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Communications in Statistics - Theory and Methods

2000 - 2024

Current editor(s): Debbie Iscoe

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Volume 53, issue 2, 2024

On the Euclidean distance statistic of Benford’s law pp. 451-474 Downloads
Leonardo Campanelli
On the construction of some new asymmetric orthogonal arrays pp. 475-486 Downloads
Qingjuan Zhang, Yuan Li, Shanqi Pang and Xingfa Zhang
New precise model of studentized principal components pp. 487-504 Downloads
Yasuyuki Kobayashi
Bivariate Laplace transform of residual lives and their properties pp. 505-523 Downloads
S. Jayalekshmi, G. Rajesh and N. Unnikrishnan Nair
Some two-sample tests for simultaneously comparing both parameters of the shifted exponential models pp. 524-556 Downloads
Zhi Lin Chong, Amitava Mukherjee and Marco Marozzi
Ruin probability for finite negative binomial mixture claims via recurrence sequences pp. 557-124 Downloads
Luis Rincón and David J. Santana
A resubmission-based variable control chart pp. 574-586 Downloads
Asma Arshad, Muhammad Azam, Muhammad Aslam and Chi-Hyuck Jun
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models pp. 587-606 Downloads
Bader S. Almohaimeed
Robust approaches to redundancy analysis pp. 607-626 Downloads
Nadia L. Kudraszow and M. Victoria Fasano
Subsample scan test for multiple breaks based on self-normalization pp. 627-640 Downloads
Ji-Eun Choi and Dong Wan Shin
Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments pp. 641-665 Downloads
Xijun Liu and Qingwu Gao
A new npCEV chart for monitoring process mean shifts based on an attribute inspection pp. 666-686 Downloads
Wenhui Zhou, Ziyu Ye and Zhibin Zheng
Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition pp. 687-699 Downloads
Huijun Guo and Junke Kou
Mis-specification analyses and optimum degradation test plan for Wiener and inverse Gaussian processes pp. 700-717 Downloads
Cheng-Han Yang, Ya-Hsuan Hsu and Cheng-Hung Hu
P-values don’t measure evidence pp. 718-726 Downloads
Michael Lavine
Improved family of estimators of population coefficient of variation under simple random sampling pp. 727-747 Downloads
Subhash Kumar Yadav, Sheela Misra and Sat Gupta
Modeling and analysis for a repairable system with multi-state components under K-mixed redundancy strategy pp. 748-764 Downloads
Yanqing Wen, Baoliang Liu, Zhiqiang Zhang, Haiyan Shi and Shugui Kang
Tempered stable autoregressive models pp. 765-785 Downloads
Niharika Bhootna and Arun Kumar
Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters pp. 786-811 Downloads
Jing Zhang, Aoshuang Li and Rui Fang
A note on the Cauchy–Schwarz inequality for expectations pp. 812-813 Downloads
Reza Farhadian

Volume 53, issue 1, 2024

Analysis of an unreliable N – policy queue with set-up period under Bernoulli schedule and re-service approach pp. 1-33 Downloads
Anjana Begum and Gautam Choudhury
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks pp. 34-65 Downloads
Qiang Zhang and Lijun Wu
Some properties of weighted survival extropy and its extended measures pp. 66-89 Downloads
Siddhartha Chakraborty and Biswabrata Pradhan
Permutation confidence region for multiple regression and fidelity to asymptotic approximation pp. 90-112 Downloads
Qiang Wu and Paul Vos
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle pp. 113-143 Downloads
Wanlu Zhang and Hui Meng
The multivariate t-distribution with multiple degrees of freedom pp. 144-169 Downloads
Haruhiko Ogasawara
The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function pp. 170-200 Downloads
Ying-Ying Zhang, Yuan-Yu Zhang, Ze-Yu Wang, Ya Sun and Ji Sun
Infinite series expansion of some finite-time dividend and ruin related functions pp. 201-214 Downloads
Jiayi Xie and Zhimin Zhang
L0-regularization for high-dimensional regression with corrupted data pp. 215-231 Downloads
Jie Zhang, Yang Li, Ni Zhao and Zemin Zheng
Partial linear additive distortion measurement errors models pp. 232-259 Downloads
Jun Zhang
Improving estimation efficiency for multivariate failure time data with auxiliary covariates pp. 260-275 Downloads
Lin Zhu and Feifei Yan
Design and implementation of distribution-free Phase-II charting schemes based on unconditional run-length percentiles pp. 276-293 Downloads
Jean-Claude Malela-Majika and Marien A. Graham
Estimation in nonlinear random fields models of autoregressive type with random parameters pp. 294-309 Downloads
Amel Saidi, Abdelghani Hamaz and Ouerdia Arezki
Implementing night light data as auxiliary variable of small area estimation pp. 310-327 Downloads
Puspita Anggraini Kaban, Bahrul Ilmi Nasution, Rezzy Eko Caraka and Robert Kurniawan
Ordering properties of the second smallest and the second largest order statistics from a general semiparametric family of distributions pp. 328-345 Downloads
Nil Kamal Hazra, Ghobad Barmalzan and Ali Akbar Hosseinzadeh
Stochastic comparisons of linear degradation and failure time models with dependent failure modes pp. 346-364 Downloads
Xiaoliang Ling, Jiaojiao Zhang and Yinzhao Wei
On reliability analysis in k-out-of-n systems under Archimedean copula dependence pp. 365-377 Downloads
Longxiang Fang, Shuai Zhang and Jinling Lu
On weighted extropy of ranked set sampling and its comparison with simple random sampling counterpart pp. 378-395 Downloads
Guoxin Qiu and Mohammad Z. Raqab
Goodness-of-fit graphical assessment for a broad family of unimodal distributions pp. 396-418 Downloads
Pere Grima, José A. Sánchez-Espigares and Pedro Delicado
A new bivariate autoregressive model driven by logistic regression pp. 419-445 Downloads
Zheqi Wang, Dehui Wang and Jianhua Cheng
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution” pp. 446-447 Downloads
Pedro Puig
Remark on “a further remark on the alternative expectation formula” pp. 448-449 Downloads
Reza Farhadian

Volume 52, issue 24, 2023

Bivariate residual entropy function: A quantile approach pp. 8611-8635 Downloads
N. Unnikrishnan Nair, Silpa Subhash, S. M. Sunoj and G. Rajesh
High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors pp. 8636-8657 Downloads
Gaoming Sun and Junshan Xie
Sample size analysis for two-sample linear rank tests pp. 8658-8676 Downloads
Monika Doll and Ingo Klein
Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs pp. 8677-8695 Downloads
Yuqin Sun, Yawen Wang, Yan Li and Wei Zhu
On the linearly extended negative quadrant dependent random variables and its inequalities pp. 8696-8711 Downloads
Yongming Li, Weicai Pang, Ziqing Feng and Naiyi Li
Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors pp. 8712-8724 Downloads
Shuili Zhang, Cong Qu and Tiantian Hou
A generalized likelihood ratio test for linear hypothesis of k-sample means in high dimension pp. 8725-8737 Downloads
Mingxiang Cao and Shiting Liang
Comparing residual lifetimes and inactivity times of dependent random variables pp. 8738-8748 Downloads
Ebrahim Amini-Seresht, Maryam Kelkinnama and Narayanaswamy Balakrishnan
Consistency of the adaptive Bayesian estimator of reliability based on sequential experiments pp. 8749-8762 Downloads
Jun Wang
Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations pp. 8763-8784 Downloads
Li Wang and Qunying Wu
A remark about a learning risk lower bound pp. 8785-8793 Downloads
Man Fung Leung, Yiqi Lin and Nicolas Wicker
Optimal preventive maintenance policies for products with multiple failure modes after geometric warranty expiry pp. 8794-8813 Downloads
Peng Liu and Guanjun Wang
Multivariate ELR control chart with estimated mean vector and covariance matrix pp. 8814-8827 Downloads
Mohammad Reza Maleki, Ali Salmasnia and Sahand Yousefi
D-optimal designs for mixture experiments with various correlation structures pp. 8828-8843 Downloads
Chang Li and Chongqi Zhang
Bayesian inference and prediction in an M/D/1 queueing system pp. 8844-8864 Downloads
Saroja Kumar Singh, Sarat Kumar Acharya, Frederico R. B. Cruz and Roberto C. Quinino
A multitest procedure for testing MTP2 for Gaussian distributions pp. 8865-8874 Downloads
Konrad Furmańczyk
On bivariate alpha logarithmic series distribution and its properties pp. 8875-8883 Downloads
C. Satheesh Kumar and A. Riyaz
Diffuse Kalman filtering with linear constraints on the state parameters pp. 8884-8893 Downloads
Adrian Pizzinga and Marcelo Fernandes
Further research on the modified ridge principal component estimator in linear model pp. 8894-8901 Downloads
Hongmei Chen, Jibo Wu and B. M. Golam Kibria
Existence result for the BSDE with superquadratic growth pp. 8902-8908 Downloads
Yufeng Shi and Zhi Yang

Volume 52, issue 23, 2023

Comparisons of a multi-regional trial for four or five regions by fixed effect model and random effect model about allocating sample size rationally into individual regions for a multi-regional trial pp. 8241-8260 Downloads
Feng-shou Ko
On robust probabilistic principal component analysis using multivariate t-distributions pp. 8261-8279 Downloads
Yiping Guo and Howard Bondell
Penalized maximum likelihood estimator for finite multivariate skew normal mixtures pp. 8280-8305 Downloads
Weisan Wu and Shaoting Li
Local Walsh-average regression for single index varying coefficient models pp. 8306-8316 Downloads
Jun Sun, Wanrong Liu, Jing Yang and Jianglin Fang
Multivariate wavelet estimators for weakly dependent processes: strong consistency rate pp. 8317-8350 Downloads
Soumaya Allaoui, Salim Bouzebda and Jicheng Liu
Estimating a parametric function involving several exponential populations pp. 8351-8370 Downloads
Mohd Arshad and Omer Abdalghani
On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application pp. 8371-8387 Downloads
Son Cong Ta, Cuong Manh Tran, Dung Van Le and Chien Van Ta
Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements pp. 8388-8407 Downloads
Edward Kanuti Ngailo and Furaha Chuma
Optimal time plan in accelerated degradation testing pp. 8408-8424 Downloads
Helmi Shat and Rainer Schwabe
Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series pp. 8425-8453 Downloads
Ashok Chaurasia
Comparison of difference based variance estimators for partially linear models pp. 8454-8466 Downloads
Guoyi Zhang and Yan Lu
The complete moment convergence for coordinatewise pairwise negatively quadrant dependent random vectors in Hilbert space pp. 8467-8477 Downloads
Mi-Hwa Ko
On semiparametric inference for periodically modulated density functions pp. 8478-8500 Downloads
Jan Beran
Reliability of Poisson censored δ-shock model* pp. 8501-8514 Downloads
Ming Ma, Ailing Shi and Miaomiao Wang
Efficient estimation method for generalized ARFIMA models pp. 8515-8537 Downloads
S. S. Pandher, S. Hossain, K. Budsaba and A. Volodin
A robust scalar-on-function logistic regression for classification pp. 8538-8554 Downloads
Muge Mutis, Ufuk Beyaztas, Gulhayat Golbasi Simsek and Han Lin Shang
Entropy maximization for the busy period of a single server queue pp. 8555-8565 Downloads
Messaoud Bounkhel, Lotfi Tadj and Ramdane Hedjar
Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes pp. 8566-8583 Downloads
Ehyter M. Martín-González and Ekaterina T. Kolkovska
Integrated QSS-RS plans based on the process yield index for lot acceptance determination pp. 8584-8606 Downloads
Atefe Banihashemi, Mohammad Saber Fallah Nezhad, Amirhossein Amiri and Michael B. C. Khoo
A list of new partially balanced designs pp. 8607-8610 Downloads
Shyam Saurabh and Kishore Sinha

