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Communications in Statistics - Theory and Methods

2014 - 2022

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Volume 51, issue 16, 2022

Adaptive MEWMA charts for univariate and multivariate simple linear profiles pp. 5383-5411 Downloads
Abdul Haq
A graphic and tabular variable deduction method in logistic regression pp. 5412-5427 Downloads
Guoping Zeng
Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model pp. 5428-5445 Downloads
Jing Zhao and Shenghong Li
Linear prediction of sums of sequential minima pp. 5446-5454 Downloads
Valery Borisovich Nevzorov, Valeriia Savinova and Alexei Stepanov
Strong laws of large numbers for pairwise PQD random variables: a necessary condition pp. 5455-5460 Downloads
João Lita da Silva
Asymmetric influence measure for high dimensional regression pp. 5461-5487 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
Minyoung Jo and Sangyeol Lee
Bayesian singular value regularization via a cumulative shrinkage process pp. 5566-5589 Downloads
Masahiro Tanaka
The generalized Pearson family of distributions and explicit representation of the associated density functions pp. 5590-5606 Downloads
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 Downloads
Abdolreza Sayyareh and Saba Sayyareh
The Poisson-stopped Hurwitz–Lerch zeta distribution pp. 5638-5652 Downloads
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 Downloads
Yijun Wang, Yingchun Deng, Ya Huang, Jieming Zhou and Xuyan Xiang
How to analyze change in perception from paired Q-sorts pp. 5681-5691 Downloads
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 Downloads
Habiba Khatun, Manas Ranjan Tripathy and Nabendu Pal
On seemingly unrelated regressions with uniform correlation error pp. 5714-5727 Downloads
Tian He and Lichun Wang
Optimal dividends and reinsurance with capital injection under thinning dependence pp. 5728-5749 Downloads
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 Downloads
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 Downloads
Mithu Rani Kuiti, Nil Kamal Hazra and Maxim Finkelstein
On efficient median-based linear regression estimator for population mean pp. 5012-5024 Downloads
Umar Kabir Abdullahi and Fidelis Ifeanyi Ugwuowo
On negative cumulative extropy with applications pp. 5025-5047 Downloads
Saeid Tahmasebi and Abdolsaeed Toomaj
Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model pp. 5048-5063 Downloads
Jing Li, Wenguang Yu and Chaolin Liu
Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series pp. 5064-5084 Downloads
Oh Kang Kwon
Objective bayesian inference for quantile ratios in normal models pp. 5085-5111 Downloads
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 Downloads
Jianping Lyu, Yong Ma and Wei Sun
Valuation of mortgage pass-through securities with partial prepayment risk pp. 5124-5145 Downloads
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 Downloads
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 Downloads
M’hamed Ezzahrioui and Elias Ould Saïd
Classification by fiducial predictive density functions pp. 5187-5203 Downloads
Yuqi Long and Xingzhong Xu
High-dimensional dynamic systems identification with additional constraints pp. 5204-5225 Downloads
Junlin Li
On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization pp. 5226-5240 Downloads
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 Downloads
Juan Liu, Ya Huang, Xuyan Xiang and Jieming Zhou
A note on the Helmert transformation pp. 5258-5264 Downloads
Reza Farhadian and Brenton R. Clarke
A framework for information synthesis into sentiment indicators using text mining methods pp. 5265-5283 Downloads
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 Downloads
Lu Wang and Lianming Wang
On linear prediction for stationary random fields with nonsymmetrical half-plane past pp. 5298-5309 Downloads
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 Downloads
Azadeh Kiapour
On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution pp. 5318-5329 Downloads
Xiaoxiao Hu and Xiaohu Li
Bayesian inference with uncertain data of imprecise observations pp. 5330-5341 Downloads
Kai Yao
Least squares estimator for a class of subdiffusion processes pp. 5342-5363 Downloads
Huiyan Zhao, Chongqi Zhang, Yu Guo and Sheng Lin
A pioneering study on discrete cosine transform pp. 5364-5368 Downloads
Hiroshi Yamada
Nonlinear least squares estimation of the periodic EXPAR(1) model pp. 5369-5381 Downloads
S. Becila and M. Merzougui

