Printed from https://ideas.repec.org/s/wly/apsmbi2.html
Content
January 2019, Volume 35, Issue 1
- 126-132 Authors' Rejoinder
by Narayanaswamy Balakrishnan & Debasis Kundu - 133-137 An interview with Sam C. Saunders
by Víctor Leiva - 138-151 Good and bad market research: A critical review of Net Promoter Score
by Nicholas I. Fisher & Raymond E. Kordupleski
November 2018, Volume 34, Issue 6
- 760-761 Foreword: Special issue on the future of applied stochastic models and data analysis
by Valérie Girardin & Philippe Regnault & Christos H. Skiadas - 762-773 Asymptotic analysis and optimization of some insurance models
by Ekaterina Bulinskaya - 774-781 Malliavin calculus in a binomial framework
by Samuel N. Cohen & Robert J. Elliott & Tak Kuen Siu - 782-802 Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps
by Griselda Deelstra & Sinem Kozpınar & Matthieu Simon - 803-815 Final outcomes and disease insurance for a controlled epidemic model
by Claude Lefèvre & Philippe Picard - 816-834 Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components
by Narayanaswamy Balakrishnan & Phalguni Nanda & Suchandan Kayal - 835-851 Redistricting without gerrymandering, utilizing the convexity ratio, and other applications to business and industry
by James R. Bozeman & Matt Davey & Sam Hutchins & Jillian Mori & Timothy Nicholson & Abigail Salvadore & Kayla St. Germain - 852-867 Prediction for regularized clusterwise multiblock regression
by S. Bougeard & V. Cariou & G. Saporta & N. Niang - 868-878 A BIC‐based consistent metric between Markovian processes
by Jesús E. García & R. Gholizadeh & V. A. González‐López - 879-879 Foreword: Special issue on statistics in quality and productivity
by Nalini Ravishanker & Haim Bar & Emmanuel Yashchin - 880-892 Multistate multivariate statistical process control
by Gabriel J. Odom & Kathryn B. Newhart & Tzahi Y. Cath & Amanda S. Hering - 893-907 Information‐theoretic multistage sampling framework for medical audits
by Muzaffer Musal & Tahir Ekin - 908-921 Bayesian design of experiments for logistic regression to evaluate multiple nuclear forensic algorithms
by Kevin R. Quinlan & Christine M. Anderson‐Cook - 922-948 Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data
by Aleksey S. Polunchenko & Vasanthan Raghavan - 949-961 Facilitating high‐dimensional transparent classification via empirical Bayes variable selection
by Haim Bar & James Booth & Martin T. Wells & Kangyan Liu - 962-962 Foreword: Special issue on statistics in business and industry
by Beatriz E. Etchegaray Garcia & Julie E. Novak & Emmanuel Yashchin - 963-980 Graphics to facilitate informative discussion and team decision making
by Christine M. Anderson‐Cook & Lu Lu - 981-984 Discussion of “Graphics to facilitate informative discussion and team decision‐making”
by Dae‐Heung Jang - 985-988 Discussion of “Graphics to facilitate informative discussion and team decision making”
by Jennifer Van Mullekom - 989-991 Rejoinder to “Graphics to facilitate informative discussion and team decision‐making”
by Christine Anderson‐Cook & Lu Lu - 992-1006 Structural break detection in financial durations
by Yaohua Zhang & Nalini Ravishanker & Jian Zou - 1007-1016 Heuristic policies for stochastic knapsack problem with time‐varying random demand
by Yingdong Lu
September 2018, Volume 34, Issue 5
- 585-585 Special Issue on Recent Trends in Stochastic Models, Statistics and Their Applications
by Adam Krzyżak & Ansgar Steland - 586-596 Do the time series statistical properties influence the goodness of fit of GRNN models? Study on financial series
by Alina Bărbulescu - 597-606 American option pricing under financial crisis
by Xuemei Luo & Kaili Xiang & Chuan Ding - 607-617 Modeling vehicle traffic loads by the 2D compound Poisson process