Volume 52, issue 22, 2023

Complete consistency for the weighted least squares estimators in semiparametric regression models pp. 7797-7818 Downloads
Yutan Lv, Yunbao Yao, Jun Zhou, Xiaoqin Li, Ruiqi Yang and Xuejun Wang
An optimal construction of yield-based EWMA repetitive multivariate sampling plan pp. 7819-7839 Downloads
Robab Afshari and Adel Ahmadi Nadi
Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues pp. 7840-7860 Downloads
Ryo Nasuda, Koki Shimizu and Hiroki Hashiguchi
The Generalized Multiple CO-inertia Analysis (GMCOA) pp. 7861-7885 Downloads
Gabriel Kissita, Christian D’Aquin Nzouzi Kibangou, Léonard Niéré and Guy Martial Nkiet
A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances pp. 7886-7914 Downloads
Mohammed M. Gharaibeh and Haiyan Wang
Maximum likelihood estimation for quantile autoregression models with Markovian switching pp. 7915-7943 Downloads
Ye Tao and Juliang Yin
Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one pp. 7944-7965 Downloads
Allal Jelloul, Nabil Azouagh and Said El Melhaoui
Incorporating grouping information into Bayesian Gaussian graphical model selection pp. 7966-7983 Downloads
Wei Dai, Taizhong Hu, Baisuo Jin and Xiaoping Shi
Value added in hierarchical linear mixed models with error in variables pp. 7984-8001 Downloads
Mayo Luz Polo González and Ernesto Javier San Martín Gutiérrez
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims pp. 8002-8017 Downloads
Zhangting Chen, Bingjie Wang, Dongya Cheng and Jigao Yan
Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations pp. 8018-8037 Downloads
H. Maatouk
Asymptotics in the Thurstone model with an increasing items pp. 8038-8052 Downloads
Wang Yuyun, Luo Jing, Xu Zhimeng and Lewei Zhou
Mixture discrete reversed hazard rate and its main properties pp. 8053-8068 Downloads
Hyunju Lee
A joint monitoring of the process mean and variance with a TEWMA-Max control chart pp. 8069-8095 Downloads
Kashinath Chatterjee, Christos Koukouvinos and Angeliki Lappa
Normalizing transformation of Dempster type statistic in high-dimensional settings pp. 8096-8113 Downloads
Masashi Hyodo, Hiroki Watanabe, Shigekazu Nakagawa and Tomoyuki Nakagawa
Statistical inference of Lomax distribution based on adaptive progressive Type-II hybrid censored competing risks data pp. 8114-8135 Downloads
Xinyan Qin and Wenhao Gui
Monitoring largest extreme observations using Frechet distribution based on weighted variance method pp. 8136-8151 Downloads
Muhammad Taqi Shah, Muhammad Azam, Muhammad Hanif, Muhammad Aslam and Uzma Sherazi
Consistency of semi-parametric maximum likelihood estimator under identifiability conditions for the linear regression model with type I right censoring data pp. 8152-8168 Downloads
Junyi Dong
Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions pp. 8169-8183 Downloads
Haichao Yu and Yong Zhang
Complete convergence for maximum of weighted sums of WNOD random variables and its application pp. 8184-8206 Downloads
Jinyu Zhou, Jigao Yan and Dongya Cheng
Heteroscedastic two-way ANOVA under constraints pp. 8207-8222 Downloads
Malwane M. A. Ananda, Osman Dag and Samaradasa Weerahandi
A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models pp. 8223-8240 Downloads
Han Li, Haoyu Wang, Kai Yang, Jie Sun and Yan Liu

Volume 52, issue 21, 2023

Bi-additive models for extremes pp. 7543-7554 Downloads
Patrícia Antunes, Sandra S. Ferreira, Dário Ferreira and João T. Mexia
A feasible Spline-kernel estimate for short cross-sectional dependence panel data models pp. 7555-7563 Downloads
Jian Wu and Huang Wei
On the estimation of hazard rate in mixed populations with its application pp. 7564-7575 Downloads
Zahra Mansourvar and Majid Asadi
On the complete consistency of the kernel estimator of spot volatility pp. 7576-7585 Downloads
Guo-dong Xing and Shanchao Yang
Strong consistency of kernel method for sliced average variance estimation pp. 7586-7600 Downloads
Emmanuel De Dieu Nkou
Grey-based approach for estimating Weibull model and its application pp. 7601-7617 Downloads
Xiaomei Liu and Naiming Xie
Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model pp. 7618-7631 Downloads
Bowen Liu and Malwane M. A. Ananda
Uncertain regression model with moving average time series errors pp. 7632-7646 Downloads
Dan Chen
Robust estimation of panel data regression models and applications pp. 7647-7659 Downloads
Ai-bing Ji, Bo-wen Wei and Lan-ying Xu
A new blocks estimator for the extremal index pp. 7660-7668 Downloads
Helena Ferreira and Marta Ferreira
Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations pp. 7669-7683 Downloads
Rong Hu and Qunying Wu
Properties of BLUEs in full versus small linear models pp. 7684-7698 Downloads
Stephen J. Haslett, Augustyn Markiewicz and Simo Puntanen
A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas pp. 7699-7708 Downloads
Selim Orhun Susam and Burcu Hudaverdi
Bayesian bivariate bent-cable model for longitudinal data pp. 7709-7717 Downloads
Getachew A. Dagne
Take a look at the hierarchical Bayesian estimation of parameters from several different angles pp. 7718-7730 Downloads
Ming Han
Generalizing R2 for deming regressions pp. 7731-7743 Downloads
Michael Bossé, Eric Marland, Gregory Rhoads, Jose Almer Sanqui and Zack BeMent
On μ– statistical uniform convergence and Dini’s theorem pp. 7744-7751 Downloads
Mustafa Gülfırat
On the local linear estimation of a generalized regression function with spatial functional data pp. 7752-7779 Downloads
Allal Saadaoui, Fadila Benaissa and Abdelhak Chouaf
Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations pp. 7780-7787 Downloads
Sara-Imane Zemoul and Youcef Berkoun
On the distribution of Gini’s rank association index pp. 7788-7796 Downloads
Yiwei Zong, Ffion Loring and William F. Scott

Volume 52, issue 20, 2023

Functional autoregressive process with seasonality pp. 7131-7145 Downloads
Fatna Bensaber and Tahar Mourid
Adversarial risk analysis for auctions using non-strategic play and level-k thinking: A general case of n bidders with regret pp. 7146-7164 Downloads
Muhammad Ejaz, Chaitanya Joshi and Stephen Joe
Semi-blinded design in clinical trials pp. 7165-7183 Downloads
Shu-Mei Wan, Narayanaswamy Balakrishnan, Monica Mayeni Manurung, Kwang-Hwa Chang and Chien-Hua Wu
Sparse Laplacian shrinkage for nonparametric transformation survival model pp. 7184-7205 Downloads
Xiao Zhang and Yiming Liu
A new fractional modified exponential curve model and its applications pp. 7206-7222 Downloads
Kai Zuo and Hang Zuo
Bayesian analysis in single-index quantile regression with missing observation pp. 7223-7251 Downloads
Chang-Sheng Liu and Han-Ying Liang
Reparameterized extended Maxwell regression: Properties, estimation and application pp. 7252-7270 Downloads
Fábio Prataviera, Roberto Vila, Vicente G. Cancho, Edwin M. M. Ortega and Gauss M. Cordeiro
Uncertain significance test for regression coefficients with application to regional economic analysis pp. 7271-7288 Downloads
Tingqing Ye and Baoding Liu
A generalization to zero-inflated hyper-Poisson distribution: Properties and applications pp. 7289-7302 Downloads
C. Satheesh Kumar and Rakhi Ramachandran
Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models pp. 7303-7322 Downloads
Ayman A. Amin
Bayesian empirical likelihood of linear regression model with current status data pp. 7323-7333 Downloads
Binxia Liu, Hui Zhao and Chunjie Wang
A study on the g and h control charts pp. 7334-7349 Downloads
Chanseok Park and Min Wang
Extensions of fractional cumulative residual entropy with applications pp. 7350-7369 Downloads
Farid Foroghi, Saeid Tahmasebi, Mahmoud Afshari and Fazlollah Lak
On distributions of covariance structures pp. 7370-7384 Downloads
A. M. Mathai and Nicy Sebastian
A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location pp. 7385-7404 Downloads
Sh. Nasrollahzadeh, M. Bameni Moghadam and R. Farnoosh
Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study pp. 7405-7441 Downloads
M. Revan Özkale and Hüsniye Altuner
Distribution of weighted Lancaster’s statistic for combining independent or dependent P-values, with applications to human genetic studies pp. 7442-7454 Downloads
Chia-Ding Hou and Ti-Sung Yang
Simple change point model in heteroscedastic extremes pp. 7455-7464 Downloads
Aline Mefleh
A sequential modeling approach for predicting clinical outcomes with repeated measures pp. 7465-7478 Downloads
Konstantin Shestopaloff, Mayilee Canizares and J. Denise Power
Estimation for finite mixture of mode regression models using skew-normal distribution pp. 7479-7501 Downloads
Xin Zeng, Xingyun Cao and Liucang Wu
Efficient Bayes estimators of sensitive proportion with simple and mixture priors using direct and indirect responses pp. 7502-7531 Downloads
Nida Khan, Said Farooq Shah and Syed Muhammad Asim
Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process pp. 7532-7542 Downloads
A. Hajrajabi and P. Nabati

