# Communications in Statistics - Theory and Methods
2014 - 2021
Current editor(s): *Debbie Iscoe* From Taylor & Francis Journals Bibliographic data for series maintained by Chris Longhurst (). Access Statistics for this journal.
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**Volume 50, issue 14, 2021**
- Solution of an M/G/1 queueing model with k sequential heterogeneous service steps and vacations using the Tauberian property pp. 3235-3248
*Ali Mohammadi* and *Mohammad Reza Salehi Rad*
- A BSDE approach for bond pricing under interest rate models with self-exciting jumps pp. 3249-3261
*Zhongyang Sun*, *Xin Zhang* and *Ya-Nan Li*
- Generalized estimator for the estimation of clustered population mean in adaptive cluster sampling pp. 3262-3275
*Muhammad Nouman Qureshi* and *Muhammad Hanif*
- On λ-convergence and λ-boundedness of mth order pp. 3276-3285
*Sinan Ercan* and *Çiğdem Asma Bektaş*
- Local linear estimation of the conditional quantile for censored data and functional regressors pp. 3286-3300
*Sara Leulmi*
- A note on the progressive overlap of two alternative Bayesian intervals pp. 3301-3318
*Fulvio De Santis* and *Stefania Gubbiotti*
- Probabilistic evaluation of quantile estimators pp. 3319-3337
*Matti Pajari*, *Maria Tikanmäki* and *Lasse Makkonen*
- Some Hermite–Hadamard type integral inequalities for multidimensional general preinvex stochastic processes pp. 3338-3351
*Nurgul Okur* and *Rovshan Aliyev*
- Extended stochastic Laspeyres price index model with autocorrelated errors pp. 3352-3357
*Arfa Maqsood* and *S. M. Aqil Burney*
- Testing exponentiality against a trend change in mean time to failure in age replacement pp. 3358-3370
*Muhyiddin Izadi* and *Sirous Fathi Manesh*
- Latin square designs with neighbor effects-part II pp. 3371-3379
*Sobita Sapam*, *Nripes Mandal* and *Bikas Sinha*
- A simple proof of the characteristic function of Student’s t-distribution pp. 3380-3383
*Robert E. Gaunt*
- Oracally efficient estimation and testing for an ARCH model with trend pp. 3384-3402
*Huan Gong*
- A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics pp. 3403-3420
*Arturo Garrido*, *Raquel Caro-Carretero*, *Jesús R. Jimenez-Octavio*, *Alberto Carnicero* and *Miguel Such*
- Testing independence in high-dimensional multivariate normal data pp. 3421-3435
*D. Najarzadeh*
- MISE of wavelet estimators for regression derivatives with biased strong mixing data pp. 3436-3452
*Junke Kou*, *Jia Chen* and *Huijun Guo*
- A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration pp. 3453-3476
*Ryoya Oda*, *Yoshie Mima*, *Hirokazu Yanagihara* and *Yasunori Fujikoshi*
- Generalized exponential type estimator for the mean of sensitive variable in the presence of non-sensitive auxiliary variable pp. 3477-3488
*Zara Waseem*, *Hina Khan* and *Javid Shabbir*
- Correction pp. 3489-3489
*The Editors*
**Volume 50, issue 13, 2021**
- Extropy information of maximum and minimum ranked set sampling with unequal samples pp. 2979-2995
*Guoxin Qiu* and *Abbas Eftekharian*
- Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) pp. 2996-3013
*Yong Chen* and *Ying Li*
- Stein’s Lemma for generalized skew-elliptical random vectors pp. 3014-3029
*Chris Adcock*, *Zinoviy Landsman* and *Tomer Shushi*
- Compound zero-truncated Poisson normal distribution and its applications pp. 3030-3050
*Mohammad Z. Raqab*, *Debasis Kundu* and *Fahimah A. Al-Awadhi*
- Almost sure local central limit theorem for the product of some partial sums with optimized weight pp. 3051-3062
*Feng Xu*, *Binhui Wang* and *Yawen Hou*
- Exponential intervened Poisson distribution pp. 3063-3093
*K. Jayakumar* and *K. K. Sankaran*
- Bayesian Conway–Maxwell–Poisson regression models for overdispersed and underdispersed counts pp. 3094-3105
