# Communications in Statistics - Theory and Methods
2014 - 2022
Current editor(s): *Debbie Iscoe* From Taylor & Francis Journals Bibliographic data for series maintained by Chris Longhurst (). Access Statistics for this journal.
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**Volume 51, issue 16, 2022**
- Adaptive MEWMA charts for univariate and multivariate simple linear profiles pp. 5383-5411
*Abdul Haq*
- A graphic and tabular variable deduction method in logistic regression pp. 5412-5427
*Guoping Zeng*
- Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model pp. 5428-5445
*Jing Zhao* and *Shenghong Li*
- Linear prediction of sums of sequential minima pp. 5446-5454
*Valery Borisovich Nevzorov*, *Valeriia Savinova* and *Alexei Stepanov*
- Strong laws of large numbers for pairwise PQD random variables: a necessary condition pp. 5455-5460
*João Lita da Silva*
- Asymmetric influence measure for high dimensional regression pp. 5461-5487
*Amadou Barry*, *Nikhil Bhagwat*, *Bratislav Misic*, *Jean-Baptiste Poline* and *Celia M. T. Greenwood*
- Concomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distribution pp. 5488-5504
*M. A. Alawady*, *H. M. Barakat*, *Shengwu Xiong* and *M. A. Abd Elgawad*
- Bayes analysis of abridged age specific fertility pattern using parametric models pp. 5505-5533
*Rahul Kumar Mishra* and *Satyanshu K. Upadhyay*
- Sample size and performance estimation for biomarker combinations based on pilot studies with small sample sizes pp. 5534-5548
*Amani Al-Mekhlafi*, *Tobias Becker* and *Frank Klawonn*
- Mean targeting estimation for integer-valued time series with application to change point test pp. 5549-5565
*Minyoung Jo* and *Sangyeol Lee*
- Bayesian singular value regularization via a cumulative shrinkage process pp. 5566-5589
*Masahiro Tanaka*
- The generalized Pearson family of distributions and explicit representation of the associated density functions pp. 5590-5606
*Serge B. Provost*, *Hossein Zareamoghaddam*, *S. Ejaz Ahmed* and *Hyung-Tae Ha*
- A distribution-free tracking interval for model selection: application in the strength of brittle materials pp. 5607-5637
*Abdolreza Sayyareh* and *Saba Sayyareh*
- The Poisson-stopped Hurwitz–Lerch zeta distribution pp. 5638-5652
*Kian Wah Liew*, *Seng Huat Ong* and *Kian Kok Toh*
- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion pp. 5653-5680
*Yijun Wang*, *Yingchun Deng*, *Ya Huang*, *Jieming Zhou* and *Xuyan Xiang*
- How to analyze change in perception from paired Q-sorts pp. 5681-5691
*Noori Akhtar-Danesh* and *Stephen C. Wingreen*
- Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean pp. 5692-5713
*Habiba Khatun*, *Manas Ranjan Tripathy* and *Nabendu Pal*
- On seemingly unrelated regressions with uniform correlation error pp. 5714-5727
*Tian He* and *Lichun Wang*
- Optimal dividends and reinsurance with capital injection under thinning dependence pp. 5728-5749
*Mi Chen*, *Ming Zhou*, *Haiyan Liu* and *Kam Chuen Yuen*
- The alternative distribution of the non parametric extended median test CUSUM chart for multiple stream processes pp. 5750-5761
*Austin R. Brown*
**Volume 51, issue 15, 2022**
- A note on the stochastic precedence order between component redundancy and system redundancy for k-out-of-n systems pp. 5003-5011
*Mithu Rani Kuiti*, *Nil Kamal Hazra* and *Maxim Finkelstein*
- On efficient median-based linear regression estimator for population mean pp. 5012-5024
*Umar Kabir Abdullahi* and *Fidelis Ifeanyi Ugwuowo*
- On negative cumulative extropy with applications pp. 5025-5047
*Saeid Tahmasebi* and *Abdolsaeed Toomaj*
- Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model pp. 5048-5063
*Jing Li*, *Wenguang Yu* and *Chaolin Liu*
- Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series pp. 5064-5084
*Oh Kang Kwon*
- Objective bayesian inference for quantile ratios in normal models pp. 5085-5111
*Sang Gil Kang*, *Woo Dong Lee* and *Yongku Kim*
- A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps pp. 5112-5123
*Jianping Lyu*, *Yong Ma* and *Wei Sun*
- Valuation of mortgage pass-through securities with partial prepayment risk pp. 5124-5145
*Congjin Zhou*, *Guojing Wang*, *Liang Liu* and *Jie Guo*
- A multiple regression imputation method with application to sensitivity analysis under intermittent missingness pp. 5146-5161
*Rolando Uranga*, *Geert Molenberghs* and *Sira Allende*
- On the robust regression for a censored response data in the single functional index model pp. 5162-5186
*M’hamed Ezzahrioui* and *Elias Ould Saïd*
- Classification by fiducial predictive density functions pp. 5187-5203
*Yuqi Long* and *Xingzhong Xu*
- High-dimensional dynamic systems identification with additional constraints pp. 5204-5225
*Junlin Li*
- On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization pp. 5226-5240
*Shawn Carl Liebenberg*, *Joseph Ngatchou-Wandji* and *James Samuel Allison*
- On a discrete interaction risk model with delayed claims and randomized dividends pp. 5241-5257
*Juan Liu*, *Ya Huang*, *Xuyan Xiang* and *Jieming Zhou*
- A note on the Helmert transformation pp. 5258-5264
*Reza Farhadian* and *Brenton R. Clarke*
- A framework for information synthesis into sentiment indicators using text mining methods pp. 5265-5283
*Roberto Casarin*, *Jorge E. Camargo*, *German Molina* and *Enrique ter Horst*
- An EM algorithm for analyzing right-censored survival data under the semiparametric proportional odds model pp. 5284-5297
*Lu Wang* and *Lianming Wang*
- On linear prediction for stationary random fields with nonsymmetrical half-plane past pp. 5298-5309
*Ouerdia Arezki* and *Abdelghani Hamaz*
- Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors pp. 5310-5317
*Azadeh Kiapour*
- On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution pp. 5318-5329
*Xiaoxiao Hu* and *Xiaohu Li*
- Bayesian inference with uncertain data of imprecise observations pp. 5330-5341
*Kai Yao*
- Least squares estimator for a class of subdiffusion processes pp. 5342-5363
*Huiyan Zhao*, *Chongqi Zhang*, *Yu Guo* and *Sheng Lin*
- A pioneering study on discrete cosine transform pp. 5364-5368
*Hiroshi Yamada*
- Nonlinear least squares estimation of the periodic EXPAR(1) model pp. 5369-5381
*S. Becila* and *M. Merzougui*
**Volume 51, issue 14, 2022**
- Variable sampling interval EWMA chart for multivariate coefficient of variation pp. 4617-4637
*Heba N. Ayyoub*, *Michael B. C. Khoo*, *Sajal Saha* and *Ming Ha Lee*
- On the behavior of the high order stop-loss transform for convolutions with some applications pp. 4638-4652
*Idir Arab*, *Milto Hadjikyriakou* and *Paulo Eduardo Oliveira*
- Estimation of population variance in successive sampling in presence and absence of measurement error pp. 4653-4666
*Pitambar Das*, *Garib Nath Singh* and *Arnab Bandyopadhyay*
- Some new results on likelihood ratio ordering and aging properties of generalized order statistics pp. 4667-4691
*Maryam Esna-Ashari*, *Mahdi Alimohammadi* and *Erhard Cramer*
- Neyman-Scott process with skew-normal clusters pp. 4692-4711
*Nader Najari*, *Mohammad Q. Vahidi Asl* and *Abdollah Jalilian*
- Stochastic comparisons of parallel systems with generalized Kumaraswamy-G components pp. 4712-4738
*Suchandan Kayal* and *Phalguni Nanda*
- Post-selection inference of generalized linear models based on the lasso and the elastic net pp. 4739-4756
*Xiang-yu Shi*, *Bo Liang* and *Qi Zhang*
- Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon pp. 4757-4780
*Yongxia Zhao*, *Hua Dong* and *Wei Zhong*
- Usual stochastic and reversed hazard orders of parallel systems with independent heterogeneous components pp. 4781-4806
*Ghobad Barmalzan*, *Sajad Kosari* and *Narayanaswamy Balakrishnan*
- On a non-monotonic ageing class based on the failure rate average pp. 4807-4826
*Dhrubasish Bhattacharyya*, *Shyamal Ghosh* and *Murari Mitra*
- Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data pp. 4827-4840
*Hong-Xia Xu*, *Guo-Liang Fan* and *Jiang-Feng Wang*
- Asymptotic properties of lower exponential spacings under Type-II progressive censoring pp. 4841-4853
*Alexandre Berred* and *Alexei Stepanov*
- Multivariate q-Pólya and inverse q-Pólya distributions pp. 4854-4876
*Charalambos A. Charalambides*
- Bayesian inference in quantile functions pp. 4877-4889
*N. Unnikrishnan Nair*, *P. G. Sankaran* and *M. Dileepkumar*
- Software reliability modeling based on NHPP for error occurrence in each fault with periodic debugging schedule pp. 4890-4902
*Sudipta Das*, *Damitri Kundu* and *Anup Dewanji*
- Monitoring the process mean with an ATTRIVAR chart pp. 4903-4920
*Antonio Fernando Branco Costa* and *Antonio Faria Neto*
- Bayesian prior information fusion for power law process via evidence theory pp. 4921-4939
*Jun-Ming Hu*, *Hong-Zhong Huang*, *Yan-Feng Li* and *Hui-Ying Gao*
- Confidence intervals with maximal average power pp. 4940-4956
*Christian Bartels*, *Johanna Mielke* and *Ekkehard Glimm*
- On some counter examples of the bivariate and multivariate normal distributions: A brief survey pp. 4957-4972
*Indranil Ghosh* and *G.G. Hamedani*
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect pp. 4973-4990
*Wanbin Li*, *Liugen Xue* and *Peixin Zhao*
- Tail behavior and extremes of the beta-normal distribution pp. 4991-5002
*Yingying Jiang* and *Baokun Li*
**Volume 51, issue 13, 2022**
- A new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processes pp. 4235-4251
*Ji Hwan Cha* and *F. G. Badía*
- Reweighting estimators for the transformation models with length-biased sampling data and missing covariates pp. 4252-4275
*Zhiping Qiu*, *Huijuan Ma* and *Jianhua Shi*
- Stochastic comparisons and ageing properties of RLRT (ITRT) based on variance residual life pp. 4276-4295
*Arijit Patra* and *Chanchal Kundu*
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements pp. 4296-4312
*Qian Zhao* and *Jiaqin Wei*
- First-order integer-valued autoregressive process with Markov-switching coefficients pp. 4313-4329
*Feilong Lu* and *Dehui Wang*
- Stationary queue and server content distribution of a batch-size-dependent service queue with batch Markovian arrival process: BMAP/Gn(a,b)/1 pp. 4330-4357
*S. Pradhan* and *U. C. Gupta*
- An extension of entropy power inequality for dependent random variables pp. 4358-4369
*Fatemeh Asgari* and *Mohammad Hossein Alamatsaz*
- A new Liu-type estimator in binary logistic regression models pp. 4370-4394
*Esra Ertan* and *Kadri Ulaş Akay*
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models pp. 4395-4416
*Fikri Akdeniz*, *Mahdi Roozbeh*, *Esra Akdeniz* and *Naushad Mamode Khan*
- Optimal designing of multiple deferred (dependent) state repetitive group sampling plan for variables inspection pp. 4417-4433
*P. Jeyadurga* and *S. Balamurali*
- On construction of equireplicated constant block-sum designs pp. 4434-4450
*Ravindra Khattree*
- A robust high dimensional estimation of a finite mixture of the generalized linear model pp. 4451-4463
*Azam Sabbaghi* and *Farzad Eskandari*
- Two-component generalized bent-cable models pp. 4464-4475
*Getachew A. Dagne*
- A new method for multi-sample high-dimensional covariance matrices test based on permutation pp. 4476-4486
*Wei Yu*
- Does how long observing correlate with upper record value? Fukushima nuclear disaster’s radiation levels are illustrated pp. 4487-4499