Volume 52, issue 19, 2023

Likelihood ratio and dispersive orders of parallel and series systems consisting of dependent multiple-outlier components pp. 6695-6715 Downloads
Ghobad Barmalzan, Sajad Kosari, Ali Akbar Hosseinzadeh and Narayanaswamy Balakrishnan
Lower bounds of the average mixture discrepancy for row augmented designs with mixed four- and five-level pp. 6716-6733 Downloads
Jiaqi Liu, Kang Wang, Di Yuan and Jianjun Li
Concentration inequalities using approximate zero bias couplings with applications to Hoeffding’s statistic under the Ewens distribution pp. 6734-6750 Downloads
Nathakhun Wiroonsri
Optimal reinsurance and investment problem with the minimum capital deposit constraint pp. 6751-6766 Downloads
Linlin Tian, Guoqing Li and You Lv
About the use of the overlap coefficient in the binary classification context pp. 6767-6777 Downloads
Pablo Martínez-Camblor
Orderings for series and parallel systems comprising heterogeneous new extended Weibull components pp. 6778-6793 Downloads
Mostafa Sattari, Abdin Haidari and Ghobad Barmalzan
Confidence intervals for a Poisson parameter with background pp. 6794-6805 Downloads
Hezhi Lu, Hua Jin, Yuan Li and Zhining Wang
Robust factor models for high-dimensional time series and their forecasting pp. 6806-6819 Downloads
Xiaodong Bai and Li Zheng
Perturbation analysis for dynamic poverty indexes pp. 6820-6839 Downloads
Guglielmo D’Amico, Riccardo De Blasis and Fulvio Gismondi
Spectral analysis for GARCH processes through a bilinear representation pp. 6840-6856 Downloads
Karima Kimouche and Abdelouahab Bibi
A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models pp. 6857-6877 Downloads
Ana Cantarinha, Elsa Moreira, Manuela Oliveira, Susete Marques and João T. Mexia
Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims pp. 6878-6895 Downloads
Xinmei Shen, Meng Yuan and Dawei Lu
Nonparametric empirical Bayes estimation based on generalized Laguerre series pp. 6896-6915 Downloads
Rida Benhaddou and Matthew A. Connell
On a length-biased Birnbaum-Saunders regression model applied to meteorological data pp. 6916-6935 Downloads
Kessys L. P. Oliveira, Bruno S. Castro, Helton Saulo and Roberto Vila
Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model pp. 6936-6959 Downloads
Arindam Panja, Pradip Kundu and Biswabrata Pradhan
Sketched approximation of regularized canonical correlation analysis pp. 6960-6971 Downloads
Jiamin Liu, Wangli Xu, Hongmei Lin and Heng Lian
Regression to the mean: Estimation and adjustment under the bivariate normal distribution pp. 6972-6990 Downloads
Manzoor Khan and Jake Olivier
A generalization of Rényi entropy for basic probability assignment pp. 6991-7008 Downloads
Ran Yu and Yong Deng
On polynomials associated with Cauchy–Stieltjes kernel families pp. 7009-7021 Downloads
Raouf Fakhfakh
Orderings of fail-safe systems with components having Marshall-Olkin-Harris lifetime distributions pp. 7022-7040 Downloads
Ghobad Barmalzan, Abbas Akrami, Ali Akbar Hosseinzadeh and Narayanaswamy Balakrishnan
Complete moment convergence for moving average process based on m-WOD random variables pp. 7041-7056 Downloads
Rui Wang and Aiting Shen
Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts pp. 7057-7068 Downloads
Muhammad Rajab, Rashid Ahmed, Farrukh Shehzad and Muhammad Daniyal
Asymptotic normality of the regression mode in the nonparametric random design model for censored data pp. 7069-7093 Downloads
Salim Bouzebda, Salah Khardani and Yousri Slaoui
Optimal portfolio and reinsurance with two differential risky assets pp. 7094-7114 Downloads
Haoran Yi, Xuekang Zhang, Yuanchuang Shan and Huisheng Shu
The bilinear mean residual quantile function pp. 7115-7129 Downloads
I. C. Aswin, P. G. Sankaran and S. M. Sunoj

Volume 52, issue 18, 2023

Correction to: Ghosh, I.K., & Hamedani, G.G. (2018). The Gamma–Kumaraswamy distribution: an alternative to Gamma distribution. Communications in Statistics-Theory and Methods, 47, 2056–2072 pp. i-iv Downloads
Reza Azimi and Mahdy Esmailian
Correction to: Pararai, M., Warahena-Liyanage, G., and Oluyede, B. (2017). Exponentiated power Lindley Poisson distribution: Properties and applications. Communications in Statistics – Theory and Methods, 46, 4726–4755 pp. v-vi Downloads
Reza Azimi and Mahdy Esmailian
The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers pp. 6311-6340 Downloads
Zhen Yang, Yihui Luan and Jiming Jiang
Integral transformation of a copula function pp. 6341-6354 Downloads
Božidar V. Popović, Miroslav M. Ristić and Konstantinos Zografos
High-dimensional linear mixed model selection by partial correlation pp. 6355-6380 Downloads
Audry Alabiso and Junfeng Shang
Kernel regression estimation for LTRC and associated data pp. 6381-6406 Downloads
Siham Bey, Zohra Guessoum and Abdelkader Tatachak
Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation pp. 6407-6419 Downloads
Shuang Guo and Yong Zhang
A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach pp. 6420-6443 Downloads
Zijun Guo, Mengxing Chen, Yali Fan and Yan Song
A test for the Behrens–Fisher problem based on the method of variance estimates recovery pp. 6444-6455 Downloads
Chao Chen, Yilin Li, Keqing Liang and Jinlin Du
Estimation of generalized threshold autoregressive models pp. 6456-6474 Downloads
Rongmao Zhang, Qimeng Liu and Jianhua Shi
Using an inequality constraint to increase the power of the homogeneity tests for a two-sample problem with a mixture structure pp. 6475-6486 Downloads
Guanfu Liu, Rongji Mu, Yang Liu and Zhimei Sheng
Influence of environmental factors on stress-strength systems with replaceable components pp. 6487-6503 Downloads
Zohreh Pakdaman and Mahdi Doostparast
Pricing and hedging for correlation options with regime switching and common jump risk pp. 6504-6524 Downloads
Xiaonan Su, Miao Han, Yu Xing and Wei Wang
Ordering properties of the smallest order statistic from Weibull-G random variables pp. 6525-6541 Downloads
Shovan Chowdhury, Amarjit Kundu and Surja Kanta Mishra
Constructing minimum aberration split-plot designs via complementary designs when the subplot factors are more important pp. 6542-6560 Downloads
Hui-Ping Dang, Sheng-Li Zhao and Qian-Qian Zhao
Graphical evaluation of prediction capability when the number of noise variable increases in robust parameter design pp. 6561-6572 Downloads
Jin H. Oh
Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function pp. 6573-6596 Downloads
Negin Mahlooji and Nader Nematollahi
Harris skewed normal distribution pp. 6597-6615 Downloads
Noriah Al-Kandari, Emad-Eldin A. A. Aly and Lakdere Benkherouf
Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data pp. 6616-6639 Downloads
Xu Tengteng and Riquan Zhang
Inference for sparse linear regression based on the leave-one-covariate-out solution path pp. 6640-6657 Downloads
Xiangyang Cao, Karl Gregory and Dewei Wang
Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors pp. 6658-6683 Downloads
Jianrong Rong, Yan Liu and Yongsong Qin
Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity pp. 6684-6694 Downloads
Linhai Wei and Yijun Hu

Volume 52, issue 17, 2023

Correction to: Oliveira, J., J. Santos, C. Xavier, D. Trindade, and G. M. Cordeiro. 2016. The McDonald half-logistic distribution: Theory and practice. Communications in Statistics-Theory and methods 45 (7):2005-22 pp. (i)-(ii) Downloads
Reza Azimi and Mahdy Esmailian
Correction to: Charalambides, C. A. (2021). q-Multinomial and negative q-multinomial distributions. Communications in Statistics - Theory and Methods. doi:10.1080/03610926.2020.1737711 pp. (iii)-(iv) Downloads
Charalambos A. Charalambides
A matrix based computational method of the Gini index pp. 5923-5941 Downloads
Eleni Ketzaki and Nikolaos Farmakis
A new measure for assessment of clustering based on kernel density estimation pp. 5942-5951 Downloads
Soumita Modak
Likelihood ratio test for change in persistence pp. 5952-5965 Downloads
Anton Skrobotov
An inventory system with replacement and refurbishment of failed items pp. 5966-5988 Downloads
N. Saranya, A. Shophia Lawrence and B. Sivakumar
Robust ridge estimator in censored semiparametric linear models pp. 5989-6007 Downloads
Hadi Emami and Korosh Arzideh
A generalized difference-based mixed two-parameter estimator in partially linear model pp. 6008-6017 Downloads
Jibo Wu and B. M. Golam Kibria
Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments pp. 6018-6036 Downloads
Yuan-Quan Wang, Ying-Ying Zhang and Jia-Lei Liu
Large and moderate deviations for a discrete-time marked Hawkes process pp. 6037-6062 Downloads
Haixu Wang
A new INAR model based on Poisson-BE2 innovations pp. 6063-6077 Downloads
Jiayue Zhang, Fukang Zhu and Naushad Mamode Khan
On the first passage time of the parabolic boundary by the Markov random walk pp. 6078-6087 Downloads
Rovshan Telman Aliyev, Fada Rahimov and Aynura Farhadova
Multiplicative bias correction for inverse gamma and beta prime kernel density estimators pp. 6088-6102 Downloads
Lynda Harfouche, Yasmina Ziane, Nabil Zougab and Smail Adjabi
Multivariate Behrens-Fisher problem using means of auxiliary variables pp. 6103-6110 Downloads
Jianqi Yu, Kalimuthu Krishnamoorthy and Bin Wang
L2 consistency of the kernel quantile estimator pp. 6111-6125 Downloads
É. Youndjé
On the Hartman–Wintner law of the iterated logarithm under sublinear expectation pp. 6126-6135 Downloads
Xiaofan Guo, Shan Li and Xinpeng Li
On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces pp. 6136-6146 Downloads
Mi-Hwa Ko
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data pp. 6147-6160 Downloads
Yuichiro Saeki, Takashi Seo and Hiroto Hyakutake
Bi-seasonal discrete time risk model with income rate two pp. 6161-6178 Downloads
Alina Alencenovič and Andrius Grigutis
A new robust parameter estimation approach for multinomial categorical response data with outliers and mismeasured covariates pp. 6179-6206 Downloads
Yunfeng Zhao and Jing Guan
Analysis of a retrial queueing system with priority service and modified multiple vacations pp. 6207-6231 Downloads
Jia Xu, Liwei Liu and Kan Wu
The variable selection methods and algorithms in the multiple linear model pp. 6232-6240 Downloads
Gongding Wei and Mingyuan Yu
Ruin-related problems in the dual risk model under two different randomized observations pp. 6241-6265 Downloads
Yingchun Deng, Kang Hu, Ya Huang, Hui Ou and Jieming Zhou
Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times pp. 6266-6274 Downloads
Ke-Ang Fu and Jiangfeng Wang
Estimating 2-D GARCH models by quasi-maximum of likelihood pp. 6275-6286 Downloads
Soumia Kharfouchi and Wafa Mili
Compound Poisson shared frailty models based on additive hazards pp. 6287-6309 Downloads
David D. Hanagal