*A. Huang* and *A. S. I. Kim*
- On uniform-negative binomial distribution including Gauss hypergeometric function and its application in count regression modeling pp. 3106-3122
*Deepesh Bhati* and *Ishfaq S. Ahmed*
- Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion pp. 3123-3136
*Fenge Chen* and *Xingchun Peng*
- Analysis of a population model with batch Markovian arrivals influenced by Markov arrival geometric catastrophes pp. 3137-3158
*Nitin Kumar* and *U. C. Gupta*
- Non parametric estimation of the conditional density function with right-censored and dependent data pp. 3159-3178
*Xianzhu Xiong* and *Meijuan Ou*
- A simple data-driven fallback procedure for multiple comparisons pp. 3179-3197
*Jared Wolf* and *Hong Zhou*
- Blockwise AICc and its consistency properties in model selection pp. 3198-3213
*Guofeng Song*, *Lixun Zhu*, *Ai Gao* and *Lingzhu Kong*
- Likelihood-based inference in censored exponential regression models pp. 3214-3233
*Francisco M. C. Medeiros* and *Artur J. Lemonte*
**Volume 50, issue 12, 2021**
- Meta analysis of regression: a review and new approach with application to linear-circular regression model pp. 2723-2731
*Sungsu Kim* and *Thelge Buddika Peiris*
- Bayesian prediction of future observations from weighted exponential distribution constant-stress model based on Type-II hybrid censored data pp. 2732-2746
*Abd EL-Baset A. Ahmad*, *Mohamad A. Fawzy* and *Hosam Ouda*
- Memory type estimators of population mean using exponentially weighted moving averages for time scaled surveys pp. 2747-2758
*Muhammad Noor-ul-Amin*
- Asymptotic results in censored zero-inflated Poisson regression pp. 2759-2779
*Van Trinh Nguyen* and *Jean-François Dupuy*
- Construction of optimal reliability test plans for binary type multi-state strongly coherent systems pp. 2780-2800
*Leena Kulkarni* and *Sanjeev Sabnis*
- On estimating reliability function for the family of power series distribution pp. 2801-2830
*Mriganka Mouli Choudhury*, *Rahul Bhattacharya* and *Sudhansu S. Maiti*
- Parametric and semiparametric copula-based models for the regression analysis of competing risks pp. 2831-2847
*Alejandro R. Vásquez* and *Gabriel Escarela*
- Diagnostic analysis of a circular-circular regression model using asymmetric or asymmetric bi-modal circular errors pp. 2848-2858
*Sungsu Kim* and *Md Monjurul Islam Rifat*
- A general shock model for modelling coupled lives and its application to life insurance pp. 2859-2876
*Hyunju Lee*
- Complete moment convergence for randomly weighted sums of END sequences and its applications pp. 2877-2899
*Xiu Xu* and *Jigao Yan*
- Weighted composite quantile regression with censoring indicators missing at random pp. 2900-2917
*Jiang-Feng Wang*, *Wei-Jun Jiang*, *Fang-Yin Xu* and *Wu-Xin Fu*
- Asymptotic distribution theory on pseudo semiparametric maximum likelihood estimator with covariates missing not at random pp. 2918-2929
*Linghui Jin*, *Yanyan Liu* and *Lisha Guo*
- Option pricing under the Heston model where the interest rate follows the Vasicek model pp. 2930-2937
*Zhidong Guo*
- A note on a generalization of a statistical matrix pp. 2938-2946
*Reza Farhadian*
- Construction of asymmetric orthogonal arrays of high strength by juxtaposition pp. 2947-2957
*Jing Wang*, *Rong-Xian Yue* and *Shan-Qi Pang*
- Investigating the performance of a family of exponential-type estimators in presence of measurement error pp. 2958-2977
*Abhishek Kumar*, *Ajeet Kumar Singh* and *V. K. Singh*
**Volume 50, issue 11, 2021**
- The minimum Bayes factor hypothesis test for correlations and partial correlations pp. 2467-2480
*Fang Chen*, *Keying Ye* and *Min Wang*
- A penalized approach to mixed model selection via cross-validation pp. 2481-2507