by Yang Liu & Deru Li & Yingqiu Li & Haiping Zhang - 618-632 Density‐free test for symmetry verification in images
by Agata Migalska - 633-644 Model‐free offline change‐point detection in multidimensional time series of arbitrary nature via ϵ‐complexity: Simulations and applications
by Boris Darkhovsky & Alexandra Piryatinska - 645-658 A rule‐based method of spike detection and suppression and its application in a control system for additive manufacturing
by Wojciech Rafajłowicz & Ewaryst Rafajłowicz - 659-666 Nonlinearity recovery by standard and aggregative orthogonal series algorithms
by Przemysław Śliwiński & Paweł Wachel & Szymon Łagosz - 667-681 GARCH processes and the phenomenon of misleading and unambiguous signals
by Beatriz Sousa & Manuel Cabral Morais & Yarema Okhrin & Wolfgang Schmid - 682-699 A new toolkit for robust distributional change detection
by Anna‐Lena Kißlinger & Wolfgang Stummer - 700-717 Unspecified distributions in single disorder problem
by Wojciech Sarnowski & Krzysztof Szajowski - 718-729 Algorithm based on modified angle‐based outlier factor for open‐set classification of text documents
by Tomasz Walkowiak & Szymon Datko & Henryk Maciejewski - 730-745 The empirical test on investment efficiency and influence of equity incentive in supply‐side structural reform: Based on the two‐tier stochastic frontier approach
by Changqian Xie & Lun Li - 746-755 Optimal consumption analysis for a stochastic growth model with technological shocks
by Weipeng Yuan & Shaoyong Lai & Hanlei Hu
July 2018, Volume 34, Issue 4
- 425-445 Statistical methods for network surveillance
by Daniel R. Jeske & Nathaniel T. Stevens & Alexander G. Tartakovsky & James D. Wilson - 446-448 Discussion of “Statistical methods for network surveillance”
by Srijan Sengupta & William H. Woodall - 449-451 Discussion of “Statistical methods for network surveillance”
by David J. Marchette - 452-456 Discussion of “Statistical methods for network surveillance” by Daniel Jeske, Nathaniel Stevens, Alexander Tartakovsky, and James Wilson
by Philipp Otto & Wolfgang Schmid - 457-459 Rejoinder to “Statistical methods for network surveillance”
by Daniel R. Jeske & Nathaniel T. Stevens & Alexander G. Tartakovsky & James D. Wilson - 460-479 Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns
by Samir P. Warty & Hedibert F. Lopes & Nicholas G. Polson - 480-481 Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”
by Nalini Ravishanker - 482-483 Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”
by Refik Soyer - 484-485 Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer
by Samir P. Warty & Hedibert F. Lopes & Nicholas G. Polson - 486-498 An optimal burn‐in policy based on a degradation model
by E. Mosayebi Omshi & S. Shemehsavar - 499-512 Pricing and hedging barrier options
by Estevão Rosalino & Allan J. da Silva & Jack Baczynski & Dorival Leão - 513-527 Availability and maintenance modeling for systems subject to dependent hard and soft failures
by Qingan Qiu & Lirong Cui & Jingyuan Shen - 528-543 Stochastic properties of two general versions of the residual lifetime at random times
by Xiaohu Li & Rui Fang - 544-561 Warranty cost analysis: Increasing warranty repair times
by Sarah Marshall & Richard Arnold & Stefanka Chukova & Yu Hayakawa - 562-581 Time series with Birnbaum‐Saunders marginal distributions
by T. Rahul & N. Balakrishnan & N. Balakrishna
May 2018, Volume 34, Issue 3
- 259-260 A special issue on: Statistical methods in mining industry
by Orietta Nicolis & Rodrigo Pascual - 261-277 A nondisruptive reliability approach to assess the health of microseismic sensing networks
by D. Neira & G. Soto & J. Fontbona & J. Prado & S. Gaete - 278-292 Statistical testing of availability for mining technological systems with air quality constraints