Volume 52, issue 16, 2023

Correction to: Aljarrah, M.A., Famoye, F. and Lee, C. (2015). A New Weibull-Pareto distribution. Communications in Statistics - Theory and Methods, 44:19, 4077-4095 pp. i-ii Downloads
The Editors
Correction to the paper “A new extension of the FGM copula with an application in reliability” by Rasha Ebaid, Walid Elbadawy, Essam Ahmed & Abdalla Abdelghaly pp. iii-iii Downloads
Haroon M. Barakat, Metwally A. Alawady and M. A. Abd Elgawad
Correction to: Gomes, A.E., da-Silva, C., Cordeiro, G.M. (2015). The exponentiated G Poisson model. Communications in Statistics - Theory and Methods, 44:20, 4217-4240 pp. iv-vi Downloads
Reza Azimi and Mahdy Esmailian
A review of compositional data analysis and recent advances pp. 5535-5567 Downloads
Abdulaziz Alenazi
On approximating the shape of one-dimensional posterior marginals using the low discrepancy points pp. 5568-5586 Downloads
Chaitanya Joshi, Paul T. Brown and Stephen Joe
Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs pp. 5587-5605 Downloads
Jamshaidul Hassan, Khadija Noreen, H. M. Kashif Rasheed, Mahmood ul Hassan and Rashid Ahmed
Ordering results of the smallest order statistics from independent heterogeneous new modified generalized linear failure rate random variables pp. 5606-5639 Downloads
Molod Abdolahi, Gholam Ali Parham and Rahim Chinipardaz
Inferences for uncertain nonparametric regression by least absolute deviations pp. 5640-5649 Downloads
Jianhua Ding, Hongyu Zhang and Zhiqiang Zhang
Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition pp. 5650-5676 Downloads
Xinying Li and Shengjun Fan
q-Factorial moments of bivariate discrete q-distributions pp. 5677-5702 Downloads
Charalambos A. Charalambides
A note on asymptotic distributions in a directed network model with degree heterogeneity and homophily pp. 5703-5715 Downloads
Jing Luo, Xiaohui Ma and Lewei Zhou
A characterization of multivariate independence using copulas pp. 5716-5726 Downloads
José M. González-Barrios, Eduardo Gutiérrez-Peña, Juan D. Nieves and Raúl Rueda
Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation pp. 5727-5741 Downloads
Wei Liu and Yong Zhang
Modified likelihood ratio tests for extreme value distributions pp. 5742-5751 Downloads
Hyunseok Seung and Sangun Park
An improved variable parameter mean square error control chart pp. 5752-5766 Downloads
Pei-Le Chen
A note on semiparametric efficient generalization of causal effects from randomized trials to target populations pp. 5767-5798 Downloads
Fan Li, Hwanhee Hong and Elizabeth A. Stuart
Estimation of the slope parameter in a linear regression model under a bounded loss function pp. 5799-5813 Downloads
Z. Mahdizadeh, M. Naghizadeh Qomi and Shahjahan Khan
Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors pp. 5814-5835 Downloads
Jinyu Li
Renyi extropy pp. 5836-5847 Downloads
Jiali Liu and Fuyuan Xiao
On cumulative residual (past) extropy of extreme order statistics pp. 5848-5865 Downloads
Chanchal Kundu
High-dimensional inference robust to outliers with ℓ1-norm penalization pp. 5866-5876 Downloads
Jad Beyhum
Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance pp. 5877-5899 Downloads
Tuomas Sivula, Måns Magnusson and Aki Vehtari
Nomogram for sample size calculation in assessing validity of a new method based on a regression line pp. 5900-5909 Downloads
Hyunsook Hong, Seokyoung Hahn, Ho Kim and Yunhee Choi
A posterior convergence rate theorem for general Markov chains pp. 5910-5921 Downloads
Yang Xing

Volume 52, issue 15, 2023

Ridge-GME estimation in linear mixed models pp. 5115-5132 Downloads
Fariba Janamiri, Abdolrahman Rasekh, Alireza Chaji and Babak Babadi
On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model pp. 5133-5144 Downloads
Indranil Ghosh
Estimating time-varying treatment switching effect using accelerated failure time model with application to vascular access for hemodialysis pp. 5145-5154 Downloads
Fang-I Chu and Yuedong Wang
Identification of survival relevant genes with measurement error in gene expression incorporated pp. 5155-5172 Downloads
Juan Xiong and Wenqing He
A model of discrete random walk with history-dependent transition probabilities pp. 5173-5186 Downloads
Petr Volf and Tomáš Kouřim
Almost sure central limit theorem for non-stationary Markov chains pp. 5187-5194 Downloads
Hui Yan, Lifeng Xu and Shaoyi Zhang
Retention of impatient customers in a multi-server Markovian queueing system with optional service and working vacations pp. 5195-5212 Downloads
P. Vijaya Laxmi, E. Girija Bhavani and Andwilile Abrahamu George
Two-time-scale nonparametric recursive regression estimator for independent functional data pp. 5213-5245 Downloads
Yousri Slaoui
Confidence bands for hazard rate function based on a debiased estimation pp. 5246-5259 Downloads
Guangcai Mao and Jing Zhang
Cumulative and relative cumulative residual information generating measures and associated properties pp. 5260-5273 Downloads
Omid Kharazmi and Narayanaswamy Balakrishnan
A network Poisson model for weighted directed networks with covariates pp. 5274-5293 Downloads
Meng Xu and Qiuping Wang
Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks pp. 5294-5331 Downloads
Sheng Li
Distributed testing on mutual independence of massive multivariate data pp. 5332-5348 Downloads
Yongxin Kuang and Junshan Xie
Robustness of definitive screening composite designs to missing observations pp. 5349-5363 Downloads
Abimbola V. Oladugba and Ogechukwu C. Nwanonobi
λ− Wijsman statistical convergence on time scales pp. 5364-5378 Downloads
Emrah Yilmaz, Tuba Gulsen, Yavuz Altin and Hikmet Koyunbakan
Neyman–Pearson lemma for Bayes factors pp. 5379-5386 Downloads
Andrew Fowlie
Tampered random variable modeling for multiple step-stress life test pp. 5387-5406 Downloads
Farha Sultana and Anup Dewanji
Measurement error in linear regression models with fat tails and skewed errors pp. 5407-5426 Downloads
Mahmoud Torabi, Malay Ghosh, Jiyoun Myung and Mark Steel
Testing conditional heteroscedasticity with systematic sampling of time series pp. 5427-5450 Downloads
Paulo Teles
Minimization of ruin probability with joint strategies of investment and reinsurance pp. 5451-5469 Downloads
Han Yu, Yu Zhang and Xikui Wang
A new approach to regression analysis of linear transformation model with interval-censored data pp. 5470-5482 Downloads
Lin Luo and Hui Zhao
Subdata selection based on orthogonal array for big data pp. 5483-5501 Downloads
Min Ren and Sheng-Li Zhao
M/M/1 queue with bi-level network process and bi-level vacation policy with balking pp. 5502-5526 Downloads
Anshul Kumar and Madhu Jain
Conservative sample size for multiple regression models pp. 5527-5533 Downloads
Matthew J. McIntosh

Volume 52, issue 14, 2023

RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model pp. i-xv Downloads
Thulasyammal R. Pillai and Mahendran Shitan
Variance Bounds for Functions of Unimodal Random Variable pp. 4765-4772 Downloads
Guoqing Liu and Wenbo V. Li
On The Least Absolute Deviations Method for Ridge Estimation of Sure Models pp. 4773-4791 Downloads
Zangin Zeebari and Ghazi Shukur
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality pp. 4792-4798 Downloads
Steven G. From
A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs pp. 4799-4814 Downloads
Yi Cheng and Runchu Zhang
Asymptotics for penalized spline estimators in quantile regression pp. 4815-4834 Downloads
Takuma Yoshida
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds pp. 4835-4851 Downloads
Guillermo Henry and Daniela Rodriguezs
Modified see variable selection for linear instrumental variable regression models pp. 4852-4861 Downloads
Peixin Zhao and Liugen Xue
Two-stage stratified partial randomized response strategies pp. 4862-4893 Downloads
Housila P. Singh and Tanveer A. Tarray
Estimating upper confidence bounds for positive ratios of normal random variables pp. 4894-4903 Downloads
Lin Xie, Rui Xiong, Kevin Blot and Jean-Marc Dessirier
Behavioral mean-risk portfolio selection in continuous time via quantile pp. 4904-4933 Downloads
Junna Bi and Danping Li
A new class of distributions on the whole real line based on the continuous iteration approach pp. 4934-4959 Downloads
Yann Dijoux
Statistical inference of varying-coefficient partial functional spatial autoregressive model pp. 4960-4980 Downloads
Yuping Hu, Yilun Wang, Liying Zhang and Liugen Xue
Control chart for exponential individual samples with adaptive sampling interval method based on economic statistical design: an extension of costa and Rahim’s model pp. 4993-5009 Downloads
Masoud Tavakoli and Ali Akbar Heydari
Testing uniformity based on negative cumulative extropy pp. 4998-5009 Downloads
Hadi Alizadeh Noughabi
Medical diagnostics accuracy measures and cut-point selection: an innovative approach based on relative net benefit pp. 5010-5025 Downloads
Hani Samawi, Ding-Geng Chen, Ferdous Ahmed and Jing Kersey
Reinsurance contract design with heterogeneous beliefs and learning pp. 5026-5047 Downloads
Duni Hu and Hailong Wang
Approximation of probability density functions via location-scale finite mixtures in Lebesgue spaces pp. 5048-5059 Downloads
TrungTin Nguyen, Faicel Chamroukhi, Hien D. Nguyen and Geoffrey J. McLachlan
A note on the Bayes factor for small interval hypotheses pp. 5060-5067 Downloads
Rudy Ligtvoet
The Itô integral and near-martingales in Riesz spaces pp. 5068-5081 Downloads
Mahin Sadat Divandar and Ghadir Sadeghi
Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring pp. 5082-5112 Downloads
Siqi Chen and Wenhao Gui
Correction notice to “Heine process as a q-analog of the Poisson process-waiting and interarrival times” pp. 5113-5113 Downloads
Andreas Kyriakoussis and Malvina Vamvakari
Retraction: Some Properties of the Generalised Autoregressive Moving Average (GARMA(1, 2; δ, 1)) Model pp. 5114-5114 Downloads
The Editors

