Journal of Probability and Statistics

2009 - 2026

Continued by Journal of Probability and Statistics.

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Volume 2022, month 12, 2022

Random Forests in Count Data Modelling: An Analysis of the Influence of Data Features and Overdispersion on Regression Performance pp. 1-21

Ciza Arsène Mushagalusa, Adandé Belarmain Fandohan, Romain Glèlè Kakaï and Hyungjun Cho

An Improved Measurement Error Model for Analyzing Unreplicated Method Comparison Data under Asymmetric Heavy-Tailed Distributions pp. 1-13

Jeevana Duwarahan, Lakshika S. Nawarathna and Muhammad Ahsan

On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems pp. 1-7

Mohamed Hmissi, Farida Mokchaha and Xiaofeng Zong

Volume 2022, month 11, 2022

Mathematical Modeling of Concentration Risk under the Default Risk Charge Using Probability and Statistics Theory pp. 1-12

Badreddine Slime and Muhammad Ahsan

Volume 2022, month 10, 2022

Extreme Value Distributions: An Overview of Estimation and Simulation pp. 1-17

Bashir Ahmed Albashir Abdulali, Mohd Aftar Abu Bakar, Kamarulzaman Ibrahim, Noratiqah Mohd Ariff and Alessandro De Gregorio

Volume 2022, month 9, 2022

Interpretability of Composite Indicators Based on Principal Components pp. 1-12

Kris Boudt, Marco d’Errico, Hong Anh Luu, Rebecca Pietrelli and Muhammad Ahsan

NetDA: An R Package for Network-Based Discriminant Analysis Subject to Multilabel Classes pp. 1-14

Li-Pang Chen and Hyungjun Cho

Volume 2022, month 8, 2022

Some Improved Classes of Estimators in Stratified Sampling Using Bivariate Auxiliary Information pp. 1-23

Shashi Bhushan, Anoop Kumar, Ronald Onyango, Saurabh Singh and Alessandro Barbiero

D-Optimal Design for a Causal Structure for Completely Randomized and Random Blocked Experiments pp. 1-15

Zaher Kmail, Kent Eskridge and Muhammad Ahsan

Volume 2022, month 6, 2022

On Hierarchical Bayesian Spatial Small Area Model for Binary Data under Spatial Misalignment pp. 1-15

Kindie Fentahun Muchie, Anthony Kibira Wanjoya, Samuel Musili Mwalili and Marek T. Malinowski

Volume 2022, month 5, 2022

Attribute Control Chart for Rayleigh Distribution Using Repetitive Sampling under Truncated Life Test pp. 1-11

Olatunde Adebayo Adeoti, Gadde Srinivasa Rao and Muhammad Ahsan

Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows pp. 1-19

Luke De Clerk, Sergey Savel’ev and Zacharias Psaradakis

Volume 2022, month 4, 2022

Tweedie Model for Predicting Factors Associated with Distance Traveled to Access Inpatient Services in Kenya pp. 1-10

Ngugi Mwenda, Mathew Kosgei, Gregory Kerich, Ruth Nduati and Xiaofeng Zong

Gompertz Ampadu Class of Distributions: Properties and Applications pp. 1-7

Abukari Alhassan and Alessandro De Gregorio

A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model pp. 1-7

Maxwell Akwasi Boateng, A. Y. Omari-Sasu, R. K. Avuglah, N. K. Frempong and Alessandro Barbiero

Mean Estimation of a Sensitive Variable under Nonresponse Using Three-Stage RRT Model in Stratified Two-Phase Sampling pp. 1-14

Ronald Onyango, Brian Oduor, Francis Odundo and Marek T. Malinowski

Volume 2021, month December, 2021

Trend Analysis of Temperature and Rainfall of Rajasthan, India pp. 1-7

Suresh Kumar Sharma, Durga Prasad Sharma, Manoj Kumar Sharma, Kiran Gaur and Pratibha Manohar

Reliability Estimation for the Remained Stress-Strength Model under the Generalized Exponential Lifetime Distribution pp. 1-10

Mohammad Mehdi Saber, Marwa M. Mohie El-Din and Haitham M. Yousof

Volume 2021, month November, 2021

Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences pp. 1-5

Stefan Tappe

Volume 2021, month October, 2021

Modeling of the COVID-19 Cases in Gulf Cooperation Council Countries Using ARIMA and MA-ARIMA Models pp. 1-13

Rahmatalla Yagoub and Hussein Eledum

Volume 2021, month July, 2021

Explicit Solutions of the Extended Skorokhod Problems in Affine Transformations of Time-Dependent Strata pp. 1-10

Marek Slaby

Volume 2021, month June, 2021

Assessing the Performance of the Discrete Generalised Pareto Distribution in Modelling Non-Life Insurance Claims pp. 1-8

S. K.-B. Dzidzornu and R. Minkah

Volume 2021, month May, 2021

Hidden Geometry of Bidirectional Grid-Constrained Stochastic Processes pp. 1-13

Aldo Taranto and Shahjahan Khan

A Mixture of Regular Vines for Multiple Dependencies pp. 1-15

Fadhah Amer Alanazi

Evaluation of Four Multiple Imputation Methods for Handling Missing Binary Outcome Data in the Presence of an Interaction between a Dummy and a Continuous Variable pp. 1-14