*Ramalingam Shanmugam*
- Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators pp. 4500-4508
*Janusz Gajda*
- Some new resolvable group divisible designs pp. 4509-4514
*Shyam Saurabh* and *Kishore Sinha*
- Partial functional linear regression with autoregressive errors pp. 4515-4536
*Piaoxuan Xiao* and *Guochang Wang*
- A new class of symmetric distributions including the elliptically symmetric logistic pp. 4537-4558
*Chuancun Yin*, *Yeshunying Wang* and *Xiuyan Sha*
- Run sum control chart for monitoring the ratio of population means of a bivariate normal distribution pp. 4559-4588
*Sani Salihu Abubakar*, *Michael B. C. Khoo*, *Sajal Saha* and *Wei Lin Teoh*
- Anisotropic functional deconvolution for the irregular design: A minimax study pp. 4589-4601
*Rida Benhaddou*
- GEE-based Bell model for longitudinal count outcomes pp. 4602-4616
*Hatice Tul Kubra Akdur*
**Volume 51, issue 12, 2022**
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables pp. 3847-3863
*Bing Meng*, *Dingcheng Wang* and *Qunying Wu*
- Estimation in single-index varying-coefficient panel data model pp. 3864-3885
*Tonghui Wang*, *Liming Wang* and *Xian Zhou*
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications pp. 3886-3933
*Salim Bouzebda* and *Sultana Didi*
- Stage life testing with random stage changing times pp. 3934-3959
*Benjamin Laumen* and *Erhard Cramer*
- Hybrid exponentially weighted moving average control chart using Bayesian approach pp. 3960-3984
*Surria Noor*, *Muhammad Noor-ul-Amin*, *Muhammad Mohsin* and *Azaz Ahmed*
- Auxiliary information based maximum EWMA and DEWMA charts with variable sampling intervals for process mean and variance pp. 3985-4005
*Abdul Haq* and *Shareen Akhtar*
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data pp. 4006-4028
*Daniel Gaigall*
- Prediction under an adaptive progressive type-II censoring scheme for Burr Type-XII distribution pp. 4029-4041
*Saieed F. Ateya*, *M. M. Amein* and *Heba S. Mohammed*
- Exponential convergence rates for the kernel bivariate distribution function estimator under NSD assumption with application to hydrology data pp. 4042-4054
*A. Kheyri*, *M. Amini*, *H. Jabbari*, *A. Bozorgnia* and *A. Volodin*
- Bayesian estimation of ridge parameter under different loss functions pp. 4055-4071
*Muhammad Amin*, *Muhammad Nauman Akram* and *Qasim Ramzan*
- Hierarchical mixture-of-experts models for count variables with excessive zeros pp. 4072-4096
*Myung Hyun Park* and *Joseph H. T. Kim*
- Discrete convolution statistic for hypothesis testing pp. 4097-4118
*Giulio Prevedello* and *Ken R. Duffy*
- The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims pp. 4119-4132
*Fengyang Cheng* and *Hui Xu*
- The shape of partial correlation matrices pp. 4133-4150
*Richard Artner*, *Paul P. Wellingerhof*, *Ginette Lafit*, *Tim Loossens*, *Wolf Vanpaemel* and *Francis Tuerlinckx*
- Cumulative residual entropy applied to testing uniformity pp. 4151-4161
*Hadi Alizadeh Noughabi*
- Errors due to departure from independence in exponential series system pp. 4162-4178
*Asok K. Nanda*, *Sanjib Gayen* and *Shovan Chowdhury*
- Fiducial confidence intervals for proportions in finite populations: One- and two-sample problems pp. 4179-4195
*Shanshan Lv* and *K. Krishnamoorthy*
- The k nearest neighbors smoothing of the relative-error regression with functional regressor pp. 4196-4209
*Ibrahim M. Almanjahie*, *Khlood A. Aissiri*, *Ali Laksaci* and *Zouaoui Chikr Elmezouar*
- Quantum entropy in terms of local quantum Bernoulli noises and related properties pp. 4210-4220
*Qi Han*, *Zhihe Chen* and *Ziqiang Lu*
- Improved test for the scale parameter of the power-law process with incomplete failure data pp. 4221-4234
*J. Chumnaul* and *M. Sepehrifar*
**Volume 51, issue 11, 2022**
- Asymptotics in a probit model for directed networks pp. 3463-3479
*Qian Wang*, *Qiuping Wang* and *Jing Luo*
- The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution pp. 3480-3507
*Julio C. S. Vasconcelos*, *Gauss M. Cordeiro*, *Edwin M. M. Ortega* and *Marco A. M. Biaggioni*
- An improved general class of estimators for finite population mean in simple random sampling pp. 3508-3520
*Javid Shabbir*, *Sat Gupta* and *Saadia Masood*
- Variance reduction approach for the volatility over a finite-time horizon pp. 3521-3541
*Yuping Song*, *Zheng Sun*, *Qicheng Zhao* and *Youyou Chen*
- Holt–Winters model with grey generating operator and its application pp. 3542-3555
*Lianyi Liu* and *Lifeng Wu*
- Simultaneous confidence band for the difference of regression functions of two samples pp. 3556-3572
*Jiakun Jiang*, *Li Cai* and *Lijian Yang*
- Complete moment convergence for m-END random variables with application to non-parametric regression models pp. 3573-3595
*Nan Cheng*, *Xiaoqin Li*, *Minghui Wang*, *Xuejun Wang* and *Mengmei Xi*
- Pliable lasso for the multinomial logistic regression pp. 3596-3611
*Theophilus Quachie Asenso*, *Hai Zhang* and *Yong Liang*
- Income modeling with the Weibull mixtures pp. 3612-3628
*Shaiful Anuar Abu Bakar* and *Dharini Pathmanathan*
- Some finite sample results for a system of seemingly unrelated regression equations pp. 3629-3644
*Jinshan Liu* and *Qiang Xia*
- Beta rank function: A smooth double-Pareto-like distribution pp. 3645-3668
*Oscar Fontanelli*, *Pedro Miramontes*, *Ricardo Mansilla*, *Germinal Cocho* and *Wentian Li*
- On best linear and Bayesian linear predictor in calibration pp. 3669-3693
*Faqir Muhammad*, *Muhammad Riaz*, *Hassan Dawood* and *Hussain Dawood*
- Stochastic monotonicity of a distribution family associated with matrix projections and its application pp. 3694-3704