Volume 52, issue 13, 2023

Case-cohort and inference for the proportional hazards model with covariate adjustment pp. 4379-4399 Downloads
Yingli Pan, Zhan Liu, Guangyu Song and Sha Wei
A generalisation of geometric distribution pp. 4400-4413 Downloads
R. N. Rattihalli and S. R. Rattihalli
On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations pp. 4414-4428 Downloads
A. S. Mirniam and A. R. Nematollahi
Calibrating fractional Vasicek model pp. 4429-4443 Downloads
Yuecai Han and Nan Li
Linear shrinkage estimation of high-dimensional means pp. 4444-4460 Downloads
Yuki Ikeda, Ryumei Nakada, Tatsuya Kubokawa and Muni S. Srivastava
On the bias of the score function of finite mixture models pp. 4461-4467 Downloads
R. Labouriau
UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals pp. 4468-4483 Downloads
Miaomiao Yu, Jianfang Tang and Yinghui Tang
On infinitely divisible multivariate gamma distributions pp. 4484-4490 Downloads
Stephen G. Walker
Inference in a class of directed random graph models with an increasing number of parameters pp. 4491-4513 Downloads
Yifan Fan
Reliability evaluation of a system with active redundancy strategy and load-sharing time-dependent failure rate components using Markov process pp. 4514-4533 Downloads
Mani Sharifi, Pedram Pourkarim Guilani, Arash Zaretalab and Abdolreza Abhari
Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications pp. 4534-4552 Downloads
Sirinapa Aryuyuen
Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns pp. 4553-4577 Downloads
Zhiquan Jiang, Jiangyan Peng and Lei Zou
Test size calculation by comparing three binomial proportions pp. 4578-4589 Downloads
José Juan Castro-Alva, Félix Almendra-Arao, Hortensia Josefina Reyes-Cervantes and Francisco Solano Tajonar-Sanabria
A robust Hotelling test statistic for one sample case in high dimensional data pp. 4590-4604 Downloads
Hasan Bulut
Strong convergence rates of multiple change-point estimator for ρ-mixing sequence pp. 4605-4621 Downloads
Yuncai Yu and Zhicheng Chen
Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model pp. 4622-4635 Downloads
Jibo Wu
A Bayesian small area model with order restrictions for contingency tables pp. 4636-4658 Downloads
Xinyu Chen and Balgobin Nandram
Non parametric estimations of the conditional density and mode when the regressor and the response are curves pp. 4659-4674 Downloads
Ali Laksaci, Zoulikha Kaid, Mohamed Alahiane, Idir Ouassou and Mustapha Rachdi
Tests for symmetry based on the integrated empirical process pp. 4675-4691 Downloads
Carl J. L. van Heerden and Charl Pretorius
A flexible bivariate distribution for count data expressing data dispersion pp. 4692-4718 Downloads
Kimberly S. Weems, Kimberly F. Sellers and Tong Li
Estimation of the drift of Riemann-Liouville fractional Brownian motion pp. 4719-4728 Downloads
Farah Fatima-Ezzahra
An asymptotic result of conditional logistic regression estimator pp. 4729-4740 Downloads
Zhulin He and Yuyuan Ouyang
Estimation on functional partially linear single index measurement error model pp. 4741-4763 Downloads
Shuyu Meng, Zhensheng Huang, Jing Zhang and Zhiqiang Jiang

Volume 52, issue 12, 2023

Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s t distribution pp. 4053-4071 Downloads
Feng-Chang Xie and Xian-Ju Li
Saddle-point p-values and confidence intervals based on log-rank tests when dependent subunits of clustered survival data are randomized by random allocation design pp. 4072-4082 Downloads
Haidy A. Newer
Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric pp. 4083-4102 Downloads
Tasos C. Christofides and Charalambos Charalambous
Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals pp. 4103-4113 Downloads
Kholoud S. Kamal, Abd El-Raheem M. Abd El-Raheem and Ehab F. Abd-Elfattah
Spatial-nonparametric regression: an approach for monitoring image data pp. 4114-4137 Downloads
Dariush Eslami, Hamidreza Izadbakhsh, Orod Ahmadi and Marzieh Zarinbal
Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises pp. 4138-4150 Downloads
Chao Wei
Optimal reinsurance policy under a new distortion risk measure pp. 4151-4164 Downloads
Dan Zhu and Chuancun Yin
Statistical monitoring of image data using multi-channel functional principal component analysis pp. 4165-4182 Downloads
Dariush Eslami, Hamidreza Izadbakhsh, Orod Ahmadi and Marzieh Zarinbal
On binomial quantile and proportion bounds: With applications in engineering and informatics pp. 4183-4199 Downloads
Michael Short
Mixtures of higher-order fractional Brownian motions pp. 4200-4215 Downloads
Mohamed El Omari
A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model pp. 4216-4228 Downloads
Thomas W. O’Gorman
Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices pp. 4229-4246 Downloads
Pedro Henrique Melo Albuquerque, João Gabriel de Moraes Souza and Herbert Kimura
Classical and Bayesian inference procedures of a three unit cold standby system with dependent structure pp. 4247-4258 Downloads
S. A. Thiagarajan and S. Thobias
Stochastic comparisons of series and parallel systems with dependent log-logistic components pp. 4259-4282 Downloads
Fariba Ghanbari, Ghobad Barmalzan and Reza Hashemi
Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters pp. 4283-4309 Downloads
Nitin Kumar and U. C. Gupta
Some design considerations for cluster randomized trials with binary responses pp. 4310-4328 Downloads
Arpan Singh, Meghendar Pal and Satya Prakash Singh
Convergence results for stochastic convex feasibility problem using random Mann and simultaneous projection iterative algorithms in Hilbert space pp. 4329-4343 Downloads
Akaninyene Udo Udom and Chijioke Joel Nweke
The data sampling effect on financial distress prediction by single and ensemble learning techniques pp. 4344-4355 Downloads
Kuen-Liang Sue, Chih-Fong Tsai and Andy Chiu
Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations pp. 4356-4368 Downloads
Qunying Wu
Relating the Friedman test adjusted for ties, the Cochran–Mantel–Haenszel mean score test and the ANOVA F test pp. 4369-4378 Downloads
J. C. W. Rayner and Glen Livingston

Volume 52, issue 11, 2023

Measuring local sensitivity in Bayesian inference using a new class of metrics pp. 3581-3597 Downloads
Tabassom Sedighi, Amin Hosseinian-Far and Alireza Daneshkhah
Some limiting behavior of the maximum of the partial sum for asymptotically negatively associated random vectors in Hilbert space pp. 3598-3611 Downloads
Mi-Hwa Ko
A new biased estimator for the gamma regression model: Some applications in medical sciences pp. 3612-3632 Downloads
Muhammad Nauman Akram, Muhammad Amin and Muhammad Qasim
Design and construction of a quick-switching sampling system with a third-generation capability index pp. 3633-3651 Downloads
Zih-Huei Wang, Chien-Wei Wu and Jhen-Jia Jhu
Markov's inequality: Sharpness, renewal theory, finite samples, reliability theory pp. 3652-3660 Downloads
Mark Brown and Joel E. Cohen
Hypothesis testing for populations of networks pp. 3661-3684 Downloads
Li Chen, Jie Zhou and Lizhen Lin
On the method of moments approach applied to a (generalized) gamma population pp. 3685-3708 Downloads
Hadi Abbaszadehpeivasti and J. B. G. Frenk
Relative error prediction: Strong uniform consistency for censoring time series model pp. 3709-3729 Downloads
Feriel Bouhadjera, Ould Saïd Elias and Remita Mohamed Riad
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion pp. 3730-3750 Downloads
Tania Roa, Soledad Torres and Ciprian Tudor
Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples pp. 3751-3766 Downloads
Rendao Ye, Bingni Fang, Zhongchi Wang, Kun Luo and Wenting Ge
Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter pp. 3767-3794 Downloads
Yasuyuki Hamura
Bayesian modeling and forecasting of vector autoregressive moving average processes pp. 3795-3815 Downloads
Samir M. Shaarawy
Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects pp. 3816-3824 Downloads
B. L. S. Prakasa Rao
Belief eXtropy: Measure uncertainty from negation pp. 3825-3847 Downloads
Qianli Zhou and Yong Deng
Time-varying additive model with autoregressive errors for locally stationary time series pp. 3848-3878 Downloads
Jiyanglin Li and Tao Li
A new process capability index for simple linear profile pp. 3879-3894 Downloads
Zainab Abbasi Ganji and Bahram Sadeghpour Gildeh
Modeling periodically inspected k/r-out-of-n system pp. 3895-3909 Downloads
Himani Pant and S. B. Singh
Detecting influential data in multivariate survival models pp. 3910-3926 Downloads
Tsirizani M. Kaombe and Samuel O. M. Manda
Restricted estimation of distributed lag model from a Bayesian point of view pp. 3927-3938 Downloads
Selma Toker and Nimet Özbay
Fault classification via energy based features of two-dimensional image data pp. 3939-3959 Downloads
Munwon Lim, Brani Vidakovic and Suk Joo Bae
Mean field approximations to a queueing system with threshold-based workload control scheme pp. 3960-3981 Downloads
Qihui Bu, Liwei Liu and Yiqiang Q. Zhao
Failure rate-based models for systems subject to random shocks pp. 3982-4000 Downloads
Guanjun Wang, Peng Liu and Lijuan Shen
A continuous-time network evolution model describing 3-interactions pp. 4001-4020 Downloads
István Fazekas, Attila Barta, Csaba Noszály and Bettina Porvázsnyik
State space splitting of a finite markov process and some discussions on related counting processes pp. 4021-4052 Downloads
Lirong Cui, He Yi and Narayanaswamy Balakrishnan

