industry and a future view”
by Nicola Torelli - 43-48 Rejoinder to the discussion of “A review of data science in business and industry and a future view by G. Vicario and S. Coleman”
by Grazia Vicario & Shirley Coleman - 49-61 Radial basis neural tree model for improving waste recovery process in a paper industry
by Tanujit Chakraborty & Swarup Chattopadhyay & Ashis Kumar Chakraborty - 62-76 MCMC calibration of spot‐prices models in electricity markets
by Alice Guerini & Andrea Marziali & Giuseppe De Nicolao - 77-94 Nonparametric universal copula modeling
by Subhadeep Mukhopadhyay & Emanuel Parzen - 95-109 Vector error correction models to measure connectedness of Bitcoin exchange markets
by Paolo Giudici & Paolo Pagnottoni - 110-123 Predicting ships' CO2 emissions using feature‐oriented methods
by Marco S. Reis & Ricardo Rendall & Biagio Palumbo & Antonio Lepore & Christian Capezza - 124-142 Portfolio selection for individual passive investing
by David Puelz & P. Richard Hahn & Carlos M. Carvalho - 143-144 Foreword to Special Issue
by Jaromír Antoch & Gejza Dohnal - 145-158 Semiparametric spatio‐temporal analysis of regional GDP growth with respect to renewable energy consumption levels
by Tomáš Formánek - 159-177 Clustering electricity consumers using high‐dimensional regression mixture models
by Emilie Devijver & Yannig Goude & Jean‐Michel Poggi - 178-183 Novelty detection based on learning entropy
by Gejza Dohnal & Ivo Bukovský - 184-194 Semiparametric modeling of the spatiotemporal trends in natural gas consumption: Methodology, results, and consequences
by Marek Brabec & Ondřej Konár & Ivan Kasanický & Marek Malý & Emil Pelikán - 195-209 Deep learning for energy markets
by Michael Polson & Vadim Sokolov - 210-219 Copula‐based robust optimal block designs
by A. Rappold & W.G. Müller & D.C. Woods
November 2019, Volume 35, Issue 6
- 1301-1321 Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time ‐varying correlations
by Cathy W.S. Chen & Hong Than‐Thi & Mike K.P. So & Songsak Sriboonchitta - 1322-1343 Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap
by Haejune Oh & Sangyeol Lee - 1344-1365 Stochastic modeling of quality of systems operating in a heterogeneous environment
by Ji Hwan Cha & Maxim Finkelstein - 1366-1389 An optimal switching approach toward cost‐effective control of a stand‐alone photovoltaic panel system under stochastic environment
by Hidekazu Yoshioka & Zhi Li & Akira Yano - 1390-1410 Cyber vulnerability maintenance policies that address the incomplete nature of inspection
by Enhao Liu & Theodore T. Allen & Sayak Roychowdhury - 1411-1430 Using degradation models to assess pipeline life
by Qinglong Tian & Shiyao Liu & William Q. Meeker
September 2019, Volume 35, Issue 5
- 1127-1155 A machine learning approach for individual claims reserving in insurance
by Maximilien Baudry & Christian Y. Robert - 1156-1170 Volatility forecasting using stochastic conditional range model with leverage effect
by Xinyu Wu & Haibin Xie - 1171-1184 Mover‐stayer model with covariate effects on stayer's probability and mover's transitions
by H. Frydman & A. Matuszyk & C. Li & W. Zhu - 1185-1201 Hierarchical nonparametric survival modeling for demand forecasting with fragmented categorical covariates
by Ta‐Hsin Li - 1202-1227 Multifactor Heston's stochastic volatility model for European option pricing
by Sotheara Veng & Ji‐Hun Yoon & Sun‐Yong Choi - 1228-1252 Using mixture‐amount modeling to optimize the advertising media mix and quantify cross‐media synergy for specific target groups
by Peter Goos & Nathalie Dens & Patrick De Pelsmacker & Leonids Aleksandrovs - 1253-1268 Variable sampling interval Shewhart control charts for monitoring the multivariate coefficient of variation
by Quoc Thong Nguyen & Kim Phuc Tran & Henri L. Heuchenne & Thi Hien Nguyen & Huu Du Nguyen - 1269-1281 An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem
by S.V. Ivanov & A.I. Kibzun & A.S. Stepanova - 1282-1297 Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns
by Stefano Peluso & Antonietta Mira & Pietro Muliere
July 2019, Volume 35, Issue 4
- 923-938 Probabilistic mean value theorems for conditioned random variables with applications
by Antonio Di Crescenzo & Georgios Psarrakos - 939-962 Optimal harvesting policy of an inland fishery resource under incomplete information
by Hidekazu Yoshioka & Yuta Yaegashi & Yumi Yoshioka & Kentaro Tsugihashi - 963-977 Log‐symmetric regression models: information criteria and application to movie business and industry data with economic implications
by Marcelo Ventura & Helton Saulo & Victor Leiva & Sandro Monsueto - 978-997 Bayesian semiparametric Markov switching stochastic volatility model
by Audronė Virbickaitė & Hedibert F. Lopes - 998-1010 Reliability assessment for load‐sharing systems with exponential components using statistical expansion as a correction
by Jianyu Xu & Min Xie & Qingpei Hu - 1011-1027 Statistical inference for coherent systems with Weibull distributed component lifetimes under complete and incomplete information
by A. Jablonka & E. Cramer & M. Hermanns - 1028-1043 Time series of functional data with application to yield curves
by Rituparna Sen & Claudia Klüppelberg - 1044-1059 Assessing some aspects of factor screening with nonnormal responses
by Muhammad Azam Chaudhry & John Tyssedal - 1060-1076 Multivariate asset‐pricing model based on subordinated stable processes
by Vladimir Panov & Evgenii Samarin - 1077-1089 Maintenance optimization for second‐hand products following periodic imperfect preventive maintenance warranty period
by Jae‐Hak Lim & Dae‐Kyung Kim & Dong Ho Park - 1090-1102 Profiting from correlations: Adjusted estimators for categorical data
by Tobias Niebuhr & Mathias Trabs - 1103-1123 Optimal inventory threshold for a dynamic service make‐to‐stock system with strategic customers
by Xuelu Zhang & Jinting Wang - 1124-1124 Editorial note
by Fabrizio Ruggeri
May 2019, Volume 35, Issue 3
- 398-398 Special issue of ASMBI for GDDR 2017
by Antonio Pievatolo & David Ríos Insua & Simon Wilson - 399-413 System reliability and component importance when components can be swapped upon failure
by Aesha Najem & Frank P. A. Coolen - 414-430 V@R representation theorems in ambiguous frameworks
by Alejandro Balbás & Jean‐Philippe Charron - 431-447 Large‐scale automated forecasting for network safety and security monitoring
by Roi Naveiro & Simón Rodríguez & David Ríos Insua - 448-478 Enterprise security economics: A self‐defense versus cyber‐insurance dilemma
by Yosra Miaoui & Noureddine Boudriga - 479-491 Assessing the effect of advertising expenditures upon sales: A Bayesian structural time series model
by Víctor Gallego & Pablo Suárez‐García & Pablo Angulo & David Gómez‐Ullate - 492-503 Allocation of a relevation in redundancy problems
by Félix Belzunce & Carolina Martínez‐Riquelme & José M. Ruiz - 504-521 Degradation modeling of 2 fatigue‐crack growth characteristics based on inverse Gaussian processes: A case study
by Luis Alberto Rodríguez‐Picón & Anna Patricia Rodríguez‐Picón & Alejandro Alvarado‐Iniesta - 522-536 New failure and minimal repair processes for repairable systems in a random environment
by Ji Hwan Cha & Maxim Finkelstein - 537-551 Bayesian planning of step‐stress accelerated degradation tests under various optimality criteria
by Xiujie Zhao & Rong Pan & Min Xie - 552-570 Assessing Markov property in multistate transition models with applications to credit risk modeling
by Hanyu Yang & Vijayan N. Nair & Jie Chen & Agus Sudjianto - 571-590 Nonparametric evaluation of the first passage time of degradation processes
by Narayanaswamy Balakrishnan & Chengwei Qin - 591-602 On fail‐safe systems under random shocks
by Yiying Zhang & Ebrahim Amini‐Seresht & Peng Zhao - 603-623 A combined filtering approach to high‐frequency volatility estimation with mixed‐type microstructure noises
by Yinfen Tang & Zhiyuan Zhang - 624-636 A Bayesian two‐armed bandit model