*Xiaomi Hu* and *Yufei Wang*
- A new example for a proper scoring rule pp. 3705-3712
*Mátyás Barczy*
- Variable selection for longitudinal varying coefficient errors-in-variables models pp. 3713-3738
*Mingtao Zhao*, *Yuzhao Gao* and *Yuehua Cui*
- Extended analysis and computationally efficient results for the GI/Ma,b/1 queueing system pp. 3739-3760
*S. K. Samanta* and *B. Bank*
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations pp. 3761-3786
*Haojie Jing*, *Jiangyan Peng*, *Zhiquan Jiang* and *Qian Bao*
- Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment pp. 3787-3798
*Conghua Cheng*
- On a property of a non–local moment prior pp. 3799-3805
*Stephen G. Walker*
- Normal distribution with plasticizing component pp. 3806-3835
*Piotr Sulewski*
- Comparison of diagnostic likelihood ratios of two binary tests with case-control clustered data pp. 3836-3846
*Yougui Wu*
**Volume 51, issue 10, 2022**
- Statistical inference of Type-I progressively censored step-stress accelerated life test with dependent competing risks pp. 3077-3103
*Xuchao Bai*, *Yimin Shi* and *Hon Keung Tony Ng*
- New results on stochastic comparisons of finite mixtures for some families of distributions pp. 3104-3119
*Hossein Nadeb* and *Hamzeh Torabi*
- Robust tests of the equality of two high-dimensional covariance matrices pp. 3120-3141
*Xuemin Zi* and *Hui Chen*
- Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support pp. 3142-3163
*David R. Bickel*
- Higher order calibrated estimator in two-stage sampling pp. 3164-3180
*Veronica I. Salinas*, *Stephen A. Sedory* and *Sarjinder Singh*
- The queue GeoX/G/1/N+1 revisited pp. 3181-3201
*Veena Goswami* and *M. L. Chaudhry*
- Complete convergence theorem for negatively dependent random variables under sub-linear expectations pp. 3202-3215
*Binxia Chen* and *Qunying Wu*
- New shrinkage parameters for the inverse Gaussian Liu regression pp. 3216-3236
*Khalid Naveed*, *Muhammad Amin*, *Saima Afzal* and *Muhammad Qasim*
- Nonparametric smoothed quantile difference estimation for length-biased and right-censored data pp. 3237-3252
*Jianhua Shi*, *Yutao Liu* and *Jinfeng Xu*
- On stochastic comparisons of coherent systems with two different types of components pp. 3253-3268
*Maryam Kelkinnama*
- Optimum stratification for a generalized auxiliary variable proportional allocation under a superpopulation model pp. 3269-3284
*Bhuwaneshwar Kumar Gupt* and *Md. Irphan Ahamed*
- Assessment of local influence in spatial elliptical linear measurement error models pp. 3285-3300
*Hadi Emami* and *Ali M. Mosammam*
- Two-sample test based on empirical likelihood ratio under semi-competing risks data pp. 3301-3311
*Jin-Jian Hsieh* and *Jyun-Peng Li*
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method pp. 3312-3333
*Rui Gao*, *Yaqiong Li* and *Yanfei Bai*
- On improved class of difference type estimators for population median in survey sampling pp. 3334-3354
*Javid Shabbir*, *Sat Gupta* and *Ghulam Narjis*
- Generalized method of moment for case-cohort under additive hazards model pp. 3355-3381
*Wenpeng Shang*
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling pp. 3382-3407
*Suchismita Goswami*
- On the almost sure limit theorem for the joint version of maxima and minima of non-stationary random fields pp. 3408-3418
*Zacarias Panga* and *Luísa Pereira*
- A revisit to Bennett’s goodness-of-fit statistic for comparing two predictive values pp. 3419-3433
*Yougui Wu*
- A note on the construction of Latin square type designs pp. 3434-3437
*Shyam Saurabh* and *Mithilesh Kumar Singh*
- A bivariate zero-inflated Poisson control chart: Comments and corrections on earlier results pp. 3438-3445
*Edwin R. van den Heuvel*, *Stephan A. W. van Driel* and *Zhuozhao Zhan*
- Complete moment convergence of moving-average processes under END assumptions pp. 3446-3458
*Xiaoming Qu*
- A report on the paper “Sungsu Kim. 2019. The probable error in the hypothesis test of normal means using a small sample. Communications in Statistics - Theory and Methods. DOI: 10.1080/03610926.2019.1703135.” pp. 3459-3461
*Kalimuthu Krishnamoorthy* and *Arvind K. Shah*
**Volume 51, issue 9, 2022**
- Estimation of population proportion using concomitant based ranked set sampling pp. 2689-2709
*Azhar Mehmood Abbasi* and *Muhammad Yousaf Shad*
- A measure of orthogonality for the central composite designs pp. 2710-2724
*Emmanuel Uchenna Ohaegbulem* and *Polycarp Emeka Chigbu*
- Localized mixture models for prediction with application pp. 2725-2747
*Najla M. Qarmalah*
- Optimal allocation of two redundancies in a n-component series system with proportional hazard rates lifetimes pp. 2748-2764
*Jianbin Chen*, *Xiaoying Lai*, *Mengmeng Wang* and *Peng Zhao*
- Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process pp. 2765-2782
*B. Gail Ivanoff* and *Neville C. Weber*
- Confidence-credible intervals pp. 2783-2802
*Ivair R. Silva* and *Dionatan W. R. Oliveira*
- One-sided precedence monitoring schemes for unknown shift sizes using generalized 2-of-(h+1) and w-of-w improved runs-rules pp. 2803-2837
*Jean-Claude Malela-Majika*, *Sandile C. Shongwe* and *Philippe Castagliola*
- Empirical likelihood for panel data models with spatial errors pp. 2838-2857
*Yinghua Li*, *Yuan Li* and *Yongsong Qin*
- Developed cosine similarity measure on belief function theory: An application in medical diagnosis pp. 2858-2869
*Fereshteh Khalaj* and *Mehran Khalaj*
- The mean, variance, and bias of the OLS based estimator of the extremum of a quadratic regression model for small samples pp. 2870-2886
*Andreas Karlsson Rosenblad*