Volume 52, issue 10, 2023

Robust posterior inference for Youden’s index cutoff pp. 3193-3208 Downloads
Nicholas Syring
Systematic deviation in mean of log bayes factor: Implication and application pp. 3209-3218 Downloads
Vishal Midya and Jiangang Liao
A note on the two-stage multiple comparison procedures with the average for exponential location parameters under heteroscedasticity pp. 3219-3228 Downloads
Shu-Fei Wu
Maximum likelihood estimation of spatial lag models in the presence of the error-prone variables pp. 3229-3240 Downloads
Anil Eralp, Sahika Gokmen and Rukiye Dagalp
Robust polychoric correlation pp. 3241-3261 Downloads
Johan Lyhagen and Petra Ornstein
Identifying the support of rectangular signals in Gaussian noise pp. 3262-3289 Downloads
Jiyao Kou
Limiting behavior of the gap between the largest two representative points of statistical distributions pp. 3290-3313 Downloads
Long-Hao Xu, Kai-Tai Fang and Jianxin Pan
Modified ridge-type estimator for the inverse Gaussian regression model pp. 3314-3332 Downloads
Muhammad Nauman Akram, Muhammad Amin, Muhammad Aman Ullah and Saima Afzal
The effect of autocorrelation on the diagnostic procedures pp. 3333-3349 Downloads
Feng Xu and Xiongying Li
Supplementary notes on the minimax and orthogonal least squares line fitting procedures pp. 3350-3353 Downloads
Richard William Farebrother
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables pp. 3354-3360 Downloads
Martín Egozcue and Luis Fuentes García
Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework pp. 3361-3381 Downloads
Xingcai Zhou, Hao Shen, Beibei Ni and Yingzhi Xu
Transient and steady-state analysis of hybrid arrivals of single and batch customers queueing systems with switch-off period pp. 3382-3413 Downloads
B. Krishna Kumar, R. Sankar, R. Navaneetha Krishnan, R. Rukmani and Alexander Rumnyantsev
A randomization tool for obtaining efficient estimators through focus group discussion in sensitive surveys pp. 3414-3428 Downloads
Qamruz Zaman, Muhammad Ijaz and Tolga Zaman
Minimax randomized response methods for protecting respondent’s privacy pp. 3429-3451 Downloads
Jichong Chai and Tapan K. Nayak
Parameter estimation for a discrete time model driven by fractional Poisson process pp. 3452-3477 Downloads
Héctor Araya, Natalia Bahamonde, Tania Roa and Soledad Torres
Associate an optimal normal distribution with a finite numerical discrete data set via extended spline functions pp. 3478-3491 Downloads
Ray-Ming Chen
Stochastic comparisons on extreme order statistics from observations associated by FGM copula pp. 3492-3510 Downloads
Boyang Wang and Rui Fang
The confidence interval of q-Gaussian distributions pp. 3511-3525 Downloads
Ben Salah Nahla and Masmoudi Afif
The dual risk model under a mixed ratcheting and periodic dividend strategy pp. 3526-3540 Downloads
Zhan-Jie Song and Fu-Yun Sun
Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion pp. 3541-3556 Downloads
Qian Yu, Qiangqiang Chang and Guangjun Shen
New approaches to parameter estimation with statistical censoring by means of the CEV algorithm: Characterization of its properties for high-performance normal processes pp. 3557-3573 Downloads
Javier Neira Rueda and Andres Carrión García
Autoregressive inverse Gaussian process and the stochastic volatility modeling pp. 3574-3580 Downloads
P Sujith and N. Balakrishna

Volume 52, issue 9, 2023

On Birnbaum type joint importance measures for multistate reliability systems pp. 2799-2818 Downloads
V. M. Chacko
Robust second-order rotatable invariably designs for some lifetime distributions pp. 2819-2835 Downloads
Jinseog Kim, Gaurab Bhattacharyya, Sabyasachi Mukherjee and Rabindra Nath Das
Maximum likelihood estimation of two-sample population proportions under constraint on their difference pp. 2836-2851 Downloads
Shubhabrata Das
A new look at the correlation coefficient: Correlation as the difference-sum ratio of SSEs pp. 2852-2859 Downloads
Adriano Pareto
Extreme quantile regression for tail single-index varying-coefficient models pp. 2860-2881 Downloads
Yingjie Wang and Xinsheng Liu
The quadruple moving average control chart for monitoring the process mean pp. 2882-2916 Downloads
Vasileios Alevizakos, Kashinath Chatterjee and Christos Koukouvinos
An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method pp. 2917-2930 Downloads
Bin Zhu, Yongzhen Pei and Changguo Li
Convergence of asymptotically almost negatively associated random variables with random coefficients pp. 2931-2945 Downloads
Bing Meng, Dingcheng Wang and Qunying Wu
Bayesian inference for quantile autoregressive model with explanatory variables pp. 2946-2965 Downloads
Kai Yang, Bo Peng and Xiaogang Dong
Parameter estimation for power function-lognormal composite distribution pp. 2966-2982 Downloads
Chao Wang
Reliability and expectation bounds based on Hardy’s inequality pp. 2983-2997 Downloads
F. Goodarzi and M. Amini
Ordering results on extremes of inverse Kumaraswamy random samples pp. 2998-3011 Downloads
Suchandan Kayal and Amarjit Kundu
Stationary joint distribution of a discrete-time group-arrival and batch-size-dependent service queue with single and multiple vacation pp. 3012-3046 Downloads
N. Nandy and S. Pradhan
Semiparametric tests for equality of two independent variances pp. 3047-3069 Downloads
Kai Peng and Cheng Peng
Estimation in a general semiparametric hazards regression model with missing covariates pp. 3070-3097 Downloads
Jin Jin and Liuquan Sun
On strong deviation theorems concerning array of dependent random sequence pp. 3098-3107 Downloads
Ping Hu, Mengru Chen, Shu Chen and Zhong-zhi Wang
Inertia and rank approach in transformed linear mixed models for comparison of BLUPs pp. 3108-3123 Downloads
Nesrin Güler and Melek Eriş Büyükkaya
Some results on increments of l∞-valued random fields pp. 3124-3131 Downloads
A. Bahram and B. Almohaimeed
Parameter estimation for Vasicek model driven by a general Gaussian noise pp. 3132-3148 Downloads
Yong Chen, Ying Li and Xingzhi Pei
Testing for the equivalence of several sets of time series and its multiple comparison procedure pp. 3149-3164 Downloads
Yukio Yanagisawa
Actual error rates in linear discrimination of spatial Gaussian data in terms of semivariograms pp. 3165-3173 Downloads
Kestutis Ducinskas and Lina Dreiziene
The price of the Bermudan option: A simple, explicit formula pp. 3174-3177 Downloads
Moawia Alghalith
Residual lifetime prediction for sequential k-out-of-n systems with dependent component lifetimes pp. 3178-3192 Downloads
M. Baratnia and A. H. Rezaei Roknabadi

Volume 52, issue 8, 2023

Forecasting short-term mortality trends using Bernstein polynomials pp. 2417-2433 Downloads
Yuh-Jenn Wu, Li-Syuan Hong, Li-Hsueh Cheng and Li-Chu Chien
Schematic saturated orthogonal arrays obtained by using the expansive replacement method pp. 2434-2447 Downloads
Shanqi Pang, Rong Yan, Xiao Zhang and Jinhui Shen
On a couple of unresolved group testing conjectures pp. 2448-2460 Downloads
Ugnė Čižikovienė and Viktor Skorniakov
Reliability analysis for uncertain competing failure degradation system with a change point pp. 2461-2481 Downloads
Yanqing Wen, Baoliang Liu, Zhiqiang Zhang, Shugui Kang, Qingan Qiu and Haiyan Shi
A new standardized mortality ratio method for hospital quality evaluation pp. 2482-2492 Downloads
Qing Peng, Xin Lai, Liu Liu and Jing Chen
IPLSL and IPLSQ: Two types of imputation PLS algorithms for hierarchical latent variable model pp. 2493-2513 Downloads
Hao Cheng
Valuation of kth-to-default credit-linked notes with counterparty risk in a reduced-form model pp. 2514-2537 Downloads
Kangquan Zhi, Xiaosong Qian and Ayu Xie
A class of general pretest estimators for the univariate normal mean pp. 2538-2561 Downloads
Jia-Han Shih, Yoshihiko Konno, Yuan-Tsung Chang and Takeshi Emura
Shannon-McMillan theorem and strong law of large numbers for Markov chains indexed by generalized spherically symmetric trees pp. 2562-2573 Downloads
Weicai Peng and Xinyue Xi
Estimation of finite population distribution function in a complex survey sampling pp. 2574-2596 Downloads
Abdul Haq, Mohsin Abbas and Manzoor Khan
The distribution of the sum of independent and non identically generalized Lindley random variables pp. 2597-2609 Downloads
Masato Kitani, Hidetoshi Murakami and Hiroki Hashiguchi
An efficient family of robust-type estimators for the population variance in simple and stratified random sampling pp. 2610-2624 Downloads
Tolga Zaman and Hasan Bulut
Bootstrapping some GLM and survival regression variable selection estimators pp. 2625-2645 Downloads
Rasanji C. Rathnayake and David J. Olive
A product acceptance decision-making method based on process capability with considering gauge measurement errors pp. 2646-2665 Downloads
Dwi Yuli Rakhmawati and Junghye Lee
Objective Bayesian analysis of accelerated degradation models based on Wiener process with correlation pp. 2666-2681 Downloads
Lei He
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond pp. 2682-2701 Downloads
Tetyana Kadankova, Nikolai Leonenko and Enrico Scalas
The effect of gauge measurement errors on double sampling X¯ control chart pp. 2702-2717 Downloads
Mohammad Reza Maleki, Bahareh Shamseddin, Hossein Eghbali and Aliasghar Bazdar
An empirical estimate of quantile density function in presence of censoring pp. 2718-2734 Downloads
Esmaeil Shirazi
Development of a new modified hogg type adaptive scheme for multilevel models with diverse error distributions pp. 2735-2750 Downloads
Sehar Saleem, Rehan Ahmad Khan Sherwani and Muhammad Amin
Bias reduction and model selection in misspecified models pp. 2751-2765 Downloads
Hidenori Okumura
Sampling design for the lifetime performance index of exponential lifetime distribution under progressive type I interval censoring pp. 2766-2782 Downloads
Shu-Fei Wu, Jyun-Jhe Jheng and Wei-Tsung Chang
Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality pp. 2783-2798 Downloads
Abdullah Qayed and Dong Han