Volume 51, issue 14, 2022

Variable sampling interval EWMA chart for multivariate coefficient of variation pp. 4617-4637 Downloads
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 Downloads
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 Downloads
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 Downloads
Maryam Esna-Ashari, Mahdi Alimohammadi and Erhard Cramer
Neyman-Scott process with skew-normal clusters pp. 4692-4711 Downloads
Nader Najari, Mohammad Q. Vahidi Asl and Abdollah Jalilian
Stochastic comparisons of parallel systems with generalized Kumaraswamy-G components pp. 4712-4738 Downloads
Suchandan Kayal and Phalguni Nanda
Post-selection inference of generalized linear models based on the lasso and the elastic net pp. 4739-4756 Downloads
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 Downloads
Yongxia Zhao, Hua Dong and Wei Zhong
Usual stochastic and reversed hazard orders of parallel systems with independent heterogeneous components pp. 4781-4806 Downloads
Ghobad Barmalzan, Sajad Kosari and Narayanaswamy Balakrishnan
On a non-monotonic ageing class based on the failure rate average pp. 4807-4826 Downloads
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 Downloads
Hong-Xia Xu, Guo-Liang Fan and Jiang-Feng Wang
Asymptotic properties of lower exponential spacings under Type-II progressive censoring pp. 4841-4853 Downloads
Alexandre Berred and Alexei Stepanov
Multivariate q-Pólya and inverse q-Pólya distributions pp. 4854-4876 Downloads
Charalambos A. Charalambides
Bayesian inference in quantile functions pp. 4877-4889 Downloads
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 Downloads
Sudipta Das, Damitri Kundu and Anup Dewanji
Monitoring the process mean with an ATTRIVAR chart pp. 4903-4920 Downloads
Antonio Fernando Branco Costa and Antonio Faria Neto
Bayesian prior information fusion for power law process via evidence theory pp. 4921-4939 Downloads
Jun-Ming Hu, Hong-Zhong Huang, Yan-Feng Li and Hui-Ying Gao
Confidence intervals with maximal average power pp. 4940-4956 Downloads
Christian Bartels, Johanna Mielke and Ekkehard Glimm
On some counter examples of the bivariate and multivariate normal distributions: A brief survey pp. 4957-4972 Downloads
Indranil Ghosh and G.G. Hamedani
Empirical likelihood based inference for varying coefficient panel data models with fixed effect pp. 4973-4990 Downloads
Wanbin Li, Liugen Xue and Peixin Zhao
Tail behavior and extremes of the beta-normal distribution pp. 4991-5002 Downloads
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 Downloads
Ji Hwan Cha and F. G. Badía
Reweighting estimators for the transformation models with length-biased sampling data and missing covariates pp. 4252-4275 Downloads
Zhiping Qiu, Huijuan Ma and Jianhua Shi
Stochastic comparisons and ageing properties of RLRT (ITRT) based on variance residual life pp. 4276-4295 Downloads
Arijit Patra and Chanchal Kundu
Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements pp. 4296-4312 Downloads
Qian Zhao and Jiaqin Wei
First-order integer-valued autoregressive process with Markov-switching coefficients pp. 4313-4329 Downloads
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 Downloads
S. Pradhan and U. C. Gupta
An extension of entropy power inequality for dependent random variables pp. 4358-4369 Downloads
Fatemeh Asgari and Mohammad Hossein Alamatsaz
A new Liu-type estimator in binary logistic regression models pp. 4370-4394 Downloads
Esra Ertan and Kadri Ulaş Akay
Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models pp. 4395-4416 Downloads
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 Downloads
P. Jeyadurga and S. Balamurali
On construction of equireplicated constant block-sum designs pp. 4434-4450 Downloads
Ravindra Khattree
A robust high dimensional estimation of a finite mixture of the generalized linear model pp. 4451-4463 Downloads
Azam Sabbaghi and Farzad Eskandari
Two-component generalized bent-cable models pp. 4464-4475 Downloads
Getachew A. Dagne
A new method for multi-sample high-dimensional covariance matrices test based on permutation pp. 4476-4486 Downloads
Wei Yu
Does how long observing correlate with upper record value? Fukushima nuclear disaster’s radiation levels are illustrated pp. 4487-4499 Downloads
Ramalingam Shanmugam
Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators pp. 4500-4508 Downloads
Janusz Gajda
Some new resolvable group divisible designs pp. 4509-4514 Downloads
Shyam Saurabh and Kishore Sinha
Partial functional linear regression with autoregressive errors pp. 4515-4536 Downloads
Piaoxuan Xiao and Guochang Wang
A new class of symmetric distributions including the elliptically symmetric logistic pp. 4537-4558 Downloads
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 Downloads
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 Downloads
Rida Benhaddou
GEE-based Bell model for longitudinal count outcomes pp. 4602-4616 Downloads
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 Downloads
Bing Meng, Dingcheng Wang and Qunying Wu
Estimation in single-index varying-coefficient panel data model pp. 3864-3885 Downloads
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 Downloads
Salim Bouzebda and Sultana Didi
Stage life testing with random stage changing times pp. 3934-3959 Downloads
Benjamin Laumen and Erhard Cramer
Hybrid exponentially weighted moving average control chart using Bayesian approach pp. 3960-3984 Downloads
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 Downloads
Abdul Haq and Shareen Akhtar
Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data pp. 4006-4028 Downloads
Daniel Gaigall
Prediction under an adaptive progressive type-II censoring scheme for Burr Type-XII distribution pp. 4029-4041 Downloads
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 Downloads
A. Kheyri, M. Amini, H. Jabbari, A. Bozorgnia and A. Volodin
Bayesian estimation of ridge parameter under different loss functions pp. 4055-4071 Downloads
Muhammad Amin, Muhammad Nauman Akram and Qasim Ramzan
Hierarchical mixture-of-experts models for count variables with excessive zeros pp. 4072-4096 Downloads
Myung Hyun Park and Joseph H. T. Kim
Discrete convolution statistic for hypothesis testing pp. 4097-4118 Downloads
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 Downloads
Fengyang Cheng and Hui Xu
The shape of partial correlation matrices pp. 4133-4150 Downloads
Richard Artner, Paul P. Wellingerhof, Ginette Lafit, Tim Loossens, Wolf Vanpaemel and Francis Tuerlinckx
Cumulative residual entropy applied to testing uniformity pp. 4151-4161 Downloads
Hadi Alizadeh Noughabi
Errors due to departure from independence in exponential series system pp. 4162-4178 Downloads
Asok K. Nanda, Sanjib Gayen and Shovan Chowdhury
Fiducial confidence intervals for proportions in finite populations: One- and two-sample problems pp. 4179-4195 Downloads
Shanshan Lv and K. Krishnamoorthy
The k nearest neighbors smoothing of the relative-error regression with functional regressor pp. 4196-4209 Downloads
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 Downloads
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 Downloads
J. Chumnaul and M. Sepehrifar