- Optimal design of one-sided exponential EWMA charts based on median run length and expected median run length pp. 2887-2907
*YuLong Qiao*, *JinSheng Sun*, *Philippe Castagliola* and *XueLong Hu*
- First-passage problems for diffusion processes with state-dependent jumps pp. 2908-2918
*Mario Lefebvre*
- Maintenance strategy of multicomponent system based on structure updating and group importance measure pp. 2919-2935
*Yijie Chen* and *Hailin Feng*
- Local asymptotic normality for a periodically time varying long memory parameter pp. 2936-2952
*Amine Amimour* and *Karima Belaide*
- A new extension of the FGM copula with an application in reliability pp. 2953-2961
*Rasha Ebaid*, *Walid Elbadawy*, *Essam Ahmed* and *Abdalla Abdelghaly*
- Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system pp. 2962-2993
*Yanqiao Zheng*, *Xiaobing Zhao* and *Xiaoqi Zhang*
- Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations pp. 2994-3007
*Dawei Lu* and *Yao Meng*
- Strong laws of large numbers for WAPND Banach-valued random elements pp. 3008-3017
*Mehdi Jafari*, *Hamid Reza Nili Sani* and *Abolghasem Bozorgnia*
- In defense of LASSO pp. 3018-3042
*Chi Tim Ng*, *Woojoo Lee* and *Youngjo Lee*
- Reliability and sensitivity analysis of a repairable k-out-of-n:G system with two failure modes and retrial feature pp. 3043-3064
*Linmin Hu*, *Sijia Liu*, *Rui Peng* and *Zhaocai Liu*
- Welch’s ANOVA: Heteroskedastic skew-t error terms pp. 3065-3076
*N. Celik*
**Volume 51, issue 8, 2022**
- Optimal designs for collapsed homogeneous linear model pp. 2303-2329
*Xuebo Sun* and *Yingnan Guan*
- Generalized moments of the distance between Poisson process events pp. 2330-2342
*Adolfo M. D. da Silva* and *C. E. G. Otiniano*
- Weighted step-down confidence procedures with applications to gene expression data pp. 2343-2356
*Yang Yu*, *John T. Chen* and *Arthur B. Yeh*
- How to construct a nomogram for hypertension using complex sampling data from Korean adults pp. 2357-2367
*Min-Ho Kim* and *Jea-Young Lee*
- Kernel-based estimation of P(X pp. 2368-2384
*Rola Musleh*, *Amal Helu* and *Hani Samawi*
- High-dimensional asymptotic results for EPMCs of W- and Z- rules pp. 2385-2413
*Takayuki Yamada*, *Tetsuro Sakurai* and *Yasunori Fujikoshi*
- Integrated nested Laplace approximation method for hierarchical Bayesian inference of spatial model with application to functional magnetic resonance imaging data pp. 2414-2437
*Parisa Naseri*, *Hamid Alavi Majd* and *Seyyed Mohammad Tabatabaei*
- Auxiliary information based joint monitoring control chart using generalized likelihood ratio test statistic pp. 2438-2460
*Muhammad Noor-ul-Amin* and *Waqas Kazmi*
- Computational analysis and optimization of randomized control of N-policy for an M/G/1/K queue with starting failures pp. 2461-2476
*Dong-Yuh Yang*
- On bivariate Kumaraswamy-distorted copulas pp. 2477-2495
*Ranadeera Gamage Madhuka Samanthi* and *Jungsywan Sepanski*
- Consistent estimation of the number of regimes in Markov-switching autoregressive models pp. 2496-2518
*Jingxue Fu* and *Lan Wu*
- Estimation and inference for mixture of partially linear additive models pp. 2519-2533
*Yi Zhang* and *Weiquan Pan*
- On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics pp. 2534-2551
*Mohamed Said Mohamed*
- Diagnostic techniques for the inverse Gaussian regression model pp. 2552-2564
*Muhammad Amin*, *Muhammad Aman Ullah* and *Muhammad Qasim*
- Construction of optimal supersaturated designs via generalized Hadamard matrices pp. 2565-2579
*Min Li*, *Min-Qian Liu*, *Fasheng Sun* and *Dong Zhang*
- Average sampling theorem for the homogeneous random fields in a reproducing kernel subspace of mixed Lebesgue space pp. 2580-2589
*Suping Wang* and *Zhanjie Song*
- Inactivity stochastic precedence order pp. 2590-2609
*Amit Kumar Misra*, *Vaishali Gupta* and *Ruby Chanchal*
- On optimal classes of estimators under ranked set sampling pp. 2610-2639
*Shashi Bhushan* and *Anoop Kumar*
- Improved strategy to collect sensitive data by using negative binomial and negative hypergeometric distribution as randomization devices pp. 2640-2658
*Niharika Yennum*, *Stephen A. Sedory* and *Sarjinder Singh*
- A simple and improved score confidence interval for a single proportion pp. 2659-2675
*Yingshu Cao*, *Ying Xu*, *Ming T. Tan*, *Pingyan Chen* and *Chongyang Duan*
- Large deviations for empirical measures of generalized random graphs pp. 2676-2687
*Qun Liu* and *Zhishan Dong*
**Volume 51, issue 7, 2022**
- On similarity of the sample projection depth contours and its application pp. 1919-1935
*Yefang Yuan*, *Xiaohui Liu*, *Yuting Chen*, *Yuxin Dong* and *Yuzi Liu*
- New parametrization of stochastic volatility models pp. 1936-1953
*Ibrahim Sadok* and *Afif Masmoudi*
- On estimation and influence measures for the Negative Binomial regression model based on Q-function pp. 1954-1974
*Luisa Rivas* and *Manuel Galea*
- D-optimal design for logistic model based on more precise approximation pp. 1975-1992
*Mina Hooshangifar*, *Hooshang Talebi* and *Davood Poursina*
- System signatures: A review and bibliometric analysis pp. 1993-2008
*Sameen Naqvi*, *Ping Shing Chan* and *Deepa Bhatt Mishra*
- Theoretical developments in response surface designs: an informative review and further thoughts pp. 2009-2033
*M. Hemavathi*, *Shashi Shekhar*, *Eldho Varghese*, *Seema Jaggi*, *Bikas Sinha* and *Nripes Kumar Mandal*
- Spurious multivariate regressions under fractionally integrated processes pp. 2034-2056
*Daniel Ventosa-Santaulària*, *J. Eduardo Vera-Valdés*, *Katarzyna Łasak* and *Ricardo Ramírez-Vargas*