Volume 52, issue 7, 2023

Explicit free multiplicative law of large numbers pp. 2031-2042 Downloads
Raouf Fakhfakh
Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility pp. 2043-2056 Downloads
Yong Ma, Li Chen and Jianping Lyu
Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims pp. 2057-2071 Downloads
Huimin Sun, Bingzhen Geng and Shijie Wang
Kernel conditional density and mode estimation for psi-weakly dependent observations pp. 2072-2098 Downloads
Soumia Rih and Abdelkader Tatachak
Monitoring social networks based on Zero-inflated Poisson regression model pp. 2099-2115 Downloads
Narges Motalebi, Mohammad Saleh Owlia, Amirhossein Amiri and Mohammad Saber Fallahnezhad
Identifying the distribution of linear combinations of gamma random variables via Stein’s method pp. 2116-2123 Downloads
Dawei Lu and Jingcai Yang
Objective priors for common correlation coefficient in bivariate normal populations pp. 2124-2143 Downloads
Sang Gil Kang, Woo Dong Lee and Yongku Kim
Some correlation tests for vectors of large dimension pp. 2144-2160 Downloads
M. Rauf Ahmad and S. Ejaz Ahmed
Spatial nonstationary hierarchical Bayes estimation of small area proportions pp. 2161-2181 Downloads
Priyanka Anjoy and Hukum Chandra
Consistency of the frequency polygon estimators of density mode for strongly mixing processes pp. 2182-2197 Downloads
Ahmad Younso
Optimal investment strategies for an insurer with liquid constraint pp. 2198-2214 Downloads
Haili Yuan and Yijun Hu
Bayes estimator of process capability index Cpk with a specified prior mean pp. 2215-2227 Downloads
Shun Matsuura
Empirical Bayes on a shoestring and other applications pp. 2228-2239 Downloads
Mayer Alvo
An improvement decision-making method by similarity and belief function theory pp. 2240-2258 Downloads
Mehran Khalaj and Fereshteh Khalaj
Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk pp. 2259-2275 Downloads
Lei He and Shuling Tian
The SPRT sign chart for process location pp. 2276-2290 Downloads
Shashibhushan B. Mahadik and Dadasaheb G. Godase
Adaptive bridge estimator for Cox model with a diverging number of parameters pp. 2291-2308 Downloads
Xiangdong Liu and Mingyun Sun
Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance pp. 2309-2337 Downloads
Liyuan Wang, Zhiping Chen and Peng Yang
Uniform k-Tuple Partially Rank-Ordered Set Sampling pp. 2338-2355 Downloads
Marvin Javier and Kaushik Ghosh
A modified one stage multiple comparison procedure of exponential location parameters with the control under heteroscedasticity pp. 2356-2364 Downloads
Shu-Fei Wu
Simultaneous test for linear model via projection pp. 2365-2378 Downloads
Hui Chen and Xuemin Zi
The effect of parameters estimation on the performance of variables control charts under repetitive sampling pp. 2379-2401 Downloads
Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos and Angeliki Lappa
A monotonicity property of weighted log-rank tests pp. 2402-2416 Downloads
Tahani Coolen-Maturi and Frank P. A. Coolen

Volume 52, issue 6, 2023

Singular matrix variate Birnbaum-Saunders distribution under elliptical models pp. 1653-1667 Downloads
José A. Díaz-García and Francisco J. Caro-Lopera
Nonexistence of robust designs against presence of more than one outlier in a restricted class pp. 1668-1675 Downloads
Ganesh Dutta, Nripes Kumar Mandal and Premadhis Das
Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models pp. 1676-1691 Downloads
Peixin Zhao, Haogeng Gan, Suli Cheng and Xiaoshuang Zhou
On optimality and construction of two-treatment circular cross-over designs pp. 1692-1701 Downloads
Vasilis Chasiotis
A network Lasso model for regression pp. 1702-1727 Downloads
Meihong Su and Wenjian Wang
Minimal sample size in balanced ANOVA models of crossed, nested, and mixed classifications pp. 1728-1743 Downloads
Bernhard Spangl, Norbert Kaiblinger, Peter Ruckdeschel and Dieter Rasch
Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates pp. 1744-1766 Downloads
Yuye Zou, Chengxin Wu, Guoliang Fan and Riquan Zhang
Some efficient classes of estimators under stratified sampling pp. 1767-1796 Downloads
Shashi Bhushan, Anoop Kumar and Saurabh Singh
Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow pp. 1797-1832 Downloads
Hao Ge, Xingyi Li, Xun Li and Zhongfei Li
Diagnostic tools for a multivariate negative binomial model for fitting correlated data with overdispersion pp. 1833-1853 Downloads
Lizandra C. Fabio, Cristian Villegas, Jalmar M. F. Carrasco and Mário de Castro
Risk-based premium evaluation with jump diffusion process for PBGC pp. 1854-1869 Downloads
Lin Xie, Wei Wang, Zhixin Yang and Nan Zhang
On the analytical properties of category encodings in logistic regression pp. 1870-1887 Downloads
Guoping Zeng
Multivariate wavelet density estimation for strong mixing stratified size-biased sample pp. 1888-1904 Downloads
Junke Kou and Kaili Cui
Comparison of likelihood-based predictors of future Pareto and Lomax record values in terms of Pitman closeness pp. 1905-1922 Downloads
Grigoriy Volovskiy and Udo Kamps
Construction of resolvable incomplete block designs for estimating main effects with full efficiency pp. 1923-1936 Downloads
Pratheesh P. Gopinath, Rajender Parsad and B. N. Mandal
Sequential estimation of quantiles from delayed observations pp. 1937-1945 Downloads
Agnieszka Stępień-Baran
A survey of resolvable solutions of partially balanced designs pp. 1946-1962 Downloads
Shyam Saurabh, Kishore Sinha and Mithilesh Kumar Singh
A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics pp. 1963-1980 Downloads
Fatemeh Gharari and Masoud Ganji
Estimation of parameters of logistic regression with covariates missing separately or simultaneously pp. 1981-2009 Downloads
Phuoc-Loc Tran, Truong-Nhat Le, Shen-Ming Lee and Chin-Shang Li
Improved imputation methods for missing data in two-occasion successive sampling pp. 2010-2029 Downloads
Garib Nath Singh, Ashok Kumar Jaiswal and Awadhesh K. Pandey

Volume 52, issue 5, 2023

Detecting sparse heterogeneous mixtures in a two-sample problem pp. 1333-1347 Downloads
Rong Huang
Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution pp. 1348-1355 Downloads
Zarai Mohamed
Optimal preventive replacement policies for a system with discrete scheduled times pp. 1356-1368 Downloads
Yen-Luan Chen
Robustness of orthogonal uniform composite designs against missing data pp. 1369-1384 Downloads
Brenda Mbouamba Yankam and Abimibola Victoria Oladugba
Double smoothing local linear estimation in nonlinear time series pp. 1385-1399 Downloads
K. D. Prasangika, Wan Tang, Zeng Yao and Guoxin Zuo
Determination of warranty length for one-shot devices with Rayleigh lifetime distribution pp. 1400-1416 Downloads
Shuo-Jye Wu, Syuan-Rong Huang and Jie-Huei Wang
On use of randomized response technique for estimating sensitive subpopulation total pp. 1417-1430 Downloads
Shakeel Ahmed and Javid Shabbir
Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate pp. 1431-1456 Downloads
Shengjie Yue, Chaoqun Ma, Xinwei Zhao and Chao Deng
Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator pp. 1457-1471 Downloads
Qingqing Kang, Guo-dong Xing, Shanchao Yang and Zhiyong Chen
Optimal investment mean-field and N-player games with memory effect and relative performance competition pp. 1472-1489 Downloads
Xuhui Wang and Lei Hu
Option pricing under a Markov-modulated Merton jump-diffusion dividend pp. 1490-1506 Downloads
Yuanchuang Shan, Haoran Yi, Xuekang Zhang and Huisheng Shu
An insight into control charts using EWMA pp. 1507-1511 Downloads
Muhammad Aslam
An ordered approach on cumulative extropy measures for information analysis pp. 1512-1532 Downloads
Jitto Jose and E. I. Abdul Sathar
Colored Tobit Kalman filter pp. 1533-1547 Downloads
Kostas Loumponias
A proposal of new disnormality indexes pp. 1548-1563 Downloads
Giovanni Girone, Antonella Massari, Francesco Campobasso, Angela Maria D’Uggento, Claudia Marin and Fabio Manca
Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions pp. 1564-1579 Downloads
Jianhua Lin and Xiaohu Li
A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators pp. 1580-1590 Downloads
Buatikan Mirezi, Selahattin Kaçıranlar and Nimet Özbay
The Modified-Half-Normal distribution: Properties and an efficient sampling scheme pp. 1591-1613 Downloads
Jingchao Sun, Maiying Kong and Subhadip Pal
Scalable and efficient inference via CPE pp. 1614-1633 Downloads
Qin Yu, Yang Li, Yumeng Wang, Yachong Yang and Zemin Zheng
Optimal calibrated weights while minimizing a variance function pp. 1634-1651 Downloads
Shameem Alam, Sarjinder Singh and Javid Shabbir