*Jingwei Xiong* and *Junfeng Shang*
- Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution pp. 2508-2530
*Lizet Viviana Romero Orjuela* and *Sergio Alejandro Calderón Villanueva*
- Efficient block designs for incomplete factorial experiments for two factors with unequal block sizes pp. 2531-2545
*Shyamsundar Parui*, *Rajender Parsad* and *B. N. Mandal*
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process pp. 2546-2568
*Peng Yang*, *Zhiping Chen* and *Liyuan Wang*
- On the mean time to failure of an age-replacement model in discrete time pp. 2569-2585
*K. K. Sudheesh*, *G. Asha* and *K. M. Jagathnath Krishna*
- A further remark on the alternative expectation formula pp. 2586-2591
*Pingfan Song* and *Shaochen Wang*
- Strong convergence of ρ˜-mixing random sequences pp. 2592-2598
*Pingping Zhong*, *Yuesheng Song* and *Weiguo Yang*
- Statistical inferences for varying coefficient partially non linear model with missing covariates pp. 2599-2618
*Xiuli Wang*, *Peixin Zhao* and *Haiyan Du*
- Two-piece power normal distribution pp. 2619-2639
*Piotr Sulewski*
- Semiparametric mean model with non linear time effect of the covariate for clustered recurrent events with terminal events pp. 2640-2658
*Kang Fang Yuan*
- Improved load forecasting model based on two-stage optimization of gray model with fractional order accumulation and Markov chain pp. 2659-2673
*Fuxiang Liu*, *Wenzhang Guo*, *Ran Liu* and *Jun Liu*
- A proposed mechanism for skewing symmetric distributions pp. 2674-2695
*Moh'd T. Alodat* and *Mohammad Al-Rawwash*
- Attainments of the Bayesian information bounds pp. 2696-2709
*Ken-ichi Koike*
- A modified information criterion for model selection pp. 2710-2721
*Emre Dünder*
**Volume 50, issue 10, 2021**
- Efficient control charts for monitoring the process mean using different paired double ranked set sampling designs pp. 2211-2223
*Muhammad Noor-ul-Amin*, *Muhammad Tayyab* and *Muhammad Hanif*
- Empirical best linear unbiased predictors in multivariate nested-error regression models pp. 2224-2249
*Tsubasa Ito* and *Tatsuya Kubokawa*
- Risk models based on copulas for premiums and claim sizes pp. 2250-2269
*Yao Kang*, *Dehui Wang* and *Jianhua Cheng*
- df-statistical convergence in connection with a modulus in metric spaces pp. 2270-2280
*Emine Kayan* and *Rifat Çolak*
- Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution pp. 2281-2305
*Najme Sharifipanah*, *Rahim Chinipardaz*, *Gholam Ali Parham* and *Reinaldo Boris Arellano-Valle*
- The log-weighted exponential regression model: alternative to the beta regression model pp. 2306-2321
*Emrah Altun*
- Constrained optimal design of X¯ Control Chart for correlated data under Weibull Shock Model with multiple assignable causes pp. 2322-2353
*M. Hossein Naderi*, *Asghar Seif* and *M. Bameni Moghadam*
- The stochastic linear combination of Dirichlet distributions pp. 2354-2359
*Hazhir Homei*
- Mean, mode or median? The score mean pp. 2360-2370
*Zdeněk Fabián*
- Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models pp. 2371-2381
*Pengli Gao* and *Zhiming Xia*
- Quantile regression for varying coefficient spatial error models pp. 2382-2397
*Xiaowen Dai*, *Erqian Li* and *Maozai Tian*
- An invariance principle of strong law of large numbers under nonadditive probabilities pp. 2398-2418
*Xiaoyan Chen*, *Zengjing Chen* and *Liying Ren*
- Dimension-free bounds for largest singular values of matrix Gaussian series pp. 2419-2428
*Xianjie Gao*, *Chao Zhang* and *Hongwei Zhang*
- Analysis of two components parallel repairable system with vacation pp. 2429-2450
*Yan Ling Li* and *Gen Qi Xu*
- A new correction approach for information criteria to detect outliers in regression modeling pp. 2451-2465