by Milan Stehlík & Polychronis Economou & Ljubiša Papić & Joseph Aronov & Orietta Nicolis & Jaromír Antoch & Eliška Cézová & Jozef Kiseľák - 293-304 Risk assessment of failure of rock bolts in underground coal mines using support vector machines
by Peng Jiang & Peter Craig & Alan Crosky & Mojtaba Maghrebi & Ismet Canbulat & Serkan Saydam - 305-321 A beta partial least squares regression model: Diagnostics and application to mining industry data
by Mauricio Huerta & Víctor Leiva & Camilo Lillo & Marcelo Rodríguez - 322-337 Stochastic intrinsic Kriging for simulation metamodeling
by Ehsan Mehdad & Jack P.C. Kleijnen - 338-354 Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae
by Hidekazu Yoshioka & Yuta Yaegashi - 355-375 Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
by Hong‐Xia Hao & Jin‐Guan Lin & Xing‐Fang Huang & Hong‐Xia Wang & Yan‐Yong Zhao - 376-394 The Hubbert diffusion process: Estimation via simulated annealing and variable neighborhood search procedures—application to forecasting peak oil production
by Istoni da Luz Sant'Ana & Patricia Román‐Román & Francisco Torres‐Ruiz - 395-406 Coherent system with standby components
by Serkan Eryilmaz & T. Erman Erkan - 407-422 On a random lead time and threshold shock model using phase‐type geometric processes
by Y. Sarada & R. Shenbagam
March 2018, Volume 34, Issue 2
- 87-104 Inferring social structure from continuous‐time interaction data
by Wesley Lee & Bailey Fosdick & Tyler McCormick - 105-106 Discussion of “Inferring social structure from continuous‐time interaction data” by Lee, Fosdick, and McCormick
by David Banks - 107-109 Discussion of “Inferring social structure from continuous‐time interaction data”
by Bruce A. Desmarais - 110-112 Rejoinder to “Inferring social structure from continuous‐time interaction data”
by Wesley Lee & Bailey Fosdick & Tyler H. McCormick - 113-127 A MCMC approach for modeling customer lifetime behavior using the COM‐Poisson distribution
by Mohamed Ben Mzoughia & Sharad Borle & Mohamed Limam - 128-143 Some results on information properties of coherent systems
by Abdolsaeed Toomaj & Antonio Di Crescenzo & Mahdi Doostparast - 144-157 An index tracking model with stratified sampling and optimal allocation
by Meihua Wang & Fengmin Xu & Yu‐Hong Dai - 158-174 Bounds for the reliability functions of coherent systems with heterogeneous components
by Patryk Miziuła & Jorge Navarro - 175-195 Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization
by Zhiping Chen & Zhe Yan - 196-205 Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability
by Halina Frydman & Anna Matuszyk - 206-223 Reliability modelling incorporating load share and frailty
by G. Asha & A. Vincent Raja & Nalini Ravishanker - 224-243 Planning accelerated life tests with random effects of test chambers
by Kangwon Seo & Rong Pan - 244-255 Analysis of definitive screening designs: Screening vs prediction
by Maria L. Weese & Philip J. Ramsey & Douglas C. Montgomery
January 2018, Volume 34, Issue 1
- 3-3 Special issue on Data Fusion
by Daniel R. Jeske & Min‐ge Xie - 4-19 A dynamic fusion system for fast nuclear source detection and localization with mobile sensor networks
by Aude Grelaud & Priyam Mitra & Minge Xie & Rong Chen - 20-30 Combining binomial test data via two‐stage solutions
by Janet Myhre & Daniel R. Jeske & Jun Li & Anne M. Hansen - 31-43 Correlated model fusion
by Andrew Hoegh & Scotland Leman - 44-60 Imputation for multisource data with comparison and assessment techniques
by Emily Casleton & Dave Osthus & Kendra Van Buren - 61-78 Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category
by Volodymyr Serhiyenko & Nalini Ravishanker & Rajkumar Venkatesan - 79-80 Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’
by Refik Soyer - 81-81 Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan
by Hedibert F. Lopes - 82-83 Rejoinder to ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’
by Volodymyr Serhiyenko & Nalini Ravishanker & Rajkumar Venkatesan
November 2017, Volume 33, Issue 6
- 559-574 Some closed form robust moment‐based estimators for the MEM(1,1)
by Wanbo Lu & Rui Ke - 575-589 Two stochastic dominance criteria based on tail comparisons
by Julio Mulero & Miguel A. Sordo & Marilia C. de Souza & Alfonso Suárez‐LLorens - 590-601 A marginal contribution coefficient for sequences of nonstationary continuous Markov chains
by Sílvio Alves de Souza & Denise Duarte & Eduardo M. A. M. Mendes - 602-625 Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee
by Nina Yan & Chongqing Liu & Ye Liu & Baowen Sun - 626-639 Phase II monitoring of changes in mean from high‐dimensional data
by Johan Lim & Sungim Lee - 640-661 Stochastic optimization of an urban rail timetable under time‐dependent and uncertain demand
by Masoud Shakibayifar & Erfan Hassannayebi & Hossein Jafary & Arman Sajedinejad - 662-673 The choice of screening design
by John Tyssedal & Muhammad Azam Chaudhry - 674-689 The Pathmox approach for PLS path modeling: Discovering which constructs differentiate segments
by Giuseppe Lamberti & Tomas Banet Aluja & Gaston Sanchez - 690-693 Why indexing works
by J. B. Heaton & N. G. Polson & J. H. Witte - 694-716 An evaluation of the multivariate dispersion charts with estimated parameters under non‐normality
by A. Mostajeran & N. Iranpanah & R. Noorossana - 717-732 Forecasting mortality rate by multivariate singular spectrum analysis
by Rahim Mahmoudvand & Dimitrios Konstantinides & Paulo Canas Rodrigues - 733-749 Control charts for monitoring correlated counts with a finite range
by Athanasios C. Rakitzis & Christian H. Weiß & Philippe Castagliola
September 2017, Volume 33, Issue 5
- 445-460 Semiparametric Bayesian optimal replacement policies: application to railroad tracks
by Jason R. Merrick & Refik Soyer - 461-462 Discussion of ‘Semiparametric Bayesian optimal replacement policies: application to railroad tracks’ by Merrick and Soyer
by P.J. Serra & A. Di Bucchianico - 463-464 Rejoinder to ‘Semiparametric Bayesian Optimal Replacement Policies: Application to Railroad Tracks’
by Jason Merrick & Refik Soyer - 465-475 Heterogeneity versus duration dependence with competing risks: an application to the labor market
by Richard Robb & Halina Frydman & Andrew Robertson - 476-493 Optimization model to start harvesting in stochastic aquaculture system
by Hidekazu Yoshioka & Yuta Yaegashi - 494-506 Computing optimum design parameters of a progressive type I interval censored life test from a cost model
by Sonal Budhiraja & Biswabrata Pradhan - 507-521 Variance swaps under the threshold Ornstein–Uhlenbeck model
by Fangyuan Dong & Hoi Ying Wong - 522-543 Performance and reliability analysis of a repairable discrete‐time Geo/G/1 queue with Bernoulli feedback and randomized policy
by Shaojun Lan & Yinghui Tang - 544-554 Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
by Stephan Dempe & Sergey Ivanov & Andrey Naumov - 555-555 Managing inventory and service levels in a safety stock‐based inventory routing system with stochastic retailer demands
by Ehsan Yadollahi & El‐Houssaine Aghezzaf & Birger Raa
August 2017, Volume 33, Issue 4
- 335-347 Environmental decision‐making using Bayesian networks: creating an environmental report card
by Sandra Johnson & Murray Logan & David Fox & John Kirkwood & Uthpala Pinto & Kerrie Mengersen - 348-350 Discussion of ‘Environmental decision‐making using Bayesian networks: creating an environmental report card’
by Annukka Lehikoinen - 351-352 Discussion of ‘Environmental decision‐making using bayesian networks: Creating an environmental report card’