Sara Javadi, Abbas Bahrampour, Mohammad Mehdi Saber, Behshid Garrusi and Mohammad Reza Baneshi

Volume 2021, month April, 2021

Two-Stage Joint Model for Multivariate Longitudinal and Multistate Processes, with Application to Renal Transplantation Data pp. 1-10

Behnaz Alafchi, Hossein Mahjub, Leili Tapak, Ghodratollah Roshanaei and Mohammad Ali Amirzargar

Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement pp. 1-10

Martin M. Kithinji, Peter N. Mwita and Ananda O. Kube

Volume 2021, month March, 2021

An Empirical Likelihood Ratio-Based Omnibus Test for Normality with an Adjustment for Symmetric Alternatives pp. 1-18

Chioneso Show Marange and Yongsong Qin

Volume 2021, month February, 2021

COVID-19: Metaheuristic Optimization-Based Forecast Method on Time-Dependent Bootstrapped Data pp. 1-7

Livio Fenga and Carlo Del Castello

Volume 2021, month January, 2021

Forecasting the COVID-19 Diffusion in Italy and the Related Occupancy of Intensive Care Units pp. 1-9

Livio Fenga

Volume 2020, month December, 2020

A Chain Ratio Exponential-Type Compromised Imputation for Mean Estimation: Case Study on Ozone Pollution in Saraburi, Thailand pp. 1-6

Kanisa Chodjuntug and Nuanpan Lawson

Volume 2020, month October, 2020

Inference for the Difference of Two Independent KS Sharpe Ratios under Lognormal Returns pp. 1-6

J. Qi, M. Rekkas and A. Wong

Volume 2020, month September, 2020

Forecasting of Global Market Prices of Major Financial Instruments pp. 1-11

Roshani W. Divisekara, Ruwan D. Nawarathna and Lakshika S. Nawarathna

On Estimation of Distribution Function Using Dual Auxiliary Information under Nonresponse Using Simple Random Sampling pp. 1-13

Saddam Hussain, Mi Zichuan, Sardar Hussain, Anum Iftikhar, Muhammad Asif, Sohail Akhtar and Sohaib Ahmad

Comparative Analysis of Some Structural Equation Model Estimation Methods with Application to Coronary Heart Disease Risk pp. 1-15

David Adedia, Atinuke O. Adebanji and Simon Kojo Appiah

Estimation of Generalized Gompertz Distribution Parameters under Ranked-Set Sampling pp. 1-14

Mohammed Obeidat, Amjad Al-Nasser and Amer I. Al-Omari

Volume 2020, month July, 2020

Characterization and Goodness-of-Fit Test of Pareto and Some Related Distributions Based on Near-Order Statistics pp. 1-9

Masoumeh Akbari

An Extension of the Quadratic Error Function for Learning Imprecise Data in Multivariate Nonlinear Regression pp. 1-9

Castro Gbêmêmali Hounmenou, Kossi Essona Gneyou and Romain Glélé Kakaï

Volume 2020, month June, 2020

Modelling the Dependency between Inflation and Exchange Rate Using Copula pp. 1-7

Charles Kwofie, Isaac Akoto and Kwaku Opoku-Ameyaw

On the Maximum Likelihood Estimation of Extreme Value Index Based on - Record Values pp. 1-9

Abderrahim Louzaoui and Mohamed El Arrouchi

Volume 2020, month May, 2020

Distributions of the Ratio and Product of Two Independent Weibull and Lindley Random Variables pp. 1-8

N. J. Hassan, A. Hawad Nasar and J. Mahdi Hadad

Generalized Autoregressive Conditional Heteroskedastic Model to Examine Silver Price Volatility and Its Macroeconomic Determinant in Ethiopia Market pp. 1-10

Amare Wubishet Ayele, Emmanuel Gabreyohannes and Hayimro Edmealem

Volume 2020, month April, 2020

Estimation of a Finite Population Mean under Random Nonresponse Using Kernel Weights pp. 1-9

Nelson Kiprono Bii, Christopher Ouma Onyango and John Odhiambo

Forecasting the Covolatility of Coffee Arabica and Crude Oil Prices: A Multivariate GARCH Approach with High-Frequency Data pp. 1-10

Dawit Yeshiwas and Yebelay Berelie

T-Dagum: A Way of Generalizing Dagum Distribution Using Lomax Quantile Function pp. 1-17

Matthew I. Ekum, Muminu O. Adamu and Eno E. Akarawak

Volume 2020, month March, 2020

The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability pp. 1-5

Khreshna Syuhada

Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model pp. 1-7

Manickavasagar Kayanan and Pushpakanthie Wijekoon

Volume 2020, month February, 2020

On Performance of Two-Parameter Gompertz-Based Control Charts pp. 1-9

Johnson A. Adewara, Kayode S. Adekeye and Olubisi L. Aako

Volume 2020, month January, 2020

Comparative Study between Generalized Maximum Entropy and Bayes Methods to Estimate the Four Parameter Weibull Growth Model pp. 1-7

Saifaldin Hashim Kamar and Basim Shlaibah Msallam

Volume 2020, month 9, 2020

Different Approaches to Estimation of the Gompertz Distribution under the Progressive Type-II Censoring Scheme pp. 1-7

Kyeongjun Lee, Jung-In Seo and Alessandro De Gregorio