*Emre Dünder*
**Volume 50, issue 9, 2021**
- Distribution regression model with a Reproducing Kernel Hilbert Space approach pp. 1955-1977
*Bui Thi Thien Trang*, *Jean-Michel Loubes*, *Laurent Risser* and *Patricia Balaresque*
- On transmuted generalized linear exponential distribution pp. 1978-2000
*S. Ghosh*, *K. K. Kataria* and *P. Vellaisamy*
- Optimum designs for parameter estimation in mixture experiments with group synergism pp. 2001-2014
*Manisha Pal* and *Nripes Kumar Mandal*
- Improved predictive estimation for mean using the Searls technique under ranked set sampling pp. 2015-2038
*Abhishek Singh* and *Gajendra K. Vishwakarma*
- Linear shrinkage estimation of the variance of a distribution with unknown mean pp. 2039-2047
*Yuki Ikeda*, *Ryumei Nakada*, *Tatsuya Kubokawa* and *Muni S. Srivastava*
- Optimal asset allocation for a DC plan with partial information under inflation and mortality risks pp. 2048-2061
*Calisto Guambe*, *Rodwell Kufakunesu*, *Gusti van Zyl* and *Conrad Beyers*
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters pp. 2062-2079
*Guowang Luo* and *Mixia Wu*
- Modelling the aggregate loss for insurance claims with dependence pp. 2080-2095
*Ning Wang*, *Linyi Qian*, *Nan Zhang* and *Zehui Liu*
- An interpretation of the properties of the propensity score in the regression framework pp. 2096-2105
*Fei Wan*
- Some aspects of reversed hazard rate and past entropy pp. 2106-2116
*N. Unnikrishnan Nair*, *S. M. Sunoj* and *Rajesh G.*
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model pp. 2117-2135
*Jie Guo*, *Xiaosong Qian* and *Guojing Wang*
- Analysis of an unreliable single server batch arrival queue with two types of services under Bernoulli vacation policy pp. 2136-2160
*Anjana Begum* and *Gautam Choudhury*
- Tail probabilities of a random walk on an interval pp. 2161-2169
*Ewa M. Kubicka*, *Grzegorz Kubicki*, *Małgorzata Kuchta* and *Michał Morayne*
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models pp. 2170-2187
*Miao Han*, *Xuefeng Song*, *Wei Wang* and *Shengwu Zhou*
- Efficient inferences for linear transformation models with doubly censored data pp. 2188-2200
*Sangbum Choi* and *Xuelin Huang*
- Posterior propriety of bivariate lomax distribution under objective priors pp. 2201-2209
*Sang Gil Kang*, *Woo Dong Lee* and *Yongku Kim*
**Volume 50, issue 8, 2021**
- On generalized invariant statistical convergence of weight g pp. 1699-1708
*Ekrem Savaş*
- Does the generalized mean have the potential to control outliers? pp. 1709-1727
*Soumalya Mukhopadhyay*, *Amlan Jyoti Das*, *Ayanendranath Basu*, *Aditya Chatterjee* and *Sabyasachi Bhattacharya*
- Outlier detection and accommodation in meta-regression models pp. 1728-1744
*Min Zhang*, *Yong Li*, *Jun Lu* and *Lei Shi*
- A computational method to compare spectral densities of independent periodically correlated time series pp. 1745-1755
*Zongda He* and *Zhonglian Ma*
- A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior pp. 1756-1773
*Reyhaneh Hosseini* and *Mahmoud Zarepour*
- New posterior distributions for the incidence of inefficiency in DEA scores pp. 1774-1780
*Mehmet Güray Ünsal*, *Daniel Friesner* and *Robert Rosenman*
- Optimal investment problem between two insurers with value-added service pp. 1781-1806
*Yajie Wang*, *Ximin Rong*, *Hui Zhao* and *Danping Li*
- Goodness-of-fit test for multistable Lévy processes pp. 1807-1837
*R. Le Guével*
- Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises pp. 1838-1855
*Qingbo Wang*, *Guangjun Shen* and *Zhenlong Gao*
- Lp (1 pp. 1856-1872
*Runyu Zhu* and *Dejian Tian*
- On Bayes minimax estimators for a normal mean with an uncertain constraint† pp. 1873-1883
*Éric Marchand* and *Theodoros Nicoleris*