Volume 51, issue 11, 2022

Asymptotics in a probit model for directed networks pp. 3463-3479 Downloads
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 Downloads
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 Downloads
Javid Shabbir, Sat Gupta and Saadia Masood
Variance reduction approach for the volatility over a finite-time horizon pp. 3521-3541 Downloads
Yuping Song, Zheng Sun, Qicheng Zhao and Youyou Chen
Holt–Winters model with grey generating operator and its application pp. 3542-3555 Downloads
Lianyi Liu and Lifeng Wu
Simultaneous confidence band for the difference of regression functions of two samples pp. 3556-3572 Downloads
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 Downloads
Nan Cheng, Xiaoqin Li, Minghui Wang, Xuejun Wang and Mengmei Xi
Pliable lasso for the multinomial logistic regression pp. 3596-3611 Downloads
Theophilus Quachie Asenso, Hai Zhang and Yong Liang
Income modeling with the Weibull mixtures pp. 3612-3628 Downloads
Shaiful Anuar Abu Bakar and Dharini Pathmanathan
Some finite sample results for a system of seemingly unrelated regression equations pp. 3629-3644 Downloads
Jinshan Liu and Qiang Xia
Beta rank function: A smooth double-Pareto-like distribution pp. 3645-3668 Downloads
Oscar Fontanelli, Pedro Miramontes, Ricardo Mansilla, Germinal Cocho and Wentian Li
On best linear and Bayesian linear predictor in calibration pp. 3669-3693 Downloads
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 Downloads
Xiaomi Hu and Yufei Wang
A new example for a proper scoring rule pp. 3705-3712 Downloads
Mátyás Barczy
Variable selection for longitudinal varying coefficient errors-in-variables models pp. 3713-3738 Downloads
Mingtao Zhao, Yuzhao Gao and Yuehua Cui
Extended analysis and computationally efficient results for the GI/Ma,b/1 queueing system pp. 3739-3760 Downloads
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 Downloads
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 Downloads
Conghua Cheng
On a property of a non–local moment prior pp. 3799-3805 Downloads
Stephen G. Walker
Normal distribution with plasticizing component pp. 3806-3835 Downloads
Piotr Sulewski
Comparison of diagnostic likelihood ratios of two binary tests with case-control clustered data pp. 3836-3846 Downloads
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 Downloads
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 Downloads
Hossein Nadeb and Hamzeh Torabi
Robust tests of the equality of two high-dimensional covariance matrices pp. 3120-3141 Downloads
Xuemin Zi and Hui Chen
Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support pp. 3142-3163 Downloads
David R. Bickel
Higher order calibrated estimator in two-stage sampling pp. 3164-3180 Downloads
Veronica I. Salinas, Stephen A. Sedory and Sarjinder Singh
The queue GeoX/G/1/N+1 revisited pp. 3181-3201 Downloads
Veena Goswami and M. L. Chaudhry
Complete convergence theorem for negatively dependent random variables under sub-linear expectations pp. 3202-3215 Downloads
Binxia Chen and Qunying Wu
New shrinkage parameters for the inverse Gaussian Liu regression pp. 3216-3236 Downloads
Khalid Naveed, Muhammad Amin, Saima Afzal and Muhammad Qasim
Nonparametric smoothed quantile difference estimation for length-biased and right-censored data pp. 3237-3252 Downloads
Jianhua Shi, Yutao Liu and Jinfeng Xu
On stochastic comparisons of coherent systems with two different types of components pp. 3253-3268 Downloads
Maryam Kelkinnama
Optimum stratification for a generalized auxiliary variable proportional allocation under a superpopulation model pp. 3269-3284 Downloads
Bhuwaneshwar Kumar Gupt and Md. Irphan Ahamed
Assessment of local influence in spatial elliptical linear measurement error models pp. 3285-3300 Downloads
Hadi Emami and Ali M. Mosammam