by Antonella Bodini - 353-354 Rejoinder to ‘Environmental Decision‐making using Bayesian Networks: Creating an Environmental Report Card’
by Kerrie Mengersen & Sandra Johnson - 355-368 Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction
by Alessandra Amendola & Francesco Giordano & Maria Lucia Parrella & Marialuisa Restaino - 369-381 Managing inventory and service levels in a safety stock‐based inventory routing system with stochastic retailer demands
by Ehsan Yadollahi & El‐Houssaine Aghezzaf & Birger Raa - 382-393 Mixture representation for the residual lifetime of a repairable system
by M. Chahkandi & Jafar Ahmadi & N. Balakrishnan - 394-408 Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions
by Carlos A. Abanto‐Valle & Roland Langrock & Ming‐Hui Chen & Michel V. Cardoso - 409-421 Component and system active redundancies for coherent systems with dependent components
by Yiying Zhang & Ebrahim Amini‐Seresht & Weiyong Ding - 422-442 Unifying pricing formula for several stochastic volatility models with jumps
by Falko Baustian & Milan Mrázek & Jan Pospíšil & Tomáš Sobotka
May 2017, Volume 33, Issue 3
- 259-259 Special issue in honor of Kathryn Chaloner
by Refik Soyer & Isabella Verdinelli - 260-268 Bayesian optimal experimental designs for binary responses in an adaptive framework
by Alessandra Giovagnoli - 269-281 Bayesian D‐optimal designs for error‐in‐variables models
by Maria Konstantinou & Holger Dette - 282-295 A decision‐theoretic approach to sample size determination under several priors
by Fulvio De Santis & Stefania Gubbiotti - 296-301 Clinical trial design as a decision problem
by Peter Müller & Yanxun Xu & Peter F. Thall - 302-313 Combining Bayesian experimental designs and frequentist data analyses: motivations and examples
by Steffen Ventz & Giovanni Parmigiani & Lorenzo Trippa - 314-321 Design for low‐temperature microwave‐assisted crystallization of ceramic thin films
by Nathan Nakamura & Jason Seepaul & Joseph B. Kadane & B. Reeja‐Jayan - 322-332 Augmented probability simulation for accelerated life test design
by Nicholas G. Polson & Refik Soyer
March 2017, Volume 33, Issue 2
- 97-120 Post selection shrinkage estimation for high‐dimensional data analysis
by Xiaoli Gao & S. E. Ahmed & Yang Feng - 121-122 Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
by Jianqing Fan - 123-125 Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
by Peihua Qiu & Kai Yang & Lu You - 126-129 Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
by Yanming Li & Hyokyoung Grace Hong & Yi Li - 130-130 Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
by Doksum Kjell & Joan Fujimura - 131-135 Rejoinder to ‘Post‐selection shrinkage estimation for high‐dimensional data analysis’
by Xiaoli Gao & S. Ejaz Ahmed & Yang Feng - 136-151 Objective Bayesian modelling of insurance risks with the skewed Student‐t distribution
by Fabrizio Leisen & J. Miguel Marin & Cristiano Villa - 152-166 A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops
by Grigory Temnov - 167-183 Two‐tier healthcare service systems and cost of waiting for patients
by Guangyu Wan & Qinan Wang - 184-212 Application of the phase‐type mortality law to life contingencies and risk management
by Joseph H.T. Kim & Taehan Bae & Soyeun Kim - 213-236 Bayesian tail‐risk forecasting using realized GARCH
by Christian Contino & Richard H. Gerlach - 237-247 A model for bank reserves versus treasuries under Basel III
by Garth J. van Schalkwyk & Peter J. Witbooi - 248-255 Stochastic comparisons of series and parallel systems with generalized linear failure rate components
by Longxiang Fang & N. Balakrishnan
January 2017, Volume 33, Issue 1
- 3-12 Deep learning for finance: deep portfolios
by J. B. Heaton & N. G. Polson & J. H. Witte - 13-15 Discussion of ‘Deep learning for finance: deep portfolios’