- Two sensitivity orders applied to the comparison of ROC curves pp. 1884-1896
*Héctor M. Ramos*, *Jorge Ollero* and *Alfonso Suárez-Llorens*
- Almost sure central limit theorem for the location and height of extreme order statistics and high values pp. 1897-1910
*Luyun Ding* and *Zhongquan Tan*
- Optimal prediction variance properties of some central composite designs in the hypercube pp. 1911-1924
*Charity Uchenna Onwuamaeze*
- A nonparametric procedure for changepoint detection in linear regression pp. 1925-1935
*Jing Sun*, *Deepak Sakate* and *Sunil Mathur*
- Conditional distance correlation sure independence screening for ultra-high dimensional survival data pp. 1936-1953
*Shuiyun Lu*, *Xiaolin Chen* and *Hong Wang*
**Volume 50, issue 7, 2021**
- Preface pp. 1531-1531
*Atila Göktaş*, *Selahattin Kaçiranlar* and *Yilmaz Akdi*
- Estimation of the system reliability for generalized inverse Lindley distribution based on different sampling designs pp. 1532-1546
*Fatma Gul Akgul*, *Keming Yu* and *Birdal Senoglu*
- Data analysis in health and big data: A machine learning medical diagnosis model based on patients’ complaints pp. 1547-1556
*Gökhan Silahtaroğlu* and *Nevin Yılmaztürk*
- A novel flexible additive Weibull distribution with real-life applications pp. 1557-1572
*Alamgir Khalil*, *Muhammad Ijaz*, *Kashif Ali*, *Wali Khan Mashwani*, *Muhammad Shafiq*, *Poom Kumam* and *Wiyada Kumam*
- A credit default swap application by using quantile regression technique pp. 1573-1586
*Yüksel Akay Ünvan*
- The effects of “economic crisis” and “financial crisis” searches conducted in google on dollar/TL parity and a causality analysis pp. 1587-1598
*Yüksel Akay Ünvan*
- Impacts of Bitcoin on USA, Japan, China and Turkey stock market indexes: Causality analysis with value at risk method (VAR) pp. 1599-1614
*Yüksel Akay Ünvan*
- Market basket analysis with association rules pp. 1615-1628
*Yüksel Akay Ünvan*
- Model selection in linear regression using paired bootstrap pp. 1629-1639
*Fazli Rabbi*, *Salahuddin Khan*, *Alamgir Khalil*, *Wali Khan Mashwani*, *Muhammad Shafiq*, *Pınar Göktaş* and *Yuksel.Akay Unvan*
- New advanced outliers detection tests pp. 1640-1655
*Alamgir Khalil*, *Salahuddin*, *Wali Khan Mashwani*, *Muhammad Shafiq*, *Saima Hassan* and *Wiyada Kumam*
- Sparsely restricted penalized estimators pp. 1656-1670
*Hüseyin Güler* and *Ebru Ozgur Guler*
- Optimal bandwidth selection for a kernel density with a location-scale property pp. 1671-1684
*Celal Aydın*, *Necla Gündüz* and *Jale Balibeyoğlu*
- Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems pp. 1685-1698
*Wali Khan Mashwani*, *Abdullah Khan*, *Atila Göktaş*, *Yuksel Akay Unvan*, *Ozgur Yaniay* and *Abdelouahed Hamdi*
**Volume 50, issue 6, 2021**
- Efficient multiple control variate method with applications to exotic option pricing pp. 1275-1294
*Suhua Zhang*, *Chunxiang A* and *Yongzeng Lai*
- On dynamic survival extropy pp. 1295-1313
*E. I. Abdul Sathar* and *Dhanya Nair R.*
- Joint estimation of the offspring mean and offspring variance of a second order branching process pp. 1314-1324
*Mukund Ramtirthkar* and *Mohan Kale*
- Variable selection for spatial autoregressive models pp. 1325-1340
*Li Xie*, *Xiaorui Wang*, *Weihu Cheng* and *Tian Tang*
- Calibration estimators for quantitative sensitive mean estimation under successive sampling pp. 1341-1361
*Kumari Priyanka*, *Ajay Kumar* and *Pidugu Trisandhya*
- Some results on maximum of expected sums of sequential minima pp. 1362-1369
*V. B. Nevzorov* and *A. Stepanov*
- On multinomial hidden Markov model for hierarchical manpower systems pp. 1370-1386
*Akaninyene Udo Udom* and *Ukobong Gregory Ebedoro*
- On strong limit theorems for general information sources with an application to AEP pp. 1387-1399