Two-sample test based on empirical likelihood ratio under semi-competing risks data pp. 3301-3311 Downloads
Jin-Jian Hsieh and Jyun-Peng Li
Numerical pricing of exchange option with stock liquidity under Bayesian statistical method pp. 3312-3333 Downloads
Rui Gao, Yaqiong Li and Yanfei Bai
On improved class of difference type estimators for population median in survey sampling pp. 3334-3354 Downloads
Javid Shabbir, Sat Gupta and Ghulam Narjis
Generalized method of moment for case-cohort under additive hazards model pp. 3355-3381 Downloads
Wenpeng Shang
Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling pp. 3382-3407 Downloads
Suchismita Goswami
On the almost sure limit theorem for the joint version of maxima and minima of non-stationary random fields pp. 3408-3418 Downloads
Zacarias Panga and Luísa Pereira
A revisit to Bennett’s goodness-of-fit statistic for comparing two predictive values pp. 3419-3433 Downloads
Yougui Wu
A note on the construction of Latin square type designs pp. 3434-3437 Downloads
Shyam Saurabh and Mithilesh Kumar Singh
A bivariate zero-inflated Poisson control chart: Comments and corrections on earlier results pp. 3438-3445 Downloads
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 Downloads
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 Downloads
Kalimuthu Krishnamoorthy and Arvind K. Shah

Volume 51, issue 9, 2022

Estimation of population proportion using concomitant based ranked set sampling pp. 2689-2709 Downloads
Azhar Mehmood Abbasi and Muhammad Yousaf Shad
A measure of orthogonality for the central composite designs pp. 2710-2724 Downloads
Emmanuel Uchenna Ohaegbulem and Polycarp Emeka Chigbu
Localized mixture models for prediction with application pp. 2725-2747 Downloads
Najla M. Qarmalah
Optimal allocation of two redundancies in a n-component series system with proportional hazard rates lifetimes pp. 2748-2764 Downloads
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 Downloads
B. Gail Ivanoff and Neville C. Weber
Confidence-credible intervals pp. 2783-2802 Downloads
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 Downloads
Jean-Claude Malela-Majika, Sandile C. Shongwe and Philippe Castagliola
Empirical likelihood for panel data models with spatial errors pp. 2838-2857 Downloads
Yinghua Li, Yuan Li and Yongsong Qin
Developed cosine similarity measure on belief function theory: An application in medical diagnosis pp. 2858-2869 Downloads
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 Downloads
Andreas Karlsson Rosenblad
Optimal design of one-sided exponential EWMA charts based on median run length and expected median run length pp. 2887-2907 Downloads
YuLong Qiao, JinSheng Sun, Philippe Castagliola and XueLong Hu
First-passage problems for diffusion processes with state-dependent jumps pp. 2908-2918 Downloads
Mario Lefebvre
Maintenance strategy of multicomponent system based on structure updating and group importance measure pp. 2919-2935 Downloads
Yijie Chen and Hailin Feng
Local asymptotic normality for a periodically time varying long memory parameter pp. 2936-2952 Downloads
Amine Amimour and Karima Belaide
A new extension of the FGM copula with an application in reliability pp. 2953-2961 Downloads
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 Downloads
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 Downloads
Dawei Lu and Yao Meng
Strong laws of large numbers for WAPND Banach-valued random elements pp. 3008-3017 Downloads
Mehdi Jafari, Hamid Reza Nili Sani and Abolghasem Bozorgnia
In defense of LASSO pp. 3018-3042 Downloads
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 Downloads
Linmin Hu, Sijia Liu, Rui Peng and Zhaocai Liu
Welch’s ANOVA: Heteroskedastic skew-t error terms pp. 3065-3076 Downloads
N. Celik