by Xikui Wang & You Liang & Lysa Porth - 637-650 A bivariate optimal replacement policy for a system subject to a generalized failure and repair process
by Hyunju Lee & Ji Hwan Cha - 651-670 Control charts with random interarrival times between successive samplings
by Markos V. Koutras & Athanasios C. Rakitzis - 671-680 Efficiency consideration of generalized age replacement policy
by Minjae Park & Ki Mun Jung & Jennifer Jae‐Young Kim & Dong Ho Park - 681-703 Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events
by Daniel Wei‐Chung Miao & Xenos Chang‐Shuo Lin & Steve Hsin‐Ting Yu & Yung‐Hsin Lee - 704-716 Mean‐variance hedging with basis risk
by Xiaole Xue & Jingong Zhang & Chengguo Weng - 717-731 Bayesian l0‐regularized least squares
by Nicholas G. Polson & Lei Sun - 732-746 Closed‐form approximations for spread options in Lévy markets
by Jente Van Belle & Steven Vanduffel & Jing Yao - 747-765 Bayesian modeling and forecasting of Value‐at‐Risk via threshold realized volatility
by Cathy W.S. Chen & Toshiaki Watanabe - 766-787 Bayesian statistical process control for Phase I count type data
by Panagiotis Tsiamyrtzis & Douglas M. Hawkins - 788-807 Deep learning for spatio‐temporal modeling: Dynamic traffic flows and high frequency trading
by Matthew F. Dixon & Nicholas G. Polson & Vadim O. Sokolov - 808-822 Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
by Nuttanan Wichitaksorn & Richard Gerlach & S.T. Boris Choy - 823-836 A new multivariate variability control chart based on a covariance matrix combination
by Jose Luis Alfaro & Juan Fco. Ortega - 837-857 Detecting change points in the stress‐strength reliability P(X
by Hang Xu & Philip L.H. Yu & Mayer Alvo - 858-870 The maximum surplus in a finite‐time interval for a discrete‐time risk model with exchangeable, dependent claim occurrences
by Omer L. Gebizlioglu & Serkan Eryilmaz - 871-892 Inactivity times of coherent systems with dependent components under periodical inspections
by Jorge Navarro & Camilla Calì - 893-907 Economic design of an attribute control chart for monitoring mean life based on multiple deferred state sampling
by S. Balamurali & P. Jeyadurga - 908-920 Preventive maintenance for homogeneous and heterogeneous systems
by Maxim Finkelstein & Gregory Levitin
March 2019, Volume 35, Issue 2
- 156-157 Special issue of ASMBI dedicated to the 10th International Conference on Mathematical Methods in Reliability (MMR 2017)
by Olivier Gaudoin & Bo H. Lindqvist - 158-176 Reliability, signature, and relative quality functions of systems under time‐homogeneous load‐sharing models
by Fabio L. Spizzichino - 177-190 Findings about the BMMPP for modeling dependent and simultaneous data in reliability and queueing systems
by Yoel G. Yera & Rosa E. Lillo & Pepa Ramírez‐Cobo - 191-197 On the reliability function of a double redundant system with general repair time distribution
by Vladimir Rykov & Dmitry Kozyrev - 198-210 A perturbed gamma degradation process with degradation dependent non‐Gaussian measurement errors
by Massimiliano Giorgio & Agostino Mele & Gianpaolo Pulcini - 211-220 Imperfect repair in degradation processes: A Kijima‐type approach
by Waltraud Kahle - 221-233 A parametric lifetime model for a multicomponents system with spatial interactions
by F. Corset & M. Fouladirad & C. Paroissin & E. Remy - 234-246 Bayesian analysis for step‐stress accelerated life testing under progressive interval censoring
by Christian Kohl & Maria Kateri - 247-259 Tests for specific nonparametric relations between two distribution functions with applications
by JV Deshpande & Isha Dewan & KF Lam & UV Naik‐Nimbalkar - 260-269 Is reliability a new science? A paper from the panel session held at the 10th International Conference on Mathematical Methods in Reliability
by Nozer D. Singpurwalla & Vitali Volovoi & Mark Brown & Erol A. Peköz & Sheldon M. Ross & William Q. Meeker - 270-271 Discussion of “Is reliability a new science?”