*Zhong-Zhi Wang*, *Shan-Shan Yang*, *Hai-Feng Jiang* and *Fang-Qing Ding*
- The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean pp. 1400-1415
*AliAkbar KazemiNia*, *Bahram Sadeghpour Gildeh* and *Zainab Abbasi Ganji*
- Estimation and variable selection for partially linear additive models with measurement errors pp. 1416-1445
*Rui Li*, *Shuchuan Mu* and *Ruili Hao*
- Estimation of past inaccuracy measure for the right censored dependent data pp. 1446-1455
*E. I. Abdul Sathar*, *K. V. Viswakala* and *G. Rajesh*
- Joint distribution and marginal distribution methods for checking assumptions of generalized linear model pp. 1456-1476
*Junyi Dong* and *Qiqing Yu*
- A group bridge approach for component selection in nonparametric accelerated failure time additive regression model pp. 1477-1501
*Longlong Huang*, *Karen Kopciuk* and *Xuewen Lu*
- Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks pp. 1502-1514
*Amarjit Kundu* and *Shovan Chowdhury*
- A robust adjustment to McNemar test when the data are clustered pp. 1515-1529
*Yougui Wu*
**Volume 50, issue 5, 2021**
- Lifetime behavior of discrete Markov chain censored δ shock model pp. 1019-1035
*Ming Ma*, *Li Na Bian*, *Hua Liu* and *Jian Hua Ye*
- Monitoring a bivariate INAR(1) process with application to Hepatitis A pp. 1036-1058
*Francis G. Pascual* and *Sherzod Akhundjanov*
- Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity pp. 1059-1081
*Yu Xing*, *Dingcheng Wang* and *Xiaoping Yang*
- Optimal investment and reinsurance problem with jump-diffusion model pp. 1082-1098
*Mengmeng Guo*, *Xiu Kan* and *Huisheng Shu*
- A new robust ratio estimator with reference to non-normal distribution pp. 1099-1116
*Aamir Sanaullah*, *Azaz Ahmed* and *Muhammad Hanif*
- A New Functional Estimation Procedure for Varying Coefficient Models pp. 1117-1133
*Xingyu Yan*, *Xiaolong Pu*, *Xiaolei Xun* and *Yingchun Zhou*
- Joint modeling for longitudinal set-inflated continuous and count responses pp. 1134-1160
*Nastaran Sharifian*, *Ehsan Bahrami Samani* and *Mojtaba Ganjali*
- Survival model induced by discrete frailty for modeling of lifetime data with long-term survivors and change-point pp. 1161-1172
*Vicente G. Cancho*, *Gladys Barriga*, *Jeremias Leão* and *Helton Saulo*
- Introduction, analysis and asymptotic behavior of a multi-level manpower planning model in a continuous time setting under potential department contraction pp. 1173-1199
*V. A. Dimitriou* and *A. C. Georgiou*
- Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims pp. 1200-1209
*Jianxi Lin*
- A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree pp. 1210-1227
*Pingping Zhong*, *Zhiyan Shi*, *Weiguo Yang* and *Fan Min*
- A run shock-erosion model pp. 1228-1239
*Mohammad Hossein Poursaeed*
- Minimax rate in prediction for functional principal component regression pp. 1240-1249
*Guangren Yang*, *Hongmei Lin* and *Heng Lian*
- Jump-robust volatility estimation using dynamic dual-domain integration method pp. 1250-1273
*Xu-Guo Ye* and *Yan-Yong Zhao*
**Volume 50, issue 4, 2021**
- Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications pp. 763-791
*Dawei Lu* and *Jialu Wang*
- Reliability analysis of a two-dissimilar-unit warm standby repairable system with priority in use pp. 792-814
*Jinting Wang*, *Nan Xie* and *Nan Yang*
- Parametrizations, weights, and optimal prediction pp. 815-836
*Azzouz Dermoune*, *Khalifa Es-Sebaiy*, *Mohammed Es.Sebaiy* and *Jabrane Moustaaid*
- Estimation of marginal generalized linear model with subgroup auxiliary information pp. 837-855
*Jie He*, *Xiaogang Duan*, *Shumei Zhang* and *Hui Li*
- A New Perspective in Functional EIV Linear Models: Part II pp. 856-873
*Ali Al-Sharadqah* and *Nicholas Woolsey*