by Catherine S. Forbes & Worapree Maneesoonthorn - 16-18 Discussion of ‘Deep learning for finance: deep portfolios’
by Vadim Sokolov - 19-21 Rejoinder to ‘Deep learning for finance: deep portfolios’
by James B. Heaton & Nicholas Polson & Jan H. Witte - 22-34 Power and reversal power links for binary regressions: An application for motor insurance policyholders
by J.L. Bazán & F. Torres‐Avilés & A.K. Suzuki & F. Louzada - 35-53 Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements
by Andrey Pepelyshev & Evgenii Sovetkin & Ansgar Steland - 54-62 On a single discrete scale for preventive maintenance with two shock processes affecting a complex system
by Maxim Finkelstein & Ilya Gertsbakh & Radislav Vaisman - 63-80 Optimal inventory and insurance decisions for a supply chain financing system with downside risk control
by Wei Jin & Jianwen Luo - 81-94 Mixed proportional hazard models with continuous finite mixture unobserved heterogeneity: an application to Canadian firm survival
by Kim Huynh & Marcel Voia
November 2016, Volume 32, Issue 6
- 743-752 Pricing Asian options of discretely monitored geometric average in the regime‐switching model
by Jerim Kim & Hyun Joo Yoo & Tae‐Wan Kim - 753-774 Multi‐period mean variance portfolio selection under incomplete information
by Ling Zhang & Zhongfei Li & Yunhui Xu & Yongwu Li - 775-791 Optimal scheduling of inspection times in a production process with a finite planning horizon
by Honest Chipoyera - 792-803 Wood property relationships and survival models in reliability
by Yan Cheng & Lang Wu & Conroy Lum & Jim Zidek & Tingting Yu - 804-824 The Heston model with stochastic elasticity of variance
by Sun‐Yong Choi & Jeong‐Hoon Kim & Ji‐Hun Yoon - 825-835 An ideal way of obtaining an optimal inspection permutation for a system with components connected in series
by Honest Walter Chipoyera - 836-851 Model selection of a switching mechanism for financial time series
by Buu‐Chau Truong & Cathy W. S. Chen & Mike K. P. So - 852-869 Security design and firm dynamics under long‐term moral hazard
by Alexandre Messa - 870-881 The efficiency of CUSUM schemes for monitoring the coefficient of variation
by Phuong Hanh Tran & Kim Phuc Tran - 882-908 Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk
by Qifa Xu & Xi Liu & Cuixia Jiang & Keming Yu
September 2016, Volume 32, Issue 5
- 557-557 Special Issue on Statistics in Quality Control
by Diane Michelson & Emmanuel Yashchin - 558-564 On the conditional in‐control ARL of a CUSUM statistic
by Daniel R. Jeske - 565-573 A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test
by Aleksey S. Polunchenko - 574-584 Uniform sliced Latin hypercube designs
by Hao Chen & Hengzhen Huang & Dennis K. J. Lin & Min‐Qian Liu - 585-606 Principal component models with stochastic mean‐reverting levels. Pricing and covariance surface improvements
by Monika Bi & Marcos Escobar & Barbara Goetz & Rudi Zagst - 607-620 Allocating active redundancies to k‐out‐of‐n reliability systems with permutation monotone component lifetimes
by Yinping You & Rui Fang & Xiaohu Li - 621-638 Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models
by Carlos Almeida & Claudia Czado & Hans Manner - 639-647 Connecting rating migration matrices and the business cycle by means of generalized regression models
by Marius Pfeuffer & Matthias Fischer - 648-659 Optimizing a blend of a mixture slurry in chemical mechanical planarization for advanced semiconductor manufacturing using a posterior preference articulation approach to dual response surface optimization
by Jihoon Seo & Dong‐Hee Lee & Kangchun Lee & Kijung Kim & Kwang‐Jae Kim - 660-676 On data depth and the application of nonparametric multivariate statistical process control charts
by Suk Joo Bae & Giang Do & Paul Kvam - 677-696 Partially observed competing degradation processes: modeling and inference