Volume 51, issue 8, 2022

Optimal designs for collapsed homogeneous linear model pp. 2303-2329 Downloads
Xuebo Sun and Yingnan Guan
Generalized moments of the distance between Poisson process events pp. 2330-2342 Downloads
Adolfo M. D. da Silva and C. E. G. Otiniano
Weighted step-down confidence procedures with applications to gene expression data pp. 2343-2356 Downloads
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 Downloads
Min-Ho Kim and Jea-Young Lee
Kernel-based estimation of P(X pp. 2368-2384 Downloads
Rola Musleh, Amal Helu and Hani Samawi
High-dimensional asymptotic results for EPMCs of W- and Z- rules pp. 2385-2413 Downloads
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 Downloads
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 Downloads
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 Downloads
Dong-Yuh Yang
On bivariate Kumaraswamy-distorted copulas pp. 2477-2495 Downloads
Ranadeera Gamage Madhuka Samanthi and Jungsywan Sepanski
Consistent estimation of the number of regimes in Markov-switching autoregressive models pp. 2496-2518 Downloads
Jingxue Fu and Lan Wu
Estimation and inference for mixture of partially linear additive models pp. 2519-2533 Downloads
Yi Zhang and Weiquan Pan
On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics pp. 2534-2551 Downloads
Mohamed Said Mohamed
Diagnostic techniques for the inverse Gaussian regression model pp. 2552-2564 Downloads
Muhammad Amin, Muhammad Aman Ullah and Muhammad Qasim
Construction of optimal supersaturated designs via generalized Hadamard matrices pp. 2565-2579 Downloads
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 Downloads
Suping Wang and Zhanjie Song
Inactivity stochastic precedence order pp. 2590-2609 Downloads
Amit Kumar Misra, Vaishali Gupta and Ruby Chanchal
On optimal classes of estimators under ranked set sampling pp. 2610-2639 Downloads
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 Downloads
Niharika Yennum, Stephen A. Sedory and Sarjinder Singh
A simple and improved score confidence interval for a single proportion pp. 2659-2675 Downloads
Yingshu Cao, Ying Xu, Ming T. Tan, Pingyan Chen and Chongyang Duan
Large deviations for empirical measures of generalized random graphs pp. 2676-2687 Downloads
Qun Liu and Zhishan Dong

Volume 51, issue 7, 2022

On similarity of the sample projection depth contours and its application pp. 1919-1935 Downloads
Yefang Yuan, Xiaohui Liu, Yuting Chen, Yuxin Dong and Yuzi Liu
New parametrization of stochastic volatility models pp. 1936-1953 Downloads
Ibrahim Sadok and Afif Masmoudi
On estimation and influence measures for the Negative Binomial regression model based on Q-function pp. 1954-1974 Downloads
Luisa Rivas and Manuel Galea
D-optimal design for logistic model based on more precise approximation pp. 1975-1992 Downloads
Mina Hooshangifar, Hooshang Talebi and Davood Poursina
System signatures: A review and bibliometric analysis pp. 1993-2008 Downloads
Sameen Naqvi, Ping Shing Chan and Deepa Bhatt Mishra
Theoretical developments in response surface designs: an informative review and further thoughts pp. 2009-2033 Downloads
M. Hemavathi, Shashi Shekhar, Eldho Varghese, Seema Jaggi, Bikas Sinha and Nripes Kumar Mandal
Spurious multivariate regressions under fractionally integrated processes pp. 2034-2056 Downloads
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 Downloads
Szu-Yuan Hsu and Jeng-Tung Chiang
Poisson approximation for locally dependent CDO pp. 2073-2081 Downloads
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 Downloads
Hassiba Benseradj and Zohra Guessoum
Semi-recursive kernel conditional density estimators under random censorship and dependent data pp. 2116-2138 Downloads
Ali Laksaci, Salah Khardani and Sihem Semmar
Applications of an extended geometric Brownian motion degradation model pp. 2139-2153 Downloads
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 Downloads
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 Downloads
Zubair Ahmad, Eisa Mahmoudi and Gholamhossien Hamedani
Stochastic comparisons of series and parallel systems with dependent Burr type XII components pp. 2209-2230 Downloads
Ghobad Barmalzan, Seyed masih Ayat and Narayanaswamy Balakrishnan
Construction and existence of constant block sum PBIB designs pp. 2231-2241 Downloads
Namisha Bansal and Davinder Kumar Garg
Bayesian cluster analysis for registration and clustering homogeneous subgroups in multidimensional functional data pp. 2242-2258 Downloads
Anis Fradi and Chafik Samir
A statistical approach for social network change detection: an ERGM based framework pp. 2259-2280 Downloads
S. Golshid Sharifnia and Abbas Saghaei
Mean-variance asset-liability management with inside information pp. 2281-2302 Downloads
Xingchun Peng and Fenge Chen