Volume 52, issue 4, 2023

On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains pp. 973-987 Downloads
Virtue U. Ekhosuehi
Exact convergence rate of the local limit theorem for a branching random walk in a time-dependent random environment on d-dimensional integer lattice pp. 988-1011 Downloads
Zhiqiang Gao and Xiaoyan Zhang
Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes pp. 1012-1038 Downloads
Weihua Zhao, Xiaoyu Zhang, Kam Chuen Yuen, Rui Li and Heng Lian
Availability and reliability analysis of a retrial system with warm standbys and second optional repair service pp. 1039-1057 Downloads
Shan Gao
Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data pp. 1058-1075 Downloads
Bahareh Feizi and Ahmad Pourdarvish
Joining strategies of noncooperative and cooperative in a single server retrial queue with N-policy and multiple server vacations pp. 1076-1100 Downloads
Zhen Wang, Liwei Liu, Yiqiang Q. Zhao, Linhong Li and Wei Xu
Contributions to the class of beta-generated distributions pp. 1101-1117 Downloads
I. J. H. Visagie, D. J. de Waal, S. L. Makgai and A. Bekker
Nonconcave penalized M-estimation for the least absolute relative errors model pp. 1118-1135 Downloads
Ruiya Fan, Shuguang Zhang and Yaohua Wu
On the extremes of the max-INAR(1) process for time series of counts pp. 1136-1154 Downloads
Manuel G. Scotto and Sónia Gouveia
Memory type ratio and product estimators under ranked-based sampling schemes pp. 1155-1177 Downloads
Irfan Aslam, Muhammad Noor-ul-Amin, Muhammad Hanif and Prayas Sharma
The numerical reconcilability of Bayesian measure and p-value in interval hypotheses is not possible in general pp. 1178-1189 Downloads
Parisa Zolfaghari, Rahim Chinipardaz and Jafar Esmaily
Consistency of the P–C estimator in non parametric regression model based on m-END errors pp. 1190-1201 Downloads
Shuili Zhang, Tiantian Hou and Cong Qu
Optimal preventive replacement last policy for a successive random works system with random lead time pp. 1202-1216 Downloads
Chin-Chih Chang
An IM-based efficient test for non inferiority of the odds ratio between two independent binomial proportions pp. 1217-1236 Downloads
Zhining Wang, Hua Jin and Hezhi Lu
On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences pp. 1237-1250 Downloads
Jiamin Shao and Zhongquan Tan
Statistical inference of a partitioned linear random-effects model pp. 1251-1272 Downloads
Ming Liu, Yongge Tian and Ruixia Yuan
Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations pp. 1273-1286 Downloads
Dawei Lu and Yao Meng
Penalized quantile regression for spatial panel data with fixed effects pp. 1287-1299 Downloads
Yuanqing Zhang, Jiayuan Jiang and Yaqin Feng
Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates pp. 1300-1317 Downloads
Xianbin Chen and Juliang Yin
Estimation of finite population distribution function of sensitive variable* pp. 1318-1331 Downloads
Sanghamitra Pal and Purnima Shaw

Volume 52, issue 3, 2023

Quantum mutual entropy in terms of local quantum Bernoulli noises pp. 515-522 Downloads
Qi Han, Yanan Han, Yaxin Kou and Ziqiang Lu
Estimation of the Pareto and related distributions – A reference-intrinsic approach pp. 523-542 Downloads
James Sharpe and Miguel A. Juárez
Optimal dividend strategy for the dual model with surplus-dependent expense pp. 543-566 Downloads
Shanshan Liu, Zhaoyang Liu and Guoxin Liu
Robust Bayesian estimator in a normal model with uncertain hierarchical priors pp. 567-582 Downloads
Guikai Hu and Xinhai Xiao
Limit theorems for a class of integral functionals driven by fractional Brownian motion pp. 583-601 Downloads
Xiaoyu Xia and Litan Yan
On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions pp. 602-622 Downloads
Sherzod M. Mirakhmedov
A study on weighted dynamic survival and failure extropies pp. 623-642 Downloads
E. I. Abdul Sathar and R. Dhanya Nair
Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model pp. 643-669 Downloads
Amarjit Kundu, Shovan Chowdhury and Narayanaswamy Balakrishnan
Generalized linear models for ordered categorical data pp. 670-683 Downloads
Sture Holm
Dalenius and Vitale randomized response technique for complex survey designs pp. 684-692 Downloads
Raghunath Arnab
A class of small deviation theorems for Markov chains in bi-infinite random environment pp. 693-701 Downloads
Chengjun Ding, Cong Liu, Qingpei Zang and Yannan Niu
An issue about the efficacy for the time-to-event outcome based on accelerated failure time model with interaction of unrecognized heterogeneity and main effect pp. 702-713 Downloads
Feng-shou Ko
Strongly almost convergence in sequences of complex uncertain variables pp. 714-729 Downloads
Jagannath Nath, Binod Chandra Tripathy, Piyali Debnath and Baby Bhattacharya
Generalized weighted survival and failure entropies and their dynamic versions pp. 730-750 Downloads
Siddhartha Chakraborty and Biswabrata Pradhan
Tsallis eXtropy pp. 751-762 Downloads
Yige Xue and Yong Deng
Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis pp. 763-787 Downloads
David R. Bickel
Some new results on redundancy allocation in series systems pp. 788-805 Downloads
Yinzhao Wei, Sanyang Liu and Xiaoliang Ling
Smoothed average variance estimation for dimension reduction with functional data pp. 806-829 Downloads
Mètolidji Moquilas Raymond Affossogbe, Guy Martial Nkiet and Carlos Ogouyandjou
Goodness-of-fit test based on information criterion for interval censored data pp. 830-850 Downloads
Fatemeh Omidi, Vahid Fakoor and Arezou Habibirad
Cumulative residual entropy of equilibrium distribution of order n pp. 851-863 Downloads
N. Unnikrishnan Nair, S. M. Sunoj and Rajesh G.
A rank-based test for monotone trends in k-sample multivariate problems pp. 864-885 Downloads
Taddesse Kassahun, Eshetu Wencheko and Arne C. Bathke
Rate of convergence of the asymptotic normality of sample quantiles from a finite population pp. 886-895 Downloads
Hitoshi Motoyama
A class of location invariant estimators for heavy tailed distributions pp. 896-917 Downloads
Lvyun Zhang and Shouquan Chen
Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals pp. 918-938 Downloads
Josemar Rodrigues, Yury R. Benites, Vicente G. Cancho, N. Balakrishnan and Adriano K. Suzuki
Estimation and selection for spatial confounding regression models pp. 939-955 Downloads
Hong-Ding Yang, Yung-Huei Chiou and Chun-Shu Chen
Testing independence between discrete random variables pp. 956-971 Downloads
Adriano Z. Zambom and Qing Wang

Volume 52, issue 2, 2023

Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics pp. 1-11 Downloads
Haiqing Chen, Xu Zhao, Leilei Zhu, Weihu Cheng and Lu Xu
A testing procedure in clinical trials with multiple binary endpoints pp. 273-282 Downloads
Takuma Ishihara and Kouji Yamamoto
Robust Bayesian approach to logistic regression modeling in small sample size utilizing a weakly informative student’s t prior distribution pp. 283-293 Downloads
Kenneth Chukwuemeka Asanya, Mohamed Kharrat, Akaninyene Udo Udom and Emmanuel Torsen
A refinement of the binomial distribution using the quantum binomial theorem pp. 294-308 Downloads
Andrew V. Sills
Bayesian estimation and prediction for certain type of mixtures pp. 309-334 Downloads
Aziz LMoudden and Éric Marchand
Cyclic structural causal model with unobserved confounder effect pp. 335-345 Downloads
Mario Nagase and Yutaka Kano
Statistical inference in EV linear model pp. 346-363 Downloads
Chunxiu Zhang, Ping Yu and Xiaofeng Wang
Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests pp. 364-377 Downloads
Sanjay Kumar and Nand Kumar
Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem pp. 378-397 Downloads
Xuejun Shi
KBER: A kernel bandwidth estimate using the Ricci curvature pp. 398-408 Downloads
Abdelrahman Eid and Nicolas Wicker
K-combined random fields: Basic properties and stochastic orderings pp. 409-428 Downloads
Boming Chen, Fangfang Wang and Chunsheng Ma
A method to estimate intra-cluster correlation for clustered categorical data pp. 429-444 Downloads
Hrishikesh Chakraborty, Nicole Solomon and Kevin J Anstrom
Integrating the EM algorithm with particle filter for image restoration with exponential dispersion noise pp. 446-462 Downloads
Ibrahim Sadok, Afif Masmoudi and Mourad Zribi
The extended two-type parameter estimator in linear regression model pp. 463-478 Downloads
Amir Zeinal
Robust estimation of Pareto-type tail index through an exponential regression model pp. 479-498 Downloads
Richard Minkah, Tertius de Wet and Abhik Ghosh
A mixture autoregressive model based on Student’s t–distribution pp. 499-515 Downloads
Mika Meitz, Daniel Preve and Pentti Saikkonen

Volume 52, issue 1, 2023

Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation pp. 1-18 Downloads
Guangjun Shen, Zheng Tang and Jun Wang
Uncertain logistic and Box-Cox regression analysis with maximum likelihood estimation pp. 19-38 Downloads
Liang Fang, Yiping Hong, Zaiying Zhou and Wenhui Chen
Discriminant analysis with mixed non normal variables pp. 39-45 Downloads
George Chinanu Mbaeyi and Chijioke Joel Nweke
Power for balanced linear mixed models with complex missing data processes pp. 46-64 Downloads
Kevin P. Josey, Brandy M. Ringham, Anna E. Barón, Margaret Schenkman, Katherine A. Sauder, Keith E. Muller, Dana Dabelea and Deborah H. Glueck
High-dimensional statistical inference via DATE pp. 65-79 Downloads
Zemin Zheng, Lei Liu, Yang Li and Ni Zhao
The skewness and kurtosis of the product of two normally distributed random variables pp. 80-93 Downloads
Antonio Seijas-Macias, Amílcar Oliveira and Teresa A. Oliveira
A note on randomized response technique for multiple sensitive attribute from complex surveys pp. 94-103 Downloads
Raghunath Arnab
On estimation of the PDF and the CDF of the one-parameter polynomial exponential family of distributions pp. 104-120 Downloads
Indrani Mukherjee, Sudhansu S. Maiti and Vijay Vir Singh
On comparison of two parallel systems having Log–Lindley distributed components pp. 121-140 Downloads
Shovan Chowdhury, Amarjit Kundu and Surja Kanta Mishra
An improved banded estimation for large covariance matrix pp. 141-155 Downloads
Wenyu Yang and Xiaoning Kang
Reliability of a system under a new mixed shock model pp. 156-169 Downloads
Ali Doostmoradi, Mohammad Reza Akhoond and Mohammad Reza Zadkarami
Stochastic comparisons of parallel systems with starting devices pp. 170-182 Downloads
Ghobad Barmalzan, Sajad Kosari and Narayanaswamy Balakrishnan
Stochastic comparisons of parallel systems with heterogeneous exponentiated half logistic-F components pp. 183-195 Downloads
Marzieh Shekari, Zohreh Pakdaman and Hossein Zamani
A new limit result in change point analysis pp. 196-207 Downloads
Shrief Prince Atya, Abdalla Abdel-Ghaly and Rasha Ebaid
Consistent model checking procedures for parametric regressions with missing response pp. 208-226 Downloads
Yang Sun
On ageing intensity function of some Weibull models pp. 227-262 Downloads
Rajib Lochan Giri, Asok K. Nanda, Mahua Dasgupta, Satya Kr. Misra and Subarna Bhattacharjee
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