- Suppression and enhancement in multiple linear regression: A viewpoint from the perspective of a semipartial correlation coefficient pp. 2057-2072
*Szu-Yuan Hsu* and *Jeng-Tung Chiang*
- Poisson approximation for locally dependent CDO pp. 2073-2081
*Nat Yonghint*, *Kritsana Neammanee* and *Nattakarn Chaidee*
- Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition pp. 2082-2115
*Hassiba Benseradj* and *Zohra Guessoum*
- Semi-recursive kernel conditional density estimators under random censorship and dependent data pp. 2116-2138
*Ali Laksaci*, *Salah Khardani* and *Sihem Semmar*
- Applications of an extended geometric Brownian motion degradation model pp. 2139-2153
*Yu-Sheng Hsu*, *Pei-Chun Chen*, *Ming-Yung Lee* and *Cheng-Hsun Wu*
- Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis pp. 2154-2182
*Saba Qureshi*, *Fiza Qureshi*, *Arjumand Bano Soomro*, *Fida Hussain Chandio*, *Sobia Shafaq Shah* and *Ijaz Ur Rehman*
- A class of claim distributions: Properties, characterizations and applications to insurance claim data pp. 2183-2208
*Zubair Ahmad*, *Eisa Mahmoudi* and *Gholamhossien Hamedani*
- Stochastic comparisons of series and parallel systems with dependent Burr type XII components pp. 2209-2230
*Ghobad Barmalzan*, *Seyed masih Ayat* and *Narayanaswamy Balakrishnan*
- Construction and existence of constant block sum PBIB designs pp. 2231-2241
*Namisha Bansal* and *Davinder Kumar Garg*
- Bayesian cluster analysis for registration and clustering homogeneous subgroups in multidimensional functional data pp. 2242-2258
*Anis Fradi* and *Chafik Samir*
- A statistical approach for social network change detection: an ERGM based framework pp. 2259-2280
*S. Golshid Sharifnia* and *Abbas Saghaei*
- Mean-variance asset-liability management with inside information pp. 2281-2302
*Xingchun Peng* and *Fenge Chen*
**Volume 51, issue 6, 2022**
- Linear approximate Bayes estimator for regression parameter with an inequality constraint pp. 1531-1548
*Jie Jiang*, *Lichun Wang* and *Liqun Wang*
- Gibbs sampler and coordinate ascent variational inference: A set-theoretical review pp. 1549-1568
*Se Yoon Lee*
- Perfect simulation of steady-state Markov chain on mixed state space pp. 1569-1587
*Az-eddine Zakrad* and *Abdelaziz Nasroallah*
- Modified Poisson estimators for grouped and right-censored counts pp. 1588-1604
*Chendi Wang*
- The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions pp. 1605-1621
*Bahareh Yavarizadeh* and *S. Ejaz Ahmed*
- Minimizing ruin probability under the Sparre Anderson model pp. 1622-1636
*Linlin Tian* and *Lihua Bai*
- Bayesian influence diagnostics using normalized functional Bregman divergence pp. 1637-1652
*Ian M. Danilevicz* and *Ricardo S. Ehlers*
- The fixed effects PCA model in a common principal component environment pp. 1653-1673
*Toni Duras*
- Efficient empirical Bayes estimates for risk parameters of Pareto distributions pp. 1674-1692
*Yongmei Du*, *Zhouping Li* and *Xiaosong Chen*
- Distributions of successions of arbitrary multisets pp. 1693-1705
*Yong Kong*
- Non parametric PROS quality control chart for monitoring the process mean pp. 1706-1723
*Fahimeh Boroomandi* and *Mahmood Kharrati-Kopaei*
- Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components pp. 1724-1744
*Rongfang Yan* and *Junrui Wang*
- Optimal investment of DC pension plan with two VaR constraints pp. 1745-1764
*Shunqing Zhu*, *Yinghui Dong* and *Sang Wu*
- Covariance matrix of maximum likelihood estimators in censored exponential regression models pp. 1765-1777
*Artur J. Lemonte*
- A Bayesian approach to factor screening in life tests pp. 1778-1790
*I-Tang Yu*
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations pp. 1791-1810
*Lesedi Mabitsela*, *Calisto Guambe* and *Rodwell Kufakunesu*
- Economic and economic-statistical designs of variable sample size and sampling interval coefficient of variation chart pp. 1811-1835
*YiYing Chew*, *Michael B. C. Khoo*, *Khai Wah Khaw* and *Wai Chung Yeong*
- A two-stage unrelated question randomized response model for estimating the rare sensitive parameter under Poisson distribution pp. 1836-1856
*Ghulam Narjis* and *Javid Shabbir*
- A new robust model-free feature screening method for ultra-high dimensional right censored data pp. 1857-1875
*Yi Liu* and *Xiaolin Chen*
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates pp. 1876-1894
*Zili Liu* and *Zikang Xiong*
- Fisher–Rao geometry and Jeffreys prior for Pareto distribution pp. 1895-1910
*Mingming Li*, *Huafei Sun* and *Linyu Peng*
- A note on the shape of sample size functions of optimal adaptive two-stage designs pp. 1911-1918
*Maximilian Pilz*, *Samuel Kilian* and *Meinhard Kieser*
**Volume 51, issue 5, 2022**
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model pp. 1133-1154
*Jinru Wang*, *Wenhui Shi* and *Xiaochen Zeng*
- Optimal designs of collapsed Scheffé model pp. 1155-1178
*Xuebo Sun* and *Yingnan Guan*
- Large-sample tests for comparing Likert-type scale data pp. 1179-1196
*Tuhinshubhra Bhattacharya* and *Arindam Sengupta*
- Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations pp. 1197-1216
*Zhouting Zhan* and *Qunying Wu*
- A hybrid transformation approach for common scaling on various type Likert scales in Bayesian structural equation modeling pp. 1217-1231
*Naci Murat*
- Elementary price indices under the GBM price model pp. 1232-1251
*Jacek Białek*
- Phase I and phase II analysis of linear profile monitoring using robust estimators pp. 1252-1269
*H. R. Moheghi*, *R. Noorossana* and *O. Ahmadi*
- On a scale-scale plot for comparing multivariate distributions pp. 1270-1289
*Pritha Guha* and *Biman Chakraborty*
- On laws exhibiting universal ordering under stochastic restart pp. 1290-1305