Volume 51, issue 6, 2022

Linear approximate Bayes estimator for regression parameter with an inequality constraint pp. 1531-1548 Downloads
Jie Jiang, Lichun Wang and Liqun Wang
Gibbs sampler and coordinate ascent variational inference: A set-theoretical review pp. 1549-1568 Downloads
Se Yoon Lee
Perfect simulation of steady-state Markov chain on mixed state space pp. 1569-1587 Downloads
Az-eddine Zakrad and Abdelaziz Nasroallah
Modified Poisson estimators for grouped and right-censored counts pp. 1588-1604 Downloads
Chendi Wang
The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions pp. 1605-1621 Downloads
Bahareh Yavarizadeh and S. Ejaz Ahmed
Minimizing ruin probability under the Sparre Anderson model pp. 1622-1636 Downloads
Linlin Tian and Lihua Bai
Bayesian influence diagnostics using normalized functional Bregman divergence pp. 1637-1652 Downloads
Ian M. Danilevicz and Ricardo S. Ehlers
The fixed effects PCA model in a common principal component environment pp. 1653-1673 Downloads
Toni Duras
Efficient empirical Bayes estimates for risk parameters of Pareto distributions pp. 1674-1692 Downloads
Yongmei Du, Zhouping Li and Xiaosong Chen
Distributions of successions of arbitrary multisets pp. 1693-1705 Downloads
Yong Kong
Non parametric PROS quality control chart for monitoring the process mean pp. 1706-1723 Downloads
Fahimeh Boroomandi and Mahmood Kharrati-Kopaei
Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components pp. 1724-1744 Downloads
Rongfang Yan and Junrui Wang
Optimal investment of DC pension plan with two VaR constraints pp. 1745-1764 Downloads
Shunqing Zhu, Yinghui Dong and Sang Wu
Covariance matrix of maximum likelihood estimators in censored exponential regression models pp. 1765-1777 Downloads
Artur J. Lemonte
A Bayesian approach to factor screening in life tests pp. 1778-1790 Downloads
I-Tang Yu
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations pp. 1791-1810 Downloads
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 Downloads
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 Downloads
Ghulam Narjis and Javid Shabbir
A new robust model-free feature screening method for ultra-high dimensional right censored data pp. 1857-1875 Downloads
Yi Liu and Xiaolin Chen
Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates pp. 1876-1894 Downloads
Zili Liu and Zikang Xiong
Fisher–Rao geometry and Jeffreys prior for Pareto distribution pp. 1895-1910 Downloads
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 Downloads
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 Downloads
Jinru Wang, Wenhui Shi and Xiaochen Zeng
Optimal designs of collapsed Scheffé model pp. 1155-1178 Downloads
Xuebo Sun and Yingnan Guan
Large-sample tests for comparing Likert-type scale data pp. 1179-1196 Downloads
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 Downloads
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 Downloads
Naci Murat
Elementary price indices under the GBM price model pp. 1232-1251 Downloads
Jacek Białek
Phase I and phase II analysis of linear profile monitoring using robust estimators pp. 1252-1269 Downloads
H. R. Moheghi, R. Noorossana and O. Ahmadi
On a scale-scale plot for comparing multivariate distributions pp. 1270-1289 Downloads
Pritha Guha and Biman Chakraborty
On laws exhibiting universal ordering under stochastic restart pp. 1290-1305 Downloads
Matija Vidmar
Efficient fused learning for distributed imbalanced data pp. 1306-1317 Downloads
Jie Zhou, Guohao Shen, Xuan Chen and Yuanyuan Lin
A new hybrid approach to panel data change point detection pp. 1318-1329 Downloads
Karim Atashgar, Naser Rafiee and Mahdi Karbasian
One-tailed asymptotic inferences for the relative risk: A comparison of 63 inference methods pp. 1330-1348 Downloads
Antonio Martín Andrés, Maria Álvarez Hernández and Inmaculada Herranz Tejedor
Data sharpening method in regression confidence band pp. 1349-1366 Downloads
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 Downloads
Qiang Zhao and Jiajuan Liang
Truncated skewed type III generalized logistic distribution: risk measurement applications pp. 1379-1402 Downloads
Panayiotis Theodossiou
Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model pp. 1403-1412 Downloads
Jibo Wu
Unbiased variable importance for random forests pp. 1413-1425 Downloads
Markus Loecher
Multi-objective optimization design of accelerated degradation test based on Wiener process pp. 1426-1443 Downloads
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 Downloads
Katherine F. Davies and William Volterman
Asymptotic theory for a stochastic unit root model pp. 1461-1487 Downloads
Lingjie Du and Tianxiao Pang
On discrete Gibbs measure approximation to runs pp. 1488-1513 Downloads
A. N. Kumar and N. S. Upadhye
Log transformations: What not to expect when you’re expecting pp. 1514-1521 Downloads
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 Downloads
Fengkai Dong and Huilin Huang