- New class of exponential estimators for finite population mean in two-phase sampling pp. 874-889
*Tolga Zaman* and *Cem Kadilar*
- A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom pp. 890-909
*Jose Maria Del Castillo*
- Regression credibility estimator with two-level common effects pp. 910-931
*Qiang Zhang* and *Ping Chen*
- Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate pp. 932-943
*Kaiyong Wang* and *Yanzhu Mao*
- Hierarchical Bayesian models for continuous and positively skewed data from small areas pp. 944-962
*Binod Manandhar* and *Balgobin Nandram*
- Generalization of a statistical matrix and its factorization pp. 963-978
*Ilker Akkus* and *Gonca Kizilaslan*
- Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information pp. 979-992
*Nasir Ali*, *Ishfaq Ahmad*, *Muhammad Hanif* and *Usman Shahzad*
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon pp. 993-1017
*Peiqi Wang*, *Ximin Rong*, *Hui Zhao* and *Yajie Wang*
**Volume 50, issue 3, 2021**
- Designing variables sampling plans based on the yield index Spk pp. 507-520
*Marziyeh Nesaee* and *Mohammad Saber Fallah Nezhad*
- Small sample inference for exponential survival times with heavy right-censoring pp. 521-539
*Robert L. Paige* and *Noroharivelo V. Randrianampy*
- The new form Libby-Novick distribution pp. 540-
*Mohamed Ali Ahmed*
- Parameter estimation for the exponential-Poisson distribution based on ranked set samples pp. 560-581
*Abolfazl Joukar*, *Masoumeh Ramezani* and *S. M. T. K. MirMostafaee*
- The first and second order moment structure of an inhomogeneous gamma point process pp. 582-593
*Rodrigo Saul Gaitan* and *Keh-Shin Lii*
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations pp. 594-608
*Fengxiang Feng*, *Dingcheng Wang*, *Qunying Wu* and *Haiwu Huang*
- Identification of outlying and influential data with principal components regression estimation in binary logistic regression pp. 609-630
*M. Revan Özkale*
- A generalized family of estimators for estimating finite population mean in circular systematic sampling (CSS) pp. 631-662
*Housila P. Singh*, *Anita Yadav* and *Swarangi M. Gorey*
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data pp. 663-684
*Masashi Hyodo* and *Takahiro Nishiyama*
- Extreme value inference for quantile regression with varying coefficients pp. 685-710
*Takuma Yoshida*
- Optimal investment problem with complete memory on an infinite time horizon pp. 711-724
*Hui Mi*, *Lei Li* and *Quanxin Zhu*
- Estimation of accelerated failure time due to exposure risk using piecewise-exponential model in cohort follow-up study pp. 725-737
*Eiji Nakashima*
- Δλ-Statistical boundedness on time scales pp. 738-746
*Yavuz Altin*, *Büşra Nur Er* and *Emrah Yilmaz*
- Testing for error correlation in partially functional linear regression models pp. 747-761
*Qian Li*, *Xiangyong Tan* and *Liming Wang*
**Volume 50, issue 2, 2021**
- A new extended generalized Gompertz distribution with statistical properties and simulations pp. 251-279
*Hamid Karamikabir*, *Mahmoud Afshari*, *Morad Alizadeh* and *G. G Hamedani*
- Stein’s method and the distribution of the product of zero mean correlated normal random variables pp. 280-285
*Robert E. Gaunt*
- Bernstein-von Mises theorem and Bayes estimation from single server queues pp. 286-296
*Saroja Kumar Singh* and *Sarat Kumar Acharya*
- Generally weighted moving average control charts using repetitive sampling pp. 297-310
*Chi-Jui Huang*, *Jen-Hsiang Chen* and *Shin-Li Lu*
- Wilcoxon-type rank-sum control charts based on progressively censored reference data pp. 311-328
*Ioannis S. Triantafyllou*
- The non-central negative binomial distribution: Further properties and applications pp. 329-344
