Sankhya B: The Indian Journal of Statistics

2016 - 2025

Current editor(s): Dipak Dey

From:
Springer
Indian Statistical Institute
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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

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

Anupam Kundu and Mohsen Pourahmadi

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

Chiranjit Dutta, Kara Karpman, Sumanta Basu and Nalini Ravishanker

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

Volume 84, issue 2, 2022

Poisson Counts, Square Root Transformation and Small Area Estimation pp. 449-471

Malay Ghosh, Tamal Ghosh and Masayo Y. Hirose

COVID-19: Optimal Design of Serosurveys for Disease Burden Estimation pp. 472-494

Siva Athreya, Giridhara R. Babu, Aniruddha Iyer, Mohammed Minhaas B. S., Nihesh Rathod, Sharad Shriram, Rajesh Sundaresan, Nidhin Koshy Vaidhiyan and Sarath Yasodharan

Implications of Faithfulness in Graphical Models pp. 495-515

Dhafer Malouche

Bayesian Model Selection for Longitudinal Count Data pp. 516-547

Oludare Ariyo, Emmanuel Lesaffre, Geert Verbeke and Adrian Quintero

Lorenz and Polarization Orderings of the Double-Pareto Lognormal Distribution and Other Size Distributions pp. 548-574

Masato Okamoto

Stationary GE-Process and its Application in Analyzing Gold Price Data pp. 575-595

Debasis Kundu

Estimating a Mixing Distribution on the Sphere Using Predictive Recursion pp. 596-626

Vaidehi Dixit and Ryan Martin

THE STATE OF ECONOMETRICS AFTER JOHN W. PRATT, ROBERT SCHLAIFER, BRIAN SKYRMS, AND ROBERT L. BASMANN pp. 627-654

Swamy Paravastu, Peter von zur Muehlen, Jatinder Singh Mehta and I-Lok Chang

Weighted Lindley Shared Regression Model for Bivariate Left Censored Data pp. 655-682

Shikhar Tyagi, Arvind Pandey and Christophe Chesneau

Dynamic Copulas for Monotonic Dependence Change in Time Series pp. 683-693

Antoine Bergeron, Pierre Dutilleul, Carole Beaulieu and Taoufik Bouezmarni

Robust Moderately Clipped LASSO for Simultaneous Outlier Detection and Variable Selection pp. 694-707

Yang Peng, Bin Luo and Xiaoli Gao

Directional Measure for Analyzing the Degree of Deviance from Generalized Marginal Mean Equality Model in Square Contingency Tables pp. 708-721

Shuji Ando

Chance Mechanisms Involving Sibuya Distribution and its Relatives pp. 722-764

Thierry E. Huillet

On Improving the Posterior Predictive Distribution of the Difference Between two Independent Poisson Distribution pp. 765-777

Abdolnasser Sadeghkhani

An Alternative to the Oversimplifying Benford’s Law in Experimental Fields pp. 778-808

Stéphane Blondeau Da Silva

A Bayesian Regression Model for the Non-standardized t Distribution with Location, Scale and Degrees of Freedom Parameters pp. 809-830

Margarita Marín and Edilberto Cepeda-Cuervo

ANCOVA: An Approach Based on a Robust Heteroscedastic Measure of Effect Size pp. 831-845

Rand R. Wilcox

Bivariate Semi-parametric Singular Family of Distributions and its Applications pp. 846-872

Debasis Kundu

Mortality Comparisons ‘At a Glance’: A Mortality Concentration Curve and Decomposition Analysis for India pp. 873-894

John Creedy and S. Subramanian

Different Coefficients for Studying Dependence pp. 895-914

Oona Rainio

Volume 84, issue 1, 2022

Bayesian Hierarchical Modeling: Application Towards Production Results in the Eagle Ford Shale of South Texas pp. 1-43

Se Yoon Lee and Bani K. Mallick

The Power Series Exponential Power Series Distributions with Applications to Failure Data Sets pp. 44-78

Rasool Roozegar, Saralees Nadarajah and Eisa Mahmoudi

An Investigation into Adult Human Height Distributions Using Kernel Density Estimation pp. 79-105

D. Y. Jayasinghe and C. L. Jayasinghe

Testing the Validity of a Link Function Assumption in Repeated Type-II Censored General Step-Stress Experiments pp. 106-129

Stefan Bedbur and Thomas Seiche

Economic Statistical Design for Three-level Control Charts with Variable Sample Size pp. 130-145

Reza Pourtaheri

The General Tail Dependence Function in the Marshall-Olkin and Other Parametric Copula Models with an Application to Financial Time Series pp. 146-187

Yuri Salazar Flores and Adán Díaz-Hernández

Convergence Details About k-DPP Monte-Carlo Sampling for Large Graphs pp. 188-203

Diala Wehbe and Nicolas Wicker

Estimation and Influence Diagnostics for the Multivariate Linear Regression Models with Skew Scale Mixtures of Normal Distributions pp. 204-242

Graciliano M. S. Louredo, Camila B. Zeller and Clécio S. Ferreira

An Unbiased Regression Type Estimator In Randomized Response Sampling pp. 243-258

Roberto Arias, Stephen A. Sedory and Sarjinder Singh

Fixed versus Mixed Effects Based Marginal Models for Clustered Correlated Binary Data: an Overview on Advances and Challenges pp. 259-302

Brajendra C. Sutradhar

A New Goodness-of-Fit Test for the Logistic Distribution pp. 303-319

Hadi Alizadeh Noughabi

A Curtailed Procedure for Selecting Among Treatments With Two Bernoulli Endpoints pp. 320-339

Elena M. Buzaianu, Pinyuen Chen and Lifang Hsu

The Sibling Distribution for Multivariate Life Time Data pp. 340-363

Ingvild M. Helgøy and Hans J. Skaug

Reliability Estimation in a Multicomponent Stress-Strength Model Based on Inverse Weibull Distribution pp. 364-401

Raj Kamal Maurya, Yogesh Mani Tripathi and Tanmay Kayal

Sequential Estimation of an Inverse Gaussian Mean with Known Coefficient of Variation pp. 402-420

Ajit Chaturvedi, Sudeep R. Bapat and Neeraj Joshi

Novel Log Type Class Of Estimators Under Ranked Set Sampling pp. 421-447

Shashi Bhushan and Anoop Kumar

Correction to: Novel Log Type Class of Estimators Under Ranked Set Sampling pp. 448-448

Shashi Bhushan and Anoop S Kumar