Sankhya B: The Indian Journal of Statistics

2016 - 2024

Current editor(s): Dipak Dey

From:
Springer
Indian Statistical Institute
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 86, issue 2, 2024

A Measure of Departure from Marginal Homogeneity using Continuation Odds for Square Contingency Tables with Ordered Categories pp. 311-332

Shuji Ando, Kei Fujimoto and Sadao Tomizawa

The Extended Bregman Divergence and Parametric Estimation in Continuous Models pp. 333-365

Sancharee Basak and Ayanendranath Basu

Optimizing the Performance of Multi-server Heterogeneous Queueing Systems with Dynamic Customer Behaviour pp. 366-414

Asmita Tamuli, Dhruba Das and Amit Choudhury

Word Embeddings as Statistical Estimators pp. 415-441

Neil Dey, Matthew Singer, Jonathan P. Williams and Srijan Sengupta

Control Charts Based on Zero to k Inflated Power Series Regression Models and Their Applications pp. 442-476

Hadi Saboori and Mahdi Doostparast

Use of Additional Information for Current Status Data with Two Competing Risks and Missing Failure Types pp. 477-505

Tamalika Koley and Anup Dewanji

Estimation of Domain Mean Using General Class of Imputation Methods pp. 506-557

Shashi Bhushan, Anoop Kumar and Rohini Pokhrel

Modified Cumulative Extropies of Doubly Truncated Random Variables pp. 558-585

M. Hashempour, M. Mohammadi, S. M. A. Jahanshahi and A. H. Khammar

Universally Optimal Multivariate Crossover Designs pp. 586-603

Shubham Niphadkar and Siuli Mukhopadhyay

Optimal Random Non Response Frameworks for Mean Estimation on Current Occasion pp. 604-668

Shashi Bhushan and Shailja Pandey

Mediation Analysis using Semi-parametric Shape-Restricted Regression with Applications pp. 669-689

Qing Yin, Jong-Hyeon Jeong, Xu Qin, Shyamal D Peddada and Jennifer J Adibi

Analysis of the Mt/M/1 Queueing System with Impatient Customers and Single Vacation pp. 690-712

Ali Yousefi, Reza Pourtaheri and Mohammad Reza Salehi Rad

Evaluating the Performance of Bayesian Approach for Imputing Missing Data under different Missingness Mechanism pp. 713-723

Sanju, Vinay Kumar and Pavitra Kumari

Improved Test Procedure and Sample Size Calculation for Assessing Similarity in Two-Group Comparative Studies with Heterogeneous Variances pp. 724-742

Show-Li Jan and Gwowen Shieh

A Class of Ratio and Product Types Estimators of Mean of a Sensitive Variable Using Ranked Set Sampling pp. 743-750

Abhishek Singh and Gajendra K. Vishwkarma

Transient analysis of two heterogeneous servers queueing system with differentiated vacations subject to system disaster, server repair pp. 751-776

Venugopal Karthick, Vaidhiyanathan Suvitha and Ramupillai Sudhesh

Analysis of Two - Part Random Effects Model for Semi-Ordinal Longitudinal Response pp. 777-808

Zhale Tahmasebinejad

Inference for A Generalized Family of Distributions Under Partially Observed Left Truncated and Right Censored Competing Risks Data pp. 809-844

Prakash Chandra, Arvind Kumar Alok, Yogesh Mani Tripathi and Liang Wang

Robust Variance Inflation Factor: A Promising Approach for Collinearity Diagnostics in the Presence of Outliers pp. 845-871

Jinse Jacob and R Varadharajan

Sampling from a Neural Network pp. 872-884

Julien Gheysens, Xiaodan Fan, Chaojie Wang and Nicolas Wicker

Volume 86, issue 1, 2024

Optimum Plans for Progressive Censored Competing Risk Data Under Kies Distribution pp. 1-40

Prakash Chandra, Chandrakant Lodhi and Yogesh Mani Tripathi

Some Results on Estimating a Wilcoxon–Mann–Whitney Measure of Effect Size When There are two Covariates pp. 41-54

Rand R. Wilcox

Doubly Weighted Estimation Approach for Linear Regression Analysis with Two-stage Cluster Samples pp. 55-90

Brajendra C. Sutradhar

Local Influence in Regression Models with Measurement Errors and Censored Data Considering the Student–t Distribution pp. 91-108

Alejandro Monzón Montoya

Diagnostic Test for Realized Missingness in Mixed-type Data pp. 109-138

Ruizhe Chen, Yu-Che Chung, Sanjib Basu and Qian Shi

Geometric Mean Type of Proportional Reduction in Variation Measure for Two-Way Contingency Tables pp. 139-163