*Seng-Huat Ong*, *Kian-Kok Toh* and *Yeh-Ching Low*
- A prediction analysis in a constrained multivariate general linear model with future observations pp. 345-357
*Yuqin Sun*, *Hong Jiang* and *Yongge Tian*
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors pp. 358-370
*Shuili Zhang*, *Tiantian Hou* and *Cong Qu*
- Response-based multiple imputation method for minimizing the impact of covariate detection limit in logistic regression pp. 371-386
*Shahadut Hossain*, *Zahirul Hoque* and *Jacek Wesolowski*
- On the estimation of non linear functions in stochastic volatility models pp. 387-399
*Giuseppina Albano*, *Francesco Giordano* and *Cira Perna*
- Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients pp. 400-414
*Ali Azarbar*, *Yu Wang* and *Saralees Nadarajah*
- Bayesian two-stage design for drug screening trials with switching hypothesis tests based on continuous endpoints pp. 415-431
*Nan Sun*, *Junjiang Zhong* and *Miin-Jye Wen*
- Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration pp. 432-445
*Haotian Chen* and *Yong Zhang*
- Binomial AR(1) processes with innovational outliers pp. 446-472
*Huaping Chen*, *Qi Li* and *Fukang Zhu*
- Standby redundancies at component level versus system level in series system pp. 473-485
*Xingyu Yan*, *Yiying Zhang* and *Peng Zhao*
- Common breaks in means for panel data under short-range dependence pp. 486-505
*Daiqing Xi* and *Tianxiao Pang*
**Volume 50, issue 1, 2021**
- RETRACTED ARTICLE: The probable error in the hypothesis test of normal means using a small sample pp. (i)-(vi)
*The Editors*
- An efficient partial randomized response model for estimating a rare sensitive attribute using Poisson distribution pp. 1-17
*Ghulam Narjis* and *Javid Shabbir*
- Exact group sequential designs for two-arm experiments with Poisson distributed outcome variables pp. 18-34
*Michael Grayling*, *James M. S. Wason* and *Adrian P. Mander*
- A new approach to address multiplicity in hypothesis testing with constraints pp. 35-60
*Huajiang Li* and *Hong Zhou*
- Symmetry tests for manifold-valued random variables pp. 61-72
*Juan Jesús Salamanca*
- Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models pp. 73-94
*Yuehan Yang* and *Hu Yang*
- Parameter estimation for certain nonstationary processes driven by α-stable motions pp. 95-104
*Xuekang Zhang*, *Haoran Yi* and *Huisheng Shu*
- Weak laws of large numbers for maximal weighted sums of random variables pp. 105-115
*Fakhreddine Boukhari*
- Improvements of the Markov and Chebyshev inequalities using the partial expectation pp. 116-131
*Haruhiko Ogasawara*
- Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure pp. 132-142
*Shengxue Wei*, *Xiaoli Gan* and *Guodong Xing*
- On new formulae for cumulative distribution function for McKay Bessel distribution pp. 143-160
*Dragana Jankov Maširević* and *Tibor K. Pogány*
- Operating characteristics of a subset selection procedure applied to a randomized response model for continuous data pp. 161-179
*Alaa Elkadry* and *Gary C. McDonald*
- Estimation and variable selection for a class of quantile regression models with multiple index pp. 180-202
*Cun Han*, *Xiaofei Sun* and *Wenliang Gao*
- A family of non-parametric tests for decreasing mean time to failure with censored data pp. 203-215
*Sudheesh K. Kattumannil* and *Deemat C. Mathew*
- Covariate adjustment via propensity scores for recurrent events in the presence of dependent censoring pp. 216-236
*Youngjoo Cho* and *Debashis Ghosh*
- Improved family of estimators using exponential function for the population mean in the presence of non-response pp. 237-248
*Ceren Ünal* and *Cem Kadilar*
- Statement of Retraction pp. 249-249
*The Editors*
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