Volume 51, issue 4, 2020

Tail bounds for sum of gamma variables and related inferences pp. 853-862 Downloads
Li Wang and Ting Ma
Prediction of finite population parameters using parametric model under some loss functions pp. 863-882 Downloads
Razieh Jafaraghaie
Estimation for optimal treatment regimes with survival data under semiparametric model pp. 883-894 Downloads
Yuexin Fang and Yong Zhou
On a model of ordering random variables – the (i,k)-th record values pp. 895-908 Downloads
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 Downloads
Yacin Jerbi and Samira Chaabene
On bounded range distribution of a Wiener process pp. 919-942 Downloads
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 Downloads
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 Downloads
Xinrong Tang, Peixin Zhao, Yiping Yang and Weiming Yang
Covariate-adjusted Gaussian graphical model estimation with false discovery rate control pp. 974-993 Downloads
Yunlong Zhu
An efficient and robust inference method based on empirical likelihood in longitudinal data analysis pp. 994-1010 Downloads
Shuwen Hu and Jianwen Xu
An optimal projection test for zero multiple correlation coefficient in high-dimensional normal data pp. 1011-1028 Downloads
D. Najarzadeh
Expected utility maximization for an insurer with investment and risk control under inside information pp. 1029-1053 Downloads
Xingchun Peng
Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss pp. 1054-1066 Downloads
Gang Liu and Hong Yin
Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data pp. 1067-1084 Downloads
Yanting Xiao and Fuxiao Li
An unreliable single server retrial queue with collisions and transmission errors pp. 1085-1109 Downloads
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 Downloads
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 Downloads
Shin-Fu Tsai
Improved frequency table’s measures of skewness and kurtosis with application to weather data pp. 581-598 Downloads
M. B. Mohammed, M. B. Adam, N. Ali and H. S. Zulkafli
Asymptotic comparison of some Bayesian information bounds pp. 599-609 Downloads
Ken-ichi Koike
Moments of the logit-normal distribution pp. 610-623 Downloads
John B. Holmes and Matthew R. Schofield
On the dependency of the components in complex systems pp. 624-635 Downloads
Saeed Zalzadeh
Bayesian confidence intervals with more power to estimate the minimum effect and determine the sign pp. 636-648 Downloads
Haibing Zhao
Multivariate shortfall risk statistics with scenario analysis pp. 649-668 Downloads
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 Downloads
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 Downloads
Dwi Yuli Rakhmawati, Kwang-Jae Kim and Sumiati
Asymptoic efficiency of M.L.E. using prior survey in multinomial distributions pp. 701-723 Downloads
Sheena Yo
A test of harmful multicollinearity: A generalized ridge regression approach pp. 724-743 Downloads
Shapour Mohammadi
Multiple hypothesis testing for Poisson processes with variable change–point intensity pp. 744-766 Downloads
Lin Yang
New stochastic comparisons based on tail value at risk measures pp. 767-788 Downloads
Félix Belzunce, Alba M. Franco-Pereira and Julio Mulero
Asymptotic in undirected random graph models with a noisy degree sequence pp. 789-810 Downloads
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 Downloads
Dawei Lu and Lina Wang
A.s. convergence rate for a supercritical branching processes with immigration in a random environment pp. 826-839 Downloads
Yingqiu Li and Xulan Huang
Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy pp. 840-851 Downloads
Jin Lee