Wataru Urasaki, Yuki Wada, Tomoyuki Nakagawa, Kouji Tahata and Sadao Tomizawa

Analysis of One-Way ANOVA Model using Synthetic Data pp. 164-190

Biswajit Basak and Bimal Sinha

Rough Volatility: Fact or Artefact? pp. 191-223

Rama Cont and Purba Das

Algorithm for Detection of Illegal Discounting in North Carolina Education Lottery pp. 224-240

Jiayi Fu, Jack Prothero and Jan Hannig

Robust Statistical Modeling of Monthly Rainfall: The Minimum Density Power Divergence Approach pp. 241-279

Arnab Hazra and Abhik Ghosh

Mean and Variance for Count Regression Models Based on Reparameterized Distributions pp. 280-310

Célestin C. Kokonendji, Rodrigo M. R. de Medeiros and Marcelo Bourguignon

Volume 85, issue 2, 2023

Joint Models for Longitudinal Zero-Inflated Overdispersed Binomial and Normal Responses pp. 251-271

Seyede Sedighe Azimi and Ehsan Bahrami Samani

A History of the Delta Method and Some New Results pp. 272-306

Anil K. Bera and Malabika Koley

Bayesian Spatial Modeling of Incomplete Data with Application to HIV Prevalence in Ghana pp. 307-329

Prince Allotey and Ofer Harel

Within Groups Designs: Inferences Based on A Robust Nonparametric Measure of Effect Size pp. 330-343

Rand R. Wilcox

A General Equivalence Theorem for Crossover Designs under Generalized Linear Models pp. 344-364

Jeevan Jankar, Jie Yang and Abhyuday Mandal

Black-box optimization on hyper-rectangle using Recursive Modified Pattern Search and application to ROC-based Classification Problem pp. 365-404

Priyam Das

Shrinkage Estimation of Location Parameter for Uniform Distribution Based on k-record Values pp. 405-419

Gajendra K. Vishwakarma, Shubham Gupta and A. M. Elsawah

Volume 85, issue 1, 2023

Review of Statistical Approaches for Modeling High-Frequency Trading Data pp. 1-48

Chiranjit Dutta, Kara Karpman, Sumanta Basu and Nalini Ravishanker

MLE of Jointly Constrained Mean-Covariance of Multivariate Normal Distributions pp. 1-32

Anupam Kundu and Mohsen Pourahmadi

Ratio-cum-product Type Estimators for Rare and Hidden Clustered Population pp. 33-53

Rajesh Singh and Rohan Mishra

Inference of Binary Regime Models with Jump Discontinuities pp. 49-86

Milan Kumar Das, Anindya Goswami and Sharan Rajani

Generalized Double Sampling Family of Estimators for Population mean of Sensitive Variable Harnessing Non-sensitive Auxiliary Variable and Attribute pp. 54-76

Subhash Kumar Yadav, Tarushree Bari and Gajendra K. Vishwakarma

Regression Trees and Ensemble for Multivariate Outcomes pp. 77-109

Evan L. Reynolds, Brian C. Callaghan, Michael Gaies and Mousumi Banerjee

A class of Minimum Distance Estimators in Markovian Multiplicative Error Models pp. 87-115

Hira L. Koul, Indeewara Perera and Narayana Balakrishna

Exploring A New Class of Inequality Measures and Associated Value Judgements: Gini and Fibonacci-Type Sequences pp. 110-131

John Creedy and S. Subramanian

Copula Estimation for Nonsynchronous Financial Data pp. 116-149

Arnab Chakrabarti and Rituparna Sen

Bayesian Inference Under Ramp Stress Accelerated Life Testing Using Stan pp. 132-174

Abdalla Abdel-Ghaly, Hanan Aly and Elham Abdel-Rahman

Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus pp. 150-176

Kim C. Raath and Katherine B. Ensor

Joint Linear Modeling of Mixed Data and Its Application to Email Analysis pp. 175-209

Ehsan Bahrami Samani and Elham Tabrizi

Optimal Stock Portfolio Selection with a Multivariate Hidden Markov Model pp. 177-198

Reetam Majumder, Qing Ji and Nagaraj K. Neerchal

Reliability in Portfolio Optimization using Uncertain Estimates pp. 199-233

Raghu Nandan Sengupta, Rachit Seth and Peter Winker

Bayesian Latent Variable Model of Mixed Correlated Rank and Beta-Binomial Responses with Missing Data for the International Statistical Literacy Project Poster Competition pp. 210-250

Maryam Aghayerashti, Ehsan Bahrami Samani and Mojtaba Ganjali

Modified Expected Shortfall: a Coherent Risk Measure for Elliptical Family of Distributions pp. 234-256

Deepak K. Jadhav and Ramanathan Thekke Variyam

Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation pp. 257-289

Santanu Dutta and Tushar Kanti Powdel

Bayesian uncertainty quantification of local volatility model pp. 290-324

Kai Yin and Anirban Mondal