*Matija Vidmar*
- Efficient fused learning for distributed imbalanced data pp. 1306-1317
*Jie Zhou*, *Guohao Shen*, *Xuan Chen* and *Yuanyuan Lin*
- A new hybrid approach to panel data change point detection pp. 1318-1329
*Karim Atashgar*, *Naser Rafiee* and *Mahdi Karbasian*
- One-tailed asymptotic inferences for the relative risk: A comparison of 63 inference methods pp. 1330-1348
*Antonio Martín Andrés*, *Maria Álvarez Hernández* and *Inmaculada Herranz Tejedor*
- Data sharpening method in regression confidence band pp. 1349-1366
*Xuyang He* and *Yuexiang Jiang*
- A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic pp. 1367-1378
*Qiang Zhao* and *Jiajuan Liang*
- Truncated skewed type III generalized logistic distribution: risk measurement applications pp. 1379-1402
*Panayiotis Theodossiou*
- Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model pp. 1403-1412
*Jibo Wu*
- Unbiased variable importance for random forests pp. 1413-1425
*Markus Loecher*
- Multi-objective optimization design of accelerated degradation test based on Wiener process pp. 1426-1443
*Xiaoping Liu*, *Bin Guo*, *Lijian Xia*, *Xiao Tian* and *Lijie Zhang*
- Progressively Type-II censored competing risks data from the linear exponential distribution pp. 1444-1460
*Katherine F. Davies* and *William Volterman*
- Asymptotic theory for a stochastic unit root model pp. 1461-1487
*Lingjie Du* and *Tianxiao Pang*
- On discrete Gibbs measure approximation to runs pp. 1488-1513
*A. N. Kumar* and *N. S. Upadhye*
- Log transformations: What not to expect when you’re expecting pp. 1514-1521
*William C. Bridges*, *Neil J. Calkin*, *Catherine M. Kenyon* and *Matthew J. Saltzman*
- Strong deviation theorems for delayed sums of the nonnegative continuous random variables pp. 1522-1530
*Fengkai Dong* and *Huilin Huang*
**Volume 51, issue 4, 2020**
- Tail bounds for sum of gamma variables and related inferences pp. 853-862
*Li Wang* and *Ting Ma*
- Prediction of finite population parameters using parametric model under some loss functions pp. 863-882
*Razieh Jafaraghaie*
- Estimation for optimal treatment regimes with survival data under semiparametric model pp. 883-894
*Yuexin Fang* and *Yong Zhou*
- On a model of ordering random variables – the (i,k)-th record values pp. 895-908
*Piotr Pawlas* and *Dominik Szynal*
- Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time pp. 909-918
*Yacin Jerbi* and *Samira Chaabene*
- On bounded range distribution of a Wiener process pp. 919-942
*Abd El-Moneim A. Teamah*, *Mohamed Abd Allah El-Hadidy* and *Maraw M. El-Ghoul*
- Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models pp. 943-952
*Yangchun Zhang*, *Jiaqi Chen*, *Bosen Cui* and *Boping Tian*
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates pp. 953-973
*Xinrong Tang*, *Peixin Zhao*, *Yiping Yang* and *Weiming Yang*
- Covariate-adjusted Gaussian graphical model estimation with false discovery rate control pp. 974-993
*Yunlong Zhu*
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis pp. 994-1010
*Shuwen Hu* and *Jianwen Xu*
- An optimal projection test for zero multiple correlation coefficient in high-dimensional normal data pp. 1011-1028
*D. Najarzadeh*
- Expected utility maximization for an insurer with investment and risk control under inside information pp. 1029-1053
*Xingchun Peng*
- Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss pp. 1054-1066
*Gang Liu* and *Hong Yin*
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data pp. 1067-1084
*Yanting Xiao* and *Fuxiao Li*
- An unreliable single server retrial queue with collisions and transmission errors pp. 1085-1109
*Lamia Lakaour*, *Djamil Aissani*, *Karima Adel-Aissanou*, *Kamel Barkaoui* and *Sofiane Ziani*
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data pp. 1110-1132
*Kangning Wang*, *Haotian Jin* and *Xiaofei Sun*
**Volume 51, issue 3, 2022**
- Some results on the construction of sliced orthogonal arrays of parallel-flats type pp. 569-580
*Shin-Fu Tsai*
- Improved frequency table’s measures of skewness and kurtosis with application to weather data pp. 581-598
*M. B. Mohammed*, *M. B. Adam*, *N. Ali* and *H. S. Zulkafli*
- Asymptotic comparison of some Bayesian information bounds pp. 599-609
*Ken-ichi Koike*
- Moments of the logit-normal distribution pp. 610-623
*John B. Holmes* and *Matthew R. Schofield*
- On the dependency of the components in complex systems pp. 624-635
*Saeed Zalzadeh*
- Bayesian confidence intervals with more power to estimate the minimum effect and determine the sign pp. 636-648
*Haibing Zhao*
- Multivariate shortfall risk statistics with scenario analysis pp. 649-668
*Xianfu Zeng*, *Haiyan Song*, *Yanhong Chen* and *Yijun Hu*
- The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples pp. 669-684
*Zhengliang Lu*, *Shengnan Ding*, *Fei Zhang*, *Rui Wang* and *Xuejun Wang*
- Performance comparison of generalized confidence interval and modified sampling distribution approaches for assessing one-sided capability indices with gauge measurement errors pp. 685-700
*Dwi Yuli Rakhmawati*, *Kwang-Jae Kim* and *Sumiati*
- Asymptoic efficiency of M.L.E. using prior survey in multinomial distributions pp. 701-723
*Sheena Yo*
- A test of harmful multicollinearity: A generalized ridge regression approach pp. 724-743
*Shapour Mohammadi*
- Multiple hypothesis testing for Poisson processes with variable change–point intensity pp. 744-766
*Lin Yang*
- New stochastic comparisons based on tail value at risk measures pp. 767-788
*Félix Belzunce*, *Alba M. Franco-Pereira* and *Julio Mulero*
- Asymptotic in undirected random graph models with a noisy degree sequence pp. 789-810