Volume 51, issue 2, 2022

Weighted directed networks with a differentially private bi-degree sequence pp. 285-300 Downloads
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 Downloads
Tanveer Kifayat, Muhammad Aslam and Salman Arif Cheema
Monitoring customer complaints using the repetitive sampling pp. 313-327 Downloads
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 Downloads
Yanbin Du and Yuan Lv
R-optimal designs for multi-response regression models with multi-factors pp. 340-355 Downloads
Pengqi Liu, Lucy L. Gao and Julie Zhou
On test for checking hypothesis on expectation and covariance function of stochastic process pp. 356-367 Downloads
Tetiana O. Ianevych, Yuriy V. Kozachenko and Viktor B. Troshki
Estimation of stress-strength reliability using discrete phase type distribution pp. 368-386 Downloads
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 Downloads
Junhui Park and Seung-Ho Kang
A simulation-based tree method for building linear models with interactions pp. 404-413 Downloads
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 Downloads
Razik Ridzuan Mohd Tajuddin, Noriszura Ismail, Kamarulzaman Ibrahim and Shaiful Anuar Abu Bakar
Adaptive nonparametric regression on finite support pp. 427-447 Downloads
Balasubramaniam Natarajan and Weixing Song
On asymptotics of discretized functionals of long-range dependent functional data pp. 448-473 Downloads
Tareq Alodat and Andriy Olenko
Multicollinearity in measurement error models pp. 474-485 Downloads
Sahika Gokmen, Rukiye Dagalp and Serdar Kilickaplan
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns pp. 486-500 Downloads
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 Downloads
Kristopher Attwood and Lili Tian
Tail variance for Generalized Skew-Elliptical distributions pp. 519-536 Downloads
Esmat Jamshidi Eini and Hamid Khaloozadeh
Nonparametric K-means algorithm with applications in economic and functional data pp. 537-551 Downloads
Zhangmei Feng and Jiamin Zhang
Prediction in Riemannian metrics derived from divergence functions pp. 552-568 Downloads
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 Downloads
Gi-Sung Lee and Chang-Kyoon Son
An overlooked Lomax-exponential connection pp. 26-28 Downloads
Zhixin Lun and Ravindra Khattree
A new approach to precise interval estimation for the parameters of the hypergeometric distribution pp. 29-50 Downloads
Mark F. Schilling and Alyssa Stanley
On monotonically proceeding structures and stepwise increasing transition matrices of Markov chains pp. 51-67 Downloads
Marie-Anne Guerry and Philippe Carette
Estimation of the additive hazards model with linear inequality restrictions based on current status data pp. 68-81 Downloads
Yanqin Feng, Jianguo Sun and Lingli Sun
The geometric mean? pp. 82-94 Downloads
Richard M. Vogel
Unbiased estimator of correlation coefficient pp. 95-115 Downloads
Veronika Jurková, Ivan Žežula, Daniel Klein and Ondrej Hutník
Identifiability conditions for the linear regression model under right censoring pp. 116-134 Downloads
Qiqing Yu and Junyi Dong
Jointly type-II censored Lindley distributions pp. 135-149 Downloads
Hare Krishna and Rajni Goel
Some generalized strong limit theorems for Markov chains in bi-infinite random environments pp. 150-161 Downloads
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 Downloads
Yen-Luan Chen and Chin-Chih Chang
On the comparison of several classical estimators of the extreme value index pp. 179-196 Downloads
Ivanilda Cabral, Frederico Caeiro and M. Ivette Gomes
A new control chart using GINI CPK pp. 197-211 Downloads
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 Downloads
Wanrong Liu, Jun Sun and Jing Yang
Min-infinite divisibility of the bivariate Marshall–Olkin copulas pp. 226-231 Downloads
Natalia Shenkman
Variable selection for partially varying coefficient model based on modal regression under high dimensional data pp. 232-248 Downloads
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 Downloads
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 Downloads
Bao-Hua Wang and Han-Ying Liang
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