by Christine M. Anderson‐Cook - 272-273 Contribution to panel discussion
by Jerald F. Lawless - 274-274 Is reliability a new science?
by Bent Natvig - 275-277 Reliability is a science: A philosophical analysis of its validity
by Jiutong Zhang & Qingyuan Zhang & Rui Kang - 278-278 Reliability is a new science: Gnedenko was right
by Vladimir Rykov - 279-280 Rejoinder to the discussions
by Nozer D. Singpurwalla & Boya Lai - 281-282 Preface
by S. Ejaz Ahmed - 283-298 Weak signals in high‐dimensional regression: Detection, estimation and prediction
by Yanming Li & Hyokyoung G. Hong & S. Ejaz Ahmed & Yi Li - 299-320 Change points in heavy‐tailed multivariate time series: Methods using precision matrices
by Ivor Cribben - 321-329 Nonlocal spatial clustering in automated brain hematoma and edema segmentation
by Wei Tu & Linglong Kong & Rohana Karunamuni & Ken Butcher & Lili Zheng & Rebecca McCourt - 330-353 Likelihood adaptively modified penalties
by Yang Feng & Tengfei Li & Zhiliang Ying - 354-375 Integrative interaction analysis using threshold gradient directed regularization
by Yang Li & Rong Li & Yichen Qin & Mengyun Wu & Shuangge Ma - 376-393 Mode hunting through active information
by Daniel Andrés Díaz‐Pachón & Juan Pablo Sáenz & J. Sunil Rao & Jean‐Eudes Dazard
January 2019, Volume 35, Issue 1
- 4-49 Birnbaum‐Saunders distribution: A review of models, analysis, and applications
by N. Balakrishnan & Debasis Kundu - 50-53 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
by Anthony F. Desmond - 54-55 Discussion of the “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
by A. Wong - 56-60 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
by Artur J. Lemonte & Gauss M. Cordeiro - 61-63 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and Debasis Kundu
by Biswabrata Pradhan - 64-71 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
by Hon Keung Tony Ng - 72-76 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis and applications”
by Longxiang Fang & Xiaojun Zhu - 77-81 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
by Isha Dewan & Swagata Nandi - 82-89 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
by Ahad Jamalizadeh & Farzane Hashemi & Mehrdad Naderi - 90-95 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters
by Víctor Leiva & Camilo Lillo & M. Ivette Gomes & Marta Ferreira - 96-99 Discussion of “Birnbaum‐Saunders distributions: A review of models, analysis and applications”
by Michelli Barros & Gilberto A. Paula - 100-103 Discussion of Birnbaum‐Saunders distribution: A review of models, analysis, and applications
by Filidor Vilca - 104-109 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and D. Kundu
by José A. Díaz‐García & Francisco J. Caro‐Lopera - 110-111 Discussion of Birnbaum‐Saunders distribution: A review of models, analysis, and applications
by Ramesh C. Gupta - 112-117 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel multivariate data analytics for an economics example in the textile industry
by Víctor Leiva & Robert G. Aykroyd & Carolina Marchant - 118-121 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and Debasis Kundu
by Helton Saulo & Jeremias Leão & Manoel Santos‐Neto - 122-125 Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
by Shuangzhe Liu & Tiefeng Ma