by Laurent Bordes & Sophie Mercier & Emmanuel Remy & Emilie Dautrême - 697-710 The progressive censoring signature of coherent systems
by Erhard Cramer & Jorge Navarro - 711-724 Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques
by Luis A. Gil‐Alana & OlaOluwa S. Yaya & Enitan A. Solademi - 725-739 A reduced‐form model for pricing defaultable bonds and credit default swaps with stochastic recovery
by Jian Pan & Qingxian Xiao
July 2016, Volume 32, Issue 4
- 375-395 On the Modeling of CO2 EUA and CER Prices of EU‐ETS for the 2008–2012 Period
by Ülkü Gürler & Deniz Yenigün & Mine Çağlar & Emre Berk - 396-408 An optimality model for rust formation and evolution
by Bader Alshamary & Ovidiu Calin - 409-422 Network analysis: Understanding consumers' choice in the film industry and predicting pre‐released weekly box‐office revenue
by Inbal Yahav - 423-439 Distribution‐free precedence control charts with improved runs‐rules
by J.‐C. Malela‐Majika & S. Chakraborti & M. A. Graham - 440-452 Bayesian analysis of definitive screening designs when the response is nonnormal
by Víctor M. Aguirre - 453-468 The Pathmox approach for PLS path modeling segmentation
by Giuseppe Lamberti & Tomas Banet Aluja & Gaston Sanchez - 469-484 Compressed limit sampling inspection plans for food safety
by Edgar Santos‐Fernández & Govindaraju Kondaswamy & Geoff Jones - 485-493 A dynamic unreliability assessment and optimal maintenance strategies for multistate weighted k‐out‐of‐n:F systems
by Hadi Akbarzade Khorshidi & Indra Gunawan & Yousef Ibrahim - 494-510 Bayesian prediction of crack growth based on a hierarchical diffusion model
by Simone Hermann & Katja Ickstadt & Christine H. Müller - 511-525 An information‐based burn‐in procedure for minimally repaired items from mixed population
by Ji Hwan Cha & F. G. Badía - 526-538 Usual and stochastic tail orders between hitting times for two Markov chains
by Emilio De Santis & Fabio Spizzichino - 539-553 Modeling and analysis of a warranty policy using new and reconditioned parts
by Navin Chari & Claver Diallo & Uday Venkatadri & Abdelhakim Khatab
May 2016, Volume 32, Issue 3
- 309-310 A special issue on: Bayesian statistics and machine learning in business
by Hongxia Yang - 311-332 Dynamic dependence networks: Financial time series forecasting and portfolio decisions
by Zoey Yi Zhao & Meng Xie & Mike West - 333-333 Discussion of ‘Dynamic dependence networks: financial time series forecasting and portfolio decisions’
by J. R. M. Hosking - 334-335 Discussion of ‘Dynamic dependence networks: financial time series forecasting and portfolio decisions’
by Steven L Scott - 336-339 Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’
by Zoey Zhao & Meng Xie & Mike West - 340-353 Estimating rates of rare events through a multidimensional dynamic hierarchical Bayesian framework
by Hongxia Yang & Robert Ormandi & Han‐Yun Tsao & Quan Lu - 354-355 Discussion of ‘Estimating rates of rare events through a multidimensional dynamic hierarchical Bayesian framework’
by Liang Zhang - 356-356 Discussion of ‘Estimating rates of rare events through a multidimensional dynamic hierarchical Bayesian framework’
by Kuang‐chih Lee - 357-357 Rejoinder to ‘Estimating rates of rare events through a multidimensional dynamic hierarchical Bayesian framework’
by Hongxia Yang & Robert Ormandi & Han‐Yun Tsao & Quan Lu - 358-367 Reinforcement learning behaviors in sponsored search
by Wei Chen & Tie‐Yan Liu & Xinxin Yang - 368-368 Discussion of ‘Reinforcement learning behaviors in sponsored search’
by Jingrui He - 369-370 Discussion of ‘Reinforcement learning behaviors in sponsored search’
by Yada Zhu - 371-372 Rejoinder to ‘Reinforcement learning behaviors in sponsored search’
by Wei Chen & Tie‐Yan Liu & Xinxin Yang