*Jing Luo*, *Tour Liu*, *Jing Wu* and *Sailan Waleed Ahmed Ali*
- Complete moment convergence for the widely orthant dependent linear processes with random coefficients pp. 811-825
*Dawei Lu* and *Lina Wang*
- A.s. convergence rate for a supercritical branching processes with immigration in a random environment pp. 826-839
*Yingqiu Li* and *Xulan Huang*
- Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy pp. 840-851
*Jin Lee*
**Volume 51, issue 2, 2022**
- Weighted directed networks with a differentially private bi-degree sequence pp. 285-300
*Qiuping Wang*, *Xiao Zhang*, *Jing Luo*, *Yang Ouyang* and *Qian Wang*
- The Maxwell paired comparison model under Bayesian paradigm using informative priors pp. 301-312
*Tanveer Kifayat*, *Muhammad Aslam* and *Salman Arif Cheema*
- Monitoring customer complaints using the repetitive sampling pp. 313-327
*Ali Hussein AL-Marshadi*, *Muhammad Aslam*, *Abdullah Hamoud Alharbey*, *Nasrullah Khan* and *Liaquat Ahmad*
- A flexible additive-multiplicative transformation mean model for recurrent event data pp. 328-339
*Yanbin Du* and *Yuan Lv*
- R-optimal designs for multi-response regression models with multi-factors pp. 340-355
*Pengqi Liu*, *Lucy L. Gao* and *Julie Zhou*
- On test for checking hypothesis on expectation and covariance function of stochastic process pp. 356-367
*Tetiana O. Ianevych*, *Yuriy V. Kozachenko* and *Viktor B. Troshki*
- Estimation of stress-strength reliability using discrete phase type distribution pp. 368-386
*Joby K. Jose*, *Drisya M.* and *Manoharan M.*
- The determination of biosimilarity margin and the assessment of biosimilarity for an (m+1)-arm parallel design pp. 387-403
*Junhui Park* and *Seung-Ho Kang*
- A simulation-based tree method for building linear models with interactions pp. 404-413
*Jin Wang*, *Javier Cabrera* and *Kwok Leung Tsui*
- A four-parameter negative binomial-Lindley distribution for modeling over and underdispersed count data with excess zeros pp. 414-426
*Razik Ridzuan Mohd Tajuddin*, *Noriszura Ismail*, *Kamarulzaman Ibrahim* and *Shaiful Anuar Abu Bakar*
- Adaptive nonparametric regression on finite support pp. 427-447
*Balasubramaniam Natarajan* and *Weixing Song*
- On asymptotics of discretized functionals of long-range dependent functional data pp. 448-473
*Tareq Alodat* and *Andriy Olenko*
- Multicollinearity in measurement error models pp. 474-485
*Sahika Gokmen*, *Rukiye Dagalp* and *Serdar Kilickaplan*
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns pp. 486-500
*Luca Bagnato*, *Antonio Punzo* and *Maria Zoia*
- Confidence interval estimation of the Youden index and corresponding cut-point for a combination of biomarkers under normality pp. 501-518
*Kristopher Attwood* and *Lili Tian*
- Tail variance for Generalized Skew-Elliptical distributions pp. 519-536
*Esmat Jamshidi Eini* and *Hamid Khaloozadeh*
- Nonparametric K-means algorithm with applications in economic and functional data pp. 537-551
*Zhangmei Feng* and *Jiamin Zhang*
- Prediction in Riemannian metrics derived from divergence functions pp. 552-568
*Henryk Gzyl*
**Volume 51, issue 1, 2022**
- An estimation of a sensitive attribute using adjusted Kuk’s randomization device with stratified unequal probability sampling pp. 1-25
*Gi-Sung Lee* and *Chang-Kyoon Son*
- An overlooked Lomax-exponential connection pp. 26-28
*Zhixin Lun* and *Ravindra Khattree*
- A new approach to precise interval estimation for the parameters of the hypergeometric distribution pp. 29-50
*Mark F. Schilling* and *Alyssa Stanley*
- On monotonically proceeding structures and stepwise increasing transition matrices of Markov chains pp. 51-67
*Marie-Anne Guerry* and *Philippe Carette*
- Estimation of the additive hazards model with linear inequality restrictions based on current status data pp. 68-81
*Yanqin Feng*, *Jianguo Sun* and *Lingli Sun*
- The geometric mean? pp. 82-94
*Richard M. Vogel*
- Unbiased estimator of correlation coefficient pp. 95-115
*Veronika Jurková*, *Ivan Žežula*, *Daniel Klein* and *Ondrej Hutník*
- Identifiability conditions for the linear regression model under right censoring pp. 116-134
*Qiqing Yu* and *Junyi Dong*
- Jointly type-II censored Lindley distributions pp. 135-149
*Hare Krishna* and *Rajni Goel*
- Some generalized strong limit theorems for Markov chains in bi-infinite random environments pp. 150-161
*Zhiyan Shi*, *Cong Liu*, *Yan Fan*, *Dan Bao* and *Yang Chen*
- Optimum sequential preventive maintenance first or last policies with imperfect maintenance for a system subject to shocks pp. 162-178
*Yen-Luan Chen* and *Chin-Chih Chang*
- On the comparison of several classical estimators of the extreme value index pp. 179-196
*Ivanilda Cabral*, *Frederico Caeiro* and *M. Ivette Gomes*
- A new control chart using GINI CPK pp. 197-211
*Muhammad Aslam*, *G. Srinivasa Rao*, *Liaquat Ahmad* and *Chi-Hyuck Jun*
- Rank-based estimation in varying coefficient partially functional linear regression models pp. 212-225
*Wanrong Liu*, *Jun Sun* and *Jing Yang*
- Min-infinite divisibility of the bivariate Marshall–Olkin copulas pp. 226-231
*Natalia Shenkman*
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data pp. 232-248
*Yafeng Xia*, *Lirong Zhang* and *Aiping Zhang*
- Simultaneous tests of non inferiority and superiority in three-arm clinical studies with heterogeneous variance pp. 249-266
*Junjiang Zhong*, *Miin-Jye Wen*, *Siu Hung Cheung* and *Wai-Yin Poon*
- Empirical likelihood in varying-coefficient quantile regression with missing observations pp. 267-283
*Bao-Hua Wang* and *Han-Ying Liang*
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